Macd DEMA

ÿþ//+------------------------------------------------------------------

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property link        "https://www.mql5.com"

#property description "Macd DEMA"

//+------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   3

#property indicator_label1  "Macd dema filling"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  C'218,231,226',C'255,221,217'

#property indicator_label2  "Macd value"

#property indicator_type2   DRAW_COLOR_LINE

#property indicator_color2  clrDarkGray,clrDodgerBlue,clrCrimson

#property indicator_width2  2

#property indicator_label3  "Macd signal"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrRed

#property indicator_width3  1



//--- input parameters

input int                inpFastPeriod   = 19;          // Fast DEMA period

input int                inpSlowPeriod   = 39;          // Slow DEMA period

input int                inpSignalPeriod = 9;           // Signal period

input ENUM_APPLIED_PRICE inpPrice        = PRICE_CLOSE; // Price 

//--- buffers declarations

double fillu[],filld[],val[],valc[],signal[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,fillu,INDICATOR_DATA);

   SetIndexBuffer(1,filld,INDICATOR_DATA);

   SetIndexBuffer(2,val,INDICATOR_DATA);

   SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(4,signal,INDICATOR_DATA);

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Macd DEMA ("+(string)inpFastPeriod+","+(string)inpSlowPeriod+","+(string)inpSignalPeriod+")");

//---

   return (INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator de-initialization function                      |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);



   int i=(int)MathMax(prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)

     {

      double _price=getPrice(inpPrice,open,close,high,low,i,rates_total);

      val[i]    = iDema(_price,inpFastPeriod,i,rates_total,0)-iDema(_price,inpSlowPeriod,i,rates_total,1);

      signal[i] = iEma(val[i],inpSignalPeriod,i,rates_total,0);

      fillu[i]  = val[i];

      filld[i]  = signal[i];

      valc[i]= (val[i]>signal[i]) ? 1 :(val[i]<signal[i]) ? 2 : (i>0) ? valc[i-1]: 0;

     }

   return (i);

  }

//+------------------------------------------------------------------+

//| Custom functions                                                 |

//+------------------------------------------------------------------+

double workEma[][1];

//

double iEma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workEma,0)!=_bars) ArrayResize(workEma,_bars);



   workEma[r][instanceNo]=price;

   if(r>0 && period>1)

      workEma[r][instanceNo]=workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);

   return(workEma[r][instanceNo]);

  }

//

//

//

double workDema[][4];

#define _dema1 0

#define _dema2 1

//

double iDema(double price,double period,int r,int bars,int instanceNo=0)

  {

   if(period<=1) return(price);

   if(ArrayRange(workDema,0)!=bars) ArrayResize(workDema,bars); instanceNo*=2;

//

   workDema[r][_dema1+instanceNo] = price;

   workDema[r][_dema2+instanceNo] = price;

   double alpha=2.0/(1.0+period);

   if(r>0)

     {

      workDema[r][_dema1+instanceNo]=workDema[r-1][_dema1+instanceNo]+alpha*(price                         -workDema[r-1][_dema1+instanceNo]);

      workDema[r][_dema2+instanceNo]=workDema[r-1][_dema2+instanceNo]+alpha*(workDema[r][_dema1+instanceNo]-workDema[r-1][_dema2+instanceNo]);

     }

   return(workDema[r][_dema1+instanceNo]*2.0-workDema[r][_dema2+instanceNo]);

  }

//

//

//

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   switch(tprice)

     {

      case PRICE_CLOSE:     return(close[i]);

      case PRICE_OPEN:      return(open[i]);

      case PRICE_HIGH:      return(high[i]);

      case PRICE_LOW:       return(low[i]);

      case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

      case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

      case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

     }

   return(0);

  }

//+------------------------------------------------------------------+