//+------------------------------------------------------------------+ //| Stochastic_Roofing_Fast_Pro.mq5 | //| Copyright 2025, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "1.00" #property description "Fast Stochastic pre-filtered with John Ehlers' Roofing Filter." #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 2 #property indicator_label1 "%K" #property indicator_type1 DRAW_LINE #property indicator_color1 clrDodgerBlue #property indicator_label2 "%D" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOrangeRed #property indicator_style2 STYLE_DOT #property indicator_minimum 0 #property indicator_maximum 100 #property indicator_level1 20.0 #property indicator_level2 80.0 #include //--- Input Parameters --- input group "Roofing Filter Settings" input int InpHighPassPeriod = 48; input int InpSuperSmootherPeriod = 10; input group "Stochastic Settings" input int InpKPeriod = 20; input int InpDPeriod = 3; // Note: Slowing is not used for Fast Stochastic input group "Source Settings" input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; //--- Buffers --- double BufferK[], BufferD[]; //--- Global object --- CStochasticRoofingCalculator *g_calculator; //+------------------------------------------------------------------+ int OnInit() { SetIndexBuffer(0, BufferK, INDICATOR_DATA); SetIndexBuffer(1, BufferD, INDICATOR_DATA); ArraySetAsSeries(BufferK, false); ArraySetAsSeries(BufferD, false); if(InpSourcePrice <= PRICE_HA_CLOSE) g_calculator = new CStochasticRoofingCalculator_HA(); else g_calculator = new CStochasticRoofingCalculator(); // The 'slowing' parameter is passed as 1 but is not used in the FAST calculation path if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpHighPassPeriod, InpSuperSmootherPeriod, InpKPeriod, InpDPeriod, 1, STOCH_FAST)) { Print("Failed to initialize Stochastic Roofing Calculator."); return(INIT_FAILED); } IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("StochRoof Fast(%d,%d)", InpHighPassPeriod, InpKPeriod)); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[]) { if(CheckPointer(g_calculator) == POINTER_INVALID) return 0; ENUM_APPLIED_PRICE price_type; if(InpSourcePrice <= PRICE_HA_CLOSE) price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); else price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferK, BufferD); return(rates_total); } //+------------------------------------------------------------------+