oslib/tst/adaptativos_288/adaptivecybercycle.mq5

//+------------------------------------------------------------------+
//|                                           AdaptiveCyberCycle.mq5 |
//|                                      Copyright 2011, Investeo.pl |
//|                                               http://Investeo.pl |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, Investeo.pl"
#property link      "http://Investeo.pl"
#property version   "1.00"
#property indicator_separate_window

#property description "Adaptive CyberCycle indicator - described by John F. Ehlers"
#property description "in \"Cybernetic Analysis for Stocks and Futures\""
#property description "This indicator is available for free download."

#property indicator_buffers 2
#property indicator_plots 2
#property indicator_width1 1
#property indicator_width2 1
#property indicator_type1   DRAW_LINE
#property indicator_type2   DRAW_LINE
#property indicator_color1  Green
#property indicator_color2  Red
#property indicator_label1  "Cycle"
#property indicator_label2  "Trigger Line"

#define Price(i) ((high[i]+low[i])/2.0)

double Smooth[];
double Cycle[];
double Trigger[];

int hCyclePeriod;
 
input double InpAlpha=0.07; // alpha for Cycle Period
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping 
   ArraySetAsSeries(Cycle,true);
   ArraySetAsSeries(Trigger,true);
   ArraySetAsSeries(Smooth,true);

   SetIndexBuffer(0,Cycle,INDICATOR_DATA);
   SetIndexBuffer(1,Trigger,INDICATOR_DATA);

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);

   hCyclePeriod=iCustom(NULL,0,"CyclePeriod",InpAlpha);
   if(hCyclePeriod==INVALID_HANDLE)
     {
      Print("CyclePeriod indicator not available!");
      return(-1);
     }
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
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[])
  {
//---   
   long tickCnt[1];
   int i;
   int ticks=CopyTickVolume(Symbol(), 0, 0, 1, tickCnt);
   if(ticks!=1) return(rates_total);
   double CyclePeriod[1],alpha1;

   Comment(tickCnt[0]);

   if(prev_calculated==0 || tickCnt[0]==1)
     {
      //--- last counted bar will be recounted
      int nLimit=rates_total-prev_calculated-1; // start index for calculations

      ArraySetAsSeries(high,true);
      ArraySetAsSeries(low,true);

      ArrayResize(Smooth,Bars(_Symbol,_Period));
      ArrayResize(Cycle,Bars(_Symbol,_Period));
      
      if(nLimit>rates_total-4) // adjust for last bars
         nLimit=rates_total-4;

      for(i=nLimit;i>=0 && !IsStopped();i--)
        {
         Smooth[i]=(Price(i)+2*Price(i+1)+2*Price(i+2)+Price(i+3))/6.0;
         int copied=CopyBuffer(hCyclePeriod,0,i,1,CyclePeriod);

         if(copied<=0)
           {
            Print("FAILURE: Could not get values from CyclePeriod indicator.");
            return -1;
           }
         alpha1 = 2.0/(CyclePeriod[0]+1.0);
         //Print(alpha1);
         //Print(CyclePeriod[0]);
         if(i>=0)
           {
            Cycle[i]=(1.0-0.5*alpha1) *(1.0-0.5*alpha1) *(Smooth[i]-2.0*Smooth[i+1]+Smooth[i+2])
                     +2.0*(1.0-alpha1)*Cycle[i+1]-(1.0-alpha1)*(1.0-alpha1)*Cycle[i+2];

            //Print("Smooth["+IntegerToString(i)+"]="+DoubleToString(Smooth[i])+" Cycle["+IntegerToString(i)+"]="+DoubleToString(Cycle[i]));
           }
         else
           {
            Cycle[i]=(Price(i)-2.0*Price(i+1)+Price(i+2))/4.0;
           }

         //Print(__FILE__+__FUNCTION__+" received values: ",rCnt);
         Trigger[i]=Cycle[i+1];
        }
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+