//+------------------------------------------------------------------+
//|                                            Deviations for EA.mq4 |
//+------------------------------------------------------------------+
#property copyright "www.forex-tsd.com"
#property link      "www.forex-tsd.com"

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1  SlateGray
#property indicator_width1  2
 
//
//
//
//
//

extern int    DevPeriod   = 7;
extern int    DevMaMethod = MODE_SMA;
extern int    DevPrice    = PRICE_CLOSE;
extern double Smooth      = 1;
extern int    SmoothPhase = 0;

//
//
//
//
//
//

double Dev[];
double trend[];

//+-------------------------------------------------------------------
//|                                                                  
//+-------------------------------------------------------------------
//
//
//
//
//

int init()
{
   IndicatorBuffers(2);
      SetIndexBuffer(0,trend);
      SetIndexBuffer(1,Dev);
                        DevPeriod = MathMax(DevPeriod,1);
   IndicatorShortName("Deviations for EA ("+DevPeriod+")");
   return(0);
}
int deinit() { return(0); }

//+-------------------------------------------------------------------
//|                                                                  
//+-------------------------------------------------------------------
//
//
//
//
//

int start()
{
   int i,limit,counted_bars=IndicatorCounted();

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

   //
   //
   //
   //
   //

   for(i=limit; i>=0; i--)
   {
      Dev[i]   = iSmooth(iStdDev(NULL,0,DevPeriod,0,DevMaMethod,DevPrice,i),Smooth,SmoothPhase,i);
      trend[i] = trend[i+1];
         if (Dev[i] > Dev[i+1]) trend[i] =  1;
         if (Dev[i] < Dev[i+1]) trend[i] = -1;
   }         
   return(0);
}

//+------------------------------------------------------------------
//|                                                                 
//+------------------------------------------------------------------
//
//
//
//
//

double wrk[][10];

#define bsmax  5
#define bsmin  6
#define volty  7
#define vsum   8
#define avolty 9

//
//
//
//
//

double iSmooth(double price, double length, double phase, int i, int s=0)
{
   if (length <= 1) return(price);
   if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars);
   
   int r = Bars-i-1; 
      if (r==0) { for(int k=0; k<7; k++) wrk[0][k+s]= price; for(; k<10; k++) wrk[0][k+s]= 0; return(price); }

   //
   //
   //
   //
   //
   
      double len1 = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0);
      double pow1 = MathMax(len1-2.0,0.5);
      double del1 = price - wrk[r-1][bsmax+s];
      double del2 = price - wrk[r-1][bsmin+s];
	
         wrk[r][volty+s] = 0;
               if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1); 
               if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2); 
         wrk[r][vsum+s] =	wrk[r-1][vsum+s] + 0.1*(wrk[r][volty+s]-wrk[r-10][volty+s]);
   
         //
         //
         //
         //
         //
      
         double avgLen = MathMin(MathMax(4.0*length,30),150);
            if (r<avgLen)
            {
               double avg = wrk[r][vsum+s];  for (k=1; k<avgLen && (r-k)>=0 ; k++) avg += wrk[r-k][vsum+s];
                                                                                   avg /= k;
            }
            else avg = (wrk[r-1][avolty+s]*avgLen-wrk[r-toInt(avgLen)][vsum+s]+wrk[r][vsum+s])/avgLen;
            
         //
         //
         //
         //
         //
                                                           
         wrk[r][avolty+s] = avg;                                           
            if (wrk[r][avolty+s] > 0)
               double dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty = 0;   
	               if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1);
                  if (dVolty < 1)                      dVolty = 1.0;

      //
      //
      //
      //
      //
	        
   	double pow2 = MathPow(dVolty, pow1);
      double len2 = MathSqrt(0.5*(length-1))*len1;
      double Kv   = MathPow(len2/(len2+1), MathSqrt(pow2));		
	
         if (del1 > 0) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price - Kv*del1;
         if (del2 < 0) wrk[r][bsmin+s] = price; else wrk[r][bsmin+s] = price - Kv*del2;

   //
   //
   //
   //
   //

      double R     = MathMax(MathMin(phase,100),-100)/100.0 + 1.5;
      double beta  = 0.45*(length-1)/(0.45*(length-1)+2);
      double alpha = MathPow(beta,pow2);

         wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price);
         wrk[r][1+s] = (price - wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s];
         wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]);
         wrk[r][3+s] = (wrk[r][2+s] - wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s];
         wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]); 

   //
   //
   //
   //
   //

   return(wrk[r][4+s]);
}
int toInt(double value) { return(value); }