//------------------------------------------------------------------
#property copyright "www.forex-station.com"
#property link      "www.forex-station.com"
//------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1  clrLimeGreen
#property indicator_color2  clrOrange
#property indicator_color3  clrOrange
#property indicator_width1  2
#property indicator_width2  2
#property indicator_width3  2
#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
};
enum enRsiTypes
{
   rsi_cut,  // Cuttler's RSI
   rsi_ehl,  // Ehlers' smoothed RSI
   rsi_har,  // Harris' RSI
   rsi_rap,  // Rapid RSI
   rsi_rsi,  // RSI 
   rsi_rsx,  // RSX
   rsi_slo   // Slow RSI
};
enum enMaTypes
{
   ma_sma,    // Simple moving average
   ma_ema,    // Exponential moving average
   ma_smma,   // Smoothed MA
   ma_lwma,   // Linear weighted MA
   ma_linr    // Linear regression
};

extern int        RsiPeriod = 14;        // Rsi period
extern enPrices   RsiPrice  = pr_close;  // Price
extern enRsiTypes RsiType   = rsi_rsi;   // Rsi type
extern enMaTypes  MaType    = ma_linr;   // Ma type used for trend normalization

double rsi[],rsida[],rsidb[],slope[];

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

void OnInit()
{
   IndicatorBuffers(4);
      SetIndexBuffer(0,rsi);
      SetIndexBuffer(1,rsida);
      SetIndexBuffer(2,rsidb);
      SetIndexBuffer(3,slope);
   IndicatorShortName("Trend normalized "+getRsiName(RsiType)+" ("+(string)RsiPeriod+")");
}
void OnDeinit(const int& reason){ }
//------------------------------------------------------------------
//
//------------------------------------------------------------------
int OnCalculate (const int       rates_total,
                 const int       prev_calculated,
                 const datetime& btime[],
                 const double&   open[],
                 const double&   high[],
                 const double&   low[],
                 const double&   close[],
                 const long&     tick_volume[],
                 const long&     volume[],
                 const int&      spread[] )
{

   int counted_bars = prev_calculated;
      if(counted_bars < 0) return(-1);
      if(counted_bars > 0) counted_bars--;
           int limit=MathMin(rates_total-counted_bars,rates_total-1);

   //
   //
   //
   //
   //
              
   if (slope[limit] ==-1) CleanPoint(limit,rsida,rsidb);
   for(int i=limit; i>=0 && !_StopFlag; i--)
   {
      double price = getPrice(RsiPrice,open,close,high,low,i);
      double trendNormalizedPrice = price-iCustomMa(MaType,price,RsiPeriod,i);
             rsi[i]   = iRsi(RsiType,trendNormalizedPrice,RsiPeriod,i,rates_total);
             slope[i] = (i<rates_total-1) ? (rsi[i]>rsi[i+1]) ? 1 : (rsi[i]<rsi[i+1]) ? -1 : slope[i+1] : 0;
      if (slope[i]==-1) PlotPoint(i,rsida,rsidb,rsi);
   }
   return(rates_total);
}


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

string getRsiName(int method)
{
   switch (method)
   {
      case rsi_rsi: return("RSI");
      case rsi_rsx: return("RSX");
      case rsi_cut: return("Cuttler's RSI");
      case rsi_har: return("Haris' RSI");
      case rsi_rap: return("Rapid RSI");
      case rsi_slo: return("Slow RSI");
      case rsi_ehl: return("Ehlers' smoothed RSI");
      default:      return("");
   }      
}

//
//
//
//
//

#define rsiInstances 1
double workRsi[][rsiInstances*13];
#define _price  0
#define _prices 3
#define _change 1
#define _changa 2
#define _rsival 1
#define _rsval  1
#define _smallRsiValue 0.0000000000000001

double iRsi(int rsiMode, double price, double period, int r, int bars, int instanceNo=0)
{
   if (ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars); r=bars-r-1;
      int z = instanceNo*13; 
   
   //
   //
   //
   //
   //
   
   workRsi[r][z+_price] = price;
   switch (rsiMode)
   {
      case rsi_rsi:
         {
         double alpha = 1.0/MathMax(period,1); 
         if (r<period)
            {
               int k; double sum = 0; for (k=0; k<period && (r-k-1)>=0; k++) sum += MathAbs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]);
                  workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/MathMax(k,1);
                  workRsi[r][z+_changa] =                                         sum/MathMax(k,1);
            }
         else
            {
               double change = workRsi[r][z+_price]-workRsi[r-1][z+_price];
                               workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*(        change  - workRsi[r-1][z+_change]);
                               workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(MathAbs(change) - workRsi[r-1][z+_changa]);
            }
            return(50.0*(workRsi[r][z+_change]/MathMax(workRsi[r][z+_changa],_smallRsiValue)+1));
         }
         
      //
      //
      //
      //
      //
      
      case rsi_slo :
         {         
            double up = 0, dn = 0;
            for(int k=0; k<(int)period && (r-k-1)>=0; k++)
            {
               double diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price];
               if(diff>0)
                     up += diff;
               else  dn -= diff;
            }
            if (r<1)
                  workRsi[r][z+_rsival] = 50;
            else               
                   workRsi[r][z+_rsival] = workRsi[r-1][z+_rsival]+(1/MathMax(period,1))*(100*up/MathMax(up+dn,_smallRsiValue)-workRsi[r-1][z+_rsival]);
            return(workRsi[r][z+_rsival]);      
         }
      
      //
      //
      //
      //
      //

      case rsi_rap :
         {
            double up = 0, dn = 0;
            for(int k=0; k<(int)period && (r-k-1)>=0; k++)
            {
               double diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price];
               if(diff>0)
                     up += diff;
               else  dn -= diff;
            }
            return(100 * up /MathMax(up + dn,_smallRsiValue));      
         }            
         
      //
      //
      //
      //
      //
               
      case rsi_ehl :
         {
            double up = 0, dn = 0;
            workRsi[r][z+_prices] = (r>2) ? (workRsi[r][z+_price]+2.*workRsi[r-1][z+_price]+workRsi[r-2][z+_price])/4.0 : price;
            for(int k=0; k<(int)period && (r-k-1)>=0; k++)
            {
               double diff = workRsi[r-k][z+_prices]- workRsi[r-k-1][z+_prices];
               if(diff>0)
                     up += diff;
               else  dn -= diff;
            }
            return(50*(up-dn)/MathMax(up+dn,_smallRsiValue)+50);      
         }            

      //
      //
      //
      //
      //
      
      case rsi_cut :
         {
            double sump = 0;
            double sumn = 0;
            for (int k=0; k<(int)period && (r-k-1)>=0; k++)
            {
               double diff = workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price];
                  if (diff > 0) 
                        sump += diff;
                  else  sumn -= diff;
            }
                   workRsi[r][instanceNo+_rsival] = 100.0-100.0/(1.0+sump/MathMax(sumn,_smallRsiValue));
            return(workRsi[r][instanceNo+_rsival]);
         }            

      //
      //
      //
      //
      //

      case rsi_har :
         {
            double avgUp=0,avgDn=0,up=0,dn=0;
            for(int k=0; k<(int)period && (r-k-1)>=0; k++)
            {
               double diff = workRsi[r-k][instanceNo+_price]- workRsi[r-k-1][instanceNo+_price];
               if(diff>0)
                     { avgUp += diff; up++; }
               else  { avgDn -= diff; dn++; }
            }
            if (up!=0) avgUp /= up;
            if (dn!=0) avgDn /= dn;
                          workRsi[r][instanceNo+_rsival] = 100-100/(1.0+(avgUp/MathMax(avgDn,_smallRsiValue)));
                   return(workRsi[r][instanceNo+_rsival]);
         }               

      //
      //
      //
      //
      //
      
      case rsi_rsx :  
         {   
            double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg;
            if (r<period) { for (int k=1; k<13; k++) workRsi[r][k+z] = 0; return(50); }  

            //
            //
            //
            //
            //
      
            double mom = workRsi[r][_price+z]-workRsi[r-1][_price+z];
            double moa = MathAbs(mom);
            for (int k=0; k<3; k++)
            {
               int kk = k*2;
               workRsi[r][z+kk+1] = Kg*mom                + Hg*workRsi[r-1][z+kk+1];
               workRsi[r][z+kk+2] = Kg*workRsi[r][z+kk+1] + Hg*workRsi[r-1][z+kk+2]; mom = 1.5*workRsi[r][z+kk+1] - 0.5 * workRsi[r][z+kk+2];
               workRsi[r][z+kk+7] = Kg*moa                + Hg*workRsi[r-1][z+kk+7];
               workRsi[r][z+kk+8] = Kg*workRsi[r][z+kk+7] + Hg*workRsi[r-1][z+kk+8]; moa = 1.5*workRsi[r][z+kk+7] - 0.5 * workRsi[r][z+kk+8];
            }
            return(MathMax(MathMin((mom/MathMax(moa,_smallRsiValue)+1.0)*50.0,100.00),0.00)); 
         }            
   } 
   return(0);
}

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

#define _maInstances 1
#define _maWorkBufferx1 1*_maInstances
#define _maWorkBufferx2 2*_maInstances

double iCustomMa(int mode, double price, double length, int r, int instanceNo=0)
{
   int bars = Bars; r = bars-r-1;
   switch (mode)
   {
      case ma_sma   : return(iSma(price,(int)length,r,bars,instanceNo));
      case ma_ema   : return(iEma(price,length,r,bars,instanceNo));
      case ma_smma  : return(iSmma(price,(int)length,r,bars,instanceNo));
      case ma_lwma  : return(iLwma(price,(int)length,r,bars,instanceNo));
      case ma_linr  : return(iLinr(price,(int)length,r,bars,instanceNo));
      default       : return(price);
   }
}

//
//
//
//
//

double workSma[][_maWorkBufferx2];
double iSma(double price, int period, int r, int _bars, int instanceNo=0)
{
   if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); instanceNo *= 2; int k;

   workSma[r][instanceNo+0] = price;
   workSma[r][instanceNo+1] = price; for(k=1; k<period && (r-k)>=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo+0];  
   workSma[r][instanceNo+1] /= 1.0*k;
   return(workSma[r][instanceNo+1]);
}

//
//
//
//
//

double workEma[][_maWorkBufferx1];
double iEma(double price, double period, int r, int _bars, int instanceNo=0)
{
   if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars);

   workEma[r][instanceNo] = price;
   if (r>0 && period>1)
          workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);
   return(workEma[r][instanceNo]);
}

//
//
//
//
//

double workSmma[][_maWorkBufferx1];
double iSmma(double price, double period, int r, int _bars, int instanceNo=0)
{
   if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars);

   workSmma[r][instanceNo] = price;
   if (r>1 && period>1)
          workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;
   return(workSmma[r][instanceNo]);
}

//
//
//
//
//

double workLwma[][_maWorkBufferx1];
double iLwma(double price, double period, int r, int _bars, int instanceNo=0)
{
   if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars);
   
   workLwma[r][instanceNo] = price; if (period<=1) return(price);
      double sumw = period;
      double sum  = period*price;

      for(int k=1; k<period && (r-k)>=0; k++)
      {
         double weight = period-k;
                sumw  += weight;
                sum   += weight*workLwma[r-k][instanceNo];  
      }             
      return(sum/sumw);
}

//
//
//
//
//

double workLinr[][1];
double iLinr(double price, int period, int r, int bars, int instanceNo=0)
{
   if (ArrayRange(workLinr,0)!= bars) ArrayResize(workLinr,bars);

   //
   //
   //
   //
   //
   
      period = MathMax(period,1);
      workLinr[r][instanceNo] = price; if (r<period) return(price);
         double lwmw = period; double lwma = lwmw*price;
         double sma  = price;
         for(int k=1; k<period && (r-k)>=0; k++)
         {
            double weight = period-k;
                   lwmw  += weight;
                   lwma  += weight*workLinr[r-k][instanceNo];  
                   sma   +=        workLinr[r-k][instanceNo];
         }             
   return(3.0*lwma/lwmw-2.0*sma/period);
}

//
//
//
//
//

#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);
}   

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

void CleanPoint(int i,double& first[],double& second[])
{
   if (i>=Bars-3) return;
   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; }
}