//+------------------------------------------------------------------+
//|                                        step vhf adaptive vma.mq4 |
//|                                        from Mladen mt5 version   |
//+------------------------------------------------------------------+
//------------------------------------------------------------------
#property link      "www.forex-station.com"
#property copyright "www.forex-station.com"
//------------------------------------------------------------------
#property indicator_chart_window
#property indicator_buffers 9
#property indicator_color1  clrDarkGray
#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
};
enum enDisplay
{
   en_lin,  // Display line
   en_lid,  // Display lines with dots
   en_dot   // Display dots
};

input int               inpPeriod       = 55;                   // VMA period
input int               inpPeriod2      = 0;                    // VHF period (<=1 for same as VMA period
input enPrices          Price           = pr_close;             // Price    
input double            inpStepSize     = 5.0;                  // Step size (pips)
input color             ColorUp         = clrLime;              // Color for up
input color             ColorDown       = clrRed;               // Color for down
input color             ShadowColor     = clrGray;              // Shadow color
input enDisplay         DisplayType     = en_lin;               // Display type
input int               LineWidth       = 2;                    // Lines width (when lines are included in display)
input int               ShadowWidth     = 6;                    // Shadow width (<=0 main line width+3) 
input bool              alertsOn        = false;                // Alerts on true/false?
input bool              alertsOnCurrent = false;                // Alerts on still opened bar true/false?
input bool              alertsMessage   = true;                 // Alerts pop-up message true/false?
input bool              alertsSound     = true;                 // Alerts sound true/false?
input bool              alertsPushNotif = false;                // Alerts push notification true/false?
input bool              alertsEmail     = false;                // Alerts email true/false?
input string            soundFile       = "alert2.wav";         // Sound file
input int               ArrowCodeUp     = 159;                  // Arrow code up
input int               ArrowCodeDn     = 159;                  // Arrow code down
input double            ArrowGapUp      = 0.5;                  // Gap for arrow up        
input double            ArrowGapDn      = 0.5;                  // Gap for arrow down
input color             ArrowUpColor    = clrLime;              // Up arrow color
input color             ArrowDnColor    = clrRed;               // Down arrow color                    
input int               ArrowUpSize     = 2;                    // Up arrow size
input int               ArrowDnSize     = 2;                    // Down arrow size

extern string             button_note1          = "------------------------------";
extern int                btn_Subwindow = 0;
extern ENUM_BASE_CORNER   btn_corner            = CORNER_LEFT_UPPER; 
extern string             btn_text              = "vma";
extern string             btn_Font              = "Arial";
extern int                btn_FontSize          = 10;                        
extern color              btn_text_ON_color     = clrMediumSeaGreen;
extern color              btn_text_OFF_color    = clrCrimson;
extern color              btn_background_color  = clrDimGray;
extern color              btn_border_color      = clrBlack;
extern int                button_x              = 850;                                   
extern int                button_y              = 20;                                   
extern int                btn_Width             = 70;                                
extern int                btn_Height            = 20;                               
extern string             button_note2          = "------------------------------";

bool show_data = true;
bool recalc    = true;
string IndicatorName, IndicatorObjPrefix,buttonId;
  
double vala[],valc[],buffer1da[],buffer1db[],buffer1ua[],buffer1ub[],shadowa[],shadowb[],arrowu[],arrowd[],avg[],prices[];
double alpha,stepSize;
int    adpPeriod;
string GenerateIndicatorName(const string target) 
{
   string name = target;
   int try = 2;
   while (WindowFind(name) != -1)
   {
      name = target + " #" + IntegerToString(try++);
   }
   return name;
}
//------------------------------------------------------------------
//  Custom indicator initialization function
//------------------------------------------------------------------ 

int OnInit()
{
IndicatorName = GenerateIndicatorName(btn_text);
   IndicatorObjPrefix = "__" + IndicatorName + "__";
   IndicatorShortName(IndicatorName);
   IndicatorDigits(Digits);
   
   double val;
   if (GlobalVariableGet(IndicatorName + "_visibility", val))
      show_data = val != 0;	    
      
   int shadowWidth = (ShadowWidth<=0) ? LineWidth+3 : ShadowWidth;
   int lstyle = DRAW_LINE;     if (DisplayType==en_dot) lstyle = DRAW_NONE;
   int astyle = DRAW_ARROW;    if (DisplayType<en_lid)  astyle = DRAW_NONE;
   IndicatorBuffers(12);
   SetIndexBuffer(0, vala,      INDICATOR_DATA); SetIndexStyle(0,lstyle,EMPTY,LineWidth);
   SetIndexBuffer(1, shadowa,  INDICATOR_DATA); SetIndexStyle(1,lstyle,EMPTY,shadowWidth,ShadowColor);
   SetIndexBuffer(2, shadowb,  INDICATOR_DATA); SetIndexStyle(2,lstyle,EMPTY,shadowWidth,ShadowColor);
   SetIndexBuffer(3, buffer1ua,INDICATOR_DATA); SetIndexStyle(3,lstyle,EMPTY,LineWidth,ColorUp);
   SetIndexBuffer(4, buffer1ub,INDICATOR_DATA); SetIndexStyle(4,lstyle,EMPTY,LineWidth,ColorUp);
   SetIndexBuffer(5, buffer1da,INDICATOR_DATA); SetIndexStyle(5,lstyle,EMPTY,LineWidth,ColorDown);
   SetIndexBuffer(6, buffer1db,INDICATOR_DATA); SetIndexStyle(6,lstyle,EMPTY,LineWidth,ColorDown);
   SetIndexBuffer(7, arrowu,   INDICATOR_DATA); SetIndexStyle(7,astyle,EMPTY,ArrowUpSize,ArrowUpColor); SetIndexArrow(7,ArrowCodeUp);
   SetIndexBuffer(8, arrowd,   INDICATOR_DATA); SetIndexStyle(8,astyle,EMPTY,ArrowDnSize,ArrowDnColor); SetIndexArrow(8,ArrowCodeDn);
   SetIndexBuffer(9, avg,      INDICATOR_CALCULATIONS);
   SetIndexBuffer(10,prices,   INDICATOR_CALCULATIONS);
   SetIndexBuffer(11,valc,     INDICATOR_CALCULATIONS);
   
   stepSize  = stepSize  = (inpStepSize>0 ? inpStepSize:0)*_Point*pow(10,_Digits%2);
   alpha     = 2.0/(1.0+fmax(inpPeriod,1)); 
   adpPeriod = (inpPeriod2<=1 ? inpPeriod : inpPeriod2);
   
   IndicatorShortName("Step Vma  ("+(string)inpPeriod+","+(string)inpPeriod2+")");
   
   ChartSetInteger(0, CHART_EVENT_MOUSE_MOVE, 1);
   buttonId = IndicatorObjPrefix + (btn_text);
   createButton(buttonId, btn_text, btn_Width, btn_Height, btn_Font, btn_FontSize, btn_background_color, btn_border_color, btn_text_ON_color);
   ObjectSetInteger(0, buttonId, OBJPROP_YDISTANCE, button_y);
   ObjectSetInteger(0, buttonId, OBJPROP_XDISTANCE, button_x);  
   
   
return (INIT_SUCCEEDED);
}
void OnDeinit(const int reason){  
 ObjectsDeleteAll(ChartID(), IndicatorObjPrefix);
 }

//
//
void createButton(string buttonID,string buttonText,int width,int height,string font,int fontSize,color bgColor,color borderColor,color txtColor)
{
      ObjectDelete    (0,buttonID);
      ObjectCreate    (0,buttonID,OBJ_BUTTON,btn_Subwindow,0,0);
      ObjectSetInteger(0,buttonID,OBJPROP_COLOR,txtColor);
      ObjectSetInteger(0,buttonID,OBJPROP_BGCOLOR,bgColor);
      ObjectSetInteger(0,buttonID,OBJPROP_BORDER_COLOR,borderColor);
      ObjectSetInteger(0,buttonID,OBJPROP_BORDER_TYPE,BORDER_RAISED);
      ObjectSetInteger(0,buttonID,OBJPROP_XSIZE,width);
      ObjectSetInteger(0,buttonID,OBJPROP_YSIZE,height);
      ObjectSetString (0,buttonID,OBJPROP_FONT,font);
      ObjectSetString (0,buttonID,OBJPROP_TEXT,buttonText);
      ObjectSetInteger(0,buttonID,OBJPROP_FONTSIZE,fontSize);
      ObjectSetInteger(0,buttonID,OBJPROP_SELECTABLE,0);
      ObjectSetInteger(0,buttonID,OBJPROP_CORNER,btn_corner);
      ObjectSetInteger(0,buttonID,OBJPROP_HIDDEN,1);
      ObjectSetInteger(0,buttonID,OBJPROP_XDISTANCE,9999);
      ObjectSetInteger(0,buttonID,OBJPROP_YDISTANCE,9999);
}
//+------------------------------------------------------------------+
void handleButtonClicks()
{
   if (ObjectGetInteger(0, buttonId, OBJPROP_STATE))
   {
      ObjectSetInteger(0, buttonId, OBJPROP_STATE, false);
      show_data = !show_data;
      GlobalVariableSet(IndicatorName + "_visibility", show_data ? 1.0 : 0.0);
      recalc = true;
   }
}
//+------------------------------------------------------------------------------------------------------------------+
void OnChartEvent(const int id, 
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
{
   handleButtonClicks();
   if (id==CHARTEVENT_OBJECT_CLICK && ObjectGet(sparam,OBJPROP_TYPE)==OBJ_BUTTON)
   
   int shadowWidth = (ShadowWidth<=0) ? LineWidth+3 : ShadowWidth;
   int lstyle = DRAW_LINE;     if (DisplayType==en_dot) lstyle = DRAW_NONE;
   int astyle = DRAW_ARROW;    if (DisplayType<en_lid)  astyle = DRAW_NONE;
   IndicatorBuffers(12);
   SetIndexBuffer(0, vala,      INDICATOR_DATA); SetIndexStyle(0,lstyle,EMPTY,LineWidth);
   SetIndexBuffer(1, shadowa,  INDICATOR_DATA); SetIndexStyle(1,lstyle,EMPTY,LineWidth+3,ShadowColor);
   SetIndexBuffer(2, shadowb,  INDICATOR_DATA); SetIndexStyle(2,lstyle,EMPTY,LineWidth+3,ShadowColor);
   SetIndexBuffer(3, buffer1ua,INDICATOR_DATA); SetIndexStyle(3,lstyle,EMPTY,LineWidth,ColorUp);
   SetIndexBuffer(4, buffer1ub,INDICATOR_DATA); SetIndexStyle(4,lstyle,EMPTY,LineWidth,ColorUp);
   SetIndexBuffer(5, buffer1da,INDICATOR_DATA); SetIndexStyle(5,lstyle,EMPTY,LineWidth,ColorDown);
   SetIndexBuffer(6, buffer1db,INDICATOR_DATA); SetIndexStyle(6,lstyle,EMPTY,LineWidth,ColorDown);
   SetIndexBuffer(7, arrowu,   INDICATOR_DATA); SetIndexStyle(7,astyle,EMPTY,ArrowUpSize,ArrowUpColor); SetIndexArrow(7,ArrowCodeUp);
   SetIndexBuffer(8, arrowd,   INDICATOR_DATA); SetIndexStyle(8,astyle,EMPTY,ArrowDnSize,ArrowDnColor); SetIndexArrow(8,ArrowCodeDn);
     
   if (show_data)
      {
       ObjectSetInteger(ChartID(),buttonId,OBJPROP_COLOR,btn_text_ON_color); 
      }
      else
      {
        ObjectSetInteger(ChartID(),buttonId,OBJPROP_COLOR,btn_text_OFF_color);
        for (int banzai2=0; banzai2<indicator_buffers; banzai2++)
            SetIndexStyle(banzai2,DRAW_NONE);
      }     
   
}

//
//
//
//
//

int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
{
   int i,counted_bars=prev_calculated;
      if(counted_bars<0) return(-1);
      if(counted_bars>0) counted_bars--;
         int limit = fmin(rates_total-counted_bars,rates_total-1); 
   
   //
   //
   //
   //
   //
   
   if (valc[limit]==-1) { CleanPoint(limit,buffer1da,buffer1db); CleanPoint(limit,shadowa,shadowb); }
   if (valc[limit]== 1) { CleanPoint(limit,buffer1ua,buffer1ub); CleanPoint(limit,shadowa,shadowb); }
   for(i = limit; i >= 0; i--)
   { 
      prices[i] = getPrice(Price,open,close,high,low,i,rates_total);
      double noise = 0, vhf = 0;
      double max   = prices[i];
      double min   = prices[i];
      for (int k=0; k<adpPeriod && (i+k+1)<rates_total; k++)
      {
          noise += fabs(prices[i+k]-prices[i+k+1]);
          max    = fmax(prices[i+k],max);   
          min    = fmin(prices[i+k],min);   
      }      
      if (noise>0) vhf = (max-min)/noise;
      avg[i] = (i<rates_total-1) ? avg[i+1]+(alpha*vhf*2)*(prices[i]-avg[i+1]) : prices[i];
      
      //
      //
      //
      //
      //
       if (i<rates_total-1 && stepSize>0)
      {
           double diff = avg[i]-vala[i+1];
           vala[i] = vala[i+1]+((diff<stepSize && diff>-stepSize) ? 0 : (int)(diff/stepSize)*stepSize); 
      }
      else vala[i]  = (stepSize>0) ? round(avg[i]/stepSize)*stepSize : avg[i]; 
      buffer1da[i] = EMPTY_VALUE;
      buffer1db[i] = EMPTY_VALUE;
      buffer1ua[i] = EMPTY_VALUE;
      buffer1ub[i] = EMPTY_VALUE;
      shadowa[i]   = EMPTY_VALUE;
      shadowb[i]   = EMPTY_VALUE;
      arrowu[i]    = EMPTY_VALUE;
      arrowd[i]    = EMPTY_VALUE;
      valc[i] = (i<rates_total-1) ? (vala[i]>vala[i+1]) ? 1 : (vala[i]<vala[i+1]) ? -1 : valc[i+1] : 0 ;
      if (valc[i] == -1) { PlotPoint(i,buffer1da,buffer1db,vala); PlotPoint(i,shadowa,shadowb,vala); }
      if (valc[i] ==  1) { PlotPoint(i,buffer1ua,buffer1ub,vala); PlotPoint(i,shadowa,shadowb,vala); } 
      if (i<rates_total-1 && valc[i]!= valc[i+1])
      {
         if (valc[i] ==  1) arrowu[i] = fmin(vala[i],Low[i] )-iATR(NULL,0,15,i)*ArrowGapUp;
         if (valc[i] == -1) arrowd[i] = fmax(vala[i],High[i])+iATR(NULL,0,15,i)*ArrowGapDn;
      }
   }
   
   //
   //
   //
   //
   //
        
   if (alertsOn)
   {
      int whichBar = 1; if (alertsOnCurrent) whichBar = 0; 
      if (valc[whichBar] != valc[whichBar+1])
      {
         if (valc[whichBar] == 1) doAlert(" sloping up");
         if (valc[whichBar] ==-1) doAlert(" sloping down");       
       }         
    }              
return(rates_total);
}

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

#define _prHABF(_prtype) (_prtype>=pr_habclose && _prtype<=pr_habtbiased2)
#define _priceInstances     1
#define _priceInstancesSize 4
double workHa[][_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(workHa,0)!= bars) ArrayResize(workHa,bars); instanceNo*=_priceInstancesSize; int r = bars-i-1;
         
         //
         //
         //
         //
         //
         
         double haOpen  = (r>0) ? (workHa[r-1][instanceNo+2] + workHa[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]))*fabs((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) { workHa[r][instanceNo+0] = haLow;  workHa[r][instanceNo+1] = haHigh; } 
         else               { workHa[r][instanceNo+0] = haHigh; workHa[r][instanceNo+1] = haLow;  } 
                              workHa[r][instanceNo+2] = haOpen;
                              workHa[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 CleanPoint(int i,double& first[],double& second[])
{
   if (i>=Bars-3) 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-2) 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; }
}

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

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)+" Step Vma "+doWhat;
             if (alertsMessage)    Alert(message);
             if (alertsPushNotif)  SendNotification(message);
             if (alertsEmail)      SendMail(_Symbol+" Step Vma ",message);
             if (alertsSound)      PlaySound(soundFile);
      }
}

//
//
//
//
//

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("");
}