//+------------------------------------------------------------------+
//|                                                       TMA+CG.mq4 |
//|                                                           mladen |
//| arrowse coded acording to idea presented by rajiv                |
//+------------------------------------------------------------------+
#property copyright "rajivxxx"
#property link      "rajivxxx@gmail.com"

#property indicator_separate_window
#property indicator_buffers 8
#property indicator_color1  C'45,45,45'
#property indicator_color2  C'56,75,95'
#property indicator_color3  C'56,75,95'
#property indicator_color4  Red
#property indicator_color5  Lime
#property indicator_color6  Gray
#property indicator_color7  Gold
#property indicator_style1  STYLE_DOT
#property indicator_style7  STYLE_DOT
//
//
//
//
//

extern string TimeFrame       = "current time frame";
extern int    HalfLength      = 30;
extern int    Price           = PRICE_WEIGHTED;
extern double BandsDeviations = 2.5;
extern bool   Interpolate     = true;
extern bool   alertsOn        = false;
extern bool   alertsOnCurrent = false;
extern bool   alertsOnHighLow = false;
extern bool   alertsMessage   = false;
extern bool   alertsSound     = false;
extern bool   alertsEmail     = false;

extern string ______PriceActionUp__________;
extern double Tma2Up          = 0.0  ;
extern double TmaDn           = -0.0 ;
extern string ______PriceActionDn__________;
extern double Tma2Dn          = -0.0 ; 
extern double TmaUp           = 0.0  ; 
extern int    barTma          = 10;
extern string ______Set_PriceAction________;
extern bool   PriceOpen       = false;
extern bool   PriceHigh       = false;
extern bool   PriceLow        = false;
extern string SET____________DISPLAY_______ ; 
extern bool Display_Off=False;
extern int   TextSize = 15;
extern int   SetNumber = 1;
extern int   Pos = 30;
extern int   corner = 1;
extern color  Colora = Lime;
extern color Colorb  = Red;
 color Colorc = Gray;
 color Colord = Green;
 color Colore = Red;                    
                       
                       


extern string windowName = "TMAdCG";


//
//
//
//
//

double tmBuffer[];
double upBuffer[];
double dnBuffer[];
double wuBuffer[];
double wdBuffer[];
double upArrow[];
double dnArrow[];
double RangeTma[];
double RangeTma2[];
//
//
//
//
//

string IndicatorFileName;
bool   calculatingTma = false;
bool   returningBars  = false;
int    timeFrame;

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

int init()
{
   
   if (TimeFrame == -1)
      switch(Period())
      {
         case 1:     TimeFrame = 5 ;     break;
         case 5:     TimeFrame = 15 ;    break;
         case 15:    TimeFrame = 30 ;    break;
         case 30:    TimeFrame = 60 ;    break;
         case 60:    TimeFrame = 240 ;   break;
         case 240:   TimeFrame = 1440 ;  break;
         case 1440:  TimeFrame = 10080 ; break;
         case 10080: TimeFrame = 43200 ; break;
         default :   TimeFrame = Period();
      }
	
   
   
   
   
   
   
   
   timeFrame  = stringToTimeFrame(TimeFrame);
   HalfLength = MathMax(HalfLength,1);
   IndicatorBuffers(9);
         SetIndexBuffer(0,tmBuffer);  SetIndexDrawBegin(0,HalfLength);
         SetIndexBuffer(1,upBuffer);  SetIndexDrawBegin(1,HalfLength);
         SetIndexBuffer(2,dnBuffer);  SetIndexDrawBegin(2,HalfLength);
         SetIndexBuffer(3,dnArrow);   SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,119);
         SetIndexBuffer(4,upArrow);   SetIndexStyle(4,DRAW_ARROW); SetIndexArrow(4,119);
         SetIndexBuffer(5,RangeTma);  SetIndexStyle(5,DRAW_HISTOGRAM);
         SetIndexBuffer(6,RangeTma2);  //SetIndexStyle(6,DRAW_HISTOGRAM);
         SetIndexBuffer(7,wuBuffer);
         SetIndexBuffer(8,wdBuffer);

         if (TimeFrame=="calculateTma")  { calculatingTma=true; return(0); }
         if (TimeFrame=="returnBars")    { returningBars=true;  return(0); }

   IndicatorShortName (windowName) ;
  IndicatorFileName = WindowExpertName();
   return(0);
}
int deinit() { return(0); }

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

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

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

           if (returningBars)  { tmBuffer[0] = limit; return(0); }
           if (calculatingTma) { calculateTma(limit); return(0); }
           if (timeFrame > Period()) limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,IndicatorFileName,"returnBars",0,0)*timeFrame/Period()));

   //
   //
   //
   //
   //
   
 	for(i = limit; i >= 0; i--)
   {
      int      shift1 = iBarShift(NULL,timeFrame,Time[i]);
      datetime time1  = iTime    (NULL,timeFrame,shift1);

      //
      //
      //
      //
      //
      
         tmBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateTma",HalfLength,Price,BandsDeviations,0,shift1);
         upBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateTma",HalfLength,Price,BandsDeviations,1,shift1);
         dnBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateTma",HalfLength,Price,BandsDeviations,2,shift1);
         
         RangeTma[i] =((Close[i]-tmBuffer[i])/Point);
         if(PriceOpen)
         RangeTma[i] =((Open [i]-tmBuffer[i])/Point);
         if(PriceHigh)
         RangeTma[i] =((High [i]-tmBuffer[i])/Point);
         if(PriceLow)
         RangeTma[i] =((Low  [i]-tmBuffer[i])/Point);
         
         RangeTma2[i] =((tmBuffer[i]-tmBuffer[i+barTma])/Point);
         
         upArrow[i] = EMPTY_VALUE;
         dnArrow[i] = EMPTY_VALUE;            
           // if (High[i+1]>upBuffer[i+1] && Close[i+1]>Open[i+1] && Close[i]<Open[i]) upArrow[i] = High[i]+iATR(NULL,0,20,i);
           // if ( Low[i+1]<dnBuffer[i+1] && Close[i+1]<Open[i+1] && Close[i]>Open[i]) dnArrow[i] = High[i]-iATR(NULL,0,20,i);
            
            if (RangeTma[i]<TmaDn && RangeTma2[i]>Tma2Up) upArrow[i] = (RangeTma2[i]);
            if (RangeTma[i]>TmaUp && RangeTma2[i]<Tma2Dn ) dnArrow[i] = (RangeTma2[i]);
            
      OBJ_LABEL_("TMAdCG"+windowName,"RangeTma:  "+DoubleToStr(RangeTma[0],SetNumber),10,5,Gray,TextSize);
      if(RangeTma[0]>0 )
      OBJ_LABEL_("TMAdCG"+windowName,"RangeTma:  "+DoubleToStr(RangeTma[0],SetNumber),10,5,Colora ,TextSize);
      if(RangeTma[0]<TmaDn &&RangeTma2[0]>Tma2Up )
      OBJ_LABEL_("TMAdCG"+windowName,"RangeTma-:  "+DoubleToStr(RangeTma[0],SetNumber),10,5, Colorb,TextSize);
      
      
      //OBJ_LABEL_("TMAdCG"+windowName,"RangeTma:  "+DoubleToStr(RangeTma[0],SetNumber),10,5,Colora,TextSize);
      if(RangeTma2[0]>0)
      OBJ_LABEL_("TMAdCG2"+windowName,"RangeTma2:  "+DoubleToStr(RangeTma2[0],SetNumber),10,25, Colora,TextSize);
      if(RangeTma2[0]<0)
      OBJ_LABEL_("TMAdCG2"+windowName,"RangeTma2:  "+DoubleToStr(RangeTma2[0],SetNumber),10,25,Colorb ,TextSize);
      
      
      
      
            

         if (timeFrame <= Period() || shift1==iBarShift(NULL,timeFrame,Time[i-1])) continue;
         if (!Interpolate) continue;

      //
      //
      //
      //
      //

         for(int n = 1; i+n < Bars && Time[i+n] >= time1; n++) continue;
         double factor = 1.0 / n;
         for(int k = 1; k < n; k++)
            {
               tmBuffer[i+k] = k*factor*tmBuffer[i+n] + (1.0-k*factor)*tmBuffer[i];
               upBuffer[i+k] = k*factor*upBuffer[i+n] + (1.0-k*factor)*upBuffer[i];
               dnBuffer[i+k] = k*factor*dnBuffer[i+n] + (1.0-k*factor)*dnBuffer[i];
            }               
   }

   //
   //
   //
   //
   //
   
   if (alertsOn)
   {
      if (alertsOnCurrent)
            int forBar = 0;
      else      forBar = 1;
      if (alertsOnHighLow)       
      {
         if (High[forBar] > upBuffer[forBar] && High[forBar+1] < upBuffer[forBar+1]) doAlert("high penetrated upper bar");
         if (Low[forBar]  < dnBuffer[forBar] && Low[forBar+1]  > dnBuffer[forBar+1]) doAlert("low penetrated lower bar");
      }
      else
      {
         if (Close[forBar] > upBuffer[forBar] && Close[forBar+1] < upBuffer[forBar+1]) doAlert("close penetrated upper bar");
         if (Close[forBar] < dnBuffer[forBar] && Close[forBar+1] > dnBuffer[forBar+1]) doAlert("close penetrated lower bar");
      }
      
      
      
     
      
      
      
      
   } 

   return(0);
}

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

void calculateTma(int limit)
{
   int i,j,k;
   double FullLength = 2.0*HalfLength+1.0;
   
   //
   //
   //
   //
   //
   
   for (i=limit; i>=0; i--)
   {
      double sum  = (HalfLength+1)*iMA(NULL,0,1,0,MODE_SMA,Price,i);
      double sumw = (HalfLength+1);
      for(j=1, k=HalfLength; j<=HalfLength; j++, k--)
      {
         sum  += k*iMA(NULL,0,1,0,MODE_SMA,Price,i+j);
         sumw += k;

         if (j<=i)
         {
            sum  += k*iMA(NULL,0,1,0,MODE_SMA,Price,i-j);
            sumw += k;
         }
      }
      tmBuffer[i] = sum/sumw;

      //
      //
      //
      //
      //
            
         double diff = iMA(NULL,0,1,0,MODE_SMA,Price,i)-tmBuffer[i];
         if (i> (Bars-HalfLength-1)) continue;
         if (i==(Bars-HalfLength-1))
         {
            upBuffer[i] = tmBuffer[i];
            dnBuffer[i] = tmBuffer[i];
            if (diff>=0)
               {
                  wuBuffer[i] = MathPow(diff,2);
                  wdBuffer[i] = 0;
               }
            else
               {               
                  wdBuffer[i] = MathPow(diff,2);
                  wuBuffer[i] = 0;
               }                  
            continue;
         }
      
         //
         //
         //
         //
         //
         
         if(diff>=0)
            {
               wuBuffer[i] = (wuBuffer[i+1]*(FullLength-1)+MathPow(diff,2))/FullLength;
               wdBuffer[i] =  wdBuffer[i+1]*(FullLength-1)/FullLength;
            }
         else
            {
               wdBuffer[i] = (wdBuffer[i+1]*(FullLength-1)+MathPow(diff,2))/FullLength;
               wuBuffer[i] =  wuBuffer[i+1]*(FullLength-1)/FullLength;
            }
         upBuffer[i] = tmBuffer[i] + BandsDeviations*MathSqrt(wuBuffer[i]);
         dnBuffer[i] = tmBuffer[i] - BandsDeviations*MathSqrt(wdBuffer[i]);
   }
}
    


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

void doAlert(string doWhat)
{
   static string   previousAlert="";
   static datetime previousTime;
   string message;

   //
   //
   //
   //
   //
   
   if (previousAlert!=doWhat || previousTime!=Time[0]) 
   {
      previousAlert = doWhat;
      previousTime  = Time[0];

      message= StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," THA : ",doWhat);
         if (alertsMessage) Alert(message);
         if (alertsEmail)   SendMail(StringConcatenate(Symbol(),"TMA "),message);
         if (alertsSound)   PlaySound("alert2.wav");
    }
}

//
//
//
//
//

int stringToTimeFrame(string tfs)
{
   for(int l = StringLen(tfs)-1; l >= 0; l--)
   {
      int char2 = StringGetChar(tfs,l);
          if((char2 > 96 && char2 < 123) || (char2 > 223 && char2 < 256))
               tfs = StringSetChar(tfs, 1, char2 - 32);
          else 
              if(char2 > -33 && char2 < 0)
                  tfs = StringSetChar(tfs, 1, char2 + 224);
   }
   int tf=0;
         if (tfs=="M1" || tfs=="1")     tf=PERIOD_M1;
         if (tfs=="M5" || tfs=="5")     tf=PERIOD_M5;
         if (tfs=="M15"|| tfs=="15")    tf=PERIOD_M15;
         if (tfs=="M30"|| tfs=="30")    tf=PERIOD_M30;
         if (tfs=="H1" || tfs=="60")    tf=PERIOD_H1;
         if (tfs=="H4" || tfs=="240")   tf=PERIOD_H4;
         if (tfs=="D1" || tfs=="1440")  tf=PERIOD_D1;
         if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1;
         if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1;
         if (tf==0 || tf<Period())      tf=Period();
   return(tf);
} 


   void OBJ_LABEL_(string str="",string TEXT="",int X=0, int Y=0,color COLOR=Blue,int FONT_SIZE=10)
{
   int Win_ind = WindowFind(windowName);
   if (Win_ind != -1)
   {
      if(ObjectFind(str) == -1)
      {
         ObjectCreate(str,OBJ_LABEL,Win_ind,0,0);
      }
      ObjectSetText(str,TEXT,FONT_SIZE,"",COLOR);
      ObjectSet(str,OBJPROP_CORNER, corner);  
      ObjectSet(str,OBJPROP_XDISTANCE,Pos);
      ObjectSet(str,OBJPROP_YDISTANCE,Y);
    
    
     
    
      
      
      
     
   
      
    }
 }