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mql5/Indicators/MyIndicators/Stochastic_Pro.mq5
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2025-08-27 17:54:35 +02:00

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//+------------------------------------------------------------------+
//| Stochastic_Pro.mq5 |
//| Copyright 2025, xxxxxxxx |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "1.00"
#property description "Stochastic Oscillator with selectable MA types for %K and %D."
//--- Indicator Window and Plot Properties ---
#property indicator_separate_window
#property indicator_buffers 3 // %K, %D, and Raw %K for calculation
#property indicator_plots 2
#property indicator_level1 20.0
#property indicator_level2 80.0
#property indicator_minimum 0.0
#property indicator_maximum 100.0
//--- Plot 1: %K line
#property indicator_label1 "%K"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- Plot 2: %D line
#property indicator_label2 "%D"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_DOT
#property indicator_width2 1
//--- Input Parameters ---
input int InpKPeriod = 5;
input int InpSlowingPeriod= 3;
input ENUM_MA_METHOD InpSlowingMAType= MODE_SMA; // MA type for Slowing
input int InpDPeriod = 3;
input ENUM_MA_METHOD InpDMAType = MODE_SMMA; // MA type for %D (Signal)
//--- Indicator Buffers ---
double BufferK[];
double BufferD[];
double BufferRawK[];
//--- Global Variables ---
int g_ExtKPeriod, g_ExtDPeriod, g_ExtSlowingPeriod;
//--- Forward declarations for helper functions ---
double Highest(const double &array[], int period, int current_pos);
double Lowest(const double &array[], int period, int current_pos);
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
g_ExtKPeriod = (InpKPeriod < 1) ? 1 : InpKPeriod;
g_ExtDPeriod = (InpDPeriod < 1) ? 1 : InpDPeriod;
g_ExtSlowingPeriod = (InpSlowingPeriod < 1) ? 1 : InpSlowingPeriod;
SetIndexBuffer(0, BufferK, INDICATOR_DATA);
SetIndexBuffer(1, BufferD, INDICATOR_DATA);
SetIndexBuffer(2, BufferRawK, INDICATOR_CALCULATIONS);
ArraySetAsSeries(BufferK, false);
ArraySetAsSeries(BufferD, false);
ArraySetAsSeries(BufferRawK, false);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtKPeriod + g_ExtSlowingPeriod - 2);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 3);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Stoch Pro(%d,%d,%d)", g_ExtKPeriod, g_ExtSlowingPeriod, g_ExtDPeriod));
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Pro Stochastic Oscillator calculation 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[])
{
int start_pos = g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 2;
if(rates_total <= start_pos)
return(0);
//--- STEP 1: Calculate Raw %K (Fast %K)
for(int i = g_ExtKPeriod - 1; i < rates_total; i++)
{
double highest_high = Highest(high, g_ExtKPeriod, i);
double lowest_low = Lowest(low, g_ExtKPeriod, i);
double range = highest_high - lowest_low;
if(range > 0)
BufferRawK[i] = (close[i] - lowest_low) / range * 100.0;
else
BufferRawK[i] = (i > 0) ? BufferRawK[i-1] : 50.0;
}
//--- STEP 2: Calculate Slow %K (Main Line) by smoothing Raw %K
int k_slow_start_pos = g_ExtKPeriod + g_ExtSlowingPeriod - 2;
for(int i = k_slow_start_pos; i < rates_total; i++)
{
switch(InpSlowingMAType)
{
case MODE_EMA:
case MODE_SMMA:
if(i == k_slow_start_pos)
{
double sum=0;
for(int j=0; j<g_ExtSlowingPeriod; j++)
sum+=BufferRawK[i-j];
BufferK[i] = sum/g_ExtSlowingPeriod;
}
else
{
if(InpSlowingMAType == MODE_EMA)
{
double pr=2.0/(g_ExtSlowingPeriod+1.0);
BufferK[i] = BufferRawK[i]*pr + BufferK[i-1]*(1.0-pr);
}
else
BufferK[i] = (BufferK[i-1]*(g_ExtSlowingPeriod-1)+BufferRawK[i])/g_ExtSlowingPeriod;
}
break;
case MODE_LWMA:
{
double lwma_sum=0, weight_sum=0;
for(int j=0; j<g_ExtSlowingPeriod; j++)
{
int weight=g_ExtSlowingPeriod-j;
lwma_sum+=BufferRawK[i-j]*weight;
weight_sum+=weight;
}
if(weight_sum>0)
BufferK[i]=lwma_sum/weight_sum;
}
break;
default: // MODE_SMA
{
double sum=0;
for(int j=0; j<g_ExtSlowingPeriod; j++)
sum+=BufferRawK[i-j];
BufferK[i] = sum/g_ExtSlowingPeriod;
}
break;
}
}
//--- STEP 3: Calculate %D (Signal Line) by smoothing Slow %K
int d_start_pos = g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 3;
for(int i = d_start_pos; i < rates_total; i++)
{
switch(InpDMAType)
{
case MODE_EMA:
case MODE_SMMA:
if(i == d_start_pos)
{
double sum=0;
for(int j=0; j<g_ExtDPeriod; j++)
sum+=BufferK[i-j];
BufferD[i] = sum/g_ExtDPeriod;
}
else
{
if(InpDMAType == MODE_EMA)
{
double pr=2.0/(g_ExtDPeriod+1.0);
BufferD[i] = BufferK[i]*pr + BufferD[i-1]*(1.0-pr);
}
else
BufferD[i] = (BufferD[i-1]*(g_ExtDPeriod-1)+BufferK[i])/g_ExtDPeriod;
}
break;
case MODE_LWMA:
{
double lwma_sum=0, weight_sum=0;
for(int j=0; j<g_ExtDPeriod; j++)
{
int weight=g_ExtDPeriod-j;
lwma_sum+=BufferK[i-j]*weight;
weight_sum+=weight;
}
if(weight_sum>0)
BufferD[i]=lwma_sum/weight_sum;
}
break;
default: // MODE_SMA
{
double sum=0;
for(int j=0; j<g_ExtDPeriod; j++)
sum+=BufferK[i-j];
BufferD[i] = sum/g_ExtDPeriod;
}
break;
}
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| Finds the highest value in a given period of an array. |
//+------------------------------------------------------------------+
double Highest(const double &array[], int period, int current_pos)
{
double res = array[current_pos];
for(int i = 1; i < period; i++)
{
if(res < array[current_pos - i])
res = array[current_pos - i];
}
return(res);
}
//+------------------------------------------------------------------+
//| Finds the lowest value in a given period of an array. |
//+------------------------------------------------------------------+
double Lowest(const double &array[], int period, int current_pos)
{
double res = array[current_pos];
for(int i = 1; i < period; i++)
{
if(res > array[current_pos - i])
res = array[current_pos - i];
}
return(res);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+