Schaff_trend_cycle_-_adjustable_smoothing

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#property copyright   "© mladen, 2017"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Schaff trend cycle with adjustable smoothing"

#property description "contact at mladenfx@gmail.com"

#property description "contact at www.forex-station.com"

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#property indicator_separate_window

#property indicator_buffers 6

#property indicator_plots   1

#property indicator_label1  "value"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrSilver,clrLimeGreen,clrOrange

#property indicator_width1  2



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enum enPrices

{

   pr_close,      // Close

   pr_open,       // Open

   pr_high,       // High

   pr_low,        // Low

   pr_median,     // Median

   pr_typical,    // Typical

   pr_weighted,   // Weighted

   pr_average,    // Average (high+low+open+close)/4

   pr_medianb,    // Average median body (open+close)/2

   pr_tbiased,    // Trend biased price

   pr_tbiased2,   // Trend biased (extreme) price

   pr_haclose,    // Heiken ashi close

   pr_haopen ,    // Heiken ashi open

   pr_hahigh,     // Heiken ashi high

   pr_halow,      // Heiken ashi low

   pr_hamedian,   // Heiken ashi median

   pr_hatypical,  // Heiken ashi typical

   pr_haweighted, // Heiken ashi weighted

   pr_haaverage,  // Heiken ashi average

   pr_hamedianb,  // Heiken ashi median body

   pr_hatbiased,  // Heiken ashi trend biased price

   pr_hatbiased2  // Heiken ashi trend biased (extreme) price

};



input int       SchaffPeriod = 10;       // Schaff period

input int       FastEma      = 23;       // Fast ema period

input int       SlowEma      = 50;       // Slow ema period

input double    SmoothPeriod = 3;        // Smoothing period

input enPrices  Price        = pr_close; // Price



double  val[],valc[],macd[],fastk1[],fastd1[],fastk2[];



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void OnInit()

{

   SetIndexBuffer(0,val   ,INDICATOR_DATA);

   SetIndexBuffer(1,valc  ,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,macd  ,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,fastk1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,fastk2,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,fastd1,INDICATOR_CALCULATIONS);

      IndicatorSetString(INDICATOR_SHORTNAME,"Schaff trend cycle ("+(string)SchaffPeriod+","+(string)FastEma+","+(string)SlowEma+","+(string)SmoothPeriod+")");

}

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);



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      double alpha = 2.0/(1.0+SmoothPeriod);

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

      {

         double price = getPrice(Price,open,close,high,low,i,rates_total);

                macd[i] = iEma(price,FastEma,i,rates_total,0)-iEma(price,SlowEma,i,rates_total,1);

                  int    start = MathMax(i-SchaffPeriod+1,0);

                  double lowMacd  = macd[ArrayMinimum(macd,start,SchaffPeriod)];

                  double highMacd = macd[ArrayMaximum(macd,start,SchaffPeriod)]-lowMacd;

                                    fastk1[i] = (highMacd > 0) ? 100*((macd[i]-lowMacd)/highMacd) : (i>0) ? fastk1[i-1] : 0;

                                    fastd1[i] = (i>0) ? fastd1[i-1]+alpha*(fastk1[i]-fastd1[i-1]) : fastk1[i];

                  double lowStoch  = fastd1[ArrayMinimum(fastd1,start,SchaffPeriod)];

                  double highStoch = fastd1[ArrayMaximum(fastd1,start,SchaffPeriod)]-lowStoch;

                                    fastk2[i] = (highStoch > 0) ? 100*((fastd1[i]-lowStoch)/highStoch) : (i>0) ? fastk2[i-1] : 0;

                                    val[i]    = (i>0) ?  val[i-1]+alpha*(fastk2[i]-val[i-1]) : fastk2[i];

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

      }         

   return(i);

}



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double workEma[][2];

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]);

}



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#define _pricesInstances 1

#define _pricesSize      4

double workHa[][_pricesInstances*_pricesSize];

double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i,int _bars, int instanceNo=0)

{

  if (tprice>=pr_haclose)

   {

      if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); instanceNo*=_pricesSize;

         

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         double haOpen;

         if (i>0)

                haOpen  = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0;

         else   haOpen  = (open[i]+close[i])/2;

         double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;

         double haHigh  = MathMax(high[i], MathMax(haOpen,haClose));

         double haLow   = MathMin(low[i] , MathMin(haOpen,haClose));



         if(haOpen  <haClose) { workHa[i][instanceNo+0] = haLow;  workHa[i][instanceNo+1] = haHigh; } 

         else                 { workHa[i][instanceNo+0] = haHigh; workHa[i][instanceNo+1] = haLow;  } 

                                workHa[i][instanceNo+2] = haOpen;

                                workHa[i][instanceNo+3] = haClose;

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         switch (tprice)

         {

            case pr_haclose:     return(haClose);

            case pr_haopen:      return(haOpen);

            case pr_hahigh:      return(haHigh);

            case pr_halow:       return(haLow);

            case pr_hamedian:    return((haHigh+haLow)/2.0);

            case pr_hamedianb:   return((haOpen+haClose)/2.0);

            case pr_hatypical:   return((haHigh+haLow+haClose)/3.0);

            case pr_haweighted:  return((haHigh+haLow+haClose+haClose)/4.0);

            case pr_haaverage:   return((haHigh+haLow+haClose+haOpen)/4.0);

            case pr_hatbiased:

               if (haClose>haOpen)

                     return((haHigh+haClose)/2.0);

               else  return((haLow+haClose)/2.0);        

            case pr_hatbiased2:

               if (haClose>haOpen)  return(haHigh);

               if (haClose<haOpen)  return(haLow);

                                    return(haClose);        

         }

   }

   

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   switch (tprice)

   {

      case pr_close:     return(close[i]);

      case pr_open:      return(open[i]);

      case pr_high:      return(high[i]);

      case pr_low:       return(low[i]);

      case pr_median:    return((high[i]+low[i])/2.0);

      case pr_medianb:   return((open[i]+close[i])/2.0);

      case pr_typical:   return((high[i]+low[i]+close[i])/3.0);

      case pr_weighted:  return((high[i]+low[i]+close[i]+close[i])/4.0);

      case pr_average:   return((high[i]+low[i]+close[i]+open[i])/4.0);

      case pr_tbiased:   

               if (close[i]>open[i])

                     return((high[i]+close[i])/2.0);

               else  return((low[i]+close[i])/2.0);        

      case pr_tbiased2:   

               if (close[i]>open[i]) return(high[i]);

               if (close[i]<open[i]) return(low[i]);

                                     return(close[i]);        

   }

   return(0);

}