MAadaptive (r2)

//+------------------------------------------------------------------+
//|                                              MAadaptive (r2).mq4 |
//|                                                                  |
//| based on MA adaptive R2 by Perry Kaufman                         |
//+------------------------------------------------------------------+
#property copyright "copyleft mladen"
#property link      "mladenfx@gmail.com"

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red

//
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extern int MA.period = 20;
extern int MA.price  = PRICE_CLOSE;

//
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double buffer[];
double prices[];

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
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//

int init()
{
   IndicatorBuffers(2);
      SetIndexBuffer(0,buffer);
      SetIndexBuffer(1,prices);
   return(0);
}
int deinit() { return(0); }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
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//

int start()
{
   int      countedBars=IndicatorCounted();
   int      i,limit;

   if (countedBars<0) return(-1);
   if (countedBars>0) countedBars--;
         limit = Bars-countedBars;

   //
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   //
   //
   //

      
   for(i = limit; i >=0; i--)
   {
      prices[i] = iMA(NULL,0,1,0,MODE_SMA,MA.price,i);
         if (i>Bars-MA.period)
         {
            buffer[i]=prices[i]; continue;
         }
      
      //
      //
      //
      //
      //
      
      double r2 = MathPow(iCorrelation(prices,MA.period,i),2);
      buffer[i] = buffer[i+1] + r2*(prices[i]-buffer[i+1]);
   }
   return(0);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
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//

double iCorrelation(double& array[],int period,int i)
{
   int matches = 0;
   for (int k=0; k<period; k++)
   {
      if (array[i+k] <= array[i+k+1]) continue;
      matches++;
   }
   return (2.0*matches/period-1);
}