//+------------------------------------------------------------------+
//|                                                     Laguerre.mq4 |
//|                                                     Emerald King |
//|                                     mailto:info@emerald-king.com |
//+------------------------------------------------------------------+
#property copyright "Emerald King"
#property link      "mailto:info@emerald-king.com"

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Magenta
#property indicator_level2 0.75
#property indicator_level3 0.45
#property indicator_level4 0.15
//---- input parameters
extern double gamma=0.66;
extern int CountBars=950;
extern bool               ShowArrows             = true;
extern string             arrowsIdentifier       = "lag Arrows1";
extern double             arrowsUpperGap         = 0.5;
extern double             arrowsLowerGap         = 0.5;
extern bool               arrowsOnZoneEnter      = false;
extern color              arrowsUpZoneEnterColor = DeepSkyBlue;
extern color              arrowsDnZoneEnterColor = Red;
extern int                arrowsUpZoneEnterCode  = 159;
extern int                arrowsDnZoneEnterCode  = 159;
extern bool               arrowsOnZoneExit       = true;
extern color              arrowsUpZoneExitColor  = LimeGreen;
extern color              arrowsDnZoneExitColor  = Red;
extern int                arrowsUpZoneExitCode   = 119;
extern int                arrowsDnZoneExitCode   = 119;


double L0 = 0;
double L1 = 0;
double L2 = 0;
double L3 = 0;
double L0A = 0;
double L1A = 0;
double L2A = 0;
double L3A = 0;
double LRSI = 0;
double CU = 0;
double CD = 0;

double val1[];
double trend[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
      
int init()
  {
//---- indicators
   IndicatorBuffers(2);
   SetIndexBuffer(0,val1);
   SetIndexBuffer(1,trend);
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit() 
{  
   string lookFor       = arrowsIdentifier+":";
   int    lookForLength = StringLen(lookFor);
   for (int i=ObjectsTotal()-1; i>=0; i--)
   {
      string objectName = ObjectName(i);
         if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName);
   }
   return(0);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   if (CountBars>Bars) CountBars=Bars;
   SetIndexDrawBegin(0,Bars-CountBars);
   
   int i;
   int    counted_bars=IndicatorCounted();

   //if(CountBars<=Lookback) return(0);
   //---- initial zero
   //if(counted_bars<1)
   //{
   //   for(i=1;i<=Lookback;i++) val1[CountBars-i]=0.0;
   //}

   i=CountBars-1;
   while(i>=0)
   {
      L0A = L0;
      L1A = L1;
      L2A = L2;
      L3A = L3;
      L0 = (1 - gamma)*Close[i] + gamma*L0A;
      L1 = - gamma *L0 + L0A + gamma *L1A;
      L2 = - gamma *L1 + L1A + gamma *L2A;
      L3 = - gamma *L2 + L2A + gamma *L3A;

      CU = 0;
      CD = 0;
      
      if (L0 >= L1) CU = L0 - L1; else CD = L1 - L0;
      if (L1 >= L2) CU = CU + L1 - L2; else CD = CD + L2 - L1;
      if (L2 >= L3) CU = CU + L2 - L3; else CD = CD + L3 - L2;

      if (CU + CD != 0) LRSI = CU / (CU + CD);
      val1[i] = LRSI;

      trend[i] = trend[i+1];
      if (val1[i]>0.75)               trend[i] = 1;
      if (val1[i]<0.15)               trend[i] =-1;
      if (val1[i]<0.75 && val1[i]>0.15) trend[i]= 0;
                
      //
      //
      //
      //
      //
     
      if (ShowArrows)
      {
         ObjectDelete(arrowsIdentifier+":"+Time[i]);
         if (trend[i] != trend[i+1]) 
         { 
            if (arrowsOnZoneEnter && trend[i]   ==-1) drawArrow(i,arrowsUpZoneEnterColor,arrowsUpZoneEnterCode,false);
            if (arrowsOnZoneEnter && trend[i]   == 1) drawArrow(i,arrowsDnZoneEnterColor,arrowsDnZoneEnterCode,true);
            if (arrowsOnZoneExit  && trend[i+1] == 1) drawArrow(i,arrowsDnZoneExitColor, arrowsDnZoneExitCode, true); 
            if (arrowsOnZoneExit  && trend[i+1] ==-1) drawArrow(i,arrowsUpZoneExitColor, arrowsUpZoneExitCode, false);                                                  
         }         
      }
	  i--;
	}
   return(0);
 }
//+------------------------------------------------------------------+

//
//
//
//
//

void drawArrow(int i,color theColor,int theCode,bool up)
{
   string name = arrowsIdentifier+":"+Time[i];
   double gap  = iATR(NULL,0,20,i);   
   
      //
      //
      //
      //
      //
      
      ObjectCreate(name,OBJ_ARROW,0,Time[i],0);
         ObjectSet(name,OBJPROP_ARROWCODE,theCode);
         ObjectSet(name,OBJPROP_COLOR,theColor);
         if (up)
               ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsUpperGap * gap);
         else  ObjectSet(name,OBJPROP_PRICE1,Low[i]  - arrowsLowerGap * gap);
}