Stochastic Momentum Index

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property link        "https://www.mql5.com"

#property description "Stochastc Momentum Index"

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

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   2

#property indicator_label1  "Smi"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrDeepSkyBlue,clrLightSalmon

#property indicator_width1  2

#property indicator_label2  "Smi signal"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDarkGray

#property indicator_width2  1

#property indicator_level1  40

#property indicator_level2  -40



//--- input parameters

input int                inpLength   = 13;        // Length

input int                inpSmooth1  = 25;        // Smooth period 1

input int                inpSmooth2  =  2;        // Smooth period 2

input int                inpSignal   =  5;        // Signal period

input ENUM_APPLIED_PRICE inpPrice=PRICE_CLOSE; // Price 

//--- buffers declarations

double val[],valc[],signal[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,signal,INDICATOR_DATA);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"SMI ("+(string)inpLength+","+(string)inpSmooth1+","+(string)inpSmooth2+","+(string)inpSignal+")");

//---

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

      double hh = high[ArrayMaximum(high,_start,inpLength)];

      double ll = low [ArrayMinimum(low ,_start,inpLength)];

      double pr = getPrice(inpPrice,open,close,high,low,i,rates_total);



      double ema10 = pr - 0.5*(hh+ll);

      double ema11 = iEma(ema10,inpSmooth1,i,rates_total,0);

      double ema12 = iEma(ema11,inpSmooth2,i,rates_total,1);



      double ema20 =           hh-ll;

      double ema21 = iEma(ema20,inpSmooth1,i,rates_total,2);

      double ema22 = iEma(ema21,inpSmooth2,i,rates_total,3);



      //

      //

      //



      val[i]    = (ema22!=0) ? 100.00 * ema12 / (0.5 * ema22) : 0;

      signal[i] = iEma(val[i],inpSignal,i,rates_total,4);

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

     }

   return (i);

  }

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

//| Custom functions                                                 |

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

double workEma[][5];

//

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);

  }

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