Trend continuation factor

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property description "Trend continuation factor"

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

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   2

#property indicator_label1  "Trend continuation factor zone"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  clrPowderBlue,clrAntiqueWhite

#property indicator_label2  "Trend continuation factor"

#property indicator_type2   DRAW_COLOR_LINE

#property indicator_color2  clrDarkGray,clrSandyBrown,clrDeepSkyBlue

#property indicator_width2  2

//

//--- input parameters

//

input int                inpLength     = 30;           // Trend continuation factor period

input ENUM_APPLIED_PRICE inpPrice      = PRICE_CLOSE;  // Price

//

//--- buffers and global variables declarations

//

double val[],valc[],levup[],levdn[],prices[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,levup,INDICATOR_DATA);

   SetIndexBuffer(1,levdn,INDICATOR_DATA);

   SetIndexBuffer(2,val,INDICATOR_DATA);

   SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(4,prices,INDICATOR_CALCULATIONS);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Trend continuation factor ("+(string)inpLength+")");

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| Custom indicator iteration function                              |

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

double values[][4];

#define plus_ch  0

#define minus_ch 1

#define plus_cf  2

#define minus_cf 3

//

//---

//

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);

   if(ArrayRange(values,0)!=rates_total) ArrayResize(values,rates_total);

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

     {

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

      double roc= (i>0) ? prices[i]-prices[i-1]: 0;

      values[i][plus_ch]  = 0;

      values[i][minus_ch] = 0;

      values[i][plus_cf]  = 0;

      values[i][minus_cf] = 0;

      if(roc>0)

        {

         values[i][plus_ch] = roc;

         values[i][plus_cf] = (i>0) ? values[i][plus_ch]+values[i-1][plus_cf] : values[i][plus_ch];

        }

      if(roc<0)

        {

         values[i][minus_ch]=-roc;

         values[i][minus_cf] = (i>0) ? values[i][minus_ch]+values[i-1][minus_cf] : values[i][minus_ch];

        }

      levup[i] = 0;

      levup[i] = 0;

      for(int l=0; l<inpLength && (i-l)>=0; l++)

        {

         levup[i] += values[i-l][plus_ch]-values[i-l][minus_cf];

         levdn[i] += values[i-l][minus_ch]-values[i-l][plus_cf];

        }

      val[i]   =  levup[i];

      valc[i]  = (levup[i]>levdn[i]) ? 2 : (levup[i]<levdn[i]) ? 1 : 0;

     }

   return (i);

  }

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

//| Custom functions                                                 |

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

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);

  }

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