Multi LSMA slopes

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Multi LSMA slopes"

//------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   2

#property indicator_label1  "Multi LSMA slopes up"

#property indicator_type1   DRAW_HISTOGRAM

#property indicator_color1  clrLimeGreen

#property indicator_width1  2

#property indicator_label2  "Multi LSMA slopes down"

#property indicator_type2   DRAW_HISTOGRAM

#property indicator_color2  clrCrimson

#property indicator_width2  2

//

//---

//

input int                inpPeriod1 =  8; // Period 1

input int                inpPeriod2 = 11; // Period 2

input int                inpPeriod3 = 14; // Period 3

input int                inpPeriod4 = 17; // Period 4

input int                inpPeriod5 = 20; // Period 5

input ENUM_APPLIED_PRICE inpPrice   = PRICE_CLOSE; // Price



double histou[],histod[],averages[][5];

//------------------------------------------------------------------

//                                                                  

//------------------------------------------------------------------

int OnInit()

{

   SetIndexBuffer(0,histou,INDICATOR_DATA); 

   SetIndexBuffer(1,histod,INDICATOR_DATA); 

   IndicatorSetString(INDICATOR_SHORTNAME,"Multi LSMA slopes ("+string(inpPeriod1)+","+string(inpPeriod2)+","+string(inpPeriod3)+","+string(inpPeriod4)+","+string(inpPeriod5)+")");

   return(INIT_SUCCEEDED);

}

//

//---

//

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(-1);

   if (ArrayRange(averages,0)!=rates_total) ArrayResize(averages,rates_total);

   for (int i=(int)MathMax(prev_calculated-1,0); i<rates_total; i++)

   {

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

      averages[i][0] = iLsma(_price,inpPeriod1,i,rates_total,0);

      averages[i][1] = iLsma(_price,inpPeriod2,i,rates_total,1);

      averages[i][2] = iLsma(_price,inpPeriod3,i,rates_total,2);

      averages[i][3] = iLsma(_price,inpPeriod4,i,rates_total,3);

      averages[i][4] = iLsma(_price,inpPeriod5,i,rates_total,4);

         histou[i] = histod[i] = 0;

         if (i>0)

         {

            if (averages[i][0]>averages[i-1][0]) histou[i]++;

            if (averages[i][0]<averages[i-1][0]) histod[i]--;

            if (averages[i][1]>averages[i-1][1]) histou[i]++;

            if (averages[i][1]<averages[i-1][1]) histod[i]--;

            if (averages[i][2]>averages[i-1][2]) histou[i]++;

            if (averages[i][2]<averages[i-1][2]) histod[i]--;

            if (averages[i][3]>averages[i-1][3]) histou[i]++;

            if (averages[i][3]<averages[i-1][3]) histod[i]--;

            if (averages[i][4]>averages[i-1][4]) histou[i]++;

            if (averages[i][4]<averages[i-1][4]) histod[i]--;

         }

   }      

   return(rates_total);

}



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

//| Custom functions                                                 |

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

#define _maInstances 5

#define _maWorkBufferx1 1*_maInstances

double workLinr[][_maWorkBufferx1];

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

{

   if (ArrayRange(workLinr,0)!= bars) ArrayResize(workLinr,bars);



   //

   //---

   //

   

      period = MathMax(period,1);

      workLinr[r][instanceNo] = price;

      if (r<period) return(price);

         double lwmw = period; double lwma = lwmw*price;

         double sma  = price;

         for(int k=1; k<period && (r-k)>=0; k++)

         {

            double weight = period-k;

                   lwmw  += weight;

                   lwma  += weight*workLinr[r-k][instanceNo];  

                   sma   +=        workLinr[r-k][instanceNo];

         }             

   

   return(3.0*lwma/lwmw-2.0*sma/period);

}

//

//---

//

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

  {

   if(i>=0)

      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);

  }

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