//------------------------------------------------------------------ #property copyright "© mladen, 2018" #property link "mladenfx@gmail.com" #property version "1.00" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 4 #property indicator_plots 2 #property indicator_label1 "Filling" #property indicator_type1 DRAW_FILLING #property indicator_color1 clrGainsboro,clrGainsboro #property indicator_label2 "Price zone oscillator" #property indicator_type2 DRAW_COLOR_LINE #property indicator_color2 clrDarkGray,clrLimeGreen,clrCrimson #property indicator_width2 2 // //--- // input int inpPeriod = 14; // Period input int inpSmoothPeriod = 20; // Smoothing period // //--- // double vzo[],vzoc[],levup[],levdn[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,levup,INDICATOR_DATA); SetIndexBuffer(1,levdn,INDICATOR_DATA); SetIndexBuffer(2,vzo,INDICATOR_DATA); SetIndexBuffer(3,vzoc,INDICATOR_COLOR_INDEX); IndicatorSetString(INDICATOR_SHORTNAME,"Smoothed price zone oscillator ("+(string)inpPeriod+","+(string)inpSmoothPeriod+")"); return(INIT_SUCCEEDED); } void OnDeinit(const int reason) { } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double work[][2]; #define _vp 0 #define _tv 1 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) ? (close[i]>close[i-1]) ? 1 : (close[i]0) ? 1 : (vzo[i]<0) ? 2 : 0; levup[i] = MathMax(vzo[i],0); levdn[i] = MathMin(vzo[i],0); } return(i); } //+------------------------------------------------------------------+ //| Custom functions | //+------------------------------------------------------------------+ #define _smoothInstances 1 #define _smoothInstancesSize 10 double m_wrk[][_smoothInstances*_smoothInstancesSize]; int m_size=0; // //--- // double iSmooth(double price,double length,double phase,int r,int bars,int instanceNo=0) { #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 if(ArrayRange(m_wrk,0)!=bars) ArrayResize(m_wrk,bars); if(ArrayRange(m_wrk,0)!=bars) return(price); instanceNo*=_smoothInstancesSize; if(r==0 || length<=1) { int k=0; for(; k<7; k++) m_wrk[r][instanceNo+k]=price; for(; k<10; k++) m_wrk[r][instanceNo+k]=0; return(price); } // //--- // double len1 = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0); double pow1 = MathMax(len1-2.0,0.5); double del1 = price - m_wrk[r-1][instanceNo+bsmax]; double del2 = price - m_wrk[r-1][instanceNo+bsmin]; int forBar = MathMin(r,10); m_wrk[r][instanceNo+volty]=0; if(MathAbs(del1) > MathAbs(del2)) m_wrk[r][instanceNo+volty] = MathAbs(del1); if(MathAbs(del1) < MathAbs(del2)) m_wrk[r][instanceNo+volty] = MathAbs(del2); m_wrk[r][instanceNo+vsum]=m_wrk[r-1][instanceNo+vsum]+(m_wrk[r][instanceNo+volty]-m_wrk[r-forBar][instanceNo+volty])*0.1; // //--- // m_wrk[r][instanceNo+avolty]=m_wrk[r-1][instanceNo+avolty]+(2.0/(MathMax(4.0*length,30)+1.0))*(m_wrk[r][instanceNo+vsum]-m_wrk[r-1][instanceNo+avolty]); double dVolty=(m_wrk[r][instanceNo+avolty]>0) ? m_wrk[r][instanceNo+volty]/m_wrk[r][instanceNo+avolty]: 0; if(dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1); if(dVolty < 1) dVolty = 1.0; // //--- // double pow2 = MathPow(dVolty, pow1); double len2 = MathSqrt(0.5*(length-1))*len1; double Kv = MathPow(len2/(len2+1), MathSqrt(pow2)); if(del1 > 0) m_wrk[r][instanceNo+bsmax] = price; else m_wrk[r][instanceNo+bsmax] = price - Kv*del1; if(del2 < 0) m_wrk[r][instanceNo+bsmin] = price; else m_wrk[r][instanceNo+bsmin] = price - Kv*del2; // //--- // double corr = MathMax(MathMin(phase,100),-100)/100.0 + 1.5; double beta = 0.45*(length-1)/(0.45*(length-1)+2); double alpha = MathPow(beta,pow2); m_wrk[r][instanceNo+0] = price + alpha*(m_wrk[r-1][instanceNo+0]-price); m_wrk[r][instanceNo+1] = (price - m_wrk[r][instanceNo+0])*(1-beta) + beta*m_wrk[r-1][instanceNo+1]; m_wrk[r][instanceNo+2] = (m_wrk[r][instanceNo+0] + corr*m_wrk[r][instanceNo+1]); m_wrk[r][instanceNo+3] = (m_wrk[r][instanceNo+2] - m_wrk[r-1][instanceNo+4])*MathPow((1-alpha),2) + MathPow(alpha,2)*m_wrk[r-1][instanceNo+3]; m_wrk[r][instanceNo+4] = (m_wrk[r-1][instanceNo+4] + m_wrk[r][instanceNo+3]); // //--- // return(m_wrk[r][instanceNo+4]); #undef bsmax #undef bsmin #undef volty #undef vsum #undef avolty }