Deviation scaled MA

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#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Deviation scaled MA"

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   1

#property indicator_label1  "DSMA"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrDeepPink,clrLimeGreen

#property indicator_width1  2

//--- input parameters

input int                inpPeriod = 25;          // MA period

input ENUM_APPLIED_PRICE inpPrice  = PRICE_CLOSE; // Price

//--- indicator buffers

double val[],valc[],flt[];

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,flt,INDICATOR_CALCULATIONS);

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"Deviation scaled MA ("+(string)inpPeriod+")");

//---

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| Custom indicator iteration function                              |

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

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(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);

   for(int i=(int)MathMax(prev_calculated-1,0); i<rates_total && !IsStopped(); i++)

     {

      flt[i] = (i>1) ? iSsm(close[i]-close[i-2],inpPeriod,i,rates_total) : 0;

      double rms = 0;

         for (int k=0; k<inpPeriod && (i-k)>=0; k++) 

             rms += flt[i-k]*flt[i-k];

             rms = MathSqrt(rms/inpPeriod);

      double _scaledFilt = (rms)!=0 ? flt[i] / rms : 1;

      double _alpha = MathAbs(_scaledFilt)*5 / inpPeriod;

      double _price = getPrice(inpPrice,open,close,high,low,i,rates_total);

      val[i]  = (i>0) ? val[i-1]+_alpha*(_price-val[i-1]) : _price;

      valc[i] = (i>0) ?(val[i]>val[i-1]) ? 2 :(val[i]<val[i-1]) ? 1 : valc[i-1]: 0;

     }

   return(rates_total);

  }

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

//| Custom functions                                                 |

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

#define _maWorkBufferx2 2

double workSsm[][_maWorkBufferx2];

#define _tprice  0

#define _ssm     1

//

//---

//

double workSsmCoeffs[][4];

#define _speriod 0

#define _sc1    1

#define _sc2    2

#define _sc3    3



double iSsm(double price, double period, int i, int bars, int instanceNo=0)

{

   if (period<=1) return(price);

   if (ArrayRange(workSsm,0) !=bars)                 ArrayResize(workSsm,bars);

   if (ArrayRange(workSsmCoeffs,0) < (instanceNo+1)) ArrayResize(workSsmCoeffs,instanceNo+1);

   if (workSsmCoeffs[instanceNo][_speriod] != period)

   {

      workSsmCoeffs[instanceNo][_speriod] = period;

      double a1 = MathExp(-1.414*M_PI/period);

      double b1 = 2.0*a1*MathCos(1.414*M_PI/period);

         workSsmCoeffs[instanceNo][_sc2] = b1;

         workSsmCoeffs[instanceNo][_sc3] = -a1*a1;

         workSsmCoeffs[instanceNo][_sc1] = 1.0 - workSsmCoeffs[instanceNo][_sc2] - workSsmCoeffs[instanceNo][_sc3];

   }



   //

   //

   //

   //

   //



      int s = instanceNo*2; 

      workSsm[i][s+_ssm]    = price;

      workSsm[i][s+_tprice] = price;

      if (i>1)

      {  

          workSsm[i][s+_ssm] = workSsmCoeffs[instanceNo][_sc1]*(workSsm[i][s+_tprice]+workSsm[i-1][s+_tprice])/2.0 + 

                               workSsmCoeffs[instanceNo][_sc2]*workSsm[i-1][s+_ssm]                                + 

                               workSsmCoeffs[instanceNo][_sc3]*workSsm[i-2][s+_ssm]; }

   return(workSsm[i][s+_ssm]);

}

//

//---

//

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   if(i>=0)

      switch(tprice)

        {

         case PRICE_CLOSE:     return(close[i]);

         case PRICE_OPEN:      return(open[i]);

         case PRICE_HIGH:      return(high[i]);

         case PRICE_LOW:       return(low[i]);

         case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

         case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

         case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

        }

   return(0);

  }

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