//+------------------------------------------------------------------+
//|                                 HiLow channel - Jurik smooth.mq4 |
//|                                                           mladen |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright ""
#property link    ""

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_minimum 1
#property indicator_maximum 100
#property strict

//
//
//
//
//

extern ENUM_TIMEFRAMES TimeFrame     = PERIOD_CURRENT;    // Timeframe to use
 int             SmoothPeriod  = 10;                // Jurik period
 int             SmoothPhase   = 0;                 // Jurik phase
 bool            Invert        = false;             // Invert signals
 int             HistoWidth    = 3;                 // Histogram bars width
 color           UpHistoColor  = clrLimeGreen;      // Up histogram color
 color           DnHistoColor  = clrRed;            // Down histogram color
 color           ChHistoColor  = clrYellow;            // Chill histogram color

extern int       short_ma=5;//SHORT MA
extern int       long_ma=10;//LONG MA
extern int       rsi_period=21;//RSI PERIOD
extern int       adx_period=14;//ADX PERIOD

double bard[];
double baru[];
double barm[];
double Hlv[];
double multiplier=1;
string indicatorFileName;
bool   returnBars;

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

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init()
  {
   IndicatorBuffers(3);
   SetIndexBuffer(0,baru);
   SetIndexStyle(0, DRAW_HISTOGRAM,EMPTY,HistoWidth,UpHistoColor);
   SetIndexBuffer(1,bard);
   SetIndexStyle(1, DRAW_HISTOGRAM,EMPTY,HistoWidth,DnHistoColor);
   SetIndexBuffer(2,barm);
   SetIndexStyle(2, DRAW_HISTOGRAM,EMPTY,HistoWidth,ChHistoColor);
   

   if(Invert)
      multiplier = -1;
   indicatorFileName = WindowExpertName();
   returnBars        = TimeFrame == -99;
   TimeFrame         = fmax(TimeFrame,_Period);

   IndicatorShortName(timeFrameToString(TimeFrame)+" Three Combo Multi");
   return(0);
  }

//
//
//
//
//
int start()
  {
   int counted_bars=IndicatorCounted();
   int i,limit;
   if(counted_bars<0)
      return(-1);
   if(counted_bars>0)
      counted_bars--;
   limit=fmin(Bars-counted_bars,Bars-1);
   if(returnBars)
     {
      bard[0] = limit+1;
      return(0);
     }

//
//
//
//
//

   if(TimeFrame == Period())
     {
      for(i=limit; i>=0; i--)
        {
         if(i<Bars-1)
           {
            double hiPrice = iSmooth(iMA(NULL,0,1,0,MODE_SMA,PRICE_HIGH,i+1),SmoothPeriod,SmoothPhase,i+1,0);
            double loPrice = iSmooth(iMA(NULL,0,1,0,MODE_SMA,PRICE_LOW,i+1),SmoothPeriod,SmoothPhase,i+1,1);
            double clPrice = iSmooth(iMA(NULL,0,1,0,MODE_SMA,PRICE_CLOSE,i), SmoothPeriod,SmoothPhase,i,2);

            //
            //
            //
            //
            //

            baru[i] = EMPTY_VALUE;
            bard[i] = EMPTY_VALUE;
            barm[i] = EMPTY_VALUE;
            int ma_status;
            int rsi_status;
            int adx_status;
            int trade;
            double height = iADX(Symbol(),0,adx_period,0,MODE_MAIN,i);

            double fast_ma = iMA(Symbol(),0,short_ma,0,1,0,i);
            double slow_ma = iMA(Symbol(),0,long_ma,0,1,0,i);
            double rsi     = iRSI(Symbol(),0,rsi_period,0,i);
            double plusd   = iADX(Symbol(),0,adx_period,0,MODE_PLUSDI,i);
            double minusd  = iADX(Symbol(),0,adx_period,0,MODE_MINUSDI,i);

            if(fast_ma>slow_ma)

               ma_status=1;
            else
               ma_status=2;

            if(rsi>50)

               rsi_status=1;
            else
               rsi_status=2;

            if(plusd>minusd)

               adx_status=1;
            else
               adx_status=2;

            if(ma_status==1 && rsi_status==1 && adx_status==1)

               baru[i]=height;
            else
               baru[i]=0.0;

            if(ma_status==2 && rsi_status==2 && adx_status==2)

               bard[i]=height;
            else
               bard[i]=0.0;

            if(ma_status==1 && rsi_status==1 && adx_status==1)
               trade=1;
            else
               if(ma_status==2 && rsi_status==2 && adx_status==2)
                  trade=2;
               else
                  trade = 3;

            if(trade==3)
               barm[i]=height;


           }
        }
      return(0);
     }

//
//
//
//
//

   limit = (int)fmax(limit,fmin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period()));
   for(i=limit; i>=0; i--)
     {
      int y = iBarShift(NULL,TimeFrame,Time[i]);
     /* baru[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,short_ma,long_ma,rsi_period,adx_period,0,y);
      bard[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,short_ma,long_ma,rsi_period,adx_period,1,y);
      barm[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,short_ma,long_ma,rsi_period,adx_period,2,y);*/
      
            baru[i] = EMPTY_VALUE;
            bard[i] = EMPTY_VALUE;
            barm[i] = EMPTY_VALUE;
            int ma_status;
            int rsi_status;
            int adx_status;
            int trade;
            double height = iADX(Symbol(),TimeFrame,adx_period,0,MODE_MAIN,y);

            double fast_ma = iMA(Symbol(),TimeFrame,short_ma,0,1,0,y);
            double slow_ma = iMA(Symbol(),TimeFrame,long_ma,0,1,0,y);
            double rsi     = iRSI(Symbol(),TimeFrame,rsi_period,0,y);
            double plusd   = iADX(Symbol(),TimeFrame,adx_period,0,MODE_PLUSDI,y);
            double minusd  = iADX(Symbol(),TimeFrame,adx_period,0,MODE_MINUSDI,y);

            if(fast_ma>slow_ma)

               ma_status=1;
            else
               ma_status=2;

            if(rsi>50)

               rsi_status=1;
            else
               rsi_status=2;

            if(plusd>minusd)

               adx_status=1;
            else
               adx_status=2;

            if(ma_status==1 && rsi_status==1 && adx_status==1)

               baru[i]=height;
            else
               baru[i]=0.0;

            if(ma_status==2 && rsi_status==2 && adx_status==2)

               bard[i]=height;
            else
               bard[i]=0.0;

            if(ma_status==1 && rsi_status==1 && adx_status==1)
               trade=1;
            else
               if(ma_status==2 && rsi_status==2 && adx_status==2)
                  trade=2;
               else
                  trade = 3;

            if(trade==3)
               barm[i]=height;
     }
   return(0);
  }

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

double wrk[][30];
#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;
   s *= 10;
   if(r==0)
     {
      int k=0;
      for(; 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];
   double div    = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100);
   int    forBar = MathMin(r,10);

   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] + (wrk[r][volty+s]-wrk[r-forBar][volty+s])*div;

//
//
//
//
//

   wrk[r][avolty+s] = wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]);
   double dVolty = (wrk[r][avolty+s] > 0) ? wrk[r][volty+s]/wrk[r][avolty+s] : 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]);
  }

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

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("");
  }

//+------------------------------------------------------------------+