//+------------------------------------------------------------------+
//|                                                 DSS Bressert.mq5 |
//|                      Copyright © 2008, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"
//---- indicator version
#property version   "1.00"
//---- plot indicator in a separate window
#property indicator_separate_window
//---- indicator buffers
#property indicator_buffers 2 
//---- ndicator plots
#property indicator_plots   1
//+-----------------------------------+
//| Indicator plot settings           |
//+-----------------------------------+
//---- drawing type
#property indicator_type1   DRAW_FILLING
//---- colors
#property indicator_color1 Blue,DeepPink
//---- label
#property indicator_label1  "DSS Bressert"
//+----------------------------------------------+
//| Horizontal levels                            |
//+----------------------------------------------+
#property indicator_level1 80.0
#property indicator_level2 20.0
#property indicator_levelcolor Gray
#property indicator_levelstyle STYLE_DASHDOTDOT

//+-----------------------------------+
//| Indicator input parameters        |
//+-----------------------------------+
input uint  EMA_period=8;  // EMA period
input uint  Sto_period=13; // Stochastic period
input int   Shift=0;       // Horizontal shift (in bars)
//+-----------------------------------+
//---- declaration of integer variables
int min_rates_total;
//---- declaration of dynamic arrays, used as indicator buffers
double DssBuffer[],MitBuffer[];
//---- declaration of local variables
double smooth_coefficient;
//+------------------------------------------------------------------+   
//| XMA indicator initialization function                            | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- calc min rates needed
   min_rates_total=int(Sto_period+1);

//---- initialization of variables
   smooth_coefficient=2.0/(1.0+EMA_period);

//---- set DssBuffer[] as indicator buffer
   SetIndexBuffer(0,DssBuffer,INDICATOR_DATA);
//---- set plot shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- set plot draw begin
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- define empty value (not plotted at chart)
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- set indexing as time series
   ArraySetAsSeries(DssBuffer,true);

//---- set MitBuffer[] as indicator buffer
   SetIndexBuffer(1,MitBuffer,INDICATOR_DATA);
//---- set plot shift
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- set plot draw begin
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- define empty value (not plotted at chart)
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- set indexing as time series
   ArraySetAsSeries(MitBuffer,true);

//---- prepare indicator short name
   string shortname;
   StringConcatenate(shortname,"DSS Bressert(",EMA_period,", ",Sto_period,")");
//--- set indicator short name (shown in the separate window and tooltip)
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- set precision
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- initialization finished
  }
//+------------------------------------------------------------------+ 
//| XMA iteration function                                           | 
//+------------------------------------------------------------------+ 
int OnCalculate(const int rates_total,    // number of bars in history at current tick
                const int prev_calculated,// number of bars, calculated at previous call
                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[])
  {
//---- checking of bars
   if(rates_total<min_rates_total) return(0);

//---- declare variables of double type
   double HighRange,LowRange,delta,MIT,DSS;
//---- declare variables of integer type (used for calculated bars)
   int limit,bar;

//---- set indexing as time series
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(close,true);

//---- calculation of limit starting bar index
   if(prev_calculated>rates_total || prev_calculated<=0)// checking of first call
     {
      limit=rates_total-min_rates_total-1; // starting bar index for all bars
      MitBuffer[limit+1]=50;
      DssBuffer[limit+1]=50;
     }
   else limit=rates_total-prev_calculated; // starting bar index for new bars

//---- calculation of Mit indicator values
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      HighRange=high[ArrayMaximum(high,bar,Sto_period)];
      LowRange=low[ArrayMinimum(low,bar,Sto_period)];
      delta=close[bar]-LowRange;
      MIT=delta/(HighRange-LowRange)*100.0;
      MitBuffer[bar]=smooth_coefficient*(MIT-MitBuffer[bar+1])+MitBuffer[bar+1];
     }

//---- calculation of DSS indicator values
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      HighRange=MitBuffer[ArrayMaximum(MitBuffer,bar,Sto_period)];
      LowRange=MitBuffer[ArrayMinimum(MitBuffer,bar,Sto_period)];
      delta=MitBuffer[bar]-LowRange;
      DSS=delta/(HighRange-LowRange)*100.0;
      DssBuffer[bar]=smooth_coefficient*(DSS-DssBuffer[bar+1])+DssBuffer[bar+1];
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+