Coding for Dummies
201 lines
14 KiB
Plaintext
201 lines
14 KiB
Plaintext
//------------------------------------------------------------------------------------------------------------------------
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#property copyright "© mladen, 2023"
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#property link "mladenfx@gmail.com"
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#property description "Momentum deviation bands"
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#property version "1.00"
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//------------------------------------------------------------------------------------------------------------------------
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 3
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#property indicator_label1 "Upper band"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLimeGreen
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#property indicator_style1 STYLE_DASHDOTDOT
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#property indicator_label2 "Average"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrDarkGray
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#property indicator_label3 "Lower band"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrCoral
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#property indicator_style3 STYLE_DASHDOTDOT
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//
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//
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//
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input int inpPeriod = 30; // Period
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input double inpMultiplier = 2.0; // Deviations
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input ENUM_APPLIED_PRICE inpPrice = PRICE_CLOSE; // Price
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//
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//
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//
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double val[],bandup[],banddn[];
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struct sGlobalStruct
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{
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int period;
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};
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sGlobalStruct global;
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//------------------------------------------------------------------------------------------------------------------------
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//
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//------------------------------------------------------------------------------------------------------------------------
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//
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//
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//
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int OnInit()
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{
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SetIndexBuffer(0,bandup,INDICATOR_DATA);
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SetIndexBuffer(1,val ,INDICATOR_DATA);
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SetIndexBuffer(2,banddn,INDICATOR_DATA);
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//
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//
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//
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global.period = MathMax(inpPeriod,1);
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IndicatorSetString(INDICATOR_SHORTNAME,StringFormat("Weighted deviation bands (%i,%.2f)",inpPeriod,inpMultiplier));
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return(INIT_SUCCEEDED);
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}
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void OnDeinit(const int reason) { return; }
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//------------------------------------------------------------------------------------------------------------------------
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//
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//------------------------------------------------------------------------------------------------------------------------
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//
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//
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//
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int limit = (prev_calculated>0) ? prev_calculated-1 : 0;
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//
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//
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//
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for (int i=limit; i<rates_total && !_StopFlag; i++)
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{
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double _deviation = iDeviationWeighted(iGetPrice(inpPrice,open,high,low,close,i),global.period,val[i],i,rates_total);
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bandup[i] = val[i] + _deviation*inpMultiplier;
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banddn[i] = val[i] - _deviation*inpMultiplier;
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}
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return(rates_total);
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}
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//------------------------------------------------------------------------------------------------------------------------
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//
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//------------------------------------------------------------------------------------------------------------------------
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//
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//
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//
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double iDeviationWeighted(double value, int period, double& average, int i, int bars)
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{
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struct sCalcStruct
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{
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struct sWorkStruct
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{
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double value;
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double valueSum;
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double valueWeightSum;
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};
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sWorkStruct data[];
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int dataSize;
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double weightSum;
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//
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//
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//
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sCalcStruct() : dataSize(-1) {}
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};
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static sCalcStruct m_work;
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if (m_work.dataSize<=bars) m_work.dataSize = ArrayResize(m_work.data,bars+500,5000);
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if (period<1) period = 1;
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//
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//
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//
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m_work.data[i].value = value;
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if (i >= period)
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{
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m_work.data[i].valueSum = m_work.data[i-1].valueSum + m_work.data[i].value - m_work.data[i-period].value;
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m_work.data[i].valueWeightSum = m_work.data[i-1].valueWeightSum - m_work.data[i-1].valueSum + m_work.data[i].value*(double)period;
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}
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else
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{
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period = i+1;
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m_work.weightSum = (double)period;
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m_work.data[i].valueWeightSum = (double)period*m_work.data[i].value;
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m_work.data[i].valueSum = m_work.data[i].value;
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//
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//
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//
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for(int k=1; k<period && i>=k; k++)
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{
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double weight = period-k;
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m_work.weightSum += weight;
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m_work.data[i].valueWeightSum += m_work.data[i-k].value*weight;
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m_work.data[i].valueSum += m_work.data[i-k].value;
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}
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}
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//
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//
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//
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double mean = average = m_work.data[i].valueWeightSum/m_work.weightSum;
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double sums = 0;
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for (int k=0, weight=period; k<period && i>=k; k++,weight--)
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{
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sums += (double)weight*(m_work.data[i-k].value-mean)*(m_work.data[i-k].value-mean);
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}
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//
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//
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//
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return(sqrt(sums/m_work.weightSum));
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}
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//------------------------------------------------------------------------------------------------------------------------
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//
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//------------------------------------------------------------------------------------------------------------------------
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//
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//
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//
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template <typename type>
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double iGetPrice(ENUM_APPLIED_PRICE tprice, type& open[], type& high[], type& low[], type& close[], int i)
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{
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switch(tprice)
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{
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case PRICE_CLOSE: return(close[i]);
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case PRICE_OPEN: return(open[i]);
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case PRICE_HIGH: return(high[i]);
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case PRICE_LOW: return(low[i]);
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case PRICE_MEDIAN: return((high[i]+low[i])/2.0);
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case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0);
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case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0);
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}
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return(0);
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} |