JMASlope_v4

//+------------------------------------------------------------------+
//|                                                     JMASlope.mq4 |
//|                           Copyright © 2005, TrendLaboratory Ltd. |
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |
//|            Thanks to Weld, Jurik Research http://weld.torguem.net|
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, TrendLaboratory Ltd."
#property link      "http://finance.groups.yahoo.com/group/TrendLaboratory"
//----
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Green
#property indicator_color2 Red
//---- input parameters
extern int       Length=14;
extern int       Phase =0;
//---- buffers
double UpBuffer[];
double DnBuffer[];
double JMAValueBuffer[];
double fC0Buffer[];
double fA8Buffer[];
double fC8Buffer[];
//---- temporary buffers
double list[128],ring1[128],ring2[11],buffer[62];
//---- bool flag
bool   initFlag;
//---- integer vars
int    limitValue,startValue,loopParam,loopCriteria;
int    cycleLimit,highLimit,counterA,counterB;
//---- double vars
double cycleDelta,lowDValue,highDValue,absValue,paramA,paramB;
double phaseParam,logParam,JMAValue,series,sValue,sqrtParam,lengthDivider;
//---- temporary int variables
int   s58,s60,s40,s38,s68;
//+------------------------------------------------------------------+
//| JMA initFlagization function                                     |
//+------------------------------------------------------------------+
int init()
  {
   double   lengthParam;
//---- 3 additional buffers are used for counting.
   IndicatorBuffers(6);
//---- drawing settings
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexDrawBegin(0,30);
   SetIndexDrawBegin(1,30);
//---- 4 indicator buffers mapping
   SetIndexBuffer(0,UpBuffer);
   SetIndexBuffer(1,DnBuffer);
   SetIndexBuffer(2,JMAValueBuffer);
   SetIndexBuffer(3,fC0Buffer);
   SetIndexBuffer(4,fA8Buffer);
   SetIndexBuffer(5,fC8Buffer);
//---- initialize one buffer (neccessary)   
   ArrayInitialize(ring2,0);
   ArrayInitialize(ring1,0);
   ArrayInitialize(buffer,0);
//---- name for DataWindow and indicator subwindow label
   IndicatorShortName("JMASlope("+Length+","+Phase+")");
   SetIndexLabel(0,"UpSlope");
   SetIndexLabel(1,"DownSlope");
//---- initial part
   limitValue=63;
   startValue=64;
//----   
   for(int i=0; i<=limitValue; i++) list[i]=-1000000;
   for(i=startValue; i<=127; i++) list[i]=1000000;
//----
   initFlag=true;
   if(Length<1.0000000002) lengthParam=0.0000000001;
   else lengthParam=(Length-1)/2.0;
//----   
   if(Phase<-100) phaseParam=0.5;
   else if(Phase>100) phaseParam=2.5;
   else phaseParam=Phase/100.0+1.5;
//----   
   logParam=MathLog(MathSqrt(lengthParam))/MathLog(2.0);
//----
   if(logParam+2.0<0) logParam=0;
   else logParam=logParam+2.0;
//----
   sqrtParam    =MathSqrt(lengthParam) * logParam;
   lengthParam  =lengthParam * 0.9;
   lengthDivider=lengthParam/(lengthParam + 2.0);
//----  
   return;
  }
//+------------------------------------------------------------------+
//| JMA iteration function                                           |
//+------------------------------------------------------------------+
int start()
  {
//---- get already counted bars    
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   int limit=Bars-counted_bars;
   if(counted_bars==0) limit-=1+30;

//---- main cycle
   for(int shift=limit; shift>=0; shift--)
     {
      series=Close[shift];
      //----
      if(loopParam<61)
        {
         loopParam++;
         buffer[loopParam]=series;
        }
      if(loopParam>30)
        {
         if(initFlag)
           {
            initFlag=false;
            //----
            int diffFlag=0;
            for(int i=1; i<=29; i++)
              {
               if(buffer[i+1]!=buffer[i]) diffFlag=1;
              }
            highLimit=diffFlag*30;
            //----
            if(highLimit==0) paramB=series;
            else paramB=buffer[1];

            paramA=paramB;
            if(highLimit>29) highLimit=29;
           }
         else
            highLimit=0;
         //---- big cycle
         for(i=highLimit; i>=0; i--)
           {
            if(i==0) sValue=series; else sValue=buffer[31-i];
            if(MathAbs(sValue-paramA)>MathAbs(sValue-paramB)) absValue=MathAbs(sValue-paramA); else absValue=MathAbs(sValue-paramB);
            double dValue=absValue+0.0000000001; //1.0e-10; 
            //----
            if(counterA<=1) counterA=127; else counterA--;
            if(counterB<=1) counterB=10;  else counterB--;
            if(cycleLimit<128) cycleLimit++;
            cycleDelta+=(dValue-ring2[counterB]);
            ring2[counterB]=dValue;
            if(cycleLimit>10) highDValue=cycleDelta/10.0; else highDValue=cycleDelta/cycleLimit;
            if(cycleLimit>127)
              {
               dValue=ring1[counterA];
               ring1[counterA]=highDValue;
               s68=64; s58=s68;
               while(s68>1)
                 {
                  if(list[s58]<dValue)
                    {
                     s68=s68/2.0;
                     s58+=s68;
                    }
                  else
                  if(list[s58]<=dValue)
                    {
                     s68=1;
                    }
                  else
                    {
                     s68=s68/2.0;
                     s58-=s68;
                    }
                 }
              }
            else
              {
               ring1[counterA]=highDValue;
               if((limitValue+startValue)>127)
                 {
                  startValue--;
                  s58=startValue;
                 }
               else
                 {
                  limitValue++;
                  s58=limitValue;
                 }
               if(limitValue > 96) s38=96; else s38=limitValue;
               if(startValue < 32) s40=32; else s40=startValue;
              }
            //----		      
            s68=64;
            s60=s68;
            while(s68>1)
              {
               if(list[s60]>=highDValue)
                 {
                  if(list[s60-1]<=highDValue)
                    {
                     s68=1;
                    }
                  else
                    {
                     s68=s68/2.0;
                     s60-=s68;
                    }
                 }
               else
                 {
                  s68=s68/2.0;
                  s60+=s68;
                 }
               if((s60==127) && (highDValue>list[127])) s60=128;
              }
            if(cycleLimit>127)
              {
               if(s58>=s60)
                 {
                  if(((s38+1)>s60) && ((s40-1)<s60))
                     lowDValue+=highDValue;
                  else if((s40>s60) && ((s40-1)<s58))
                     lowDValue+=list[s40-1];
                 }
               else if(s40>=s60)
                 {
                  if(((s38+1)<s60) && ((s38+1)>s58))
                     lowDValue+=list[s38+1];
                 }
               else if((s38+2)>s60)
                  lowDValue+=highDValue;
               else if(((s38+1)<s60) && ((s38+1)>s58))
                  lowDValue+=list[s38+1];
               if(s58>s60)
                 {
                  if(((s40-1)<s58) && ((s38+1)>s58))
                     lowDValue-=list[s58];
                  else if((s38<s58) && ((s38+1)>s60))
                     lowDValue-=list[s38];
                 }
               else
                 {
                  if(((s38+1)>s58) && ((s40-1)<s58))
                     lowDValue-=list[s58];
                  else if((s40>s58) && (s40<s60))
                     lowDValue-=list[s40];
                 }
              }
            if(s58<=s60)
              {
               if(s58>=s60) list[s60]=highDValue; else
                 {
                  for(int j=s58+1; j<=(s60-1); j++)
                    {
                     list[j-1]=list[j];
                    }
                  list[s60-1]=highDValue;
                 }
              }
            else
              {
               for(j=s58-1; j>=s60; j--)
                 {
                  list[j+1]=list[j];
                 }
               list[s60]=highDValue;
              }
            if(cycleLimit<=127)
              {
               lowDValue=0;
               for(j=s40; j<=s38; j++)
                 {
                  lowDValue+=list[j];
                 }
              }
            //----			    
            if((loopCriteria+1)>31) loopCriteria=31; else loopCriteria++;
            double JMATempValue,sqrtDivider=sqrtParam/(sqrtParam+1.0);
            //----
            if(loopCriteria<=30)
              {
               if(sValue - paramA > 0) paramA=sValue; else paramA=sValue - (sValue - paramA) * sqrtDivider;
               if(sValue - paramB < 0) paramB=sValue; else paramB=sValue - (sValue - paramB) * sqrtDivider;
               JMATempValue=series;
               if(loopCriteria==30)
                 {
                  fC0Buffer[shift]=series;
                  int intPart;
                  //----
                  if(MathCeil(sqrtParam)>=1) intPart=MathCeil(sqrtParam); else intPart=1;
                  int leftInt=IntPortion(intPart);
                  if(MathFloor(sqrtParam)>=1) intPart=MathFloor(sqrtParam); else intPart=1;
                  int rightPart=IntPortion(intPart);
                  //----
                  if(leftInt==rightPart) dValue=1.0;
                  else
                     dValue=(sqrtParam-rightPart)/(leftInt-rightPart);
                  if(rightPart<=29) int upShift=rightPart; else upShift=29;
                  if(leftInt<=29) int dnShift=leftInt; else dnShift=29;
                  fA8Buffer[shift]=(series-buffer[loopParam-upShift]) *(1-dValue)/rightPart+(series-buffer[loopParam-dnShift])*dValue/leftInt;
                 }
              }
            else
              {
               double powerValue,squareValue;
               //----
               dValue=lowDValue/(s38-s40+1);
               if(0.5<=logParam-2.0) powerValue=logParam-2.0;
               else powerValue=0.5;
               if(logParam>=MathPow(absValue/dValue,powerValue)) dValue=MathPow(absValue/dValue,powerValue); else dValue=logParam;
               if(dValue<1) dValue=1;
               //----
               powerValue=MathPow(sqrtDivider,MathSqrt(dValue));
               if(sValue - paramA > 0) paramA=sValue; else paramA=sValue - (sValue - paramA) * powerValue;
               if(sValue - paramB < 0) paramB=sValue; else paramB=sValue - (sValue - paramB) * powerValue;
              }
           }
         // ---- end of big cycle                  			   
         if(loopCriteria>30)
           {
            JMATempValue=JMAValueBuffer [shift + 1];
            powerValue  =MathPow (lengthDivider, dValue);
            squareValue =MathPow (powerValue, 2);
            //----
            fC0Buffer [shift]=(1 - powerValue) * series + powerValue * fC0Buffer [shift + 1];
            fC8Buffer [shift]=(series - fC0Buffer [shift]) * (1 - lengthDivider) + lengthDivider * fC8Buffer [shift + 1];
            fA8Buffer [shift]=(phaseParam * fC8Buffer [shift] + fC0Buffer [shift] - JMATempValue) *
                              (powerValue *(-2.0)+squareValue+1)+squareValue*fA8Buffer[shift+1];
            JMATempValue+=fA8Buffer[shift];
           }
         JMAValue=JMATempValue;
        }
      if(loopParam<=30) JMAValue=0;
      JMAValueBuffer[shift]=JMAValue;
      double rel=JMAValueBuffer[shift]-JMAValueBuffer[shift+1];
      if(rel>=0)
        {
         UpBuffer[shift]=rel;
         DnBuffer[shift]=0;
        }
      else
        {
         DnBuffer[shift]=rel;
         UpBuffer[shift]=0;
        }
      //---- End of main cycle
     }
   return;
  }
//+------------------------------------------------------------------+
int IntPortion(double param)
  {
   if(param > 0) return(MathFloor (param));
   if(param < 0) return(MathCeil (param));
   return(0.0);
  }
//+------------------------------------------------------------------+