//------------------------------------------------------------------
#property copyright "mladen"
#property link      "www.forex-station.com"
//------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1  clrDarkGray
#property indicator_color2  clrLimeGreen
#property indicator_color3  clrOrange
#property indicator_color4  clrOrange
#property indicator_width1 2
#property indicator_width2 3
#property indicator_width3 3
#property indicator_width4 3
#property strict


//
//
//
//
//

enum enPrices
{
   pr_close,      // Close
   pr_open,       // Open
   pr_high,       // High
   pr_low,        // Low
   pr_median,     // Median
   pr_typical,    // Typical
   pr_weighted,   // Weighted
   pr_average,    // Average (high+low+open+close)/4
   pr_medianb,    // Average median body (open+close)/2
   pr_tbiased,    // Trend biased price
   pr_tbiased2,   // Trend biased (extreme) price
   pr_haclose,    // Heiken ashi close
   pr_haopen ,    // Heiken ashi open
   pr_hahigh,     // Heiken ashi high
   pr_halow,      // Heiken ashi low
   pr_hamedian,   // Heiken ashi median
   pr_hatypical,  // Heiken ashi typical
   pr_haweighted, // Heiken ashi weighted
   pr_haaverage,  // Heiken ashi average
   pr_hamedianb,  // Heiken ashi median body
   pr_hatbiased,  // Heiken ashi trend biased price
   pr_hatbiased2  // Heiken ashi trend biased (extreme) price
};

extern int      CciLength          = 50;         // Cci length
extern enPrices CciPrice           = pr_typical; // Cci price
extern double   Sensitivity        = 4;          // Sensivity Factor
extern double   StepSize           = 5;          // Constant Step Size
extern double   StepMultiplier     = 5;          // Step multiplier
extern bool     alertsOn           = true;       // Turn alerts on
extern bool     alertsOnCurrent    = false;      // Alerts on still opened bar
extern bool     alertsOnSlope      = false;      // Alerts on slope change 
extern bool     alertsOnCross      = true;       // Alerts on Cci/StepMa cross
extern bool     alertsMessage      = true;       // Alerts should show message
extern bool     alertsNotification = false;      // Alerts should send notification
extern bool     alertsSound        = false;      // Alerts should play a sound
extern bool     alertsEmail        = false;      // Alerts should send email

double cci[];
double prices[];
double LineBuffer[];
double DnBuffera[];
double DnBufferb[];
double smin[];
double smax[];
double trend[];
double cross[];

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//

int init()
{
   IndicatorBuffers(9);
   SetIndexBuffer(0,cci); 
   SetIndexBuffer(1,LineBuffer); 
   SetIndexBuffer(2,DnBuffera);
   SetIndexBuffer(3,DnBufferb);
   SetIndexBuffer(4,smin);
   SetIndexBuffer(5,smax);
   SetIndexBuffer(6,trend);
   SetIndexBuffer(7,prices);
   SetIndexBuffer(8,cross);
   IndicatorShortName("StepMA of CCI ("+(string)CciLength+","+(string)Sensitivity+","+(string)StepSize+")");

return(0);
}
int deinit() { return(0); }     

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//

int start()
{
   int counted_bars=IndicatorCounted();
      if(counted_bars<0) return(-1);
      if(counted_bars>0) counted_bars--;
         int limit = MathMin(Bars-counted_bars,Bars-1);

   //
   //
   //
   //
   //
        
      if (trend[limit]==-1) CleanPoint(limit,DnBuffera,DnBufferb);
      for(int i=limit; i>=0; i--)
      {
         prices[i] = getPrice(CciPrice,Open,Close,High,Low,i);
         double avg = 0; for(int k=0; k<CciLength && (i+k)<Bars; k++) avg +=         prices[i+k];      avg /= CciLength;
         double dev = 0; for(int k=0; k<CciLength && (i+k)<Bars; k++) dev += MathAbs(prices[i+k]-avg); dev /= CciLength;
         if (dev!=0)
               cci[i] = (prices[i]-avg)/(0.015*dev);
         else  cci[i] = 0;
   	   LineBuffer[i] = iStepMa(Sensitivity,StepSize,StepMultiplier,cci[i],cci[i],cci[i],i);
   	   DnBuffera[i]  = EMPTY_VALUE;
   	   DnBufferb[i]  = EMPTY_VALUE;
   	   if (trend[i]==-1) PlotPoint(i,DnBuffera,DnBufferb,LineBuffer);
      }
   
   //
   //
   //
   //
   //
   
   if (alertsOn)
   {
      int whichBar = 1; if (alertsOnCurrent) whichBar = 0;
      if (trend[whichBar] != trend[whichBar+1])
      if (trend[whichBar] == 1)
            doAlert("up");
      else  doAlert("down");       
   }   
   
return(0);	
}

//------------------------------------------------------------------
//                                                                  
//------------------------------------------------------------------
//
//
//
//
//

double workStep[][3];
#define _smin   0
#define _smax   1
#define _trend  2

double iStepMa(double sensitivity, double stepSize, double stepMulti, double phigh, double plow, double pprice, int r)
{
   if (ArrayRange(workStep,0)!=Bars) ArrayResize(workStep,Bars);
   if (sensitivity == 0) sensitivity = 0.0001; r = Bars-r-1;
   if (stepSize    == 0) stepSize    = 0.0001;
      double result = 0; 
	   double size   = sensitivity*stepSize;

      //
      //
      //
      //
      //
      
      if (r==0)
      {
         workStep[r][_smax]  = phigh+2.0*size*stepMulti;
         workStep[r][_smin]  = plow -2.0*size*stepMulti;
         workStep[r][_trend] = 0;
         return(pprice);
      }

      //
      //
      //
      //
      //
      
      workStep[r][_smax]  = phigh+2.0*size*stepMulti;
      workStep[r][_smin]  = plow -2.0*size*stepMulti;
      workStep[r][_trend] = workStep[r-1][_trend];
            if (pprice>workStep[r-1][_smax]) workStep[r][_trend] =  1;
            if (pprice<workStep[r-1][_smin]) workStep[r][_trend] = -1;
            if (workStep[r][_trend] ==  1) { if (workStep[r][_smin] < workStep[r-1][_smin]) workStep[r][_smin]=workStep[r-1][_smin]; result = workStep[r][_smin]+size*stepMulti; }
            if (workStep[r][_trend] == -1) { if (workStep[r][_smax] > workStep[r-1][_smax]) workStep[r][_smax]=workStep[r-1][_smax]; result = workStep[r][_smax]-size*stepMulti; }
      trend[Bars-r-1] = workStep[r][_trend]; 

   return(result); 
} 

//------------------------------------------------------------------
//                                                                  
//------------------------------------------------------------------
//
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//

void doAlert(string doWhat)
{
   static string   previousAlert="nothing";
   static datetime previousTime;
   string message;
   
      if (previousAlert != doWhat || previousTime != Time[0]) {
          previousAlert  = doWhat;
          previousTime   = Time[0];

          //
          //
          //
          //
          //

          message =  Symbol()+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+" StepMa of cci changed trend to "+doWhat;
             if (alertsMessage)      Alert(message);
             if (alertsNotification) SendNotification(message);
             if (alertsEmail)        SendMail(StringConcatenate(Symbol()," StepMa of cci "),message);
             if (alertsSound)        PlaySound("alert2.wav");
      }
}

//-------------------------------------------------------------------
//
//-------------------------------------------------------------------
//
//
//
//
//

void CleanPoint(int i,double& first[],double& second[])
{
   if ((second[i]  != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
        second[i+1] = EMPTY_VALUE;
   else
      if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
          first[i+1] = EMPTY_VALUE;
}

//
//
//
//
//

void PlotPoint(int i,double& first[],double& second[],double& from[])
{
   if (i>=Bars-2) return;
   if (first[i+1] == EMPTY_VALUE)
         {
            if (first[i+2] == EMPTY_VALUE) 
                  { first[i]  = from[i]; first[i+1]  = from[i+1]; second[i] = EMPTY_VALUE; }
            else  { second[i] = from[i]; second[i+1] = from[i+1]; first[i]  = EMPTY_VALUE; }
         }
   else  { first[i] = from[i]; second[i] = EMPTY_VALUE; }
}

//------------------------------------------------------------------
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
//

#define priceInstances 1
double workHa[][priceInstances*4];
double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int instanceNo=0)
{
  if (tprice>=pr_haclose)
   {
      if (ArrayRange(workHa,0)!= Bars) ArrayResize(workHa,Bars); instanceNo*=4;
         int r = Bars-i-1;
         
         //
         //
         //
         //
         //
         
         double haOpen;
         if (r>0)
                haOpen  = (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0;
         else   haOpen  = (open[i]+close[i])/2;
         double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;
         double haHigh  = MathMax(high[i], MathMax(haOpen,haClose));
         double haLow   = MathMin(low[i] , MathMin(haOpen,haClose));

         if(haOpen  <haClose) { workHa[r][instanceNo+0] = haLow;  workHa[r][instanceNo+1] = haHigh; } 
         else                 { workHa[r][instanceNo+0] = haHigh; workHa[r][instanceNo+1] = haLow;  } 
                                workHa[r][instanceNo+2] = haOpen;
                                workHa[r][instanceNo+3] = haClose;
         //
         //
         //
         //
         //
         
         switch (tprice)
         {
            case pr_haclose:     return(haClose);
            case pr_haopen:      return(haOpen);
            case pr_hahigh:      return(haHigh);
            case pr_halow:       return(haLow);
            case pr_hamedian:    return((haHigh+haLow)/2.0);
            case pr_hamedianb:   return((haOpen+haClose)/2.0);
            case pr_hatypical:   return((haHigh+haLow+haClose)/3.0);
            case pr_haweighted:  return((haHigh+haLow+haClose+haClose)/4.0);
            case pr_haaverage:   return((haHigh+haLow+haClose+haOpen)/4.0);
            case pr_hatbiased:
               if (haClose>haOpen)
                     return((haHigh+haClose)/2.0);
               else  return((haLow+haClose)/2.0);        
            case pr_hatbiased2:
               if (haClose>haOpen)  return(haHigh);
               if (haClose<haOpen)  return(haLow);
                                    return(haClose);        
         }
   }
   
   //
   //
   //
   //
   //
   
   switch (tprice)
   {
      case pr_close:     return(close[i]);
      case pr_open:      return(open[i]);
      case pr_high:      return(high[i]);
      case pr_low:       return(low[i]);
      case pr_median:    return((high[i]+low[i])/2.0);
      case pr_medianb:   return((open[i]+close[i])/2.0);
      case pr_typical:   return((high[i]+low[i]+close[i])/3.0);
      case pr_weighted:  return((high[i]+low[i]+close[i]+close[i])/4.0);
      case pr_average:   return((high[i]+low[i]+close[i]+open[i])/4.0);
      case pr_tbiased:   
               if (close[i]>open[i])
                     return((high[i]+close[i])/2.0);
               else  return((low[i]+close[i])/2.0);        
      case pr_tbiased2:   
               if (close[i]>open[i]) return(high[i]);
               if (close[i]<open[i]) return(low[i]);
                                     return(close[i]);        
   }
   return(0);
}