//+------------------------------------------------------------------+ 
//|                                                     iWPR_HTF.mq5 | 
//|                             Copyright © 2012,   Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2012, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
//---- indicator version number
#property version   "1.00"
#property description "Larry Williams' Percent Range"
//---- drawing indicator in a separate window
#property indicator_separate_window
//---- number of indicator buffers 1
#property indicator_buffers 1 
//---- only one plot is used
#property indicator_plots   1
//+----------------------------------------------+
//| Parameters of displaying horizontal levels   |
//+----------------------------------------------+
#property indicator_level1 -80.0
#property indicator_level2 -20.0
#property indicator_levelcolor Gray
#property indicator_levelstyle STYLE_DASHDOTDOT
//+----------------------------------------------+
//| Window borders showing parameters            |
//+----------------------------------------------+
#property indicator_maximum     0.0
#property indicator_minimum    -100.0
//+----------------------------------------------+
//|  Declaration of constants                    |
//+----------------------------------------------+
#define RESET 0 // the constant for getting the command for the indicator recalculation back to the terminal
#define INDICATOR_NAME "iWPR" // the constant for the indicator name
//+----------------------------------------------+
//|  Indicator drawing parameters                |
//+----------------------------------------------+
//---- drawing the indicator 1 as a symbol
#property indicator_type1   DRAW_SECTION
//---- the following colors are used for the indicator
#property indicator_color1  clrBlueViolet
//---- indicator 1 line width is equal to 2
#property indicator_width1  2
//---- displaying the indicator label
#property indicator_label1  INDICATOR_NAME
//+-------------------------------------+
//| Indicator input parameters          |
//+-------------------------------------+ 
input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4; // Chart period
input uint WPR_Period=14;                  // Period of averaging
input int Shift=0;                         // Horizontal shift of the indicator in bars
//+-------------------------------------+
//---- declaration of dynamic arrays that further will be used as indicator buffers
double IndBuffer[];
//---- declaration of a variable for storing the indicator initialization result
bool Init;
//---- declaration of strings
string Symbol_,Word;
//---- declaration of integer variables for the indicators handles
int Ind_Handle;
//---- declaration of the integer variables for the start of data calculation
int min_rates_total;
//+------------------------------------------------------------------+
//|  Getting string timeframe                                        |
//+------------------------------------------------------------------+
string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)
  {
//----
   return(StringSubstr(EnumToString(timeframe),7,-1));
//----
  }
//+------------------------------------------------------------------+    
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+  
int OnInit()
  {
   Init=true;
//---- checking correctness of the chart periods
   if(TimeFrame<Period() && TimeFrame!=PERIOD_CURRENT)
     {
      Print("iWPR indicator chart period cannot be less than the current chart period");
      Init=false;
      return(INIT_FAILED);
     }
//---- getting handle of the iWPR indicator
   Ind_Handle=iWPR(NULL,TimeFrame,WPR_Period);
   if(Ind_Handle==INVALID_HANDLE)
     {
      Print(" Failed to get handle of the iWPR indicator");
      return(INIT_FAILED);
     }
//---- initialization of variables 
   min_rates_total=int((PeriodSeconds(TimeFrame)/PeriodSeconds(PERIOD_CURRENT))*(WPR_Period+3));
   Symbol_=Symbol();
   Word=INDICATOR_NAME+"("+Symbol_+","+GetStringTimeframe(TimeFrame)+","+string(WPR_Period)+")";
//---- set dynamic array as an indicator buffer
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//---- shifting the start of drawing of the indicator 1
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- indexing elements in the buffer as in timeseries
   ArraySetAsSeries(IndBuffer,true);
//--- creation of the name to be displayed in a separate sub-window and in a pop up help
   IndicatorSetString(INDICATOR_SHORTNAME,Word);
//---- determination of accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- end of initialization
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+  
//| Custom iteration function                                        | 
//+------------------------------------------------------------------+  
int OnCalculate(const int rates_total,    // amount of history in bars at the current tick
                const int prev_calculated,// amount of history in bars at the previous tick
                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 the number of bars to be enough for calculation
   if(BarsCalculated(Ind_Handle)<2 || rates_total<min_rates_total || !Init) return(RESET);
   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);
//---- declaration of local variables 
   double iWpr[1];
   int limit,bar;
   datetime iTime[1];
   static uint LastCountBar;
//--- calculations of the necessary amount of data to be copied
//--- and the limit starting number for loop of bars recalculation
   if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first start of calculation of an indicator
     {
      limit=rates_total-min_rates_total-2; // starting index for calculation of all bars
      LastCountBar=limit;
     }
   else limit=int(LastCountBar)+rates_total-prev_calculated; // starting index for calculation of new bars 
//---- indexing elements in arrays as timeseries  
   ArraySetAsSeries(time,true);
//---- main cycle of calculation of the indicator
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      //---- zero out the contents of the indicator buffers for calculation
      IndBuffer[bar+1]=EMPTY_VALUE;
      //---- copy newly appeared data in the iTime array
      if(CopyTime(Symbol_,TimeFrame,time[bar],1,iTime)<=0) return(RESET);
      if(time[bar]>=iTime[0] && time[bar+1]<iTime[0])
        {
         //--- copy newly appeared data in the array
         if(CopyBuffer(Ind_Handle,0,time[bar+1],1,iWpr)<=0) return(RESET);
         LastCountBar=bar;
         IndBuffer[bar+1]=iWpr[0];
        }
     }
//--- copy newly appeared data in the array
   if(CopyBuffer(Ind_Handle,0,time[0],1,iWpr)<=0) return(RESET);
   IndBuffer[0]=iWpr[0];
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+