tangoline_v1.1

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

//|                                           TangoMovingAverage.mq4 |

//|                                           Copyright 2015, fxborg |

//|                                  http://blog.livedoor.jp/fxborg/ |

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

#property copyright "Copyright 2015, fxborg"

#property link      "http://blog.livedoor.jp/fxborg/"

#property version   "1.1"

#property strict

#property indicator_chart_window

#property indicator_buffers 4

//--- plot Label1

//--- input parameters

input  int InpPeriod=20;   // Period

input double InpReversalNoiseFilter=5;     // Noise Filter

input  color InpLineColor=DeepPink; // Tango Line Color

input  color InpMaColor=DarkViolet; // Middle Line Color

input  color InpBandColor=Gray; // Band Color

input double InpDeviations=2.0; // Bands Deviations

//--- indicator buffers

double LineBuffer[];

double MaBuffer[];

//---- for calc 

double HighesBuffer[];

double LowesBuffer[];

double HighBuffer[];

double LowBuffer[];

double UpperBuffer[];

double LowerBuffer[];

int CalcBarCount=2;     // Calc Bar Count

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

   string short_name;

//--- indicator buffers mapping

   IndicatorBuffers(8);

   SetIndexBuffer(0,LineBuffer);

   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1,InpLineColor);

   SetIndexShift(0,1);

   SetIndexBuffer(1,MaBuffer);

   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,1,InpMaColor);

   SetIndexShift(1,1);

//---

   SetIndexBuffer(2,UpperBuffer);

   SetIndexStyle(2,DRAW_LINE,STYLE_DOT,0,InpBandColor);

   SetIndexShift(2,1);

//---

   SetIndexBuffer(3,LowerBuffer);

   SetIndexStyle(3,DRAW_LINE,STYLE_DOT,0,InpBandColor);

   SetIndexShift(3,1);

//---

   SetIndexBuffer(4,HighesBuffer);

   SetIndexBuffer(5,LowesBuffer);

   SetIndexBuffer(6,HighBuffer);

   SetIndexBuffer(7,LowBuffer);

   if(InpPeriod<2)

     {

      Alert("InpPeriod is too small.");

      return(INIT_FAILED);

     }

//---

   short_name="Tango Line v1.1("+IntegerToString(InpPeriod)+")";

   IndicatorShortName(short_name);

//---

   return(INIT_SUCCEEDED);

  }

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

//| De-initialization                                                |

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

int deinit()

  {

   string short_name="Tango Line v1.1("+IntegerToString(InpPeriod)+")";

   IndicatorShortName(short_name);

   return(0);

  }

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

//| 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[])

  {

//---

   int i,k,pos;

//--- check for bars count

   if(rates_total<=InpPeriod)

      return(0);

//--- counting from 0 to rates_total

   ArraySetAsSeries(LineBuffer,false);

   ArraySetAsSeries(MaBuffer,false);

   ArraySetAsSeries(UpperBuffer,false);

   ArraySetAsSeries(LowerBuffer,false);

//---

   ArraySetAsSeries(HighesBuffer,false);

   ArraySetAsSeries(LowesBuffer,false);

   ArraySetAsSeries(HighBuffer,false);

   ArraySetAsSeries(LowBuffer,false);

//---

   ArraySetAsSeries(close,false);

   ArraySetAsSeries(low,false);

   ArraySetAsSeries(high,false);

//---

   pos=InpPeriod-1;

   if(pos+1<prev_calculated)

      pos=prev_calculated-2;

   else

     {

      for(i=0; i<pos; i++)

        {

         LowesBuffer[i]=0.0;

         HighesBuffer[i]=0.0;

         HighBuffer[i]=0.0;

         LowBuffer[i]=0.0;

         LineBuffer[i]=0.0;

        }

     }

//--- calculate HighesBuffer[] and ExtHighesBuffer[]

   int spike_bar=pos-InpPeriod+1;

   int btm_bar=pos-InpPeriod+1;

   int top_bar=pos-InpPeriod+1;

//--- i < rates_total 

   for(i=pos; i<rates_total && !IsStopped(); i++)

     {

      //--- calculate range spread

      double dmin=1000000.0;

      double dmax=-1000000.0;

      for(k=i-InpPeriod+1; k<=i; k++)

        {

         if(dmin>low[k]) dmin=low[k];

         if(dmax<high[k]) dmax=high[k];

        }

      //--- hook

      if((LowesBuffer[i-2]-InpReversalNoiseFilter*Point)>LowesBuffer[i-1]

         && LowesBuffer[i-1]==dmin)

        {

         btm_bar=i-1;

        }

      if((HighesBuffer[i-2]+InpReversalNoiseFilter*Point)<HighesBuffer[i-1]

         && HighesBuffer[i-1]==dmax)

        {

         top_bar=i-1;

        }

      LowesBuffer[i]=dmin;

      HighesBuffer[i]=dmax;

      spike_bar=MathMax(top_bar,btm_bar);

      //---

      if(spike_bar>i-InpPeriod+1)

        {

         //--- calculate range spread

         dmin=1000000.0;

         dmax=-1000000.0;

         //---

         for(k=i-InpPeriod+1; k<=i; k++)

           {

            //---

            if(k>=spike_bar)

              {

               if(dmin>low[k]) dmin=low[k];

               if(dmax<high[k]) dmax=high[k];

              }

           }

        }

      double middle_line=(LowesBuffer[i]+HighesBuffer[i])/2;

      if(spike_bar==top_bar)

        {

         HighBuffer[i]=dmax;

         LowBuffer[i]=MathMin(dmin,middle_line);

        }

      else if(spike_bar==btm_bar)

        {

         HighBuffer[i]=MathMax(dmax,middle_line);

         LowBuffer[i]=(dmin);

        }

      LineBuffer[i]=(dmax+dmin)/2;



     }

//--- avg

   int AvgPeriod=(int)MathFloor(InpPeriod/2);

//   int AvgPeriod = 5;

   pos=AvgPeriod-1;

   if(pos+1<prev_calculated)

      pos=prev_calculated-2;

   else

     {

      for(i=0; i<pos; i++)

        {

         MaBuffer[i]=0.0;

        }

     }

//---

   for(i=pos; i<rates_total && !IsStopped(); i++)

     {

      double sumM=0.0;

      for(k=0; k<AvgPeriod; k++)

        {

         sumM+=LineBuffer[i-k];

        }

      MaBuffer[i]=sumM/AvgPeriod;

      double std =  calc_StdDev(i,close, MaBuffer[i],AvgPeriod);

      UpperBuffer[i]=  MaBuffer[i]+InpDeviations*std;

      LowerBuffer[i]=  MaBuffer[i]-InpDeviations*std;

     }

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| Calculate Standard Deviation                                     |

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

double calc_StdDev(int pos,const double &price[],const double mean,int period)

  {

   double res=0.0;

   if(pos>=period)

     {

      for(int i=0; i<period; i++)

         res+=MathPow(price[pos-i]-mean,2);

      res=MathSqrt(res/period);

     }

   return(res);

  }

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