//------------------------------------------------------------------ #property copyright "mladen" #property link "mladenfx@gmail.com" #property description "Bollinger bands - EMA deviation" //+------------------------------------------------------------------ #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 enMaTypes { ma_sma, // Simple moving average ma_ema, // Exponential moving average ma_smma, // Smoothed MA ma_lwma // Linear weighted MA }; input int inpPeriods = 20; // Bollinger bands period input double inpDeviations = 2.0; // Bollinger bands deviations input enMaTypes inpMaMethod = ma_ema; // Bands median average method input ENUM_APPLIED_PRICE inpPrice = PRICE_CLOSE; // Price // //--- // double bufferUp[],bufferUpc[],bufferDn[],bufferDnc[],bufferMe[],fupu[],fupd[],fdnd[],fdnu[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ 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; } //+------------------------------------------------------------------+ //| Custom indicator 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[]) { 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 && period>1) { double alpha=2.0/(1.0+period); workEmaDeviation[i][instanceNo+_ema0] = workEmaDeviation[i-1][instanceNo+_ema0]+alpha*(price -workEmaDeviation[i-1][instanceNo+_ema0]); workEmaDeviation[i][instanceNo+_ema1] = workEmaDeviation[i-1][instanceNo+_ema1]+alpha*(price*price-workEmaDeviation[i-1][instanceNo+_ema1]); } return(MathSqrt(period*(workEmaDeviation[i][instanceNo+_ema1]-workEmaDeviation[i][instanceNo+_ema0]*workEmaDeviation[i][instanceNo+_ema0])/MathMax(period-1,1))); } // //--- /// #define _maInstances 2 #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); workSma[r][instanceNo]=price; double avg=price; int k=1; for(; k=0; k++) avg+=workSma[r-k][instanceNo]; return(avg/(double)k); } // //--- // 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); } // //--- // double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars) { switch(tprice) { case PRICE_CLOSE: return(close[i]); case PRICE_OPEN: return(open[i]); case PRICE_HIGH: return(high[i]); case PRICE_LOW: return(low[i]); case PRICE_MEDIAN: return((high[i]+low[i])/2.0); case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0); case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0); } return(0); } //+------------------------------------------------------------------+