Trend_Range

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

//|                                                  Trend_Range.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property indicator_separate_window

#property indicator_buffers 7

#property indicator_plots   3

//--- plot Max

#property indicator_label1  "Max"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Flat

#property indicator_label2  "Flat"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Hist

#property indicator_label3  "Range"

#property indicator_type3   DRAW_COLOR_HISTOGRAM

#property indicator_color3  clrBlue,clrRed,clrGray

#property indicator_style3  STYLE_SOLID

#property indicator_width3  2

//--- input parameters

input uint           InpPeriodTR    =  10;         // Period

input ENUM_MA_METHOD InpMethod      =  MODE_EMA;   // Method

input double         InpDeviation   =  1.0;        // Deviation

//--- indicator buffers

double         BufferMax[];

double         BufferFlat[];

double         BufferHist[];

double         BufferColors[];

double         BufferMA[];

double         BufferMADevTmp[];

double         BufferDev[];

//--- global variables

int            period_tr;

double         deviation;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_tr=int(InpPeriodTR<1 ? 1 : InpPeriodTR);

   deviation=InpDeviation;

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferMax,INDICATOR_DATA);

   SetIndexBuffer(1,BufferFlat,INDICATOR_DATA);

   SetIndexBuffer(2,BufferHist,INDICATOR_DATA);

   SetIndexBuffer(3,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(4,BufferMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferMADevTmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(6,BufferDev,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Trend Range("+(string)period_tr+","+DoubleToString(deviation,1)+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferMax,true);

   ArraySetAsSeries(BufferFlat,true);

   ArraySetAsSeries(BufferHist,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferMA,true);

   ArraySetAsSeries(BufferMADevTmp,true);

   ArraySetAsSeries(BufferDev,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<2 || Point()==0) return rates_total;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(tick_volume,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferMax,EMPTY_VALUE);

      ArrayInitialize(BufferFlat,EMPTY_VALUE);

      ArrayInitialize(BufferHist,0);

      ArrayInitialize(BufferMA,EMPTY_VALUE);

      ArrayInitialize(BufferMADevTmp,EMPTY_VALUE);

      ArrayInitialize(BufferDev,EMPTY_VALUE);

     }

//--- >43>B>2:0 40==KE

   for(int i=limit; i>=0 && !IsStopped(); i--)

      BufferHist[i]=(high[i]-low[i])/Point()*tick_volume[i];

   StdDevOnArray(rates_total,prev_calculated,0,period_tr,InpMethod,BufferMADevTmp,BufferHist,BufferDev);

   for(int i=limit; i>=0 && !IsStopped(); i--)

      BufferMA[i]=MAOnArray(BufferHist,0,period_tr,0,InpMethod,i);

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      double MA=BufferMA[i];

      double StdDev=BufferDev[i];

      double max=MA+StdDev*deviation;

      double flat=max/2;

      BufferFlat[i]=flat;

      BufferMax[i]=max;

      BufferColors[i]=(BufferHist[i]>max ? 0 : BufferHist[i]>flat ? 1 : 2);

     }



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

   return(rates_total);

  }

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

//| Standart Deviation on array                                      |

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

#include <MovingAverages.mqh>

template<typename T>

int StdDevOnArray(const int rates_total,

                  const int prev_calculated,

                  const int begin,

                  const int period,

                  const ENUM_MA_METHOD method,

                  double &buffer_ma_tmp[],

                  const T &src_array[],

                  double &dest_buffer[]

                  )

  {

//--- variables of indicator

   int pos=0;

//--- check for rates count

   if(rates_total<period) return(0);

//--- save as_series flags

   bool as_series_arr=ArrayGetAsSeries(src_array);

   bool as_series_dev=ArrayGetAsSeries(dest_buffer);

   bool as_series_ma=ArrayGetAsSeries(buffer_ma_tmp);

   if(as_series_arr)

      ArraySetAsSeries(src_array,false);

   if(as_series_dev)

      ArraySetAsSeries(dest_buffer,false);

   if(as_series_ma)

      ArraySetAsSeries(buffer_ma_tmp,false);



//--- starting work

   pos=prev_calculated-1;

//--- correct position for first iteration

   if(pos<period)

     {

      pos=period-1;

      ArrayInitialize(dest_buffer,0.0);

      ArrayInitialize(buffer_ma_tmp,0.0);

     }

//--- main cycle

   switch(method)

     {

      case  MODE_EMA :

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

           {

            if(i==period-1)

               buffer_ma_tmp[i]=SimpleMA(i,period,src_array);

            else

               buffer_ma_tmp[i]=ExponentialMA(i,period,buffer_ma_tmp[i-1],src_array);

            //--- Calculate StdDev

            dest_buffer[i]=StdDevFunc(src_array,buffer_ma_tmp,period,i);

           }

         break;

      case MODE_SMMA :

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

           {

            if(i==period-1)

               buffer_ma_tmp[i]=SimpleMA(i,period,src_array);

            else

               buffer_ma_tmp[i]=SmoothedMA(i,period,buffer_ma_tmp[i-1],src_array);

            //--- Calculate StdDev

            dest_buffer[i]=StdDevFunc(src_array,buffer_ma_tmp,period,i);

           }

         break;

      case MODE_LWMA :

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

           {

            buffer_ma_tmp[i]=LinearWeightedMA(i,period,src_array);

            dest_buffer[i]=StdDevFunc(src_array,buffer_ma_tmp,period,i);

           }

         break;

      default   :

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

           {

            buffer_ma_tmp[i]=SimpleMA(i,period,src_array);

            //--- Calculate StdDev

            dest_buffer[i]=StdDevFunc(src_array,buffer_ma_tmp,period,i);

           }

     }

//--- restore as_series flags

   if(as_series_arr)

      ArraySetAsSeries(src_array,true);

   if(as_series_dev)

      ArraySetAsSeries(dest_buffer,true);

   if(as_series_ma)

      ArraySetAsSeries(buffer_ma_tmp,true);

//---- OnCalculate done. Return new prev_calculated.

   return(rates_total);

  }

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

//| Calculate Standard Deviation                                     |

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

template<typename T>

double StdDevFunc(const T &price[],const double &price_ma[],const int period,int position)

  {

   double dev=0.0;

   for(int i=0;i<period;i++) dev+=pow(price[position-i]-price_ma[position],2);

   dev=sqrt(dev/period);

   return(dev);

  }

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

//| iMAOnArray() https://www.mql5.com/ru/articles/81                 |

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

double MAOnArray(double &array[],int total,int period,int ma_shift,int ma_method,int shift)

  {

   double buf[],arr[];

   if(total==0) total=ArraySize(array);

   if(total>0 && total<=period) return(0);

   if(shift>total-period-ma_shift) return(0);

//---

   switch(ma_method)

     {

      case MODE_SMA :

        {

         total=ArrayCopy(arr,array,0,shift+ma_shift,period);

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0;

         int    i,pos=total-1;

         for(i=1;i<period;i++,pos--)

            sum+=arr[pos];

         while(pos>=0)

           {

            sum+=arr[pos];

            buf[pos]=sum/period;

            sum-=arr[pos+period-1];

            pos--;

           }

         return(buf[0]);

        }

      case MODE_EMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double pr=2.0/(period+1);

         int    pos=total-2;

         while(pos>=0)

           {

            if(pos==total-2) buf[pos+1]=array[pos+1];

            buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr);

            pos--;

           }

         return(buf[shift+ma_shift]);

        }

      case MODE_SMMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0;

         int    i,k,pos;

         pos=total-period;

         while(pos>=0)

           {

            if(pos==total-period)

              {

               for(i=0,k=pos;i<period;i++,k++)

                 {

                  sum+=array[k];

                  buf[k]=0;

                 }

              }

            else sum=buf[pos+1]*(period-1)+array[pos];

            buf[pos]=sum/period;

            pos--;

           }

         return(buf[shift+ma_shift]);

        }

      case MODE_LWMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0.0,lsum=0.0;

         double price;

         int    i,weight=0,pos=total-1;

         for(i=1;i<=period;i++,pos--)

           {

            price=array[pos];

            sum+=price*i;

            lsum+=price;

            weight+=i;

           }

         pos++;

         i=pos+period;

         while(pos>=0)

           {

            buf[pos]=sum/weight;

            if(pos==0) break;

            pos--;

            i--;

            price=array[pos];

            sum=sum-lsum+price*period;

            lsum-=array[i];

            lsum+=price;

           }

         return(buf[shift+ma_shift]);

        }

      default: return(0);

     }

   return(0);

  }

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