//------------------------------------------------------------------
#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
   pr_habclose,   // Heiken ashi (better formula) close
   pr_habopen ,   // Heiken ashi (better formula) open
   pr_habhigh,    // Heiken ashi (better formula) high
   pr_hablow,     // Heiken ashi (better formula) low
   pr_habmedian,  // Heiken ashi (better formula) median
   pr_habtypical, // Heiken ashi (better formula) typical
   pr_habweighted,// Heiken ashi (better formula) weighted
   pr_habaverage, // Heiken ashi (better formula) average
   pr_habmedianb, // Heiken ashi (better formula) median body
   pr_habtbiased, // Heiken ashi (better formula) trend biased price
   pr_habtbiased2 // Heiken ashi (better formula) trend biased (extreme) price
};

extern ENUM_TIMEFRAMES    TimeFrame          = PERIOD_CURRENT; // Time frame to use
extern double             PaCycles           = 1.0;            // phase accumulation cycle
extern double             PaFilter           = 1.0;            // phase accumulation filter
extern enPrices           RsiPrice           = pr_close;       // Rsi price
extern int                RsiDepth           = 3;              // Depth of rsi
extern bool               RsiFast            = false;          // rsi fast
extern double             Sensitivity        = 4;              // Sensivity Factor
extern double             StepSize           = 5;              // Constant Step Size
extern bool               alertsOn           = false;          // Turn alerts on
extern bool               alertsOnCurrent    = true;           // Alerts on still opened bar
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
extern bool               Interpolate        = true;           // Interpolate in mtf mode?

double rsi[],LineBuffer[],DnBuffera[],DnBufferb[],smin[],smax[],trend[],count[];
string indicatorFileName;
#define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,0,PaCycles,PaFilter,RsiPrice,RsiDepth,RsiFast,Sensitivity,StepSize,alertsOn,alertsOnCurrent,alertsMessage,alertsNotification,alertsSound,alertsEmail,_buff,_ind)

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

int init()
{
   IndicatorBuffers(8);
   SetIndexBuffer(0,rsi); 
   SetIndexBuffer(1,LineBuffer); 
   SetIndexBuffer(2,DnBuffera);
   SetIndexBuffer(3,DnBufferb);
   SetIndexBuffer(4,smin);
   SetIndexBuffer(5,smax);
   SetIndexBuffer(6,trend);
   SetIndexBuffer(7,count);
         indicatorFileName = WindowExpertName();
         TimeFrame         = MathMax(TimeFrame,_Period);
         RsiDepth          = fmax(fmin(RsiDepth,25),2);
   IndicatorShortName(timeFrameToString(TimeFrame)+" StepMA of pa composite rsi(("+DoubleToStr(PaCycles,2)+","+(string)RsiDepth+","+(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 = fmin(Bars-counted_bars,Bars-1); count[0]=limit;
         if (TimeFrame!=_Period)
         {
            limit = (int)fmax(limit,fmin(Bars-1,_mtfCall(7,0)*TimeFrame/_Period));
            for (int i=limit; i>=0; i--)
            {   
               int y = iBarShift(NULL,TimeFrame,Time[i]);
                  rsi[i]        = _mtfCall(0,y);
                  LineBuffer[i] = _mtfCall(1,y);
                  trend[i]      = _mtfCall(6,y);
   	            DnBuffera[i]  = EMPTY_VALUE;
   	            DnBufferb[i]  = EMPTY_VALUE;
                  
                  //
                  //
                  //
                  //
                  //
                  
                  if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue;
                     #define _interpolate(buff) buff[i+k] = buff[i]+(buff[i+n]-buff[i])*k/n
                     int n,k; datetime time = iTime(NULL,TimeFrame,y);
                        for(n = 1; (i+n)<Bars && Time[i+n] >= time; n++) continue;	
                        for(k = 1; k<n && (i+n)<Bars && (i+k)<Bars; k++) 
                        {
                           _interpolate(rsi);
                           _interpolate(LineBuffer);
                        }                        
            }
   	      for (int i=limit; i>=0; i--) if (trend[i]==-1) PlotPoint(i,DnBuffera,DnBufferb,LineBuffer);
            return(0);
         }       

   //
   //
   //
   //
   //
        
      if (trend[limit]==-1) CleanPoint(limit,DnBuffera,DnBufferb);
      for(int i=limit; i>=0; i--) 
      {
         if (i<Bars-1)
         {
            double RsiPeriod;
            double price  = getPrice(RsiPrice,Open,Close,High,Low,i);
            RsiPeriod = fmax(3,iHilbertPhase(price,PaFilter,PaCycles,i));
            rsi[i] = fabs(iCompRsi(price,RsiPeriod,RsiDepth,RsiFast,i)*100.0);
   	      LineBuffer[i] = iStepMa(Sensitivity,StepSize,0.5,rsi[i],rsi[i],rsi[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); 
} 

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

double workCompRsi[][26];
double iCompRsi(double price, double period, int depth, bool fast, int i, int instanceNo=0)
{
   double alpha;
   if (ArrayRange(workCompRsi,0) !=Bars) ArrayResize(workCompRsi,Bars);
   if (!fast)
        alpha = 2.0/(1.0 + period);
   else alpha = 2.0/(2.0 + (period-1.0)/2.0);
   instanceNo *= 26; i = Bars-i-1;
   
   //
   //
   //
   //
   //
   
   double CU = 0;
   double CD = 0;
   for (int k=0; k<=depth; k++)
   {
      if (i == 0)
            workCompRsi[i][instanceNo+k] = price;
      else  workCompRsi[i][instanceNo+k] = workCompRsi[i-1][instanceNo+k]+alpha*(price-workCompRsi[i-1][instanceNo+k]);

      //
      //
      //
      //
      //
         
      price = workCompRsi[i][k+instanceNo];
      if (k>0)
         if (workCompRsi[i][instanceNo+k-1] >= workCompRsi[i][instanceNo+k])
              CU += workCompRsi[i][instanceNo+k-1] - workCompRsi[i][instanceNo+k  ];
         else CD += workCompRsi[i][instanceNo+k  ] - workCompRsi[i][instanceNo+k-1];
   }
   double trsi = 0; if (CU + CD != 0) trsi = CU / (CU + CD); 
   return(trsi);
}

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

double workHil[][9];
#define _price      0
#define _smooth     1
#define _detrender  2
#define _period     3
#define _instPeriod 4
#define _phase      5
#define _deltaPhase 6
#define _Q1         7
#define _I1         8

double iHilbertPhase(double price, double filter, double cyclesToReach, int i, int s=0)
{
   if (ArrayRange(workHil,0)!=Bars) ArrayResize(workHil,Bars);
   int r = Bars-i-1; s = s*9;
      
   //
   //
   //
   //
   //
      
      workHil[r][s+_price]      = price; 
      if (r<6) { workHil[r][s+_smooth]=price; return(0); }
      workHil[r][s+_smooth]     = (4.0*workHil[r][s+_price]+3.0*workHil[r-1][s+_price]+2.0*workHil[r-2][s+_price]+workHil[r-3][s+_price])/10.0;
      workHil[r][s+_detrender]  = calcComp(r,_smooth,s);
      workHil[r][s+_Q1]         = 0.15*calcComp(r,_detrender,s)  +0.85*workHil[r-1][s+_Q1];
      workHil[r][s+_I1]         = 0.15*workHil[r-3][s+_detrender]+0.85*workHil[r-1][s+_I1];
      workHil[r][s+_phase]      = workHil[r-1][s+_phase];
      workHil[r][s+_instPeriod] = workHil[r-1][s+_instPeriod];

      //
      //
      //
      //
      //
           
         if (MathAbs(workHil[r][s+_I1])>0)
                     workHil[r][s+_phase] = 180.0/M_PI*MathArctan(MathAbs(workHil[r][s+_Q1]/workHil[r][s+_I1]));
           
         if (workHil[r][s+_I1]<0 && workHil[r][s+_Q1]>0) workHil[r][s+_phase] = 180.0-workHil[r][s+_phase];
         if (workHil[r][s+_I1]<0 && workHil[r][s+_Q1]<0) workHil[r][s+_phase] = 180.0+workHil[r][s+_phase];
         if (workHil[r][s+_I1]>0 && workHil[r][s+_Q1]<0) workHil[r][s+_phase] = 360.0-workHil[r][s+_phase];

      //
      //
      //
      //
      //
                        
      workHil[r][s+_deltaPhase] = workHil[r-1][s+_phase]-workHil[r][s+_phase];

         if (workHil[r-1][s+_phase]<90.0 && workHil[r][s+_phase]>270.0)
             workHil[r][s+_deltaPhase] = 360.0+workHil[r-1][s+_phase]-workHil[r][s+_phase];
             workHil[r][s+_deltaPhase] = MathMax(MathMin(workHil[r][s+_deltaPhase],60),7);
      
            //
            //
            //
            //
            //
            
           double alpha    = 2.0/(1.0+MathMax(filter,1));    
            double phaseSum = 0; int k=0; for (; phaseSum<cyclesToReach*360.0 && (r-k)>0; k++) phaseSum += workHil[r-k][s+_deltaPhase];
            if (k>0) workHil[r][s+_instPeriod]= k;
                     workHil[r][s+_period] = workHil[r-1][s+_period]+alpha*(workHil[r][s+_instPeriod]-workHil[r-1][s+_period]);
   return (workHil[r][s+_period]);
}

//
//
//
//
//

double calcComp(int r, int from, int s)
{
   return((0.0962*workHil[r  ][s+from] + 
           0.5769*workHil[r-2][s+from] - 
           0.5769*workHil[r-4][s+from] - 
           0.0962*workHil[r-6][s+from]) * (0.075*workHil[r-1][s+_period] + 0.54));
}

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

//
//
//
//
//

#define _prHABF(_prtype) (_prtype>=pr_habclose && _prtype<=pr_habtbiased2)
#define _priceInstances     1
#define _priceInstancesSize 4
double  _priceWorkHa[][_priceInstances*_priceInstancesSize];
double  getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars, int instanceNo=0)
{
  if (tprice>=pr_haclose)
   {
      if (ArrayRange(_priceWorkHa,0)!= Bars) ArrayResize(_priceWorkHa,Bars); instanceNo*=_priceInstancesSize; int r = #ifdef __MQL4__ bars-i-1 #else i #endif;
         
         //
         //
         //
         //
         //
         
         double haOpen  = (r>0) ? (_priceWorkHa[r-1][instanceNo+2] + _priceWorkHa[r-1][instanceNo+3])/2.0 : (open[i]+close[i])/2;;
         double haClose = (open[i]+high[i]+low[i]+close[i]) / 4.0;
         if (_prHABF(tprice))
               if (high[i]!=low[i])
                     haClose = (open[i]+close[i])/2.0+(((close[i]-open[i])/(high[i]-low[i]))*MathAbs((close[i]-open[i])/2.0));
               else  haClose = (open[i]+close[i])/2.0; 
         double haHigh  = fmax(high[i], fmax(haOpen,haClose));
         double haLow   = fmin(low[i] , fmin(haOpen,haClose));

         //
         //
         //
         //
         //
         
         if(haOpen<haClose) { _priceWorkHa[r][instanceNo+0] = haLow;  _priceWorkHa[r][instanceNo+1] = haHigh; } 
         else               { _priceWorkHa[r][instanceNo+0] = haHigh; _priceWorkHa[r][instanceNo+1] = haLow;  } 
                              _priceWorkHa[r][instanceNo+2] = haOpen;
                              _priceWorkHa[r][instanceNo+3] = haClose;
         //
         //
         //
         //
         //
         
         switch (tprice)
         {
            case pr_haclose:
            case pr_habclose:    return(haClose);
            case pr_haopen:   
            case pr_habopen:     return(haOpen);
            case pr_hahigh: 
            case pr_habhigh:     return(haHigh);
            case pr_halow:    
            case pr_hablow:      return(haLow);
            case pr_hamedian:
            case pr_habmedian:   return((haHigh+haLow)/2.0);
            case pr_hamedianb:
            case pr_habmedianb:  return((haOpen+haClose)/2.0);
            case pr_hatypical:
            case pr_habtypical:  return((haHigh+haLow+haClose)/3.0);
            case pr_haweighted:
            case pr_habweighted: return((haHigh+haLow+haClose+haClose)/4.0);
            case pr_haaverage:  
            case pr_habaverage:  return((haHigh+haLow+haClose+haOpen)/4.0);
            case pr_hatbiased:
            case pr_habtbiased:
               if (haClose>haOpen)
                     return((haHigh+haClose)/2.0);
               else  return((haLow+haClose)/2.0);        
            case pr_hatbiased2:
            case pr_habtbiased2:
               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 doAlert(string doWhat)
{
   static string   previousAlert="nothing";
   static datetime previousTime;
   string message;
   
      if (previousAlert != doWhat || previousTime != Time[0]) {
          previousAlert  = doWhat;
          previousTime   = Time[0];

          //
          //
          //
          //
          //

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

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

void CleanPoint(int i,double& first[],double& second[])
{
   if (i>Bars-2) 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-3) 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; }
}

//
//
//
//
//

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int    iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

string timeFrameToString(int tf)
{
   for (int i=ArraySize(iTfTable)-1; i>=0; i--) 
         if (tf==iTfTable[i]) return(sTfTable[i]);
                              return("");
}