Repulse mtf

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Repulse multi time frame"

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

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   1

#property indicator_label1  "Repulse"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrLimeGreen,clrCrimson

#property indicator_width1  2

//--- input parameters

enum enTimeFrames

  {

   tf_cu  = PERIOD_CURRENT, // Current time frame

   tf_m1  = PERIOD_M1,      // 1 minute

   tf_m2  = PERIOD_M2,      // 2 minutes

   tf_m3  = PERIOD_M3,      // 3 minutes

   tf_m4  = PERIOD_M4,      // 4 minutes

   tf_m5  = PERIOD_M5,      // 5 minutes

   tf_m6  = PERIOD_M6,      // 6 minutes

   tf_m10 = PERIOD_M10,     // 10 minutes

   tf_m12 = PERIOD_M12,     // 12 minutes

   tf_m15 = PERIOD_M15,     // 15 minutes

   tf_m20 = PERIOD_M20,     // 20 minutes

   tf_m30 = PERIOD_M30,     // 30 minutes

   tf_h1  = PERIOD_H1,      // 1 hour

   tf_h2  = PERIOD_H2,      // 2 hours

   tf_h3  = PERIOD_H3,      // 3 hours

   tf_h4  = PERIOD_H4,      // 4 hours

   tf_h6  = PERIOD_H6,      // 6 hours

   tf_h8  = PERIOD_H8,      // 8 hours

   tf_h12 = PERIOD_H12,     // 12 hours

   tf_d1  = PERIOD_D1,      // daily

   tf_w1  = PERIOD_W1,      // weekly

   tf_mn  = PERIOD_MN1,     // monthly

   tf_cp1 = -1,             // Next higher time frame

   tf_cp2 = -2,             // Second higher time frame

   tf_cp3 = -3              // Third higher time frame

  };

input enTimeFrames  inpTimeFrame   = tf_cu;  // Time frame

input int           inpPeriod      = 15;     // Repulse period

input bool          inpInterpolate = true;   // Interpolate in multi time frame mode?

//--- buffers and global variables declarations

double val[],valc[],count[];

int     _mtfHandle=INVALID_HANDLE; ENUM_TIMEFRAMES _indicatorTimeFrame; string _indicatorName;

#define _mtfCall iCustom(_Symbol,_indicatorTimeFrame,_indicatorName,0,inpPeriod)

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//  

//--- indicator buffers mapping

//

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,count,INDICATOR_CALCULATIONS);

//

//---

//

   _indicatorTimeFrame = MathMax(timeFrameGet((int)inpTimeFrame),_Period);

   _indicatorName      = getIndicatorName();

   if(_indicatorTimeFrame!=_Period)

     {

      _mtfHandle = _mtfCall; if(_mtfHandle==INVALID_HANDLE) return(INIT_FAILED);

     }

//

//---

//

   IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(_indicatorTimeFrame)+" Repulse ("+(string)inpPeriod+")");

   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);

   if(_indicatorTimeFrame!=_Period)

     {

      double result[1];

      if(BarsCalculated(_mtfHandle)<0)                               return(prev_calculated);

      if(!timeFrameCheck((ENUM_TIMEFRAMES)_indicatorTimeFrame,time)) return(prev_calculated);

      if(CopyBuffer(_mtfHandle,2,0,1,result)!= 1)                    return(prev_calculated);



      //

      //---

      //

      

      #define _mtfRatio (double)PeriodSeconds((ENUM_TIMEFRAMES)_indicatorTimeFrame)/PeriodSeconds(_Period)

      int k,n,i=MathMin(MathMax(prev_calculated-1,0),MathMax(rates_total-int(result[0]*_mtfRatio)-1,0)),_prevMark=0,_seconds=PeriodSeconds(_indicatorTimeFrame);

     

      for(; i<rates_total && !_StopFlag; i++)

        {

         int _currMark= int(time[i]/_seconds);

         if (_currMark!=_prevMark)

            {

               _prevMark=_currMark;

               #define _mtfCopy(_buff,_buffNo) if(CopyBuffer(_mtfHandle,_buffNo,time[i],1,result)<=0) break; _buff[i]=result[0]

                       _mtfCopy(val,0);

                       _mtfCopy(valc,1);

            }

            else

            {

               val[i]  = val[i-1];

               valc[i] = valc[i-1];

            }



            //

            //---

            //



            if(!inpInterpolate) continue;

            int _nextMark=(i<rates_total-1) ? int(time[i+1]/_seconds) : _prevMark+1; if(_nextMark==_prevMark) continue;

            for(n=1; (i-n)> 0 && time[i-n] >= (_prevMark)*_seconds; n++) continue;

            for(k=1; (i-k)>=0 && k<n; k++)

            {

               #define _mtfInterpolate(_buff) _buff[i-k]=_buff[i]+(_buff[i-n]-_buff[i])*k/n

                       _mtfInterpolate(val);

            }

         }

         return(i);

     }



   //

   //---

   //   

   

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

     {

      val[i]=iRepulse(inpPeriod,open,high,low,close,i,rates_total);

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

     }

   count[rates_total-1]=MathMax(rates_total-prev_calculated+1,1);

   return (i);

  }



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

//| Custom functions                                                 |

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

double workRepulse[][4];

#define PosRaw  0

#define NegRaw  1

#define PosEma  2

#define NegEma  3

//

//---

//

double iRepulse(int period,const double &open[],const double &high[],const double &low[],const double &close[],int i,int bars)

  {

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



   double alpha = 2.0/(1.0+period*5.0);

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

   workRepulse[i][PosRaw] = 100.0*(3*close[i]-2*low[ArrayMinimum(low,_start,period)]-open[i])/close[i];

   workRepulse[i][NegRaw] = 100.0*(open[i]+2*high[ArrayMaximum(high,_start,period)]-3*close[i])/close[i];

   workRepulse[i][PosEma] = (i>0) ? workRepulse[i-1][PosEma]+alpha*(workRepulse[i][PosRaw]-workRepulse[i-1][PosEma]) : workRepulse[i][PosRaw];

   workRepulse[i][NegEma] = (i>0) ? workRepulse[i-1][NegEma]+alpha*(workRepulse[i][NegRaw]-workRepulse[i-1][NegEma]) : workRepulse[i][NegRaw];

   return(workRepulse[i][PosEma]-workRepulse[i][NegEma]);

  }

//

//---

//  

ENUM_TIMEFRAMES _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1};

string          _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"};

//

//---

//

string timeFrameToString(int period)

  {

   if(period==PERIOD_CURRENT)

      period=_Period;

   int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;

   return(_tfsStr[i]);

  }

//

//---

//

ENUM_TIMEFRAMES timeFrameGet(int period)

  {

   int _shift=(period<0?MathAbs(period):0);

   if(_shift>0 || period==tf_cu) period=_Period;

   int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;



   return(_tfsPer[(int)MathMin(i+_shift,ArraySize(_tfsPer)-1)]);

  }

//

//---

//

string getIndicatorName()

  {

   string _path=MQL5InfoString(MQL5_PROGRAM_PATH); StringToLower(_path);

   string _partsA[];

   ushort _partsS=StringGetCharacter("\\",0);

   int    _partsN= StringSplit(_path,_partsS,_partsA);

   string name=_partsA[_partsN-1]; for(int n=_partsN-2; n>=0 && _partsA[n]!="indicators"; n--) name=_partsA[n]+"\\"+name;

   return(name);

  }

//

//---

//

bool timeFrameCheck(ENUM_TIMEFRAMES _timeFrame,const datetime &time[])

  {

   static bool warned=false;

   if(time[0]<SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE))

     {

      datetime startTime,testTime[];

      if(SeriesInfoInteger(_Symbol,PERIOD_M1,SERIES_TERMINAL_FIRSTDATE,startTime))

      if(startTime>0)                       { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); }

      if(startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); }

     }

   if(warned) { Comment(""); warned=false; }

   return(true);

  }

  

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