QQE histo

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property description "QQE"

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

#property indicator_separate_window

#property indicator_buffers 7

#property indicator_plots   5

#property indicator_label1  "QQE histogram"

#property indicator_type1   DRAW_COLOR_HISTOGRAM2

#property indicator_color1  clrGainsboro,clrDeepSkyBlue,clrLightSalmon

#property indicator_width1  2

#property indicator_label2  "QQE fast"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDarkGray

#property indicator_style2  STYLE_DOT

#property indicator_label3  "QQE slow"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrDarkGray

#property indicator_label4  "QQE"

#property indicator_type4   DRAW_COLOR_LINE

#property indicator_color4  clrDarkGray,clrDeepSkyBlue,clrLightSalmon

#property indicator_width4  2

//--- input parameters

input int                inpRsiPeriod          = 14;          // RSI period

input int                inpRsiSmoothingFactor =  5;          // RSI smoothing factor

input double             inpWPFast             = 2.618;       // Fast period

input double             inpWPSlow             = 4.236;       // Slow period

input ENUM_APPLIED_PRICE inpPrice              = PRICE_CLOSE; // Price 

input double             inpUpBound            =  60;         // Upper bound

input double             inpDnBound            =  40;         // Lower bound

//--- buffers declarations

double val[],valc[],levs[],levf[],histoh[],histol[],histoc[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,histoh,INDICATOR_DATA);

   SetIndexBuffer(1,histol,INDICATOR_DATA);

   SetIndexBuffer(2,histoc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(3,levf,INDICATOR_DATA);

   SetIndexBuffer(4,levs,INDICATOR_DATA);

   SetIndexBuffer(5,val,INDICATOR_DATA);

   SetIndexBuffer(6,valc,INDICATOR_COLOR_INDEX);

   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,inpUpBound);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,inpDnBound);

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"QQE histo ("+(string)inpRsiPeriod+","+(string)inpRsiSmoothingFactor+")");

//---

   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-1,0); for(; i<rates_total && !_StopFlag; i++)

     {

      val[i]=iEma(iRsi(getPrice(inpPrice,open,close,high,low,i,rates_total),inpRsiPeriod,i,rates_total),inpRsiSmoothingFactor,i,rates_total,0);

      double _iEma = iEma((i>0 ? MathAbs(val[i-1]-val[i]) : 0),inpRsiPeriod,i,rates_total,1);

      double _iEmm = iEma(                               _iEma,inpRsiPeriod,i,rates_total,2);

      double _iEmf = _iEmm*inpWPFast;

      double _iEms = _iEmm*inpWPSlow;

      //

      //---

      //

        {

         double tr = (i>0) ? levs[i-1] : 0;

         double dv = tr;

         if(val[i] < tr) { tr = val[i] + _iEms; if((i>0 && val[i-1] < dv) && (tr > dv)) tr = dv; }

         if(val[i] > tr) { tr = val[i] - _iEms; if((i>0 && val[i-1] > dv) && (tr < dv)) tr = dv; }

         levs[i]=tr;

        }

        {

         double tr = (i>0) ? levf[i-1] : 0;

         double dv = tr;

         if(val[i] < tr) { tr = val[i] + _iEmf; if((i>0 && val[i-1] < dv) && (tr > dv)) tr = dv; }

         if(val[i] > tr) { tr = val[i] - _iEmf; if((i>0 && val[i-1] > dv) && (tr < dv)) tr = dv; }

         levf[i]=tr;

        }

      histoh[i] = val[i];

      histol[i] = 50;        

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

      histoc[i] = (val[i]>inpUpBound) ? 1 :(val[i]<inpDnBound) ? 2 :0;

     }

   return (i);

  }

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

//| Custom functions                                                 |

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

#define rsiInstances 1

#define rsiInstancesSize 3

double workRsi[][rsiInstances*rsiInstancesSize];

#define _price  0

#define _change 1

#define _changa 2

//

//---

//

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

  {

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

   int z=instanceNo*rsiInstancesSize;



//

//

//

//

//



   workRsi[r][z+_price]=price;

   if(r<period)

     {

      int k; double sum=0; for(k=0; k<period && (r-k-1)>=0; k++) sum+=MathAbs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]);

      workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/MathMax(k,1);

      workRsi[r][z+_changa] =                                         sum/MathMax(k,1);

     }

   else

     {

      double alpha=1.0/MathMax(period,1);

      double change=workRsi[r][z+_price]-workRsi[r-1][z+_price];

      workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*(        change  - workRsi[r-1][z+_change]);

      workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(MathAbs(change) - workRsi[r-1][z+_changa]);

     }

   return(50.0*(workRsi[r][z+_change]/MathMax(workRsi[r][z+_changa],DBL_MIN)+1));

  }

//

//---

//

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);

  }

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