//------------------------------------------------------------------ #property copyright "© mladen, 2017" #property link "mladenfx@gmail.com" #property version "1.00" #property description "dsl (discontinued signal lines) stochastic" #property description "contact at mladenfx@gmail.com" //------------------------------------------------------------------ #property indicator_separate_window #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 }; input int StochasticPeriod = 14; // Stochastic period input int StochasticSlowing = 3; // Stochastic slowing period input double SignalPeriod = 9; // Signal period input enPrices PriceH = pr_high; // Price for high input enPrices PriceL = pr_low; // Price for low input enPrices PriceC = pr_close; // Price for close 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) stochastic ("+(string)StochasticPeriod+","+(string)StochasticSlowing+","+(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) ? (val[i]>50) ? levelUp[i-1]+alpha*(val[i]-levelUp[i-1]) : levelUp[i-1] : 0; levelDn[i] = (i>0) ? (val[i]<50) ? 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 _stochInstances 1 #define _stochInstancesSize 5 double workSto[][_stochInstances*_stochInstancesSize]; #define _hi 0 #define _lo 1 #define _re 2 #define _ma 3 #define _mi 4 double iStoch(double priceR, double priceH, double priceL, int period, int slowing, int i, int bars, int instanceNo=0) { if (ArrayRange(workSto,0)!=bars) ArrayResize(workSto,bars); instanceNo *= _stochInstancesSize; // // // // // workSto[i][_hi+instanceNo] = priceH; workSto[i][_lo+instanceNo] = priceL; workSto[i][_re+instanceNo] = priceR; workSto[i][_ma+instanceNo] = priceH; workSto[i][_mi+instanceNo] = priceL; for (int k=1; k=0; k++) { workSto[i][_mi+instanceNo] = MathMin(workSto[i][_mi+instanceNo],workSto[i-k][instanceNo+_lo]); workSto[i][_ma+instanceNo] = MathMax(workSto[i][_ma+instanceNo],workSto[i-k][instanceNo+_hi]); } double sumlow = 0.0; double sumhigh = 0.0; for(int k=0; k=0; k++) { sumlow += workSto[i-k][_re+instanceNo]-workSto[i-k][_mi+instanceNo]; sumhigh += workSto[i-k][_ma+instanceNo]-workSto[i-k][_mi+instanceNo]; } // // // // // if(sumhigh!=0.0) return(100.0*sumlow/sumhigh); else return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define _pricesInstances 3 #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]