//------------------------------------------------------------------
//
//------------------------------------------------------------------
#property copyright "mladen"
#property link      "www.forex-station.com"

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1  clrLimeGreen
#property indicator_color2  clrOrange
#property indicator_color3  clrOrange 
#property indicator_width1  3
#property indicator_width2  3
#property indicator_width3  3
#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
};

extern ENUM_TIMEFRAMES    TimeFrame     = PERIOD_CURRENT; // Time frame to use
extern int                pricePeriod   = 10;             // Price filter period
extern double             priceFilter   =  0;             // Price filter size
extern enPrices           pricePrice    = pr_median;      // Price to use
extern bool               Interpolate   = true;           // Interpolate in multi time frame mode?

//
//
//
//
//

double price[];
double priceda[];
double pricedb[];
double trend[];
string indicatorFileName;
bool   returnBars;

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

int init()
{
   IndicatorBuffers(4);
   SetIndexBuffer(0,price);
   SetIndexBuffer(1,priceda);
   SetIndexBuffer(2,pricedb);
   SetIndexBuffer(3,trend);

      pricePeriod      = MathMax(pricePeriod,1);
      indicatorFileName = WindowExpertName();
      returnBars        = TimeFrame==-99;
      TimeFrame         = MathMax(TimeFrame,_Period);

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

   //
   //
   //
   //
   //
   
   if (TimeFrame == _Period)
   {
      if (trend[limit]==-1) CleanPoint(limit,priceda,pricedb);
      for(int i = limit; i >= 0; i--)
      {
         price[i]   = iFilter(getPrice(pricePrice,Open,Close,High,Low,i,Bars),priceFilter,(int)pricePeriod,i);
         priceda[i] = pricedb[i] = EMPTY_VALUE;
         if (i>=Bars-1) continue;
            trend[i] = trend[i+1];
               if (price[i]>price[i+1]) trend[i] =  1;
               if (price[i]<price[i+1]) trend[i] = -1;
               if (trend[i]==-1) PlotPoint(i,priceda,pricedb,price);
      }
      return(0);
   }
   
   
   //
   //
   //
   //
   //
   
   limit = (int)MathMax(limit,MathMin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/_Period));
   if (trend[limit]==-1) CleanPoint(limit,priceda,pricedb);
   for (int i=limit;i>=0;i--)
   {
      int y = iBarShift(NULL,TimeFrame,Time[i]);
         price[i]   = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pricePeriod,pricePrice,priceFilter,0,y);
         trend[i]   = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pricePeriod,pricePrice,priceFilter,3,y);
         priceda[i] = EMPTY_VALUE;
         pricedb[i] = EMPTY_VALUE;

         //
         //
         //
         //
         //
      
            if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue;

         //
         //
         //
         //
         //

         int n,k; datetime time = iTime(NULL,TimeFrame,y);
            for(n = 1; i+n<Bars && Time[i+n] >= time; n++) continue;	
            for(k = 1; i+n<Bars && i+k<Bars && k<n; k++)
               price[i+k] = price[i] + (price[i+n]-price[i])*k/n;
   }
   for (int i=limit;i>=0;i--) if (trend[i]==-1) PlotPoint(i,priceda,pricedb,price);
   return(0);
}

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

#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);
}

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

#define filterInstances 1
double workFil[][filterInstances*3];

#define _fchange 0
#define _fachang 1
#define _fprice  2

double iFilter(double tprice, double filter, int period, int i, int instanceNo=0)
{
   if (filter<=0) return(tprice);
   if (ArrayRange(workFil,0)!= Bars) ArrayResize(workFil,Bars); i = Bars-i-1; instanceNo*=3;
   
   //
   //
   //
   //
   //
   
   workFil[i][instanceNo+_fprice]  = tprice; if (i<1) return(tprice);
   workFil[i][instanceNo+_fchange] = MathAbs(workFil[i][instanceNo+_fprice]-workFil[i-1][instanceNo+_fprice]);
   workFil[i][instanceNo+_fachang] = workFil[i][instanceNo+_fchange];

   for (int k=1; k<period && (i-k)>=0; k++) workFil[i][instanceNo+_fachang] += workFil[i-k][instanceNo+_fchange];
                                            workFil[i][instanceNo+_fachang] /= period;
    
   double stddev = 0; for (int k=0;  k<period && (i-k)>=0; k++) stddev += MathPow(workFil[i-k][instanceNo+_fchange]-workFil[i-k][instanceNo+_fachang],2);
          stddev = MathSqrt(stddev/(double)period); 
   double filtev = filter * stddev;
   if( MathAbs(workFil[i][instanceNo+_fprice]-workFil[i-1][instanceNo+_fprice]) < filtev ) workFil[i][instanceNo+_fprice]=workFil[i-1][instanceNo+_fprice];
        return(workFil[i][instanceNo+_fprice]);
}

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

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; }
}


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

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("");
}