//+------------------------------------------------------------------+
//|        Frequência Z-Score Institucional - MT5                    |
//|        Diego Vinicius Righetti Sá                                |
//|        https://frequenciadomercado.com.br                        |
//+------------------------------------------------------------------+
#property copyright "Diego Vinicius Righetti Sá | Frequência do Mercado"
#property link      "https://frequenciadomercado.com.br"
#property version   "2.00"
#property strict

#property description "Frequência do Mercado - Institutional Z-Score"

//-------------------------------------------------------------------
// CONFIGURAÇÃO DO INDICADOR
//-------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots   4

//-------------------------------------------------------------------
// PLOT 1 - ZSCORE
//-------------------------------------------------------------------
#property indicator_label1  "FDM Z-Score"
#property indicator_type1   DRAW_LINE
#property indicator_color1  C'0,180,255'
#property indicator_width1  3

//-------------------------------------------------------------------
// PLOT 2 - OVERBOUGHT
//-------------------------------------------------------------------
#property indicator_label2  "Upper"
#property indicator_type2   DRAW_LINE
#property indicator_color2  C'255,80,80'
#property indicator_style2  STYLE_DASH
#property indicator_width2  1

//-------------------------------------------------------------------
// PLOT 3 - ZERO
//-------------------------------------------------------------------
#property indicator_label3  "Zero"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrDimGray
#property indicator_style3  STYLE_DOT
#property indicator_width3  1

//-------------------------------------------------------------------
// PLOT 4 - OVERSOLD
//-------------------------------------------------------------------
#property indicator_label4  "Lower"
#property indicator_type4   DRAW_LINE
#property indicator_color4  C'0,255,140'
#property indicator_style4  STYLE_DASH
#property indicator_width4  1

//-------------------------------------------------------------------
// INPUTS
//-------------------------------------------------------------------
input int      Periodo     = 100;
input double   UpperLevel  = 2.5;
input double   LowerLevel  = -2.5;

//-------------------------------------------------------------------
// BUFFERS
//-------------------------------------------------------------------
double ZBuffer[];
double UpperBuffer[];
double ZeroBuffer[];
double LowerBuffer[];

//+------------------------------------------------------------------+
//| INIT                                                             |
//+------------------------------------------------------------------+
int OnInit()
{
   //----------------------------------------------------------------
   // BUFFERS
   //----------------------------------------------------------------
   SetIndexBuffer(0, ZBuffer, INDICATOR_DATA);
   SetIndexBuffer(1, UpperBuffer, INDICATOR_DATA);
   SetIndexBuffer(2, ZeroBuffer, INDICATOR_DATA);
   SetIndexBuffer(3, LowerBuffer, INDICATOR_DATA);

   //----------------------------------------------------------------
   // NOME
   //----------------------------------------------------------------
   IndicatorSetString(
      INDICATOR_SHORTNAME,
      "Frequência Z-Score Institucional"
   );

   Print("=======================================");
   Print("Frequência Z-Score Institucional");
   Print("Frequência do Mercado");
   Print("=======================================");

   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| CALCULAR                                                         |
//+------------------------------------------------------------------+
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[]
)
{
   //----------------------------------------------------------------
   // VALIDAÇÃO
   //----------------------------------------------------------------
   if(rates_total < Periodo)
      return(0);

   //----------------------------------------------------------------
   // OTIMIZAÇÃO
   //----------------------------------------------------------------
   int start;

   if(prev_calculated == 0)
      start = Periodo;
   else
      start = prev_calculated - 1;

   //----------------------------------------------------------------
   // LOOP
   //----------------------------------------------------------------
   for(int i = start; i < rates_total; i++)
   {
      double soma = 0.0;

      //-------------------------------------------------------------
      // MÉDIA
      //-------------------------------------------------------------
      for(int j = 0; j < Periodo; j++)
         soma += close[i - j];

      double media = soma / Periodo;

      //-------------------------------------------------------------
      // DESVIO PADRÃO
      //-------------------------------------------------------------
      double soma2 = 0.0;

      for(int j = 0; j < Periodo; j++)
         soma2 += MathPow(close[i - j] - media, 2);

      double desvio = MathSqrt(soma2 / Periodo);

      //-------------------------------------------------------------
      // ZSCORE
      //-------------------------------------------------------------
      if(desvio != 0)
         ZBuffer[i] = (close[i] - media) / desvio;
      else
         ZBuffer[i] = 0;

      //-------------------------------------------------------------
      // LINHAS
      //-------------------------------------------------------------
      UpperBuffer[i] = UpperLevel;
      ZeroBuffer[i]  = 0;
      LowerBuffer[i] = LowerLevel;
   }

   return(rates_total);
}
//+------------------------------------------------------------------+