MTF_Normalize

//+------------------------------------------------------------------+
//|                                             NormalizedVolume.mq4 |
//|                                     Vadim Shumilov (DrShumiloff) |
//|                                                shumiloff@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Vadim Shumilov (DrShumiloff)"
#property link      "shumiloff@mail.ru"
//----
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Lime
#property indicator_level1 0
#property indicator_level2 1
#property indicator_level3 0.5

extern string     Symbol1          = "";
extern int ClosePeriod = 8;
extern int NrBars = 500;
extern int Shift1=0;
extern int price=PRICE_CLOSE; //PRICE_HIGH,PRICE_LOW,PRICE_OPEN
extern int Period1=PERIOD_W1;

double CloseBuffer[];

int init()
  {
  
   if(Symbol1=="")Symbol1=Symbol();
   string short_name;

   IndicatorBuffers(1);
   //SetIndexBuffer(1, CloseBuffer);
   SetIndexStyle(0, DRAW_LINE);
   SetIndexBuffer(0, CloseBuffer);
   //SetIndexDrawBegin(0, CloseBuffer);
  
   short_name="Normalize(" + ClosePeriod + ")";
   IndicatorShortName(short_name);
   SetIndexLabel(0, short_name);

   return(0);
  }

int start()
  {
   double x1;
   int i;
   //int counted_bars = IndicatorCounted();

   //if (counted_bars < 1)
   //   for (i = 1; i <= ClosePeriod; i++) CloseBuffer[NrBars-i] = 0.0;

   //int limit = NrBars - counted_bars;
   //if (counted_bars > 0) limit++;

   //for(i = 0; i < limit; i++)
   //{
   //   fill_buff(price,Symbol1,Period1,0,i,Shift1,CloseBuffer,x1,1,0,false); 
   //}
  for(i=NrBars; i>=0; i--)
  {
        fill_buff(price,Symbol1,Period1,0,i,Shift1,CloseBuffer,x1,1,0,false); 
  }         
   return(0);
  }

double NormalizedClose(int i)
{
   double nv = 0;
   for (int j = 0; j < ClosePeriod; j++) 
     nv = nv + Close[j];
   nv = nv / ClosePeriod;
   return (Close[i] / nv);
}


void fill_buff(int pr,string Symb,int per,int baseper,int i,int shift012,double &Buff[],double &x1,double a,double b,bool log)
{
      //double x1;
      double nv = 0;
      int j;
   double ma1;
   double sd1;
   double t1;      
      int pos1 = iBarShift(Symb, per, iTime(0,baseper,i), false);
      //if(shift012==0)
   	//  if (iTime(Symb,per,pos1+shift012) == iTime(Symb,baseper,i))  // have to be sure the times match.
		//  { 
          //x1=iMA(Symb,per,ma,0,0,Price1,pos1+shift012);
          if(pr==PRICE_CLOSE)
          {
            //x1=iClose(Symb,per,pos1+shift012);	
            //for (j = pos1+shift012; j < pos1+shift012+ClosePeriod; j++) 
            //  nv = nv + iClose(Symb,per,j);
            //nv = nv / ClosePeriod;
            //x1=(iClose(Symb,per,pos1+shift012)/ nv);   
            
            ma1=iMA    (Symb,per,ClosePeriod,0,MODE_SMA,PRICE_CLOSE,pos1+shift012);
            sd1=iStdDev(Symb,per,ClosePeriod,0,MODE_SMA,PRICE_CLOSE,pos1+shift012);
            t1=MathPow(iClose(Symb,per,pos1+shift012)-ma1,2)/(2*MathPow(sd1,2));
            x1=MathExp(-t1);                           
          }  
          else if(pr==PRICE_OPEN)
          {
            //x1=iOpen(Symb,per,pos1+shift012);
            //for (j = pos1+shift012; j < pos1+shift012+ClosePeriod; j++) 
            //  nv = nv + iOpen(Symb,per,j);
            //nv = nv / ClosePeriod;
            //x1=(iOpen(Symb,per,pos1+shift012)/ nv);            
            ma1=iMA    (Symb,per,ClosePeriod,0,MODE_SMA,PRICE_OPEN,pos1+shift012);
            sd1=iStdDev(Symb,per,ClosePeriod,0,MODE_SMA,PRICE_OPEN,pos1+shift012);
            t1=MathPow(iOpen(Symb,per,pos1+shift012)-ma1,2)/(2*MathPow(sd1,2));
            x1=MathExp(-t1);                           
               
          }  
          else if(pr==PRICE_HIGH)
          {
            //x1=iHigh(Symb,per,pos1+shift012);	 
            //for (j = pos1+shift012; j < pos1+shift012+ClosePeriod; j++) 
            //  nv = nv + iHigh(Symb,per,j);
            //nv = nv / ClosePeriod;
            //x1=(iHigh(Symb,per,pos1+shift012)/ nv);                        
            ma1=iMA    (Symb,per,ClosePeriod,0,MODE_SMA,PRICE_HIGH,pos1+shift012);
            sd1=iStdDev(Symb,per,ClosePeriod,0,MODE_SMA,PRICE_HIGH,pos1+shift012);
            t1=MathPow(iHigh(Symb,per,pos1+shift012)-ma1,2)/(2*MathPow(sd1,2));
            x1=MathExp(-t1);                           
              
          }  
          else if(pr==PRICE_LOW)
          {
            //x1=iLow(Symb,per,pos1+shift012);	 
            //for (j = pos1+shift012; j < pos1+shift012+ClosePeriod; j++) 
            //  nv = nv + iLow(Symb,per,j);
            //nv = nv / ClosePeriod;
            //x1=(iLow(Symb,per,pos1+shift012)/ nv);            
            ma1=iMA    (Symb,per,ClosePeriod,0,MODE_SMA,PRICE_LOW,pos1+shift012);
            sd1=iStdDev(Symb,per,ClosePeriod,0,MODE_SMA,PRICE_LOW,pos1+shift012);
            t1=MathPow(iLow(Symb,per,pos1+shift012)-ma1,2)/(2*MathPow(sd1,2));
            x1=MathExp(-t1);                           
              
            
          }  


         
          if(log)
            Buff[i]=MathLog(x1);
          else
            Buff[i]=(x1);
            
      //  }
      //  else
      //   Buff[i]=x1; 
      //else
      //{
      //   x1=iMA(Symb,per,ma,0,0,0,pos1+shift012);
      //   Buff[i]=x1; 
      //}   

}