Accrete-ATM_TunnelBands

/*+~><>~~~~~~~~~~~~~~~~~~~~~~><>~~~~~~~~~~~~~~~~~~~~~~><>~~~~~~~~~~~~~~~~~~~~~~+
  |                                                                            |
  |                                    Copyright © 2006, Accrete LLC           |
  |                                          http://www.accrete.com            |
  | For further information on the Accrete Trading Model",                     |
  | visit the web at www.accrete.com/fx-atm . There you will find various      |
  | links, trade examples, and the latest updates on the model by Accrete      |                                   
  +~><>~~~~~~~~~~~~~~~~~~~~~~><>~~~~~~~~~~~~~~~~~~~~~~><>~~~~~~~~~~~~~~~~~~~~~~+
*/
#property copyright "Bollinger Band Indicator hack by Accrete for use in the Accrete trading model"
#property link      "http://www.accrete.com/"

#property indicator_chart_window
#property indicator_buffers 8
#property indicator_color1 Magenta
#property indicator_color2 Magenta
#property indicator_color3 Black
#property indicator_color4 Black
#property indicator_color5 Black
#property indicator_color6 Black
#property indicator_color7 Yellow
#property indicator_color8 Lime
//---- indicator parameters


int    BandsPeriod=144;
double InnerBand=1.00;
double MiddleBand=2.00;
int    BandsShift=0;

//---- buffers
double TunnelHighBuffer[];
double TunnelLowBuffer[];
double InUpBuffer[];
double InDnBuffer[];
double MidUpBuffer[];
double MidDnBuffer[];
double MA24Buffer[];
double MA12Buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE,2,0);
   SetIndexBuffer(0,TunnelHighBuffer);
   SetIndexStyle(1,DRAW_LINE,2,0);
   SetIndexBuffer(1,TunnelLowBuffer);
   SetIndexStyle(2,DRAW_LINE,2,0);
   SetIndexBuffer(2,InUpBuffer);
   SetIndexStyle(3,DRAW_LINE,2,0);
   SetIndexBuffer(3,InDnBuffer);
   SetIndexStyle(4,DRAW_LINE,2,0);
   SetIndexBuffer(4,MidUpBuffer);
   SetIndexStyle(5,DRAW_LINE,2,0);
   SetIndexBuffer(5,MidDnBuffer);
   SetIndexStyle(6,DRAW_LINE,0,1);
   SetIndexBuffer(6,MA24Buffer);
//    SetIndexStyle(7,DRAW_ARROW,0,1);
   SetIndexStyle(7,DRAW_LINE,0,1);
   SetIndexBuffer(7,MA12Buffer);
//   SetIndexArrow(7,160); // (160 original dot shape, 115 or 108 for larger dots, and 110 or 111 for squares,116 diamond)

//----draw bands:

   SetIndexDrawBegin(2,BandsPeriod+BandsShift);
   SetIndexDrawBegin(3,BandsPeriod+BandsShift);
   SetIndexDrawBegin(4,BandsPeriod+BandsShift);
   SetIndexDrawBegin(5,BandsPeriod+BandsShift);

   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Bollinger Bands                                                  |
//+------------------------------------------------------------------+
int start()
  {
   int    i,k,counted_bars=IndicatorCounted();
   double deviation;
   double deviation2;
   double sum,oldval,newres;
//----
   if(Bars<=BandsPeriod) return(0);
//---- initial zero
   if(counted_bars<1)
      for(i=1;i<=BandsPeriod;i++)
        {
         TunnelHighBuffer[Bars-i]=EMPTY_VALUE;
         TunnelLowBuffer[Bars-i]=EMPTY_VALUE;
         InUpBuffer[Bars-i]=EMPTY_VALUE;
         InDnBuffer[Bars-i]=EMPTY_VALUE;
         MidUpBuffer[Bars-i]=EMPTY_VALUE;
         MidDnBuffer[Bars-i]=EMPTY_VALUE;

        }

//----open ma
   int limit=Bars-counted_bars;
  if(counted_bars>0) limit++;
   for(i=0; i<limit; i++)
//----draw long term and short term moving averages:
TunnelHighBuffer[i]=iMA(NULL,0,144,0,MODE_EMA,PRICE_HIGH,i);

  if(counted_bars>0) limit++;
   for(i=0; i<limit; i++)
   
TunnelLowBuffer[i]=iMA(NULL,0,144,0,MODE_EMA,PRICE_LOW,i);

  if(counted_bars>0) limit++;
   for(i=0; i<limit; i++)
   
MA24Buffer[i]=iMA(NULL,0,24,0,MODE_EMA,PRICE_CLOSE,i);

  if(counted_bars>0) limit++;
   for(i=0; i<limit; i++)
MA12Buffer[i]=iMA(NULL,0,12,0,MODE_EMA,PRICE_CLOSE,i);
      
//----band ma data
   i=Bars-BandsPeriod+1;
   if(counted_bars>BandsPeriod-1) i=Bars-counted_bars-1;
   while(i>=0)
     {
      sum=0.0;
      k=i+BandsPeriod-1;
      oldval=TunnelLowBuffer[i];
      while(k>=i)
        {
         newres=Close[k]-oldval;
         sum+=newres*newres;
         k--;
        }
      deviation=InnerBand*MathSqrt(sum/BandsPeriod);
      InUpBuffer[i]=oldval+deviation;
      InDnBuffer[i]=oldval-deviation;
      deviation2=MiddleBand*MathSqrt(sum/BandsPeriod);
      MidUpBuffer[i]=oldval+deviation2;
      MidDnBuffer[i]=oldval-deviation2;

      i--;
     }
//----
   Comment("Accrete Trading Model",
   "\naccrete.com/fx-atm" );
   return(0);
  }
//+------------------------------------------------------------------+