//+------------------------------------------------------------------+

//| Custom Bands.mq4 |

//| Copyright 2005-2015, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2005-2014, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property description "Bollinger Bands with customizable moving average method and
applied price"
#property strict

#include <MovingAverages.mqh>

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Red
#property indicator_color2 Red
#property indicator_color3 Red
//--- indicator parameters
input ENUM_MA_METHOD InpMovingMethod=MODE_SMA; // Moving Average Method
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied Price
input int InpBandsPeriod=20; // Bands Period
input int InpBandsShift=0; // Bands Shift
input double InpBandsDeviations=2.0; // Bands Deviations
//--- buffers
double ExtMovingBuffer[];
double ExtUpperBuffer[];
double ExtLowerBuffer[];
double ExtStdDevBuffer[];
double ExtPriceBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit(void)
{
//--- 1 additional buffer used for counting
IndicatorBuffers(5);
IndicatorDigits(Digits);
//--- middle line
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ExtMovingBuffer);
SetIndexShift(0,InpBandsShift);
SetIndexLabel(0,"Bands MA");
//--- upper band
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,ExtUpperBuffer);
SetIndexShift(1,InpBandsShift);
SetIndexLabel(1,"Bands Upper");
//--- lower band
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2,ExtLowerBuffer);
SetIndexShift(2,InpBandsShift);
SetIndexLabel(2,"Bands Lower");
//--- work buffer
SetIndexBuffer(3,ExtStdDevBuffer);
SetIndexBuffer(4,ExtPriceBuffer);
//--- check for input parameter
if(InpBandsPeriod<=0)
{
 Print("Wrong input parameter Bands Period=",InpBandsPeriod);
return(INIT_FAILED);
}
//---
SetIndexDrawBegin(0,InpBandsPeriod+InpBandsShift);
SetIndexDrawBegin(1,InpBandsPeriod+InpBandsShift);
SetIndexDrawBegin(2,InpBandsPeriod+InpBandsShift);
//--- initialization done
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Bollinger Bands |
//+------------------------------------------------------------------+
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[])
{
int i,pos;
//---
if(rates_total<=InpBandsPeriod || InpBandsPeriod<=0)
return(0);
//--- counting from 0 to rates_total
ArraySetAsSeries(ExtMovingBuffer,false);
ArraySetAsSeries(ExtUpperBuffer,false);
ArraySetAsSeries(ExtLowerBuffer,false);
ArraySetAsSeries(ExtStdDevBuffer,false);
ArraySetAsSeries(ExtPriceBuffer,false);
ArraySetAsSeries(close,false);
ArraySetAsSeries(open,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
//--- initial zero
if(prev_calculated<1)
{
for(i=0; i<InpBandsPeriod; i++)
{
ExtMovingBuffer[i]=EMPTY_VALUE;
ExtUpperBuffer[i]=EMPTY_VALUE;
ExtLowerBuffer[i]=EMPTY_VALUE;
}
}
//--- starting calculation
if(prev_calculated>1)
pos=prev_calculated-1;
else
pos=0;
//--- main cycle
for(i=pos; i<rates_total && !IsStopped(); i++)
{
//--- price buffer
switch(InpAppliedPrice)
{
 case PRICE_CLOSE:
ExtPriceBuffer[i]=close[i];
break;
case PRICE_OPEN:
ExtPriceBuffer[i]=open[i];
break;
case PRICE_HIGH:
ExtPriceBuffer[i]=high[i];
break;
case PRICE_LOW:
ExtPriceBuffer[i]=low[i];
break;
case PRICE_MEDIAN:
ExtPriceBuffer[i]=(high[i]+low[i])/2;
break;
case PRICE_TYPICAL:
ExtPriceBuffer[i]=(high[i]+low[i]+close[i])/3;
break;
case PRICE_WEIGHTED:
ExtPriceBuffer[i]=(high[i]+low[i]+close[i]*2)/4;
break;
}
//--- middle line
switch(InpMovingMethod)
{
//--- Simple
case MODE_SMA:
ExtMovingBuffer[i]=SimpleMA(i,InpBandsPeriod,ExtPriceBuffer);
break;
//--- Exponential
case MODE_EMA:
if(i==0)
ExtMovingBuffer[i]=SimpleMA(i,InpBandsPeriod,ExtPriceBuffer);
else
ExtMovingBuffer[i]=ExponentialMA(i,InpBandsPeriod,ExtMovingBuffer[i-
1],ExtPriceBuffer);
break;
//--- Smooted
case MODE_SMMA:
if(i==0)
ExtMovingBuffer[i]=SimpleMA(i,InpBandsPeriod,ExtPriceBuffer);
else
ExtMovingBuffer[i]=SmoothedMA(i,InpBandsPeriod,ExtMovingBuffer[i-
1],ExtPriceBuffer);
break;
break;
//--- Linear Weighted
case MODE_LWMA:
ExtMovingBuffer[i]=LinearWeightedMA(i,InpBandsPeriod,ExtPriceBuffer);
break;
default:
break;
}
//--- calculate and write down StdDev

ExtStdDevBuffer[i]=StdDev_Func(i,ExtPriceBuffer,ExtMovingBuffer,InpBandsPeriod);
//--- upper line
ExtUpperBuffer[i]=ExtMovingBuffer[i]+InpBandsDeviations*ExtStdDevBuffer[i];
//--- lower line
 ExtLowerBuffer[i]=ExtMovingBuffer[i]-InpBandsDeviations*ExtStdDevBuffer[i];
//---
}
//---- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
//| Calculate Standard Deviation |
//+------------------------------------------------------------------+
double StdDev_Func(int position,const double &price[],const double &MAprice[],int
period)
{
//--- variables
double StdDev_dTmp=0.0;
//--- check for position
if(position>=period)
{
//--- calcualte StdDev
for(int i=0; i<period; i++)
StdDev_dTmp+=MathPow(price[position-i]-MAprice[position],2);
StdDev_dTmp=MathSqrt(StdDev_dTmp/period);
}
//--- return calculated value
return(StdDev_dTmp);
}
//+------------------------------------------------------------------+