Super trend

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Super trend - CCI based"

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

#property indicator_chart_window

#property indicator_buffers 4

#property indicator_plots   1

#property indicator_label1  "Super trend"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrDeepPink,clrLimeGreen

#property indicator_width1  2

//--- input parameters

input int                inpPeriod    = 50;            // Cci Period

input ENUM_APPLIED_PRICE inpPrice     = PRICE_TYPICAL; // Cci Price

input int                inpAtrPeriod = 5;             // Atr period

//--- indicator buffers

double val[],valc[],prices[],trend[];

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,prices,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,trend,INDICATOR_CALCULATIONS);

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"Super trend ("+(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);

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

     {

      prices[i]  = getPrice(inpPrice,open,close,high,low,i,rates_total);

      double avg = 0; for(int k=0; k<inpPeriod    && (i-k)>=0;   k++) avg +=         prices[i-k];                                            avg /= inpPeriod;

      double dev = 0; for(int k=0; k<inpPeriod    && (i-k)>=0;   k++) dev += MathAbs(prices[i-k]-avg);                                       dev /= inpPeriod;

      double atr = 0; for(int k=0; k<inpAtrPeriod && (i-k-1)>=0; k++) atr += MathMax(high[i-k],close[i-k-1])-MathMin(low[i-k],close[i-k-1]); atr /= inpAtrPeriod;

      double cci = (dev!=0) ?(prices[i]-avg)/(0.015*dev) : 0;

         trend[i] = (cci>0) ? 1 : (cci<0) ? -1 : (i>0) ? trend[i-1] : 0;

         val[i]  = (i>0) ? (trend[i]==1) ? MathMax(low[i]-atr,val[i-1]) : MathMin(high[i]+atr,val[i-1]) : close[i];

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

     }

   return(rates_total);

  }

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

//| Custom functions                                                 |

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

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);

  }

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