Range oscillator + bands

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property description "Range oscillator with bands"

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

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   4

#property indicator_label1  "Band up"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDodgerBlue

#property indicator_style1  STYLE_DOT

#property indicator_label2  "Average range oscillator"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDarkGray

#property indicator_style2  STYLE_DOT

#property indicator_label3  "Band down"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrSandyBrown

#property indicator_style3  STYLE_DOT

#property indicator_label4  "Range oscillator"

#property indicator_type4   DRAW_COLOR_LINE

#property indicator_color4  clrDarkGray,clrDodgerBlue,clrSandyBrown

#property indicator_width4  2

//--- input parameters

input int     inpRngPeriod       = 40;  // Range oscillator period

input int     inpBandsPeriod     = 20;  // Bands period 

input double  inpBandsDeviations = 2.0; // Bands deviation

//--- buffers declarations

double val[],valc[],bandu[],bandm[],bandd[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,bandu,INDICATOR_DATA);

   SetIndexBuffer(1,bandm,INDICATOR_DATA);

   SetIndexBuffer(2,bandd,INDICATOR_DATA);

   SetIndexBuffer(3,val,INDICATOR_DATA);

   SetIndexBuffer(4,valc,INDICATOR_COLOR_INDEX);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Range oscillator + bands ("+(string)inpRngPeriod+","+(string)inpBandsPeriod+")");

   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++)

     {

      int    _start = MathMax(i-inpRngPeriod+1,0);

      double _max   = high[ArrayMaximum(high,_start,inpRngPeriod)];

      double _min   = low [ArrayMinimum(low ,_start,inpRngPeriod)];

      double _med   = (high[i]+low[i])/2;

      val[i]   = (_max!=_min) ? 100*(_med-_min)/(_max-_min) : 0;

      bandm[i] = iSma(val[i],inpBandsPeriod,i,rates_total);

      double _dev=iDeviation(val[i],inpBandsPeriod,i,rates_total);

      bandu[i] = bandm[i]+inpBandsDeviations*_dev;

      bandd[i] = bandm[i]-inpBandsDeviations*_dev;

      valc[i]=(val[i]>bandu[i]) ? 1 :(val[i]<bandd[i]) ? 2 : 0;

     }

   return (i);

  }



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

//| Custom functions                                                 |

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

double workSma[][1];

//

//---

//  

double iSma(double price,int period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workSma,0)!=_bars) ArrayResize(workSma,_bars);



   workSma[r][instanceNo]=price;

   double avg=price; int k=1; for(; k<period && (r-k)>=0; k++) avg+=workSma[r-k][instanceNo];

   return(avg/(double)k);

  }

//

//---

//  

double workDev[];

//

//---

//

double iDeviation(double value,int length,int i,int bars,bool isSample=false)

  {

   if(ArraySize(workDev)!=bars) ArrayResize(workDev,bars);  workDev[i]=value;

   double sumx=0,sumxx=0; for(int k=0; k<length && (i-k)>=0; sumx+=workDev[i-k],sumxx+=workDev[i-k]*workDev[i-k],k++) {}

   return(MathSqrt((sumxx-sumx*sumx/length)/MathMax(length-isSample,1)));

  }

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