//------------------------------------------------------------------ #property copyright "© mladen, 2017" #property link "mladenfx@gmail.com" #property version "1.00" #property description "Schaff trend cycle with adjustable smoothing" #property description "contact at mladenfx@gmail.com" #property description "contact at www.forex-station.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 6 #property indicator_plots 1 #property indicator_label1 "value" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrSilver,clrLimeGreen,clrOrange #property indicator_width1 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 SchaffPeriod = 10; // Schaff period input int FastEma = 23; // Fast ema period input int SlowEma = 50; // Slow ema period input double SmoothPeriod = 3; // Smoothing period input enPrices Price = pr_close; // Price double val[],valc[],macd[],fastk1[],fastd1[],fastk2[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void OnInit() { SetIndexBuffer(0,val ,INDICATOR_DATA); SetIndexBuffer(1,valc ,INDICATOR_COLOR_INDEX); SetIndexBuffer(2,macd ,INDICATOR_CALCULATIONS); SetIndexBuffer(3,fastk1,INDICATOR_CALCULATIONS); SetIndexBuffer(4,fastk2,INDICATOR_CALCULATIONS); SetIndexBuffer(5,fastd1,INDICATOR_CALCULATIONS); IndicatorSetString(INDICATOR_SHORTNAME,"Schaff trend cycle ("+(string)SchaffPeriod+","+(string)FastEma+","+(string)SlowEma+","+(string)SmoothPeriod+")"); } 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) ? 100*((macd[i]-lowMacd)/highMacd) : (i>0) ? fastk1[i-1] : 0; fastd1[i] = (i>0) ? fastd1[i-1]+alpha*(fastk1[i]-fastd1[i-1]) : fastk1[i]; double lowStoch = fastd1[ArrayMinimum(fastd1,start,SchaffPeriod)]; double highStoch = fastd1[ArrayMaximum(fastd1,start,SchaffPeriod)]-lowStoch; fastk2[i] = (highStoch > 0) ? 100*((fastd1[i]-lowStoch)/highStoch) : (i>0) ? fastk2[i-1] : 0; val[i] = (i>0) ? val[i-1]+alpha*(fastk2[i]-val[i-1]) : fastk2[i]; valc[i] = (i>0) ? (val[i]>val[i-1]) ? 1 : (val[i]0 && period>1) workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } // // // // // // #define _pricesInstances 1 #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]