Ind-GG01M1

//+------------------------------------------------------------------+
//|                                                     Ind-GG01.mq4 |
//|                                                           GGekko |
//|                                                                  |
//+------------------------------------------------------------------+
//mod 2009fxtsd 

#property copyright "GGekko"
#property link      ""

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Red
#property indicator_color2 Lime
#property indicator_color3 Gold
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 1

//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double CABuf[];

double ma0,ma1;
double ca;
double psar;
double boll_upper0,boll_upper1;
double boll_lower0,boll_lower1;
double bollingerdiff0,bollingerdiff1;
int barsToProcess=500;

extern int period_ma=5;
extern int period_ca=5;
extern int method_=MODE_SMMA;
extern int price_=PRICE_CLOSE;
extern double step_psar=0.01;
extern double max_psar=0.3;
extern int period_boll=14;
extern int dev_boll=2;
extern int bolldiff=15;
/*
PRICE_CLOSE	0	Close price.
PRICE_OPEN	1	Open price.
PRICE_HIGH	2	High price.
PRICE_LOW	3	Low price.
PRICE_MEDIAN	4	Median price, (high+low)/2.
PRICE_TYPICAL	5	Typical price, (high+low+close)/3.
PRICE_WEIGHTED	6	Weighted close price, (high+low+close+close)/4.

MODE_SMA	0	Simple moving average,
MODE_EMA	1	Exponential moving average,
MODE_SMMA	2	Smoothed moving average,
MODE_LWMA	3	Linear weighted moving average.
*/

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   IndicatorBuffers(4);

   SetIndexStyle(0,DRAW_ARROW);
   SetIndexArrow(0,242);
   SetIndexBuffer(0,ExtMapBuffer1);
   SetIndexEmptyValue(0,EMPTY_VALUE);
   SetIndexStyle(1,DRAW_ARROW);
   SetIndexArrow(1,241);
   SetIndexBuffer(1,ExtMapBuffer2);
   SetIndexEmptyValue(1,EMPTY_VALUE);
   SetIndexStyle(2,DRAW_ARROW);
   SetIndexArrow(2,115);
   SetIndexBuffer(2,ExtMapBuffer3);
   SetIndexEmptyValue(2,EMPTY_VALUE);
   SetIndexBuffer(3, CABuf);
   
   IndicatorShortName("GG01 ("+period_ma+","+period_ca+","+bolldiff+")");
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted(), limit;
   int i=0; 
   if(counted_bars>0)
      counted_bars--;
   
   limit=Bars-counted_bars;
         limit=MathMin(limit,barsToProcess);
   for (i=limit-1; i>= 0; i--)
   
   {
   
   ma0=iMA(NULL,0,period_ma,0,method_,price_,i);
   ma1=iMA(NULL,0,period_ma,0,method_,price_,i+1);
   
//   ca=iCustom(NULL,0,"i-CAi",period_ca,method_,price_,0,i);
   
   psar=iSAR(NULL,0,step_psar,max_psar,i);
   boll_lower0=iBands(NULL,0,period_boll,dev_boll,0,PRICE_CLOSE,MODE_LOWER,i);
   boll_upper0=iBands(NULL,0,period_boll,dev_boll,0,PRICE_CLOSE,MODE_UPPER,i);
   bollingerdiff0=(boll_upper0-boll_lower0)/Point;
   boll_lower1=iBands(NULL,0,period_boll,dev_boll,0,PRICE_CLOSE,MODE_LOWER,i+1);
   boll_upper1=iBands(NULL,0,period_boll,dev_boll,0,PRICE_CLOSE,MODE_UPPER,i+1);
   bollingerdiff1=(boll_upper1-boll_lower1)/Point; 
   
//        if (i==Bars-1) 
//        {
//         CABuf[i]=ma0;         continue;
 //       }
      double v1, v2, k;

      v1=MathPow(iStdDev(NULL, 0, period_ca, 0, method_, price_, i), 2);
      v2=MathPow(CABuf[i+1] - ma0, 2);
      
      if (v2 < v1 || v2==0) k=0; else k=1 - v1/v2;

      CABuf[i]=CABuf[i+1] + k*(ma0-CABuf[i+1]);
k=0;
      ca=CABuf[i];
      
   //SELL SIGNAL
   if(ma0<ca && ma0<=ma1 && psar>Close[i] && bollingerdiff0>bolldiff && bollingerdiff0>bollingerdiff1)
      ExtMapBuffer1[i]=ma0;
   else ExtMapBuffer1[i]=EMPTY_VALUE;
      
   
   //BUY SIGNAL   
   if(ma0>ca && ma0>=ma1 && psar<Close[i] && bollingerdiff0>bolldiff && bollingerdiff0>bollingerdiff1)
      ExtMapBuffer2[i]=ma0; 
   else ExtMapBuffer2[i]=EMPTY_VALUE;   
      
      
   if(ExtMapBuffer1[i]==EMPTY_VALUE && ExtMapBuffer2[i]==EMPTY_VALUE)
      ExtMapBuffer3[i]=ma0; 
   else ExtMapBuffer3[i]=EMPTY_VALUE;    
   
      
                
//   i++;
   }
   
   Comment("GG01 ("+period_ma+","+period_ca+","+bolldiff+")");
   
//----
   return(0);
  }
//+------------------------------------------------------------------+