PAX

/*--------------------------------------------------------------+
   This indicator shows moving average of Heiken Ashi prices    |
   And a smoothed moving average...                             |                              
//--------------------------------------------------------------+
To access data from the indicator:
Main signal:
double PAX_now =    iCustom(Symbol(),NULL, "PAX",PAX,Ma_PAX,0,0);
Smoothed signal:
double SPAX_now =   iCustom(Symbol(),NULL, "PAX",PAX,Ma_PAX,5,0);
*/
#property copyright "Copyright © 2004, geoffb65."
#property link      ""

#property indicator_separate_window
#property indicator_minimum -10
#property indicator_maximum 100
#property indicator_buffers 6
#property indicator_color1 DodgerBlue
#property indicator_color2 Red
#property indicator_color3 Green
#property indicator_color4 Magenta
#property indicator_color5 DodgerBlue
#property indicator_color6 Red

//---- input parameters
extern int PAX          = 9;


extern int Ma_PAX       = 14;

extern int BuyTrigger      = 20;
extern int SellTrigger     = 80;

extern color BuyTriggerColor  = DodgerBlue;
extern color SellTriggerColor = Magenta;

extern int MainTrendLong   = 50;
extern int MainTrendShort  = 50;

extern color MainTrendLongColor     = Red;
extern color MainTrendShortColor    = Green;

//---- buffers
double PAXBuffer[];
double PosBuffer[];
double NegBuffer[];

double bdn[],bup[];
double sdn[],sup[];

double marspax[];
string short_name;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   short_name = StringConcatenate("PAX(",PAX,")");   
   IndicatorBuffers(8);
   
   SetIndexBuffer(0,PAXBuffer);
   SetIndexBuffer(2,bup);
   SetIndexBuffer(1,bdn);
   SetIndexBuffer(3,sdn);
   SetIndexBuffer(4,sup);
   SetIndexBuffer(5,marspax);
   
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1);
   SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexStyle(3,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexStyle(4,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexStyle(5,DRAW_LINE,STYLE_SOLID,1);
   
   SetIndexBuffer(6,PosBuffer);
   SetIndexBuffer(7,NegBuffer);
      
   IndicatorShortName(short_name);

   SetIndexDrawBegin(0,PAX);
   SetIndexDrawBegin(1,PAX);
   SetIndexDrawBegin(2,PAX);
   SetIndexDrawBegin(3,PAX);
   SetIndexDrawBegin(4,PAX);
   SetIndexDrawBegin(5,PAX);
   SetIndexDrawBegin(6,PAX);
   SetIndexDrawBegin(7,PAX);
//----

 drawLine(BuyTrigger,"BuyTrigger", BuyTriggerColor);
   drawLine(SellTrigger,"SellTrigger", SellTriggerColor );
   drawLine(MainTrendLong,"MainTrendLong", MainTrendLongColor );
   drawLine(MainTrendShort,"MainTrendShort",MainTrendShortColor );

   return(0);
  }
//+------------------------------------------------------------------+
//| Relative Strength Index                                          |
//+------------------------------------------------------------------+
int start()
  {
   
  
   
   int    i,counted_bars=IndicatorCounted();
   double rel,negative,positive;
//----
   if(Bars<=PAX) return(0);
//---- initial zero
   if(counted_bars<1)
      for(i=1;i<=PAX;i++) PAXBuffer[Bars-i]=0.0;
//----
   i=Bars-PAX-1;
   int ma = i;
   if(counted_bars>=PAX) i=Bars-counted_bars-1;
   while(i>=0)
     {
      double sumn=0.0,sump=0.0;
      if(i==Bars-PAX-1)
        {
         int k=Bars-2;
         //---- initial accumulation
         while(k>=i)
           {
               int h=k+1;
               double cma = (Open[k]+High[k]+Low[k]+Close[k])/4;
               double pma = (Open[h]+High[h]+Low[h]+Close[h])/4;
               
               rel=cma-pma;
               if(rel>0) sump+=rel;
            else      sumn-=rel;
            
            k--;
           }
         positive=sump/PAX;
         negative=sumn/PAX;
        }
      else
        {
         //---- smoothed moving average
         int j=i+1;
         double ccma = (Open[i]+High[i]+Low[i]+Close[i])/4;
         double ppma = (Open[j]+High[j]+Low[j]+Close[j])/4;

         rel=ccma-ppma;
         
         if(rel>0) sump=rel;
         else      sumn=-rel;
         positive=(PosBuffer[i+1]*(PAX-1)+sump)/PAX;
         negative=(NegBuffer[i+1]*(PAX-1)+sumn)/PAX;
        }
      PosBuffer[i]=positive;
      NegBuffer[i]=negative;
      if(negative==0.0) PAXBuffer[i]=0.0;
      else
      {
          PAXBuffer[i]=100.0-100.0/(1+positive/negative);
          
          bdn[i] = 0;
          bup[i] = 0;
          sdn[i] = 0;
          sup[i] = 0;
          
          if(PAXBuffer[i]>MainTrendLong)
          bup[i] = -10;
          
          if(PAXBuffer[i]<MainTrendShort)
          bdn[i] = -10;
          
          if(PAXBuffer[i]<20 && PAXBuffer[i]>PAXBuffer[i+1])
          sup[i] = -10;
          
          if(PAXBuffer[i]>80 && PAXBuffer[i]<PAXBuffer[i+1])
          sdn[i] = -10;
            
          
      }    
      i--;
     }
     
     while(ma>=0)
     {
         marspax[ma] = iMAOnArray(PAXBuffer,0,Ma_PAX,0,MODE_EMA,ma); 
         ma--;
     }    
     
//----
   return(0);
  }
//+------------------------------------------------------------------+
void drawLine(double lvl,string name, color Col )
{
       
            ObjectDelete(name);
            ObjectCreate(name, OBJ_HLINE, WindowFind(short_name), Time[0], lvl,Time[0],lvl);
            
            
            ObjectSet(name, OBJPROP_STYLE, STYLE_DOT);
            
            ObjectSet(name, OBJPROP_COLOR, Col);        
            ObjectSet(name,OBJPROP_WIDTH,1);
          
       
}