Updated for ver. 3.18 - added new indicators

Indicators/RangeBars/ATR.mq5

@@ -45,7 +45,7 @@ void OnInit()
 //---
    IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
 //--- sets first bar from what index will be drawn
-   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpAtrPeriod);
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,Inp_AtrPeriod);
 //--- name for DataWindow and indicator subwindow label
    string short_name="ATR("+string(ExtPeriodATR)+")";
    IndicatorSetString(INDICATOR_SHORTNAME,short_name);

Indicators/RangeBars/BollingerBands.mq5

@@ -0,0 +1,169 @@
+//+------------------------------------------------------------------+
+//|                                                           BB.mq5 |
+//|                   Copyright 2009-2020, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009-2020, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "Bollinger Bands"
+#include <MovingAverages.mqh>
+#include <AZ-INVEST/CustomBarConfig.mqh>
+//---
+#property indicator_chart_window
+#property indicator_buffers 4
+#property indicator_plots   3
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  LightSeaGreen
+#property indicator_type2   DRAW_LINE
+#property indicator_color2  LightSeaGreen
+#property indicator_type3   DRAW_LINE
+#property indicator_color3  LightSeaGreen
+#property indicator_label1  "Bands middle"
+#property indicator_label2  "Bands upper"
+#property indicator_label3  "Bands lower"
+//--- input parametrs
+input int     InpBandsPeriod=20;       // Period
+input int     InpBandsShift=0;         // Shift
+input double  InpBandsDeviations=2.0;  // Deviation
+input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price
+//--- global variables
+int           ExtBandsPeriod,ExtBandsShift;
+double        ExtBandsDeviations;
+int           ExtPlotBegin=0;
+//--- indicator buffer
+double        ExtMLBuffer[];
+double        ExtTLBuffer[];
+double        ExtBLBuffer[];
+double        ExtStdDevBuffer[];
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- check for input values
+   if(InpBandsPeriod<2)
+     {
+      ExtBandsPeriod=20;
+      PrintFormat("Incorrect value for input variable InpBandsPeriod=%d. Indicator will use value=%d for calculations.",InpBandsPeriod,ExtBandsPeriod);
+     }
+   else
+      ExtBandsPeriod=InpBandsPeriod;
+   if(InpBandsShift<0)
+     {
+      ExtBandsShift=0;
+      PrintFormat("Incorrect value for input variable InpBandsShift=%d. Indicator will use value=%d for calculations.",InpBandsShift,ExtBandsShift);
+     }
+   else
+      ExtBandsShift=InpBandsShift;
+   if(InpBandsDeviations==0.0)
+     {
+      ExtBandsDeviations=2.0;
+      PrintFormat("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",InpBandsDeviations,ExtBandsDeviations);
+     }
+   else
+      ExtBandsDeviations=InpBandsDeviations;
+//--- define buffers
+   SetIndexBuffer(0,ExtMLBuffer);
+   SetIndexBuffer(1,ExtTLBuffer);
+   SetIndexBuffer(2,ExtBLBuffer);
+   SetIndexBuffer(3,ExtStdDevBuffer,INDICATOR_CALCULATIONS);
+//--- set index labels
+   PlotIndexSetString(0,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Middle");
+   PlotIndexSetString(1,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Upper");
+   PlotIndexSetString(2,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Lower");
+//--- indicator name
+   IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Bands");
+//--- indexes draw begin settings
+   ExtPlotBegin=ExtBandsPeriod-1;
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtBandsPeriod);
+   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtBandsPeriod);
+   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtBandsPeriod);
+//--- indexes shift settings
+   PlotIndexSetInteger(0,PLOT_SHIFT,ExtBandsShift);
+   PlotIndexSetInteger(1,PLOT_SHIFT,ExtBandsShift);
+   PlotIndexSetInteger(2,PLOT_SHIFT,ExtBandsShift);
+//--- number of digits of indicator value
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
+   
+   customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
+  }
+//+------------------------------------------------------------------+
+//| Bollinger Bands                                                  |
+//+------------------------------------------------------------------+
+/*
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const int begin,
+                const double &price[])
+*/                
+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[])                
+  {     
+   static int begin = 0;
+  
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   int _rates_total = ArraySize(customChartIndicator.Close);      
+   
+   if(_rates_total<ExtPlotBegin)
+      return(0);      
+      
+//--- indexes draw begin settings, when we've recieved previous begin
+   if(ExtPlotBegin!=ExtBandsPeriod+begin)
+     {
+      ExtPlotBegin=ExtBandsPeriod+begin;
+      PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPlotBegin);
+      PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtPlotBegin);
+      PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtPlotBegin);
+     }
+//--- starting calculation
+   int pos;
+   if(_prev_calculated>1)
+      pos=_prev_calculated-1;
+   else
+      pos=0;
+//--- main cycle
+   for(int i=pos; i<_rates_total && !IsStopped(); i++)
+     {
+      //--- middle line
+      ExtMLBuffer[i]=SimpleMA(i,ExtBandsPeriod,customChartIndicator.Price);
+      //--- calculate and write down StdDev
+      ExtStdDevBuffer[i]=StdDev_Func(i,customChartIndicator.Price,ExtMLBuffer,ExtBandsPeriod);
+      //--- upper line
+      ExtTLBuffer[i]=ExtMLBuffer[i]+ExtBandsDeviations*ExtStdDevBuffer[i];
+      //--- lower line
+      ExtBLBuffer[i]=ExtMLBuffer[i]-ExtBandsDeviations*ExtStdDevBuffer[i];
+     }
+//--- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//| Calculate Standard Deviation                                     |
+//+------------------------------------------------------------------+
+double StdDev_Func(const int position,const double &price[],const double &ma_price[],const int period)
+  {
+   double std_dev=0.0;
+//--- calcualte StdDev
+   if(position>=period)
+     {
+      for(int i=0; i<period; i++)
+         std_dev+=MathPow(price[position-i]-ma_price[position],2.0);
+      std_dev=MathSqrt(std_dev/period);
+     }
+//--- return calculated value
+   return(std_dev);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/Gann_Hi_Lo_Activator_SSL.mq5

@@ -16,10 +16,10 @@
 #property indicator_color1 clrDodgerBlue, clrOrangeRed
 #property indicator_style1 STYLE_SOLID
 #property indicator_width1 2
-#property indicator_label1 "GHL (13, SMMA)"
+#property indicator_label1 "GHL_SSL"
 //--- input parameters
-input uint           InpPeriod=13;       // Period
-input ENUM_MA_METHOD InpMethod=MODE_SMMA;// Method
+input uint           InpPeriod=10;      // Period
+input ENUM_MA_METHOD InpMethod=MODE_SMA;// Method
 //--- buffers
 double GannBuffer[];
 double ColorBuffer[];
@@ -27,12 +27,12 @@ double MaHighBuffer[];
 double MaLowBuffer[];
 double TrendBuffer[];
 //--- global vars
-int ma_high_handle;
-int ma_low_handle;
-int period;
+//int ma_high_handle;
+//int ma_low_handle;
+int _period;
 
 //
-
+#include <MovingAverages.mqh>
 #include <AZ-INVEST/CustomBarConfig.mqh>
 
 //
@@ -43,7 +43,7 @@ int period;
 int OnInit()
   {
 //--- check period
-   period=(int)fmax(InpPeriod,2);
+   _period=(int)fmax(InpPeriod,2);
 //--- set buffers
    SetIndexBuffer(0,GannBuffer);
    SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX);
@@ -57,19 +57,19 @@ int OnInit()
    ArraySetAsSeries(MaLowBuffer,true);
    ArraySetAsSeries(TrendBuffer,true);
 //--- get handles
-   ma_high_handle=iMA(NULL,0,period,0,InpMethod,PRICE_HIGH);
-   ma_low_handle =iMA(NULL,0,period,0,InpMethod,PRICE_LOW);
-   if(ma_high_handle==INVALID_HANDLE || ma_low_handle==INVALID_HANDLE)
-     {
-      Print("Unable to create handle for iMA");
-      return(INIT_FAILED);
-     }
+   //ma_high_handle=iMA(NULL,0,_period,0,InpMethod,PRICE_HIGH);
+   //ma_low_handle =iMA(NULL,0,_period,0,InpMethod,PRICE_LOW);
+   //if(ma_high_handle==INVALID_HANDLE || ma_low_handle==INVALID_HANDLE)
+   //  {
+   //   Print("Unable to create handle for iMA");
+   //   return(INIT_FAILED);
+   //  }
 //--- set indicator properties
-   string short_name=StringFormat("Gann High-Low Activator SSL (%u, %s)",period,StringSubstr(EnumToString(InpMethod),5));
+   string short_name=StringFormat("Gann High-Low Activator SSL (%u, %s)",_period,StringSubstr(EnumToString(InpMethod),5));
    IndicatorSetString(INDICATOR_SHORTNAME,short_name);
    IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
 //--- set label
-   short_name=StringFormat("GHL (%u, %s)",period,StringSubstr(EnumToString(InpMethod),5));
+   short_name=StringFormat("GHL (%u, %s)",_period,StringSubstr(EnumToString(InpMethod),5));
    PlotIndexSetString(0,PLOT_LABEL,short_name);
 //--- done
    return(INIT_SUCCEEDED);
@@ -89,7 +89,7 @@ int OnCalculate(const int rates_total,
                 const int &spread[])
   {
 
-   if(rates_total<period+1)return(0);
+   //if(rates_total<_period+1)return(0);
 
    //
    // Process data through MedianRenko indicator
@@ -135,7 +135,7 @@ int OnCalculate(const int rates_total,
    int limit;
    if(rates_total<_prev_calculated || _prev_calculated<=0)
      {
-      limit=rates_total-period-1;
+      limit=rates_total-_period-1;
       ArrayInitialize(GannBuffer,EMPTY_VALUE);
       ArrayInitialize(ColorBuffer,0);
       ArrayInitialize(MaHighBuffer,0);
@@ -145,8 +145,30 @@ int OnCalculate(const int rates_total,
    else
       limit=rates_total-_prev_calculated;
 //--- get MA
-   if(CopyBuffer(ma_high_handle,0,0,limit+1,MaHighBuffer)!=limit+1)return(0);
-   if(CopyBuffer(ma_low_handle,0,0,limit+1,MaLowBuffer)!=limit+1)return(0);
+   //if(CopyBuffer(ma_high_handle,0,0,limit+1,MaHighBuffer)!=limit+1)return(0);
+   //if(CopyBuffer(ma_low_handle,0,0,limit+1,MaLowBuffer)!=limit+1)return(0);
+   
+   switch(InpMethod)
+   {
+      case MODE_SMA:
+         SimpleMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.High, MaHighBuffer);
+         SimpleMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.Low, MaLowBuffer);
+      break;
+      case MODE_EMA:
+         ExponentialMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.High, MaHighBuffer);
+         ExponentialMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.Low, MaLowBuffer);
+      break;
+      case MODE_SMMA:
+         SmoothedMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.High, MaHighBuffer);
+         SmoothedMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.Low, MaLowBuffer);
+      break;
+      case MODE_LWMA:
+         LinearWeightedMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.High, MaHighBuffer);
+         LinearWeightedMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.Low, MaLowBuffer);
+      break;
+   }
+   
+   
 //--- main cycle
    for(int i=limit; i>=0 && !_StopFlag; i--)
      {