//+------------------------------------------------------------------+ //| bollinger bands | //+------------------------------------------------------------------+ #property link "www.forex-tsd.com" #property copyright "www.forex-tsd.com" #property indicator_chart_window #property indicator_buffers 9 #property indicator_plots 5 #property indicator_label1 "upper filling" #property indicator_type1 DRAW_FILLING #property indicator_color1 C'207,243,207' #property indicator_label2 "lower filling" #property indicator_type2 DRAW_FILLING #property indicator_color2 C'252,225,205' #property indicator_label3 "Upper band" #property indicator_type3 DRAW_COLOR_LINE #property indicator_color3 clrLimeGreen,clrSandyBrown #property indicator_width3 3 #property indicator_label4 "Lower band" #property indicator_type4 DRAW_COLOR_LINE #property indicator_color4 clrLimeGreen,clrSandyBrown #property indicator_width4 3 #property indicator_label5 "Middle value" #property indicator_type5 DRAW_LINE #property indicator_color5 clrDarkGray #property indicator_width5 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 enDevType { dev_sample, // Corrected sample standard deviation dev_usual // Uncorrected sample standard deviation }; input int Periods = 20; // Bollinger bands period input double Deviations = 2.0; // Bollinger bands deviations input enDevType DevType = dev_usual; // Deviations calculation way input enPrices Price = pr_close; // Price // // // // // double bufferUp[]; double bufferUpc[]; double bufferDn[]; double bufferDnc[]; double bufferMe[],fupu[],fupd[],fdnd[],fdnu[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,fupu,INDICATOR_DATA); SetIndexBuffer(1,fupd,INDICATOR_DATA); SetIndexBuffer(2,fdnu,INDICATOR_DATA); SetIndexBuffer(3,fdnd,INDICATOR_DATA); SetIndexBuffer(4,bufferUp ,INDICATOR_DATA); SetIndexBuffer(5,bufferUpc,INDICATOR_COLOR_INDEX); SetIndexBuffer(6,bufferDn ,INDICATOR_DATA); SetIndexBuffer(7,bufferDnc,INDICATOR_COLOR_INDEX); SetIndexBuffer(8,bufferMe ,INDICATOR_DATA); return(0); } void OnDeinit(const int reason) { return; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // 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) { bufferUpc[i] = bufferUpc[i-1]; bufferDnc[i] = bufferDnc[i-1]; // // // // // if (bufferUp[i]>bufferUp[i-1]) bufferUpc[i] = 0; if (bufferUp[i]bufferDn[i-1]) bufferDnc[i] = 0; if (bufferDn[i]=0; sumx+=workDev[i-k],sumxx+=workDev[i-k]*workDev[i-k],k++) {} return(MathSqrt((sumxx-sumx*sumx/length)/MathMax(length-isSample,1))); } // // // // // double workSma[][2]; double iSma(double price, int period, int r, int _bars, int instanceNo=0) { if (period<=1) return(price); if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); instanceNo *= 2; int k; // // // // // workSma[r][instanceNo+0] = price; workSma[r][instanceNo+1] = price; for(k=1; k=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo+0]; workSma[r][instanceNo+1] /= 1.0*k; return(workSma[r][instanceNo+1]); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define priceInstances 1 double workHa[][priceInstances*4]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int _tbars, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= _tbars) ArrayResize(workHa,_tbars); instanceNo*=4; // // // // // 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]