//+--------------------------------------------------------------------+ //| Copyright: (C) 2014, Miroslav Popov - All rights reserved! | //| Website: http://forexsb.com/ | //| Support: http://forexsb.com/forum/ | //| License: Proprietary under the following circumstances: | //| | //| This code is a part of Forex Strategy Builder. It is free for | //| use as an integral part of Forex Strategy Builder. | //| One can modify it in order to improve the code or to fit it for | //| personal use. This code or any part of it cannot be used in | //| another applications without a permission. Contact information | //| cannot be changed. | //| | //| NO LIABILITY FOR CONSEQUENTIAL DAMAGES | //| | //| In no event shall the author be liable for any damages whatsoever | //| (including, without limitation, incidental, direct, indirect and | //| consequential damages, damages for loss of business profits, | //| business interruption, loss of business information, or other | //| pecuniary loss) arising out of the use or inability to use this | //| product, even if advised of the possibility of such damages. | //+--------------------------------------------------------------------+ #property copyright "Copyright 2014, Miroslav Popov" #property link "http://forexsb.com" #property version "1.00" #property strict #include #include //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class Directionalvolatility : public Indicator { public: Directionalvolatility(SlotTypes slotType) { SlotType=slotType; IndicatorName="Directional volatility"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = true; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void Directionalvolatility::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters MAMethod maMethod=(MAMethod) ListParam[1].Index; int period=(int) NumParam[0].Value; int period2=(int) NumParam[1].Value; int prvs=CheckParam[0].Checked ? 1 : 0; // Calculation int firstBar=period+3; double range[]; ArrayResize(range,Data.Bars); ArrayInitialize(range, 0); double distance[]; ArrayResize(distance,Data.Bars); ArrayInitialize(distance, 0); double adStdv[]; ArrayResize(adStdv,Data.Bars); ArrayInitialize(adStdv, 0); for(int bar=1; bar