MACDdtLSMA_BC

//+------------------------------------------------------------------+
//|                                                         MACD.mq4 |
//|                                Copyright © 2005, David W. Thomas |
//|                                           mailto:davidwt@usa.net |
//+------------------------------------------------------------------+
// This is the correct computation and display of MACD.
#property copyright "Copyright © 2005, David W. Thomas"
#property link      "mailto:davidwt@usa.net, bartlomiej.gorski@gmail.com, www.fxservice.eu"
//MODIFIED BY KALENZO - BAR COLORIZING
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 DodgerBlue
#property indicator_color2 Magenta
#property indicator_width1 3
#property indicator_width2 3

//---- input parameters
extern int       FastMAPeriod=12;
extern int       SlowMAPeriod=26;
extern int       SignalMAPeriod=9;

//---- buffers
double MACDLineBuffer[];
double SignalLineBuffer[];
double u[],d[];

//---- variables
double alpha = 0;
double alpha_1 = 0;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+1);
   //---- indicators
   IndicatorBuffers(4);
   SetIndexBuffer(0,u);
   SetIndexBuffer(1,d);
   SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID);
   SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID);
   
   SetIndexBuffer(2,MACDLineBuffer);
   SetIndexBuffer(3,SignalLineBuffer);
   IndicatorShortName("MACD_LSMAdt("+FastMAPeriod+","+SlowMAPeriod+","+SignalMAPeriod+")");
   //----
	alpha = 2.0 / (SignalMAPeriod + 1.0);
	alpha_1 = 1.0 - alpha;
   //----
   return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
{
   //---- 
   
   //----
   return(0);
}

//+------------------------------------------------------------------------+
//| LSMA - Least Squares Moving Average function calculation               |
//| LSMA_In_Color Indicator plots the end of the linear regression line    |
//+------------------------------------------------------------------------+

double LSMA(int Rperiod, int shift)
{
   int i;
   double sum;
   int length;
   double lengthvar;
   double tmp;
   double wt;

   length = Rperiod;
 
   sum = 0;
   for(i = length; i >= 1  ; i--)
   {
     lengthvar = length + 1;
     lengthvar /= 3;
     tmp = 0;
     tmp = ( i - lengthvar)*Close[length-i+shift];
     sum+=tmp;
    }
    wt = sum*6/(length*(length+1));
    
    return(wt);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
{
   int limit;
   int counted_bars = IndicatorCounted();
   //---- check for possible errors
   if (counted_bars<0) return(-1);
   //---- last counted bar will be recounted
   if (counted_bars>0) counted_bars--;
   limit = Bars - counted_bars;

   for(int i=limit; i>=0; i--)
   {
      MACDLineBuffer[i] = LSMA(FastMAPeriod,i) - LSMA(SlowMAPeriod,i);
      SignalLineBuffer[i] = alpha*MACDLineBuffer[i] + alpha_1*SignalLineBuffer[i+1];
      double histo = MACDLineBuffer[i] - SignalLineBuffer[i];
      if(histo>0)
      {
         d[i] = Low[i];
         u[i] = High[i];
      }
      else
      {
         d[i] = High[i];
         u[i] = Low[i];
      
      }
   }
   
   //----
   return(0);
}
//+------------------------------------------------------------------+