ModifiedStdDev

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

//|                                               ModifiedStdDev.mq5 |

//|                        Copyright 2009, MetaQuotes Software Corp. |

//|                                       http://www.stanilevych.com |

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

#property copyright   "2017, stanilevych.com"

#property link        "http://www.stanilevych.com"

#property description "Modified Standard Deviation"

#include <MovingAverages.mqh>



#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   1

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_style1  STYLE_SOLID

#property indicator_width1 2                //Width of line)

#property indicator_color1 Red,Green,Yellow //Color of line

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

//|                                                                  |

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

enum MessageType

  {

   PushMessage,

   AlertMessage,

   LogMessage

  };

//--- input parametrs

input int            InpStdDevPeriod=20;   // Period

input int            InpStdDevShift=0;     // Shift

input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // Method

input int            InpDigits=5;          // Accuracy

input MessageType    InpMessageType=AlertMessage; //Type of messages

//---- buffers

double               ExtStdDevBuffer[];

double               ExtMABuffer[];

double               ColorBuffer[];

//--- global variables

int                  ExtStdDevPeriod,ExtStdDevShift;

int rates=0;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

//--- check for input values

   if(InpStdDevPeriod<=1)

     {

      ExtStdDevPeriod=20;

      printf("Incorrect value for input variable InpStdDevPeriod=%d. Indicator will use value=%d for calculations.",InpStdDevPeriod,ExtStdDevPeriod);

     }

   else ExtStdDevPeriod=InpStdDevPeriod;

   if(InpStdDevShift<0)

     {

      ExtStdDevShift=0;

      printf("Incorrect value for input variable InpStdDevShift=%d. Indicator will use value=%d for calculations.",InpStdDevShift,ExtStdDevShift);

     }

   else ExtStdDevShift=InpStdDevShift;

//--- set indicator short name

   IndicatorSetString(INDICATOR_SHORTNAME,"StdDev("+string(ExtStdDevPeriod)+")");

//---- define indicator buffers as indexes

   SetIndexBuffer(0,ExtStdDevBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,ExtMABuffer,INDICATOR_CALCULATIONS);

//--- set index label

   PlotIndexSetString(0,PLOT_LABEL,"StdDev("+string(ExtStdDevPeriod)+")");

//--- set index shift

   PlotIndexSetInteger(0,PLOT_SHIFT,ExtStdDevShift);



   PlotIndexSetInteger(0,PLOT_COLOR_INDEXES,3);

   PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,Red);

   PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,Yellow);

   PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,Green);

//----

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,const int prev_calculated,const int begin,const double &price[])

  {

//--- variables of indicator

   if(rates==0) rates=rates_total;

   int pos;

//--- set draw begin

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtStdDevPeriod-1+begin);

//--- check for rates count

   if(rates_total<ExtStdDevPeriod)

      return(0);

//--- starting work

   pos=prev_calculated-1;

//--- correct position for first iteration

   if(pos<ExtStdDevPeriod)

     {

      pos=ExtStdDevPeriod-1;

      ArrayInitialize(ExtStdDevBuffer,0.0);

      ArrayInitialize(ColorBuffer,0.0);

      ArrayInitialize(ExtMABuffer,0.0);

     }

//--- main cycle

   switch(InpMAMethod)

     {

      case  MODE_EMA :

         for(int i=pos;i<rates_total && !IsStopped();i++)

           {

            if(i==InpStdDevPeriod-1)

               ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);

            else

               ExtMABuffer[i]=ExponentialMA(i,InpStdDevPeriod,ExtMABuffer[i-1],price);

            //--- Calculate StdDev

            ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);

            SetColor(i);

           }

         break;

      case MODE_SMMA :

         for(int i=pos;i<rates_total && !IsStopped();i++)

           {

            if(i==InpStdDevPeriod-1)

               ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);

            else

               ExtMABuffer[i]=SmoothedMA(i,InpStdDevPeriod,ExtMABuffer[i-1],price);

            //--- Calculate StdDev

            ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);

            SetColor(i);

           }

         break;

      case MODE_LWMA :

         for(int i=pos;i<rates_total && !IsStopped();i++)

           {

            ExtMABuffer[i]=LinearWeightedMA(i,InpStdDevPeriod,price);

            ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);

            SetColor(i);

           }

         break;

      default   :

         for(int i=pos;i<rates_total && !IsStopped();i++)

           {

            ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);

            //--- Calculate StdDev

            ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);

            if(rates!=rates_total)

              {

               Signal(i);

               rates=rates_total;

              }

            SetColor(i);

           }

     }

//---- OnCalculate done. Return new prev_calculated.

   return(rates_total-1);

  }

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

//| Calculate Standard Deviation                                     |

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

double StdDevFunc(const double &price[],const double &MAprice[],int position)

  {

   double dTmp=0.0;

   for(int i=0;i<ExtStdDevPeriod;i++) dTmp+=MathPow(price[position-i]-MAprice[position],2);

   dTmp=NormalizeDouble(MathSqrt(dTmp/ExtStdDevPeriod),InpDigits);

   return(dTmp);

  }

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

void SetColor(int i)

  {

//if(ArraySize(ExtStdDevBuffer)<=1) return;

   if(ExtStdDevBuffer[i]<ExtStdDevBuffer[i-1])ColorBuffer[i]=0;

   else if(ExtStdDevBuffer[i]>ExtStdDevBuffer[i-1]) ColorBuffer[i]=2;

   else ColorBuffer[i]=1;

  }

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

void Signal(int i)

  {

   string message="";

   if(ColorBuffer[i-1]==0 && ColorBuffer[i-2]>0)

     {

      message="0G0;> ?045=8O.";

     }

   else if(ColorBuffer[i-1]==2 && ColorBuffer[i-2]<2)

     {

      message="0G0;> @>AB0.";

     }

   if(message!="")

     {

      if(InpMessageType==AlertMessage) Alert(message);

      if(InpMessageType==PushMessage) SendNotification(message);

      if(InpMessageType==LogMessage) Print(message);

     }

  }

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