Stochastic of alb average - wnz

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Stochastic of adaptive lookback average - with normalized zones"

//------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   3

#property indicator_label1  "Normalized zones"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  clrLightBlue,clrPeachPuff

#property indicator_label2  "Normalized stochastic"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDarkGray

#property indicator_style2  STYLE_DOT

#property indicator_label3  "Stochastic"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrDarkGray,clrDeepSkyBlue,clrSandyBrown

#property indicator_width3  3

//--- input parameters

enum enMaTypes

  {

   ma_sma,    // Simple moving average

   ma_ema,    // Exponential moving average

   ma_smma,   // Smoothed MA

   ma_lwma    // Linear weighted MA

  };

input int                inpPeriod        = 14;          // Stochastic  period

input int                inpSlowing       = 3;           // Stochastic slowing/smoothing period

input int                inpAlbSwingCount = 5;           // Average alb swing count

input double             inpAlbSpeed      = 1;           // Average alb "speed"

input enMaTypes          inpMaMethod      = ma_sma;      // Average method

input ENUM_APPLIED_PRICE inpPrice         = PRICE_CLOSE; // Price

input int                inpNormPeriod    = 10;          // Normalization period

//--- indicator buffers

double val[],valc[],valn[],valfu[],valfd[];

string _avgNames[] = {"SMA","EMA","SMMA","LWMA"};

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,valfu,INDICATOR_DATA);

   SetIndexBuffer(1,valfd,INDICATOR_DATA);

   SetIndexBuffer(2,valn,INDICATOR_DATA);

   SetIndexBuffer(3,val,INDICATOR_DATA);

   SetIndexBuffer(4,valc,INDICATOR_COLOR_INDEX);

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"Stochastic of alb adaptive "+_avgNames[inpMaMethod]+" ("+(string)inpPeriod+","+(string)inpSlowing+","+(string)inpAlbSwingCount+","+(string)inpAlbSpeed+")");

//---

   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);

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

     {

      double _price = iCustomMa(inpMaMethod,getPrice(inpPrice,open,close,high,low,i,rates_total),(int)iAlb(high,low,inpAlbSwingCount,inpAlbSpeed,i,rates_total),i,rates_total);

      val[i]  = iStoch(_price,_price,_price,inpPeriod,inpSlowing,i,rates_total)-50;

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

      valn[i] = 0;

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

         if (val[i]>0)

         {         

            double hi = val[ArrayMaximum(val,_start,inpNormPeriod)];

               if (hi!=0)

                        valn[i] = 50*val[i]/hi;

         }

         if (val[i]<0)

         {         

            double lo = val[ArrayMinimum(val,_start,inpNormPeriod)];

               if (lo!=0)

                        valn[i] = 50*val[i]/(-lo);

         }

         valfu[i] = valn[i];

         valfd[i] = val[i];

     }

   return(rates_total);

  }

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

//| Custom functions                                                 |

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

double _albWork[];

//

//---

//

double iAlb(const double& high[],const double& low[], int swingCount, double speed, int i, int bars)

{

   if (ArraySize(_albWork)!=bars) ArrayResize(_albWork,bars); _albWork[i]=0;

      if (i>3 && high[i]>high[i-1] && high[i-1]>high[i-2] && low[i-2] < low[i-3] && low[i-3] < low[i-4]) _albWork[i] = -1;

      if (i>3 && low[i] < low[i-1] && low[i-1] < low[i-2] && high[i-2]>high[i-3] && high[i-3]>high[i-4]) _albWork[i] =  1;

   

      //

      //---

      //

      

      int k=i,n = 0;

         for (; k>=0 && (n<swingCount); k--) if(_albWork[k]!=0) n++;

   return(MathMax(MathRound((speed!=0 && swingCount!=0) ? double(i-k)/swingCount/speed : double(i-k)/swingCount),1));

}

//

//---

//

#define _stochInstances 1

#define _stochInstancesSize 5

double workSto[][_stochInstances*_stochInstancesSize];

#define _hi 0

#define _lo 1

#define _re 2

#define _ma 3

#define _mi 4

//

//---

//

double iStoch(double priceR,double priceH,double priceL,int period,int slowing,int i, int bars, int instanceNo=0)

  {

   if(ArrayRange(workSto,0)!=bars) ArrayResize(workSto,bars); instanceNo*=_stochInstancesSize;

   workSto[i][_hi+instanceNo] = priceH;

   workSto[i][_lo+instanceNo] = priceL;

   workSto[i][_re+instanceNo] = priceR;

   workSto[i][_ma+instanceNo] = priceH;

   workSto[i][_mi+instanceNo] = priceL;

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

     {

      workSto[i][_mi+instanceNo] = MathMin(workSto[i][_mi+instanceNo],workSto[i-k][instanceNo+_lo]);

      workSto[i][_ma+instanceNo] = MathMax(workSto[i][_ma+instanceNo],workSto[i-k][instanceNo+_hi]);

     }

   double sumlow  = 0.0;

   double sumhigh = 0.0;

   for(int k=0; k<slowing && (i-k)>=0; k++)

     {

      sumlow  += workSto[i-k][_re+instanceNo]-workSto[i-k][_mi+instanceNo];

      sumhigh += workSto[i-k][_ma+instanceNo]-workSto[i-k][_mi+instanceNo];

     }

   if(sumhigh!=0.0)

         return(100.0*sumlow/sumhigh);

   else  return(0);

  }  

//

//---

//

#define _maInstances 1

#define _maWorkBufferx1 _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));

     }

     return(price);

  }

//

//---

//

double workSma[][_maWorkBufferx1];

//

//---

//

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 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]);

  }

//

//---

//

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]);

  }

//

//---

//

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);

  }

 

//

//---

//

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

  {

   if(i>=0)

      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);

  }

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