MALR

//+------------------------------------------------------------------+
//|                                                         MALR.mq5 |
//+------------------------------------------------------------------+
#property   copyright "BECEMAL"
#property   link      "http://www.becemal.ru/"
#property version   "1.44"
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots   5

#property indicator_label1  "MALR"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrGold
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1

#property indicator_label2  "MALRH"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrLime
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1

#property indicator_label3  "MALRL"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrRed
#property indicator_style3  STYLE_SOLID
#property indicator_width3  1

#property indicator_label4  "MALRHH"
#property indicator_type4   DRAW_LINE
#property indicator_color4  clrForestGreen
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1

#property indicator_label5  "MALRLL"
#property indicator_type5   DRAW_LINE
#property indicator_color5  clrCrimson
#property indicator_style5  STYLE_SOLID
#property indicator_width5  1



input int                  MAPeriod = 120; //MA Period
input int                  MAShift = 0; //MA Shift
input ENUM_APPLIED_PRICE   AppliedPrice = PRICE_CLOSE; //Applied Price
input double               ChannelReversal = 0.70710678118654752440084436210485; // Channel Reversal
input double               ChannelBreakout = 0.70710678118654752440084436210485; // Channel Breakout // 1.4142135623730950488016887242097;
double         FF[], FFL[], FFH[], FFLL[], FFHH[];

static   int   hSMA = INVALID_HANDLE;
static   int   hLwMA = INVALID_HANDLE;


int OnInit()   {

SetIndexBuffer(0,FF,INDICATOR_DATA);
SetIndexBuffer(1,FFH,INDICATOR_DATA);
SetIndexBuffer(2,FFL,INDICATOR_DATA);
SetIndexBuffer(3,FFHH,INDICATOR_DATA);
SetIndexBuffer(4,FFLL,INDICATOR_DATA);

ResetLastError();

if(!ArraySetAsSeries(FF, false)  ||
   !ArraySetAsSeries(FFL, false)  ||
   !ArraySetAsSeries(FFH, false)  ||
   !ArraySetAsSeries(FFLL, false)  ||
   !ArraySetAsSeries(FFHH, false)) {
   Print("ArraySetAsSeries for Main Calcutions, Error ",GetLastError());
         return(-1);  }

hSMA = iMA(
   _Symbol,            // the name of the symbol
   _Period,            // period
   MAPeriod,         // period of averaging
   MAShift,          // horizontal shift of the indicator
   MODE_SMA,         // type of smoothing
   AppliedPrice      // type of price or handle
   );
if(hSMA == INVALID_HANDLE)  {
   Print("No SMA! Error # ", GetLastError());
   return(-1); }

hLwMA = iMA(
   _Symbol,            // the name of the symbol
   _Period,            // period
   MAPeriod,         // period of averaging
   MAShift,          // horizontal shift of the indicator
   MODE_LWMA,         // type of smoothing
   AppliedPrice      // type of price or handle
   );
if(hLwMA == INVALID_HANDLE)  {
   Print("No LWMA! Error # ", GetLastError());
   return(-1); }
return(0);  }


int OnCalculate(const int rates_total,     // number of bars in history at the current tick
                const int prev_calculated, // number of bars in history at the previous tick
                const int begin,           // bars reliable counting beginning index
                const double &price[]      // price array for calculation of the indicator
                ) {

int   i, limit;

if(prev_calculated > rates_total || prev_calculated <= 0)  // Firs Calc
   limit = begin + MAPeriod + 1;
else limit = prev_calculated - 1;
if(limit <= 0 || limit >= rates_total) {
   Print("No Data!");
   return(-1); }

for(i = limit;i < rates_total;i++) {
      if(IsStopped())   return(0);
      double   MA[1] = {0.0};
      if(CopyBuffer(hSMA, 0, rates_total - i, 1, MA) < 1) return(i - 1);
      double   tSMA = MA[0];
      if(tSMA == 0.0) return(i - 1);
      MA[0] = 0.0;
      if(CopyBuffer(hLwMA, 0, rates_total - i, 1, MA) < 1) return(i - 1);
      double   tLWMA = MA[0];
      if(tLWMA == 0.0) return(i - 1);
      FF[i] = 3.0 * tLWMA - 2.0 * tSMA;
      }
for(i = limit;i < rates_total;i++) {
      if(IsStopped())   return(0);
      double   StdDev = 0.0;
      double   tMA = FF[i];
      for(int j = 0;j < MAPeriod;j++)  {
         double   t = price[i - j] - FF[i-j]; // - tMA;
         StdDev += t * t;  }
      StdDev = MathSqrt(StdDev / MAPeriod);
      double   tS = StdDev * ChannelReversal;
      double   tS2 = StdDev * (ChannelReversal + ChannelBreakout);
      FFL[i] = tMA - tS;
      FFH[i] = tMA + tS;
      FFLL[i] = tMA - tS2;
      FFHH[i] = tMA + tS2; }

return(rates_total);
}