Trading the trend - histogram

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Trading the trend"

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

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   1

#property indicator_label1  "Trend histogram"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrDarkGray,clrDeepSkyBlue,clrSandyBrown

#property indicator_width1  2

#property indicator_minimum 0

#property indicator_maximum 1

//

//--- input parameters

//

input int     inpPeriod       = 21;  // Look back period

input double  inpMultiplier   = 3;   // Multiplier

input int     inpChannelShift = 1;   // Channel shift



//--- buffers and global variables declarations

//

double histo[],histoc[],line[],linecl[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,histo,INDICATOR_DATA);

   SetIndexBuffer(1,histoc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,line,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,linecl,INDICATOR_CALCULATIONS);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Trade the trend histogram ("+(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);

   //

   //---

   //

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

     {

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

      double hi      = close[ArrayMaximum(close,_start,inpPeriod)];

      double lo      = close[ArrayMinimum(close,_start,inpPeriod)];

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

      double hiLimit = hi-tr*inpMultiplier;

      double loLimit = lo+tr*inpMultiplier;

         

      line[i]   = (i>0) ? line[i-1] : close[i];

      linecl[i] = (i>0) ? linecl[i-1] : 0;

         if (close[i]>loLimit && close[i]>hiLimit) line[i] = hiLimit;

         if (close[i]<loLimit && close[i]<hiLimit) line[i] = loLimit;

         if (close[i]>line[i]) { linecl[i] = 1; }

         if (close[i]<line[i]) { linecl[i] = 2; }

         histo[i] = 1;

         histoc[i] = linecl[i];

     }

   return (i);

  }

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

//| custom functions                                                 |

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

double workLwma[][1];

//

//---

//

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);

  }

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