TRIX log

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Trix"

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

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "Trix"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrDodgerBlue,clrSandyBrown

#property indicator_width1  2

//--- input parameters

input int                inpTrixPeriod = 14;           // Trix period

input ENUM_APPLIED_PRICE inpTrixPrice  = PRICE_CLOSE;  // Price

//--- buffers declarations

double val[],valc[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"TRIX log ("+(string)inpTrixPeriod+")");

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| Custom indicator iteration function                              |

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

double workTrix[][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(workTrix,0)!=rates_total) ArrayResize(workTrix,rates_total);



   //

   //---

   //

   

   double alpha = 2.0/(1.0+inpTrixPeriod);

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

     {

      double price = MathLog(getPrice(inpTrixPrice,open,close,high,low,i,rates_total));

            workTrix[i][0] = (i>0) ? workTrix[i-1][0]+alpha*(price         -workTrix[i-1][0]) : 0;

            workTrix[i][1] = (i>0) ? workTrix[i-1][1]+alpha*(workTrix[i][0]-workTrix[i-1][1]) : 0;

            workTrix[i][2] = (i>0) ? workTrix[i-1][2]+alpha*(workTrix[i][1]-workTrix[i-1][2]) : 0;

         

            val[i]  = (i>0) ? (workTrix[i-1][2]!=0) ? (workTrix[i][2]-workTrix[i-1][2])/workTrix[i-1][2] : 0 : 0;

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

  }