Volty channel stops

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Volty channel stops"

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

#property indicator_chart_window

#property indicator_buffers 9

#property indicator_plots   5

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGainsboro

#property indicator_style1  STYLE_DOT

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrGainsboro

#property indicator_style2  STYLE_DOT

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrDodgerBlue

#property indicator_width3  3

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrSandyBrown

#property indicator_width4  3

#property indicator_type5   DRAW_COLOR_ARROW

#property indicator_color5  clrSilver,clrDodgerBlue,clrSandyBrown

#property indicator_width5  2

//

//---

//

enum enMaTypes

{

   ma_sma,    // Simple moving average

   ma_ema,    // Exponential moving average

   ma_smma,   // Smoothed MA

   ma_lwma    // Linear weighted MA

};

input int                AtrPeriod = 10;          // ATR period

input double             Kv        = 4;           // ATR multiplier

input int                MaPeriod  = 10;          // Smoothing period

input enMaTypes          MaMethod  = ma_sma;      // Smoothing method

input ENUM_APPLIED_PRICE Price     = PRICE_CLOSE; // Price

input double             Risk      = 1;           // Money risk



double bba[],bbc[],bblu[],bbld[],amax[],amin[],bmax[],bmin[],trend[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

{

   SetIndexBuffer(0,bmax ,INDICATOR_DATA);

   SetIndexBuffer(1,bmin ,INDICATOR_DATA);

   SetIndexBuffer(2,bblu ,INDICATOR_DATA);

   SetIndexBuffer(3,bbld ,INDICATOR_DATA); 

   SetIndexBuffer(4,bba  ,INDICATOR_DATA);  PlotIndexSetInteger(4,PLOT_ARROW,159);

   SetIndexBuffer(5,bbc  ,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(6,amax ,INDICATOR_CALCULATIONS);

   SetIndexBuffer(7,amin ,INDICATOR_CALCULATIONS);

   SetIndexBuffer(8,trend,INDICATOR_CALCULATIONS);

   return(INIT_SUCCEEDED);

}

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

//| Custom indicator calculation 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 &tickVolume[],

                const long &volume[],

                const int &spread[])

{



   if (Bars(_Symbol,_Period)<rates_total) return(-1);

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

   {

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

      double ma    = iCustomMa(MaMethod,price,MaPeriod,i,rates_total,0);

      double atr   = 0; 

         for (int k=0; k<AtrPeriod && (i-k-1)>=0; k++) 

            atr += MathMax(high[i-k],close[i-k-1])- MathMin(low[i-k],close[i-k-1]);

            atr /= AtrPeriod;

               amax[i]  = ma+atr*Kv;

               amin[i]  = ma-atr*Kv;

   	         bmax[i]  = amax[i]+0.5*(Risk-1)*(amax[i]-amin[i]);

	  	         bmin[i]  = amin[i]-0.5*(Risk-1)*(amax[i]-amin[i]);

               trend[i] = (i>0) ? (price>amax[i-1]) ? 1 : (price<amin[i-1]) ? -1 : trend[i-1] : 0;

                       if (i>0)

                       {

                           if (trend[i]==-1 && amax[i]>amax[i-1]) amax[i] = amax[i-1];

                           if (trend[i]== 1 && amin[i]<amin[i-1]) amin[i] = amin[i-1];

                           if (trend[i]==-1 && bmax[i]>bmax[i-1]) bmax[i] = bmax[i-1];

                           if (trend[i]== 1 && bmin[i]<bmin[i-1]) bmin[i] = bmin[i-1];

                       }                  

               bblu[i] = EMPTY_VALUE; bbld[i] = EMPTY_VALUE;

                  if (trend[i] ==  1) { bblu[i] = bmin[i]; bbc[i] = 1; }

                  if (trend[i] == -1) { bbld[i] = bmax[i]; bbc[i] = 2; }

               bba[i] = (i>0) ? (trend[i]!=trend[i-1]) ? (trend[i]== 1) ? bblu[i] : bbld[i] : EMPTY_VALUE :  EMPTY_VALUE;

   }

   return(i);

}



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

//| Custom functions                                                 |

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

#define _maInstances 1

#define _maWorkBufferx1 1*_maInstances

double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0)

{

   switch (mode)

   {

      case ma_sma   : return(iSma(price,(int)length,r,bars,instanceNo));

      case ma_ema   : return(iEma(price,length,r,bars,instanceNo));

      case ma_smma  : return(iSmma(price,(int)length,r,bars,instanceNo));

      case ma_lwma  : return(iLwma(price,(int)length,r,bars,instanceNo));

      default       : return(price);

   }

}

//

//---

//

double workSma[][_maWorkBufferx1];

double iSma(double price, int period, int r, int _bars, int instanceNo=0)

{

   if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); int k=1;



   workSma[r][instanceNo+0] = price;

   double avg = price; for(; k<period && (r-k)>=0; k++) avg += workSma[r-k][instanceNo+0];  avg /= (double)k;

   return(avg);

}

//

//---

//

double workEma[][_maWorkBufferx1];

double iEma(double price, double period, int r, int _bars, int instanceNo=0)

{

   if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars);



   workEma[r][instanceNo] = price;

   if (r>0 && period>1)

          workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);

   return(workEma[r][instanceNo]);

}

//

//---

//

double workSmma[][_maWorkBufferx1];

double iSmma(double price, double period, int r, int _bars, int instanceNo=0)

{

   if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars);



   workSmma[r][instanceNo] = price;

   if (r>1 && period>1)

          workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;

   return(workSmma[r][instanceNo]);

}

//

//---

//

double workLwma[][_maWorkBufferx1];

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);

}



//

//---

//

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   if(i>=0)

      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);

  }