//+------------------------------------------------------------------+
//| COG_Channel.mq4 |
//| Copyright ?2014, Gehtsoft USA LLC |
//| http://fxcodebase.com |
//+------------------------------------------------------------------+
#property copyright "Copyright ?2014, Gehtsoft USA LLC"
#property link "http://fxcodebase.com"
#property indicator_chart_window
#property indicator_buffers 8
#property indicator_color1 Red
#property indicator_style1 STYLE_SOLID
#property indicator_color2 Green
#property indicator_style2 STYLE_SOLID
#property indicator_color3 LightBlue
#property indicator_style3 STYLE_DASH
#property indicator_color4 LightBlue
#property indicator_style4 STYLE_DASH
#property indicator_color5 Goldenrod
#property indicator_style5 STYLE_SOLID
#property indicator_color6 Blue
extern int Price=0; // Applied price
// 0 - Close
// 1 - Open
// 2 - High
// 3 - Low
// 4 - Median
// 5 - Typical
// 6 - Weighted
extern int Length=34;
extern double StdDev_Mult=2.5;
extern double ATR_Mult=2.;
extern int Dot_Size=3;
double ul[], ll[], uls[], lls[], basis[], al[];
double TR[], Pr[];
int init()
{
IndicatorShortName("COG Channel");
IndicatorDigits(Digits);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ul);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,ll);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2,uls);
SetIndexStyle(3,DRAW_LINE);
SetIndexBuffer(3,lls);
SetIndexStyle(4,DRAW_LINE);
SetIndexBuffer(4,basis);
SetIndexStyle(5,DRAW_ARROW,0,Dot_Size);
SetIndexArrow(5,119);
SetIndexBuffer(5,al);
SetIndexStyle(6,DRAW_LINE);
SetIndexBuffer(6,TR);
SetIndexStyle(7,DRAW_LINE);
SetIndexBuffer(7,Pr);
return(0);
}
int deinit()
{
return(0);
}
int start()
{
if(Bars<=3) return(0);
int ExtCountedBars=IndicatorCounted();
if (ExtCountedBars<0) return(-1);
int limit=Bars-2;
if(ExtCountedBars>2) limit=Bars-ExtCountedBars-1;
int pos;
double x1, x2, x3;
pos=limit;
while(pos>=0)
{
x1=High[pos]-Low[pos];
x2=MathAbs(High[pos]-Close[pos+1]);
x3=MathAbs(Low[pos]-Close[pos+1]);
Pr[pos]=iMA(NULL, 0, 1, 0, MODE_SMA, Price, pos);
TR[pos]=MathMax(x1, MathMax(x2, x3));
pos--;
}
double x, y, xy;
int i;
double Temp, m, yint;
double StdDev, dev, acustom, ATR_Custom;
pos=limit;
while(pos>=0)
{
x=0; y=0; xy=0; x2=0;
for (i=0;i<Length;i++)
{
y=y+Pr[pos+i];
xy=xy+Pr[pos+i]*i;
x=x+i;
x2=x2+i*i;
}
Temp=Length*x2-x*x;
m=(Length*xy-x*y)/Temp;
yint=(y+m*x)/Length;
basis[pos]=yint-m*Length;
StdDev=iStdDev(NULL, 0, Length, 0, MODE_SMA, Price, pos);
dev=StdDev*StdDev_Mult;
ul[pos]=basis[pos]+dev;
ll[pos]=basis[pos]-dev;
ATR_Custom=iMAOnArray(TR, 0, Length, 0, MODE_SMA, pos);
acustom=ATR_Mult*ATR_Custom;
uls[pos]=basis[pos]+acustom;
lls[pos]=basis[pos]-acustom;
if (uls[pos]>ul[pos] && lls[pos]<ll[pos])
{
al[pos]=basis[pos];
}
else
{
al[pos]=EMPTY_VALUE;
}
pos--;
}
return(0);
}
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