//+------------------------------------------------------------------+
//|                                                           mladen |
//|                                               mladenfx@gmail.com |
//+------------------------------------------------------------------+
#property copyright "copyleft mladen"
#property link      "mladenfx@gmail.com"

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1  Lime
#property indicator_width1  1
#property indicator_level1  0
#property indicator_levelcolor DarkSlateGray

//
//
//
//
//

extern int    Length    = 50;
extern int    JMA_Shift = 0;
extern int    Price     = 0;
extern double Phase     = 0;


//
//
//
//
//

double jur[];


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

int init()
{
   SetIndexBuffer(0,jur);
   SetIndexShift(0,JMA_Shift);
   IndicatorShortName("Jurik filter ("+Length+","+DoubleToStr(Phase,2)+")");
   return(0);
}



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

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

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

   //
   //
   //
   //
   //
   
   for(i=limit; i>=0; i--) jur[i] = iSmooth(iMA(NULL,0,1,0,MODE_SMA,Price,i),Length,Phase,i);
   return(0);
}

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

double wrk[][10];

#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)
{
   if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars);
   
   int r = Bars-i-1; 
      if (r==0) { for(int k=0; k<7; k++) wrk[0][k]=price; for(; k<10; k++) wrk[0][k]=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];
      double del2   = price - wrk[r-1][bsmin];
      double div    = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100);
      int    forBar = MathMin(r,10);
	
         wrk[r][volty] = 0;
               if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty] = MathAbs(del1); 
               if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty] = MathAbs(del2); 
         wrk[r][vsum] =	wrk[r-1][vsum] + (wrk[r][volty]-wrk[r-forBar][volty])*div;
   
         //
         //
         //
         //
         //
   
         wrk[r][avolty] = wrk[r-1][avolty]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum]-wrk[r-1][avolty]);
            if (wrk[r][avolty] > 0)
               double dVolty = wrk[r][volty]/wrk[r][avolty]; else dVolty = 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] = price; else wrk[r][bsmax] = price - Kv*del1;
         if (del2 < 0) wrk[r][bsmin] = price; else wrk[r][bsmin] = 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] = price + alpha*(wrk[r-1][0]-price);
         wrk[r][1] = (price - wrk[r][0])*(1-beta) + beta*wrk[r-1][1];
         wrk[r][2] = (wrk[r][0] + R*wrk[r][1]);
         wrk[r][3] = (wrk[r][2] - wrk[r-1][4])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3];
         wrk[r][4] = (wrk[r-1][4] + wrk[r][3]); 

   //
   //
   //
   //
   //

   return(wrk[r][4]);
}