STARC_bands

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

#property copyright "© mladen, 2016, MetaQuotes Software Corp."

#property link      "www.forex-tsd.com, www.mql5.com"

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#property indicator_chart_window

#property indicator_buffers 8

#property indicator_plots   4

#property indicator_label1  "upper filling"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  C'160,216,239'

#property indicator_label2  "middle filling"

#property indicator_type2   DRAW_FILLING

#property indicator_color2  clrPowderBlue

#property indicator_label3  "lower filling"

#property indicator_type3   DRAW_FILLING

#property indicator_color3  C'160,216,239'

#property indicator_label4  "Average"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrDarkGray

#property indicator_style4 STYLE_DOT



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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

};

enum enMaTypes

{

   ma_sma,    // Simple moving average

   ma_ema,    // Exponential moving average

   ma_smma,   // Smoothed MA

   ma_lwma    // Linear weighted MA

};



input ENUM_TIMEFRAMES TimeFrame       = PERIOD_CURRENT; // Time frame

input int             StarcPeriod     = 56;             // STARC main period

input enMaTypes       StarcMaType     = ma_sma;         // STARC average type

input enPrices        Price           = pr_close;       // Price

input int             AtrPeriod       = 100;            // ATR period

input double          AtrMultiplier1  = 2;              // ATR multiplier 1

input double          AtrMultiplier2  = 3;              // ATR multiplier 2

input enMaTypes       AtrMaType       = ma_sma;         // ATR averaging type

input bool            Interpolate     = true;           // Interpolate mtf data ?





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double fill1u[],fill1d[],fill2u[],fill2d[],fillmu[],fillmd[],count[],ma[];

ENUM_TIMEFRAMES timeFrame;



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int OnInit()

{

   SetIndexBuffer(0,fill1u,INDICATOR_DATA);

   SetIndexBuffer(1,fill1d,INDICATOR_DATA);

   SetIndexBuffer(2,fillmu,INDICATOR_DATA);

   SetIndexBuffer(3,fillmd,INDICATOR_DATA);

   SetIndexBuffer(4,fill2u,INDICATOR_DATA);

   SetIndexBuffer(5,fill2d,INDICATOR_DATA);

   SetIndexBuffer(6,ma,INDICATOR_DATA);

   SetIndexBuffer(7,count,INDICATOR_CALCULATIONS);

         timeFrame = MathMax(_Period,TimeFrame);

         PlotIndexSetString(0,PLOT_LABEL,timeFrameToString(timeFrame)+" STARC upper area");

         PlotIndexSetString(1,PLOT_LABEL,timeFrameToString(timeFrame)+" STARC middle area");

         PlotIndexSetString(2,PLOT_LABEL,timeFrameToString(timeFrame)+" STARC lower area");

   return(0);

}

void OnDeinit(const int reason) { return; }



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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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      if (timeFrame!=_Period)

      {

         double result[]; datetime currTime[],nextTime[]; 

         static int indHandle =-1;

                if (indHandle==-1) indHandle = iCustom(_Symbol,timeFrame,getIndicatorName(),PERIOD_CURRENT,StarcPeriod,StarcMaType,Price,AtrPeriod,AtrMultiplier1,AtrMultiplier2,AtrMaType);

                if (indHandle==-1)                          return(0);

                if (CopyBuffer(indHandle,7,0,1,result)==-1) return(0); 

             

                //

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                #define _processed EMPTY_VALUE-1

                int i,limit = rates_total-(int)MathMin(result[0]*PeriodSeconds(timeFrame)/PeriodSeconds(_Period),rates_total); 

                for (limit=MathMax(limit,0); limit>0 && !IsStopped(); limit--) if (count[limit]==_processed) break;

                for (i=MathMin(limit,MathMax(prev_calculated-1,0)); i<rates_total && !IsStopped(); i++    )

                {

                   if (CopyBuffer(indHandle,0,time[i],1,result)==-1) break; fill1u[i] = result[0];

                   if (CopyBuffer(indHandle,1,time[i],1,result)==-1) break; fill1d[i] = result[0];

                   if (CopyBuffer(indHandle,2,time[i],1,result)==-1) break; fillmu[i] = result[0];

                   if (CopyBuffer(indHandle,3,time[i],1,result)==-1) break; fillmd[i] = result[0];

                   if (CopyBuffer(indHandle,4,time[i],1,result)==-1) break; fill2u[i] = result[0];

                   if (CopyBuffer(indHandle,5,time[i],1,result)==-1) break; fill2d[i] = result[0];

                   if (CopyBuffer(indHandle,6,time[i],1,result)==-1) break; ma[i]     = result[0];

                                                                            count[i]  = _processed;

                   

                   //

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                   #define _interpolate(buff,i,k,n) buff[i-k] = buff[i]+(buff[i-n]-buff[i])*k/n

                   if (!Interpolate) continue; CopyTime(_Symbol,TimeFrame,time[i  ],1,currTime); 

                      if (i<(rates_total-1)) { CopyTime(_Symbol,TimeFrame,time[i+1],1,nextTime); if (currTime[0]==nextTime[0]) continue; }

                      int n,k;

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

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

                         {

                            _interpolate(fill1u,i,k,n);

                            _interpolate(fill1d,i,k,n);

                            _interpolate(fillmu,i,k,n);

                            _interpolate(fillmd,i,k,n);

                            _interpolate(fill2u,i,k,n);

                            _interpolate(fill2d,i,k,n);

                            _interpolate(ma    ,i,k,n);

                         }                            

                }     

                if (i!=rates_total) return(0); return(rates_total);

      }



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   int    atrPeriod      = (AtrPeriod>0) ? AtrPeriod : StarcPeriod;

   double atrMultiplier1 = MathMin(AtrMultiplier1,AtrMultiplier2);

   double atrMultiplier2 = MathMax(AtrMultiplier1,AtrMultiplier2);

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

   {

      double price = getPrice(Price,open,close,high,low,i,rates_total,0);

      double tr    = (i>0) ? MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]) : high[i]-low[i];

      double atr   = iCustomMa(AtrMaType,tr,atrPeriod,i,rates_total,1);

            ma[i]     = iCustomMa(StarcMaType,price,StarcPeriod,i,rates_total,0);

            fillmu[i] = ma[i]+atrMultiplier1*atr;

            fillmd[i] = ma[i]-atrMultiplier1*atr;

            fill1u[i] = ma[i]+atrMultiplier2*atr; fill1d[i] = fillmu[i];

            fill2d[i] = ma[i]-atrMultiplier2*atr; fill2u[i] = fillmd[i];

      }                     

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

   return(rates_total);         

}





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#define priceInstances 1

double workHa[][priceInstances*4];

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*=4;

         

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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);

}



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#define _maInstances 3

#define _maWorkBufferx1 1*_maInstances

#define _maWorkBufferx2 2*_maInstances



double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0)

{

   switch (mode)

   {

      case ma_sma   : return(iSma(price,(int)length,r,bars,instanceNo));

      case ma_ema   : return(iEma(price,length,r,bars,instanceNo));

      case ma_smma  : return(iSmma(price,(int)length,r,bars,instanceNo));

      case ma_lwma  : return(iLwma(price,(int)length,r,bars,instanceNo));

      default       : return(price);

   }

}



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double workSma[][_maWorkBufferx2];

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

{

   if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); instanceNo *= 2; int k;



   workSma[r][instanceNo+0] = price;

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

   workSma[r][instanceNo+1] /= 1.0*k;

   return(workSma[r][instanceNo+1]);

}



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double workEma[][_maWorkBufferx1];

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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double workSmma[][_maWorkBufferx1];

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

{

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



   workSmma[r][instanceNo] = price;

   if (r>1 && period>1)

          workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;

   return(workSmma[r][instanceNo]);

}



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double workLwma[][_maWorkBufferx1];

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

{

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

   

   workLwma[r][instanceNo] = price; if (period<=1) return(price);

      double sumw = period;

      double sum  = period*price;



      for(int k=1; k<period && (r-k)>=0; k++)

      {

         double weight = period-k;

                sumw  += weight;

                sum   += weight*workLwma[r-k][instanceNo];  

      }             

      return(sum/sumw);

}



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string getIndicatorName()

{

   string progPath = MQL5InfoString(MQL5_PROGRAM_PATH); int start=-1;

   while (true)

   {

      int foundAt = StringFind(progPath,"\\",start+1);

      if (foundAt>=0) 

               start = foundAt;

      else  break;     

   }

   string indicatorName = StringSubstr(progPath,start+1);

          indicatorName = StringSubstr(indicatorName,0,StringLen(indicatorName)-4);

   return(indicatorName);

}



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int    _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=ArraySize(_tfsPer)-1;i>=0;i--) if(period==_tfsPer[i]) break;

   return(_tfsStr[i]);   

}