//+------------------------------------------------------------------+
//|                                                                  |
//|                                                                  |
//| original developed by Sylvain Vervoort                           |
//| TASC, May 2010 “Smoothing The Bollinger %b,” articlw             |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link      "mladenfx@gmail.com"

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1  DeepSkyBlue
#property indicator_color2  LimeGreen
#property indicator_color3  Red
#property indicator_width1  2
#property indicator_style2  STYLE_DOT
#property indicator_style3  STYLE_DOT
#property indicator_level1  50

//
//
//
//
//

extern int    TEMAPeriod       =   8;
extern int    SvePeriod        =  18;
extern double BBUpDeviations   = 1.6;
extern double BBDnDeviations   = 1.6;
extern int    DeviationsPeriod =  63;

//
//
//
//
//

double bbValue[];
double bbUpper[];
double bbLower[];
double tmaZima[];
double svePerB[];
double tBuffer[][10];
double alpha;

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

int init()
{
   IndicatorBuffers(5);
      SetIndexBuffer(0,bbValue);
      SetIndexBuffer(1,bbUpper);
      SetIndexBuffer(2,bbLower);
      SetIndexBuffer(3,tmaZima);
      SetIndexBuffer(4,svePerB);
           alpha = 2.0 /(1.0 + TEMAPeriod);
   IndicatorShortName("SVE bollinger band ("+TEMAPeriod+","+SvePeriod+","+DoubleToStr(BBUpDeviations,2)+","+DoubleToStr(BBDnDeviations,2)+")");
   return(0);
}
int deinit()
{
   return(0);
}

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

#define __haOpen 9

//
//
//
//
//

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

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

   //
   //
   //
   //
   //

   for(i=limit, r=Bars-i-1; i >= 0; i--,r++)
   {
      if (i==(Bars-1))
      {
         tBuffer[r][__haOpen] = averagePrice(i);
         continue;
      }      

      //
      //
      //
      //
      //
            
      tBuffer[r][__haOpen]  = (averagePrice(i)+tBuffer[r-1][__haOpen])/2.0;
            double haClose  = (averagePrice(i)+tBuffer[r][__haOpen]+MathMax(High[i],tBuffer[r][__haOpen])+MathMin(Low[i],tBuffer[r][__haOpen]))/4.0;
            double tema1    = iTema(haClose,i,0);
            double tema2    = iTema(tema1  ,i,3);
            double diff     = tema1-tema2;
            double zima     = tema1 +diff;
      tmaZima[i] = iTema(zima,i,6);
   }      
   
   //
   //
   //
   //
   //
   
   for(i=limit; i >= 0; i--)
   {
         double sdev = iDeviation(tmaZima,SvePeriod,i);
            if (sdev != 0)
                 svePerB[i] = 25.0*(tmaZima[i]+2.0*sdev-iMAOnArray(tmaZima,0,SvePeriod,0,MODE_LWMA,i))/sdev;
            else svePerB[i] = 0;            
         sdev = iDeviation(svePerB,DeviationsPeriod,i);
         
         bbValue[i] = svePerB[i];
         bbUpper[i] = 50.0 + sdev*BBUpDeviations;
         bbLower[i] = 50.0 - sdev*BBDnDeviations;
   }
   
   //
   //
   //
   //
   //
   
   return(0);
}

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

double averagePrice(int i)
{
   if (Open[i] != 0)
	     return((Open[i]+High[i]+Low[i]+Close[i])/4.0);
   else return((        High[i]+Low[i]+Close[i])/3.0);
}

//
//
//
//
//

double iDeviation(double& array[], int period, int pos)
{
   double dMA  = iSma(array,period,pos);
   double dSum = 0;
      for(int i=0; i<period; i++,pos++) dSum += (array[pos]-dMA)*(array[pos]-dMA);
   return(MathSqrt(dSum/period));
}
double iSma(double& array[], int period, int pos)
{
   double sum = 0.0;
      for(int i=0; i<period; i++,pos++) sum += array[pos];
   return(sum/period);     
}

//
//
//
//
//

double iTema(double price,int pos,int sbuf=0)
{
   int i  = Bars-pos-1;
   int ia = sbuf+0;
   int ib = sbuf+1;
   int ic = sbuf+2;
   
   if (i < 1)
      {
         tBuffer[i][ia] = price;
         tBuffer[i][ib] = price;
         tBuffer[i][ic] = price;
      }
   else
      {
         tBuffer[i][ia] = tBuffer[i-1][ia]+alpha*(price         -tBuffer[i-1][ia]);
         tBuffer[i][ib] = tBuffer[i-1][ib]+alpha*(tBuffer[i][ia]-tBuffer[i-1][ib]);
         tBuffer[i][ic] = tBuffer[i-1][ic]+alpha*(tBuffer[i][ib]-tBuffer[i-1][ic]);
      }
   return(3*tBuffer[i][ia] - 3*tBuffer[i][ib] + tBuffer[i][ic]);
}