Pierre8rTeam
130 lines
5.0 KiB
Plaintext
130 lines
5.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| StdDev.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property description "Standard Deviation"
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#include <MovingAverages.mqh>
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 MediumSeaGreen
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#property indicator_style1 STYLE_SOLID
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//--- input parametrs
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input int InpStdDevPeriod=20; // Period
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input int InpStdDevShift=0; // Shift
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input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // Method
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//---- buffers
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double ExtStdDevBuffer[];
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double ExtMABuffer[];
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//--- global variables
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int ExtStdDevPeriod,ExtStdDevShift;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- check for input values
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if(InpStdDevPeriod<=1)
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{
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ExtStdDevPeriod=20;
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printf("Incorrect value for input variable InpStdDevPeriod=%d. Indicator will use value=%d for calculations.",InpStdDevPeriod,ExtStdDevPeriod);
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}
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else ExtStdDevPeriod=InpStdDevPeriod;
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if(InpStdDevShift<0)
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{
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ExtStdDevShift=0;
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printf("Incorrect value for input variable InpStdDevShift=%d. Indicator will use value=%d for calculations.",InpStdDevShift,ExtStdDevShift);
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}
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else ExtStdDevShift=InpStdDevShift;
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//--- set indicator short name
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IndicatorSetString(INDICATOR_SHORTNAME,"StdDev("+string(ExtStdDevPeriod)+")");
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//---- define indicator buffers as indexes
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SetIndexBuffer(0,ExtStdDevBuffer);
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SetIndexBuffer(1,ExtMABuffer,INDICATOR_CALCULATIONS);
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//--- set index label
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PlotIndexSetString(0,PLOT_LABEL,"StdDev("+string(ExtStdDevPeriod)+")");
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//--- set index shift
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PlotIndexSetInteger(0,PLOT_SHIFT,ExtStdDevShift);
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//----
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,const int prev_calculated,const int begin,const double &price[])
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{
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//--- variables of indicator
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int pos;
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//--- set draw begin
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtStdDevPeriod-1+begin);
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//--- check for rates count
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if(rates_total<ExtStdDevPeriod)
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return(0);
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//--- starting work
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pos=prev_calculated-1;
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//--- correct position for first iteration
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if(pos<ExtStdDevPeriod)
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{
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pos=ExtStdDevPeriod-1;
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ArrayInitialize(ExtStdDevBuffer,0.0);
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ArrayInitialize(ExtMABuffer,0.0);
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}
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//--- main cycle
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switch(InpMAMethod)
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{
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case MODE_EMA :
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for(int i=pos;i<rates_total && !IsStopped();i++)
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{
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if(i==InpStdDevPeriod-1)
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ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);
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else
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ExtMABuffer[i]=ExponentialMA(i,InpStdDevPeriod,ExtMABuffer[i-1],price);
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//--- Calculate StdDev
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ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
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}
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break;
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case MODE_SMMA :
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for(int i=pos;i<rates_total && !IsStopped();i++)
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{
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if(i==InpStdDevPeriod-1)
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ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);
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else
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ExtMABuffer[i]=SmoothedMA(i,InpStdDevPeriod,ExtMABuffer[i-1],price);
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//--- Calculate StdDev
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ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
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}
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break;
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case MODE_LWMA :
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for(int i=pos;i<rates_total && !IsStopped();i++)
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{
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ExtMABuffer[i]=LinearWeightedMA(i,InpStdDevPeriod,price);
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ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
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}
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break;
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default :
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for(int i=pos;i<rates_total && !IsStopped();i++)
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{
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ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);
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//--- Calculate StdDev
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ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
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}
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}
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//---- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Calculate Standard Deviation |
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//+------------------------------------------------------------------+
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double StdDevFunc(const double &price[],const double &MAprice[],int position)
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{
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double dTmp=0.0;
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for(int i=0;i<ExtStdDevPeriod;i++) dTmp+=MathPow(price[position-i]-MAprice[position],2);
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dTmp=MathSqrt(dTmp/ExtStdDevPeriod);
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return(dTmp);
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}
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//+------------------------------------------------------------------+
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