//+------------------------------------------------------------------+ //| quantile bands | //+------------------------------------------------------------------+ #property link "www.forex-tsd.com" #property copyright "www.forex-tsd.com" #property indicator_chart_window #property indicator_buffers 9 #property indicator_plots 5 #property indicator_label1 "upper filling" #property indicator_type1 DRAW_FILLING #property indicator_color1 C'182,237,182' #property indicator_label2 "lower filling" #property indicator_type2 DRAW_FILLING #property indicator_color2 C'251,220,196' #property indicator_label3 "Upper band" #property indicator_type3 DRAW_COLOR_LINE #property indicator_color3 clrLimeGreen,clrSandyBrown #property indicator_width3 3 #property indicator_label4 "Lower band" #property indicator_type4 DRAW_COLOR_LINE #property indicator_color4 clrLimeGreen,clrSandyBrown #property indicator_width4 3 #property indicator_label5 "Middle value" #property indicator_type5 DRAW_LINE #property indicator_color5 clrDarkGray #property indicator_width5 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_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 }; input int Periods = 35; // Quantile period input enPrices PriceUp = pr_high; // Price to use for high quantile value input enPrices PriceMid = pr_median; // Price to use for middle quantile value input enPrices PriceDown = pr_low; // Price to use for low quantile value input double UpperBandPercent = 90; // Upper band percent input double LowerBandPercent = 10; // Lower band percent input double MedianBandPercent = 50; // Median percent // // // // // double bufferUp[]; double bufferUpc[]; double bufferDn[]; double bufferDnc[]; double bufferMe[],fupu[],fupd[],fdnd[],fdnu[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,fupu,INDICATOR_DATA); SetIndexBuffer(1,fupd,INDICATOR_DATA); SetIndexBuffer(2,fdnu,INDICATOR_DATA); SetIndexBuffer(3,fdnd,INDICATOR_DATA); SetIndexBuffer(4,bufferUp ,INDICATOR_DATA); SetIndexBuffer(5,bufferUpc,INDICATOR_COLOR_INDEX); SetIndexBuffer(6,bufferDn ,INDICATOR_DATA); SetIndexBuffer(7,bufferDnc,INDICATOR_COLOR_INDEX); SetIndexBuffer(8,bufferMe ,INDICATOR_DATA); return(0); } void OnDeinit(const int reason) { return; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // 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[]) { for (int i=(int)MathMax(prev_calculated-1,0); i0) { bufferUpc[i] = bufferUpc[i-1]; bufferDnc[i] = bufferDnc[i-1]; // // // // // if (bufferUp[i]>bufferUp[i-1]) bufferUpc[i] = 0; if (bufferUp[i]bufferDn[i-1]) bufferDnc[i] = 0; if (bufferDn[i]=0; k++) quantileArray[k] = quantileValues[i-k][instanceNo]; ArraySort(quantileArray); // // // // // double index = (period-1)*qp/100.00; int ind = (int)index; double delta = index - ind; if (ind == NormalizeDouble(index,5)) return( quantileArray[ind]); else return((1.0-delta)*quantileArray[ind]+delta*quantileArray[ind+1]); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define priceInstances 3 double workHa[][priceInstances*4]; 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*=4; int r = i; // // // // // double haOpen; if (r>0) haOpen = (workHa[r-1][instanceNo+2] + workHa[r-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); } } // // // // // switch (tprice) { case pr_close: return(close[i]); case pr_open: return(open[i]); case pr_high: return(high[i]); case pr_low: return(low[i]); case pr_median: return((high[i]+low[i])/2.0); case pr_medianb: return((open[i]+close[i])/2.0); case pr_typical: return((high[i]+low[i]+close[i])/3.0); case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0); case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0); case pr_tbiased: if (close[i]>open[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); } return(0); }