//------------------------------------------------------------------ #property copyright "© mladen, 2017" #property link "mladenfx@gmail.com" #property link "www.forex-station.com" #property version "1.00" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_height 120 #property indicator_buffers 5 #property indicator_plots 3 #property indicator_label1 "up level" #property indicator_type1 DRAW_LINE #property indicator_color1 clrLimeGreen #property indicator_style1 STYLE_DOT #property indicator_label2 "down level" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOrange #property indicator_style2 STYLE_DOT #property indicator_label3 "value" #property indicator_type3 DRAW_COLOR_LINE #property indicator_color3 clrSilver,clrLimeGreen,clrOrange #property indicator_width3 2 // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_tbiased2, // Trend biased (extreme) price pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased, // Heiken ashi trend biased price pr_hatbiased2 // Heiken ashi trend biased (extreme) price }; enum enMaTypes { ma_sma, // Simple moving average ma_ema, // Exponential moving average ma_smma, // Smoothed MA ma_lwma // Linear weighted MA }; input int DmiPeriod = 32; // DMI period input enMaTypes DmiMaMethod = ma_smma; // DMI smoothing method input int Smooth = 0; // Smothing period (<=1 for no smoothing) input enMaTypes SmoothType = ma_ema; // Smothing method input double SignalPeriod = 9; // Signal period double val[],valc[],levelUp[],levelDn[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void OnInit() { SetIndexBuffer(0,levelUp,INDICATOR_DATA); SetIndexBuffer(1,levelDn,INDICATOR_DATA); SetIndexBuffer(2,val ,INDICATOR_DATA); SetIndexBuffer(3,valc ,INDICATOR_COLOR_INDEX); for (int i=0; i<2; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false); IndicatorSetString(INDICATOR_SHORTNAME," (dsl) DMI oscillator ("+(string)DmiPeriod+","+(string)Smooth+","+(string)SignalPeriod+")"); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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[]) { if (Bars(_Symbol,_Period)0) ? high[i]-high[i-1] : 0; double dll = (i>0) ? low[i-1]-low[i] : 0; double tr = (i>0) ? MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]) : high[i]-low[i]; double atr = iCustomMa(DmiMaMethod,tr,DmiPeriod,i,rates_total,0); double plusDM = (dhh>dll && dhh>0) ? dhh : 0; double minusDM = (dll>dhh && dll>0) ? dll : 0; double plusDI = 100*iCustomMa(DmiMaMethod,plusDM ,DmiPeriod,i,rates_total,1)/atr; double minusDI = 100*iCustomMa(DmiMaMethod,minusDM,DmiPeriod,i,rates_total,2)/atr; val[i] = iCustomMa(SmoothType,plusDI-minusDI,Smooth,i,rates_total,3); levelUp[i] = (i>0) ? (val[i]>0) ? levelUp[i-1]+alpha*(val[i]-levelUp[i-1]) : levelUp[i-1] : 0; levelDn[i] = (i>0) ? (val[i]<0) ? levelDn[i-1]+alpha*(val[i]-levelDn[i-1]) : levelDn[i-1] : 0; valc[i] = (val[i]>levelUp[i]) ? 1 : (val[i]0) ? (val[i]==val[i-1]) ? valc[i-1]: 0 : 0; } return(i); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _maInstances 4 #define _maWorkBufferx1 1*_maInstances double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0) { switch (mode) { case ma_sma : return(iSma(price,(int)length,r,bars,instanceNo)); case ma_ema : return(iEma(price,length,r,bars,instanceNo)); case ma_smma : return(iSmma(price,(int)length,r,bars,instanceNo)); case ma_lwma : return(iLwma(price,(int)length,r,bars,instanceNo)); default : return(price); } } // // // // // double workSma[][_maWorkBufferx1]; double iSma(double price, int period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); int k=1; workSma[r][instanceNo+0] = price; double avg = price; for(; k=0; k++) avg += workSma[r-k][instanceNo+0]; avg /= (double)k; return(avg); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); workEma[r][instanceNo] = price; if (r>0 && period>1) workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } // // // // // double workSmma[][_maWorkBufferx1]; double iSmma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars); workSmma[r][instanceNo] = price; if (r>1 && period>1) workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period; return(workSmma[r][instanceNo]); } // // // // // double workLwma[][_maWorkBufferx1]; double iLwma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars); workLwma[r][instanceNo] = price; if (period<1) return(price); double sumw = period; double sum = period*price; for(int k=1; k=0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define _pricesInstances 1 #define _pricesSize 4 double workHa[][_pricesInstances*_pricesSize]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i,int _bars, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); instanceNo*=_pricesSize; // // // // // double haOpen; if (i>0) haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: if (haClose>haOpen) return(haHigh); if (haCloseopen[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); case pr_tbiased2: if (close[i]>open[i]) return(high[i]); if (close[i]