VininI_CMA

//+------------------------------------------------------------------+
//|                                                          CMA.mq4 |
//|                                                             Raff |
//|                                          just_raff1410@yahoo.com |
//+------------------------------------------------------------------+

// "Modify 2008, Victor Nicolev"
// link "vinin.ucoz.ru"
// Óáðàë âñå ÿâíûå îøèáêè, òåïåðü èíäèêòîð ìîæíî èñïîëüçîâàòü â ñîâåòíèêå
// Ïðè èñïîëüçîâàíèè â îñâåòíèêå îáðàùàòüñÿ ê íóëåâîìó áóôôåðó



#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_color2 Green
#property indicator_color3 Red
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2

extern int     Ma_Period = 5;
extern int     Ma_Method = 0;
extern int     Ma_Price = 0;
extern double  Koef=1.0;
//---- buffers
double CA[];
double DIR[];
double UpBuffer[];
double DnBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexBuffer(0,CA);
   SetIndexBuffer(1,UpBuffer);
   SetIndexBuffer(2,DnBuffer);
   SetIndexDrawBegin(0,Ma_Period);
   SetIndexDrawBegin(1,Ma_Period);
   SetIndexDrawBegin(2,Ma_Period);
   
   IndicatorShortName("CMA("+Ma_Period+")");
   SetIndexLabel(1,"UP");
   SetIndexLabel(2,"DN");



//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start() {
   double K, v1, v2, MA;

   int counted_bars = IndicatorCounted(); 

   if(counted_bars < 0) return(-1); 
   if (counted_bars > 0) counted_bars--;   
   
   int i, limit;
   
   limit=Bars - counted_bars-1;
   
   for(i=limit;i>=0;i--) {
      if (CA[i+1]==0) CA[i+1]=Price(Ma_Price,i+1);
      MA=iMA(NULL,0,Ma_Period,0,Ma_Method,Ma_Price,i);
      v1=Koef*MathSqrt(iStdDev(NULL,0,Ma_Period,0,Ma_Method,Ma_Price,i));
      v2=MathSqrt(MathAbs(CA[i+1]-MA));
      if (v2<v1 || v2==0) {K=0;} else {K=1-(v1/v2);}

      CA[i]=CA[i+1]+K*(MA-CA[i+1]);
      
      DnBuffer[i] = EMPTY_VALUE;
      UpBuffer[i] = EMPTY_VALUE;
      
      if (CA[i]-CA[i+1] > 0) UpBuffer[i] = CA[i];
      if (CA[i+1]-CA[i] > 0) DnBuffer[i] = CA[i];
   }
   return(0);
}
//+------------------------------------------------------------------+

double Price(int mode, int pos){
   switch (mode) {
      case PRICE_CLOSE     : return(Close[pos]);
      case PRICE_OPEN      : return(Open[pos]);
      case PRICE_HIGH      : return(High[pos]);
      case PRICE_LOW       : return(Low[pos]);
      case PRICE_MEDIAN    : return((High[pos]+Low[pos])/2.0); 
      case PRICE_TYPICAL   : return((High[pos]+Low[pos]+Close[pos])/3.0);
      case PRICE_WEIGHTED  : return((High[pos]+Low[pos]+2.0*Close[pos])/4.0);
   }
   return(-1);
}