TRIX.mq4.cpp

/*
 * License: GNU General Public License Version 3
 */
#property strict
#property indicator_chart_window

#property indicator_buffers    3
#property indicator_color1     clrRed
#property indicator_style1     STYLE_SOLID
#property indicator_color2     clrGreen
#property indicator_style2     STYLE_SOLID
#property indicator_color3     clrPurple
#property indicator_style3     STYLE_SOLID

input int i_EMAPeriod = 15;

double g_emaSingleSmoothed[];
double g_emaDoubleSmoothed[];
double g_emaTripleSmoothed[];

void calculateEMA(int rates_total, int prev_calculated, const double& price[], double& indexBuffer[])
{
    int    limit;
    double smoothFactor = 2.0 / (1.0 + i_EMAPeriod);

    if (prev_calculated == 0)
    {
        limit = i_EMAPeriod;
        indexBuffer[0] = price[0];

        for(int i = 1; i < limit; i++) {
            indexBuffer[i] = price[i] * smoothFactor + indexBuffer[i-1] * (1.0 - smoothFactor);
        }
    }
    else {
        limit = prev_calculated - 1;
    }

   for(int i = limit; i < rates_total; i++) {
      if (IsStopped()) {
        break;
      }

      indexBuffer[i] = price[i] * smoothFactor + indexBuffer[i-1] * (1.0 - smoothFactor);
   }
}

int OnInit()
{
    IndicatorShortName("TRIX" + string(i_EMAPeriod) + ")");
    IndicatorDigits(Digits);

    SetIndexBuffer(0, g_emaSingleSmoothed);
    SetIndexBuffer(1, g_emaDoubleSmoothed);
    SetIndexBuffer(2, g_emaTripleSmoothed);

    return INIT_SUCCEEDED;
}

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 (rates_total < i_EMAPeriod - 1) {
        return 0;
    }

    ArraySetAsSeries(g_emaSingleSmoothed, false);
    ArraySetAsSeries(g_emaDoubleSmoothed, false);
    ArraySetAsSeries(g_emaTripleSmoothed, false);
    ArraySetAsSeries(close,false);

    if (prev_calculated == 0) {
        ArrayInitialize(g_emaSingleSmoothed, EMPTY_VALUE);
        ArrayInitialize(g_emaDoubleSmoothed, EMPTY_VALUE);
        ArrayInitialize(g_emaTripleSmoothed, EMPTY_VALUE);
    }


    calculateEMA(rates_total, prev_calculated, close, g_emaSingleSmoothed);
    calculateEMA(rates_total, prev_calculated, g_emaSingleSmoothed, g_emaDoubleSmoothed);
    calculateEMA(rates_total, prev_calculated, g_emaDoubleSmoothed, g_emaTripleSmoothed);

    return rates_total;
}