Macd hl

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property description "Macd high/low"

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

#property indicator_separate_window

#property indicator_buffers 9

#property indicator_plots   7

#property indicator_label1  "Level up"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDodgerBlue

#property indicator_label2  "Early level up"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDodgerBlue

#property indicator_style2  STYLE_DOT

#property indicator_label3  "Zero level"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrDarkGray

#property indicator_style3  STYLE_DOT

#property indicator_label4  "Early level down"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrCrimson

#property indicator_style4  STYLE_DOT

#property indicator_label5  "Level down"

#property indicator_type5   DRAW_LINE

#property indicator_color5  clrCrimson

#property indicator_label6  "Macd value"

#property indicator_type6   DRAW_COLOR_LINE

#property indicator_color6  clrDarkGray,clrDodgerBlue,clrDeepSkyBlue,clrCrimson,clrRed

#property indicator_width6  3

#property indicator_label7  "Macd signal"

#property indicator_type7   DRAW_COLOR_LINE

#property indicator_color7  clrDarkGray,clrDodgerBlue,clrDeepSkyBlue,clrCrimson,clrRed

#property indicator_width7  1

//--- input parameters

input int                inpFastPeriod     = 19;          // Fast DEMA period

input int                inpSlowPeriod     = 39;          // Slow DEMA period

input int                inpSignalPeriod   = 9;           // Signal period

input int                inpLookBackPeriod = 50;          // Lookback period

input double             inpEarlyLevel     = 25;          // Early levels %

input ENUM_APPLIED_PRICE inpPrice          = PRICE_CLOSE; // Price 

//--- buffers declarations

double val[],valc[],signal[],signalc[],levelm[],levelu1[],levelu2[],leveld1[],leveld2[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,levelu2,INDICATOR_DATA);

   SetIndexBuffer(1,levelu1,INDICATOR_DATA);

   SetIndexBuffer(2,levelm,INDICATOR_DATA);

   SetIndexBuffer(3,leveld1,INDICATOR_DATA);

   SetIndexBuffer(4,leveld2,INDICATOR_DATA);

   SetIndexBuffer(5,val,INDICATOR_DATA);

   SetIndexBuffer(6,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(7,signal,INDICATOR_DATA);

   SetIndexBuffer(8,signalc,INDICATOR_COLOR_INDEX);

   for(int i=0; i<5; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Macd high/low ("+(string)inpFastPeriod+","+(string)inpSlowPeriod+","+(string)inpSignalPeriod+","+(string)inpLookBackPeriod+")");

//---

   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]    = iEma(_price,inpFastPeriod,i,rates_total,0)-iEma(_price,inpSlowPeriod,i,rates_total,1);

      signal[i] = iEma(val[i],inpSignalPeriod,i,rates_total,2);

      int _start=MathMax(i-inpLookBackPeriod,0); // shifted by 1 to the past on purpose, no error

      int _count= MathMin(_start+1,inpLookBackPeriod);

      double max = val[ArrayMaximum(val,_start,_count)];

      double min = val[ArrayMinimum(val,_start,_count)];

      levelu2[i] = max;

      leveld2[i] = min;

      levelm[i]  = (max+min)/2.0;

      levelu1[i] = levelm[i]+(levelu2[i]-levelm[i])*inpEarlyLevel/100.0;

      leveld1[i] = levelm[i]-(levelm[i]-leveld2[i])*inpEarlyLevel/100.0;

      valc[i]=(val[i]>signal[i]) ?(val[i]>levelu2[i]) ? 2 :(val[i])>levelm[i]? 1 : 0 :(val[i]<signal[i]) ? val[i]<leveld2[i]? 4 :(val[i]<levelm[i]) ? 3 : 0 :(i>0) ? valc[i-1]: 0;

      signalc[i]=valc[i];

     }

   return (i);

  }

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

//| Custom functions                                                 |

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

double workEma[][3];

//

//---

//

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 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);

  }

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