WPR Custom Smoothing Level

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

//|                                   WPR Custom Smoothing Level.mq5 |

//|                              Copyright © 2020, Vladimir Karputov |

//|                     https://www.mql5.com/ru/market/product/43516 |

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

#property copyright "Copyright © 2020, Vladimir Karputov"

#property link      "https://www.mql5.com/ru/market/product/43516"

#property version   "1.001"

#property indicator_separate_window

#property indicator_minimum -100

#property indicator_maximum 0

#property indicator_buffers 2

#property indicator_plots   2

//--- plot WPR

#property indicator_label1  "WPR"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrAqua

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot MA on WPR

#property indicator_label2  "MA On WPR"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrBlue

#property indicator_style2  STYLE_SOLID

#property indicator_width2  3

//--- input parameters

input group             "WPR"

input int                  Inp_WPR_calc_period  = 14;          // WPR: averaging period

input group             "MA"

input int                  Inp_MA_ma_period     = 3;           // MA: averaging period

input ENUM_MA_METHOD       Inp_MA_ma_method     = MODE_SMA;    // MA: smoothing type

input group             "Additional features"

sinput color               Inp_WPR_Color        = clrAqua;     // WPR Color line

sinput color               Inp_MA_Color         = clrBlue;     // MA On WPR Color line

sinput int                 Inp_WPR_Width        = 1;           // WPR Width

sinput int                 Inp_MA_Width         = 3;           // MA On WPR Width

input int                  Inp_WPR_Level1       = -20.0;       // Value Level #1

input double               Inp_WPR_Level2       = -80.0;       // Value Level #2

//--- indicator buffers

double   WPRBuffer[];

double   MAOnWPRBuffer[];

//---

int      handle_iMA;                            // variable for storing the handle of the iMA indicator

int      handle_iWPR;                           // variable for storing the handle of the iWPR indicator

int      bars_calculated=0;                     // we will keep the number of values in the Moving Average indicator

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,WPRBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,MAOnWPRBuffer,INDICATOR_DATA);

//--- name for DataWindow and indicator subwindow label

   IndicatorSetString(INDICATOR_SHORTNAME,"WPR"+"("+string(Inp_WPR_calc_period)+")");;

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,Inp_WPR_calc_period-1);

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,Inp_MA_ma_period-1);

//--- digits

   IndicatorSetInteger(INDICATOR_DIGITS,2);

//--- custom parameters

   PlotIndexSetInteger(0,PLOT_LINE_COLOR,Inp_WPR_Color);

   PlotIndexSetInteger(0,PLOT_LINE_WIDTH,Inp_WPR_Width);

   PlotIndexSetInteger(1,PLOT_LINE_COLOR,Inp_MA_Color);

   PlotIndexSetInteger(1,PLOT_LINE_WIDTH,Inp_MA_Width);

   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,Inp_WPR_Level1);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,Inp_WPR_Level2);

//--- create handle of the indicator iWPR

   handle_iWPR=iWPR(Symbol(),Period(),Inp_WPR_calc_period);

//--- if the handle is not created

   if(handle_iWPR==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iWPR indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      return(INIT_FAILED);

     }

//--- create handle of the indicator iMA

   handle_iMA=iMA(Symbol(),Period(),Inp_MA_ma_period,0,

                  Inp_MA_ma_method,handle_iWPR);

//--- if the handle is not created

   if(handle_iMA==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      return(INIT_FAILED);

     }

//---

   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[])

  {

   if(rates_total<=Inp_MA_ma_period+Inp_WPR_calc_period+3)

      return(0);

//---

   int values_to_copy;

//--- determine the number of values calculated in the indicator

   int calculated_ma=BarsCalculated(handle_iMA);

   if(calculated_ma<=0)

     {

      PrintFormat("BarsCalculated(handle_iMA) returned %d, error code %d",calculated_ma,GetLastError());

      return(0);

     }

   int calculated_wpr=BarsCalculated(handle_iWPR);

   if(calculated_wpr<=0)

     {

      PrintFormat("BarsCalculated(handle_iWPR) returned %d, error code %d",calculated_wpr,GetLastError());

      return(0);

     }

   if(calculated_ma!=calculated_wpr)

     {

      PrintFormat("BarsCalculated(handle_iMA) returned %d, error code %d, BarsCalculated(handle_iWPR) returned %d, error code %d",calculated_ma,calculated_wpr);

      return(0);

     }

   int calculated=calculated_ma;

//--- if it is the first start of calculation of the indicator or if the number of values in the iMA indicator changed

//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)

   if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)

     {

      //--- if the iMABuffer array is greater than the number of values in the iMA indicator for symbol/period, then we don't copy everything

      //--- otherwise, we copy less than the size of indicator buffers

      if(calculated>rates_total)

         values_to_copy=rates_total;

      else

         values_to_copy=calculated;

     }

   else

     {

      //--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()

      //--- for calculation not more than one bar is added

      values_to_copy=(rates_total-prev_calculated)+1;

     }

//--- fill the array with values of the Williams' Percent Range indicator

//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation

   if(!FillArrayFromBuffer(WPRBuffer,handle_iWPR,values_to_copy))

      return(0);

//--- fill the MAOnWPRBuffer array with values of the Moving Average indicator

//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation

   if(!FillArrayFromBuffer(MAOnWPRBuffer,0,handle_iMA,values_to_copy))

      return(0);

//--- memorize the number of values in the Moving Average indicator

   bars_calculated=calculated;

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

   return(rates_total);

  }

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

//| Filling indicator buffers from the iWPR indicator                |

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

bool FillArrayFromBuffer(double &wpr_buffer[],  // indicator buffer of Williams' Percent Range values

                         int ind_handle,        // handle of the iWPR indicator

                         int amount             // number of copied values

                        )

  {

//--- reset error code

   ResetLastError();

//--- fill a part of the iWPRBuffer array with values from the indicator buffer that has 0 index

   if(CopyBuffer(ind_handle,0,0,amount,wpr_buffer)<0)

     {

      //--- if the copying fails, tell the error code

      PrintFormat("Failed to copy data from the iWPR indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated

      return(false);

     }

//--- everything is fine

   return(true);

  }

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

//| Filling indicator buffers from the MA indicator                  |

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

bool FillArrayFromBuffer(double &values[],   // indicator buffer of Moving Average values

                         int shift,          // shift

                         int ind_handle,     // handle of the iMA indicator

                         int amount          // number of copied values

                        )

  {

//--- reset error code

   ResetLastError();

//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index

   if(CopyBuffer(ind_handle,0,-shift,amount,values)<0)

     {

      //--- if the copying fails, tell the error code

      PrintFormat("Failed to copy data from the iMA indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated

      return(false);

     }

//--- everything is fine

   return(true);

  }

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

//| Indicator deinitialization function                              |

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

void OnDeinit(const int reason)

  {

   if(handle_iMA!=INVALID_HANDLE)

      IndicatorRelease(handle_iMA);

   if(handle_iWPR!=INVALID_HANDLE)

      IndicatorRelease(handle_iWPR);

  }

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