Initial commit: MQL5 Indicators Collection (MetaTrader 5) - Part 3

Normalized Price Indicator - indicator for MetaTrader 5/README.md

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+# 🚀 Unlock the Power of Trading!
+
+Welcome to this open-source trading project. Here you will find powerful tools to enhance your trading journey. If you find this project useful, please consider starring ⭐, sharing, or donating to support further development!
+
+---
+
+**Support the project:**
+- Star this repository on GitHub
+- Share it with your trading friends
+- [Donate here](https://www.paypal.com/donate/?hosted_button_id=YOUR_BUTTON_ID) to help us grow!
+
+---
+
+## Files included:
+### Source Files:
+- `gioteennorm.mq5`
+
+### Screenshots:
+![Screenshot](library.png)
+![Screenshot](uuuu.png)
+
+> Made with ❤️ for the trading community.

Normalized Price Indicator - indicator for MetaTrader 5/gioteennorm.mq5

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+//+------------------------------------------------------------------+
+//|                                                 Gioteen Norm.mq5 |
+//|                          Copyright 2020, Legendary Forex Experts |
+//|                            https://www.mql5.com/en/users/gioteen |
+//+------------------------------------------------------------------+
+#property copyright   "Copyright 2020, Legendary Forex Experts"
+#property link        "https://www.mql5.com/en/users/gioteen"
+#property description "Gioteen Norm"
+#include <MovingAverages.mqh>
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrRed
+#property indicator_style1  STYLE_SOLID
+//--- input parametrs
+input int            InpStdDevPeriod=100;   // Period
+int            InpStdDevShift=0;     // Shift
+input ENUM_MA_METHOD InpMAMethod=MODE_EMA; // Method
+//---- buffers
+double               ExtStdDevBuffer[];
+double               ExtMABuffer[];
+//--- global variables
+int                  ExtStdDevPeriod,ExtStdDevShift;
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- check for input values
+   if(InpStdDevPeriod<=1)
+     {
+      ExtStdDevPeriod=20;
+      printf("Incorrect value for input variable InpStdDevPeriod=%d. Indicator will use value=%d for calculations.",InpStdDevPeriod,ExtStdDevPeriod);
+     }
+   else ExtStdDevPeriod=InpStdDevPeriod;
+   if(InpStdDevShift<0)
+     {
+      ExtStdDevShift=0;
+      printf("Incorrect value for input variable InpStdDevShift=%d. Indicator will use value=%d for calculations.",InpStdDevShift,ExtStdDevShift);
+     }
+   else ExtStdDevShift=InpStdDevShift;
+//--- set indicator short name
+   IndicatorSetString(INDICATOR_SHORTNAME,"Gioteen-Norm("+string(ExtStdDevPeriod)+")");
+//---- define indicator buffers as indexes
+   SetIndexBuffer(0,ExtStdDevBuffer);
+   SetIndexBuffer(1,ExtMABuffer,INDICATOR_CALCULATIONS);
+//--- set index label
+   PlotIndexSetString(0,PLOT_LABEL,"Gioteen-Norm("+string(ExtStdDevPeriod)+")");
+//--- set index shift
+   PlotIndexSetInteger(0,PLOT_SHIFT,ExtStdDevShift);
+   
+  PlotIndexSetInteger(0,PLOT_LINE_WIDTH,2);
+//----
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total,const int prev_calculated,const int begin,const double &price[])
+  {
+//--- variables of indicator
+   int               pos;
+//--- set draw begin
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtStdDevPeriod-1+begin);
+//--- check for rates count
+   if(rates_total<ExtStdDevPeriod)
+      return(0);
+//--- starting work
+   pos=prev_calculated-1;
+//--- correct position for first iteration
+   if(pos<ExtStdDevPeriod)
+     {
+      pos=ExtStdDevPeriod-1;
+      ArrayInitialize(ExtStdDevBuffer,0.0);
+      ArrayInitialize(ExtMABuffer,0.0);
+     }
+//--- main cycle
+   switch(InpMAMethod)
+     {
+      case  MODE_EMA :
+         for(int i=pos;i<rates_total && !IsStopped();i++)
+           {
+            if(i==InpStdDevPeriod-1)
+               ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);
+            else
+               ExtMABuffer[i]=ExponentialMA(i,InpStdDevPeriod,ExtMABuffer[i-1],price);
+            //--- Calculate StdDev
+            ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
+           }
+         break;
+      case MODE_SMMA :
+         for(int i=pos;i<rates_total && !IsStopped();i++)
+           {
+            if(i==InpStdDevPeriod-1)
+               ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);
+            else
+               ExtMABuffer[i]=SmoothedMA(i,InpStdDevPeriod,ExtMABuffer[i-1],price);
+            //--- Calculate StdDev
+            ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
+           }
+         break;
+      case MODE_LWMA :
+         for(int i=pos;i<rates_total && !IsStopped();i++)
+           {
+            ExtMABuffer[i]=LinearWeightedMA(i,InpStdDevPeriod,price);
+            ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
+           }
+         break;
+      default   :
+         for(int i=pos;i<rates_total && !IsStopped();i++)
+           {
+            ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,price);
+            //--- Calculate StdDev
+            ExtStdDevBuffer[i]=StdDevFunc(price,ExtMABuffer,i);
+           }
+     }
+//---- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//| Calculate Standard Deviation                                     |
+//+------------------------------------------------------------------+
+double StdDevFunc(const double &price[],const double &MAprice[],int position)
+  {
+   double dTmp=0.0;
+   for(int i=0;i<ExtStdDevPeriod;i++) dTmp+=MathPow(price[position-i]-MAprice[position],2);
+   dTmp=MathSqrt(dTmp/ExtStdDevPeriod);
+   return((price[position]-MAprice[position])/dTmp);
+  }
+//+------------------------------------------------------------------+