//------------------------------------------------------------------
#property copyright "mladen"
#property link      "www.forex-station.com"
//------------------------------------------------------------------
#property indicator_separate_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
};
enum enMaTypes
{
   
   ma_ema,     // Exponential moving average
   ma_emaf,    // Fast exponential moving average - FEMA
   ma_lwma,    // Linear weighted MA
   ma_sma,     // Simple moving average
   ma_smma,    // Smoothed MA
   ma_zldema,  // Zero lag dema
   ma_zltema   // Zero lag tema
};

extern int                inpperiod         = 14;          // Calculating period
extern enPrices           inpprice          = pr_close;    // Price
extern int                priceFilter       = 1;  
extern enMaTypes          priceFilterMethod = ma_emaf;
extern int                speriod           = 14;          // Smoothing period
extern enMaTypes          smethod           = ma_emaf;     // Smoothing method
extern int                linesWidth        =  3;          // Lines width
extern double             fastr             =  8;          // Fast ratio
extern double             slowr             = 22;          // Slow ratio

double buffer[];
double bufferda[];
double bufferdb[];
double trend[];
double work[];
double prices[];
double pricef[];

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

int init()
{
   IndicatorBuffers(6);
   SetIndexBuffer(0,buffer,  INDICATOR_DATA); SetIndexStyle(0,EMPTY,EMPTY,linesWidth);
   SetIndexBuffer(1,bufferda,INDICATOR_DATA); SetIndexStyle(1,EMPTY,EMPTY,linesWidth);
   SetIndexBuffer(2,bufferdb,INDICATOR_DATA); SetIndexStyle(2,EMPTY,EMPTY,linesWidth);
   SetIndexBuffer(3,trend   ,INDICATOR_CALCULATIONS);
   SetIndexBuffer(4,work    ,INDICATOR_CALCULATIONS);
   SetIndexBuffer(5,pricef  ,INDICATOR_CALCULATIONS);
   _ema.OnInit(inpperiod);
   IndicatorShortName("cci digital Kahler ("+(string)inpperiod+","+(string)speriod+")");
   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-2);

   //
   //
   //
   //
   //

   if (trend[limit]==-1) CleanPoint(limit,bufferda,bufferdb);
   for(int i=limit; i>=0; i--)
   {
      pricef[i] = iCustomMa(priceFilterMethod,getPrice(inpprice,Open,Close,High,Low,i,Bars),priceFilter,i,Bars,0);
      double avg = 0; for(int k=0; k<inpperiod && (i+k)<Bars; k++) avg +=         pricef[i+k];      avg /= inpperiod;
      double dev = 0; for(int k=0; k<inpperiod && (i+k)<Bars; k++) dev += MathAbs(pricef[i+k]-avg); dev /= inpperiod;
         work[i] = (dev!=0) ? (pricef[i]-avg)/(0.015*dev) : 0;
         double fast_k = work[i];
         double slow_k = iCustomMa(smethod,work[i],speriod,i,Bars,1);
         double temp   = 0;
            if ((slowr*slow_k+fastr*fast_k)/(fastr+slowr)>0.0) temp= 1;
            if ((slowr*slow_k+fastr*fast_k)/(fastr+slowr)<0.0) temp=-1;
               buffer[i]   = _ema.OnCalculate(temp,Bars-i-1,Bars); // period
               bufferda[i] = EMPTY_VALUE;
               bufferdb[i] = EMPTY_VALUE;
               trend[i]    = trend[i+1];
      
         //
         //
         //
         //
         //
         
         if (buffer[i]>buffer[i+1]) trend[i] =  1;
         if (buffer[i]<buffer[i+1]) trend[i] = -1;
         if (trend[i] == -1) PlotPoint(i,bufferda,bufferdb,buffer);
   }      
   return(0);
}

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

class CEma
{
   private :
         double m_alpha;
         double m_period;
         double m_array[];
         int    m_arraySize;
   public :
      CEma() : m_alpha(1), m_arraySize(-1), m_period(1) {}
     ~CEma()                                            {}
     
      //
      //---
      //
     
      void OnInit(double period)
         {
            m_period = (period>1) ? period : 1;
            m_alpha  = 2.0/(1.0+m_period);
         }
      double OnCalculate(double value, int i, int bars)
         {
            if (m_arraySize<bars) m_arraySize=ArrayResize(m_array,bars+500);
            
            //
            //
            //
            
            if (i>0)
                    m_array[i] = m_array[i-1]+m_alpha*(value-m_array[i-1]); 
            else    m_array[i] = value;
            return (m_array[i]);
         }   
};
CEma _ema;

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

string getAvgName(int method)
{
      switch(method)
      {
         case ma_ema:    return("EMA");
         case ma_lwma:   return("LWMA");
         case ma_sma:    return("SMA");
         case ma_smma:   return("SMMA");
         case ma_emaf:   return("FEMA");
         case ma_zldema: return("Zero lag DEMA");
         case ma_zltema: return("Zero lag TEMA");
      }
return("");      
}


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

#define _maInstances 2
#define _maWorkBufferx1 1*_maInstances
#define _maWorkBufferx2 2*_maInstances
#define _maWorkBufferx3 3*_maInstances
#define _maWorkBufferx4 4*_maInstances
#define _maWorkBufferx6 6*_maInstances

double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0)
{
   r = bars-r-1;
   switch (mode)
   {
      case ma_ema   : return(iEma(price,length,r,bars,instanceNo));
      case ma_emaf  : return(iEmaf(price,length,r,bars,instanceNo));
      case ma_lwma  : return(iLwma(price,(int)ceil(length),r,bars,instanceNo));
      case ma_sma   : return(iSma(price,(int)ceil(length),r,bars,instanceNo));
      case ma_smma  : return(iSmma(price,(int)ceil(length),r,bars,instanceNo));
      case ma_zldema: return(iZlDema(price,length,r,bars,instanceNo));
      case ma_zltema: return(iZlTema(price,length,r,bars,instanceNo));
      default       : return(price);
   }
}

//
//
//
//
//

double workSma[][_maWorkBufferx1];
double iSma(double price, int period, int r, int _bars, int instanceNo=0)
{
   if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars);

   workSma[r][instanceNo+0] = price;
   double avg = price; int k=1;  for(; k<period && (r-k)>=0; k++) avg += workSma[r-k][instanceNo+0];  
   return(avg/(double)k);
}

//
//
//
//
//

double workEma[][_maWorkBufferx1];
double iEma(double price, double period, int r, int _bars, int instanceNo=0)
{
   if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars);

   workEma[r][instanceNo] = price;
   if (r>0 && period>1)
          workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);
   return(workEma[r][instanceNo]);
}

//
//
//
//
//

double workSmma[][_maWorkBufferx1];
double iSmma(double price, double period, int r, int _bars, int instanceNo=0)
{
   if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars);

   workSmma[r][instanceNo] = price;
   if (r>1 && period>1)
          workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;
   return(workSmma[r][instanceNo]);
}

//
//
//
//
//

double workLwma[][_maWorkBufferx1];
double iLwma(double price, double period, int r, int _bars, int instanceNo=0)
{
   if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars);
   
   workLwma[r][instanceNo] = price; if (period<=1) return(price);
      double sumw = period;
      double sum  = period*price;

      for(int k=1; k<period && (r-k)>=0; k++)
      {
         double weight = period-k;
                sumw  += weight;
                sum   += weight*workLwma[r-k][instanceNo];  
      }             
      return(sum/sumw);
}

//
//
//

double workEmaf[][_maWorkBufferx1];
double iEmaf(double price, double period, int r, int bars, int instanceNo=0)
{
   if (period<=1) return(price);
   if (ArrayRange(workEmaf,0)!= bars) ArrayResize(workEmaf,bars);

   //
   //
   //
      
   workEmaf[r][instanceNo] = price;
   if (r>0 && period>1)
          workEmaf[r][instanceNo] = workEmaf[r-1][instanceNo]+(2.0/(2.0+(period-1.0)/2.0))*(price-workEmaf[r-1][instanceNo]);
   return(workEmaf[r][instanceNo]);
}

//
//
//
//
//

double workZlDema[][_maWorkBufferx4];
#define _zdema11 0
#define _zdema21 1
#define _zdema12 2
#define _zdema22 3

double iZlDema(double price, double period, int r, int bars, int instanceNo=0)
{
   if (ArrayRange(workZlDema,0)!= bars) ArrayResize(workZlDema,bars); instanceNo*=4;

   //
   //
   //
   //
   //

   workZlDema[r][_zdema11+instanceNo] = price;
   workZlDema[r][_zdema21+instanceNo] = price;
   workZlDema[r][_zdema12+instanceNo] = price;
   workZlDema[r][_zdema22+instanceNo] = price;
   if (r>0 && period>1)
   {
      double alpha = 2.0 / (1.0+period);
       workZlDema[r][_zdema11+instanceNo] = workZlDema[r-1][_zdema11+instanceNo]+alpha*(price                             -workZlDema[r-1][_zdema11+instanceNo]);
       workZlDema[r][_zdema21+instanceNo] = workZlDema[r-1][_zdema21+instanceNo]+alpha*(workZlDema[r][_zdema11+instanceNo]-workZlDema[r-1][_zdema21+instanceNo]);
       double dema1 = 2.0*workZlDema[r][_zdema11+instanceNo]-workZlDema[r][_zdema21+instanceNo];

       workZlDema[r][_zdema12+instanceNo] = workZlDema[r-1][_zdema12+instanceNo]+alpha*(dema1                             -workZlDema[r-1][_zdema12+instanceNo]);
       workZlDema[r][_zdema22+instanceNo] = workZlDema[r-1][_zdema22+instanceNo]+alpha*(workZlDema[r][_zdema12+instanceNo]-workZlDema[r-1][_zdema22+instanceNo]);
       double dema2 = 2.0*workZlDema[r][_zdema12+instanceNo]-workZlDema[r][_zdema22+instanceNo];
       return(2.0*dema1-dema2);
   }
   return(price);
}

//
//
//
//
//

double workZlTema[][_maWorkBufferx6];
#define _ztema11 0
#define _ztema21 1
#define _ztema31 2
#define _ztema12 3
#define _ztema22 4
#define _ztema32 5

double iZlTema(double price, double period, int r, int bars, int instanceNo=0)
{
   if (ArrayRange(workZlTema,0)!= bars) ArrayResize(workZlTema,bars); instanceNo*=6;

   //
   //
   //
   //
   //
      
   workZlTema[r][_ztema11+instanceNo] = price;
   workZlTema[r][_ztema21+instanceNo] = price;
   workZlTema[r][_ztema31+instanceNo] = price;
   workZlTema[r][_ztema12+instanceNo] = price;
   workZlTema[r][_ztema22+instanceNo] = price;
   workZlTema[r][_ztema32+instanceNo] = price;
   if (r>0 && period>1)
   {
      double alpha = 2.0 / (1.0+period);
       workZlTema[r][_ztema11+instanceNo] = workZlTema[r-1][_ztema11+instanceNo]+alpha*(price                             -workZlTema[r-1][_ztema11+instanceNo]);
       workZlTema[r][_ztema21+instanceNo] = workZlTema[r-1][_ztema21+instanceNo]+alpha*(workZlTema[r][_ztema11+instanceNo]-workZlTema[r-1][_ztema21+instanceNo]);
       workZlTema[r][_ztema31+instanceNo] = workZlTema[r-1][_ztema31+instanceNo]+alpha*(workZlTema[r][_ztema21+instanceNo]-workZlTema[r-1][_ztema31+instanceNo]); 
       double tema1 = workZlTema[r][_ztema31+instanceNo]+3.0*(workZlTema[r][_ztema11+instanceNo]-workZlTema[r][_ztema21+instanceNo]);

       workZlTema[r][_ztema12+instanceNo] = workZlTema[r-1][_ztema12+instanceNo]+alpha*(tema1                             -workZlTema[r-1][_ztema12+instanceNo]);
       workZlTema[r][_ztema22+instanceNo] = workZlTema[r-1][_ztema22+instanceNo]+alpha*(workZlTema[r][_ztema12+instanceNo]-workZlTema[r-1][_ztema22+instanceNo]);
       workZlTema[r][_ztema32+instanceNo] = workZlTema[r-1][_ztema32+instanceNo]+alpha*(workZlTema[r][_ztema22+instanceNo]-workZlTema[r-1][_ztema32+instanceNo]); 
       double tema2 = workZlTema[r][_ztema32+instanceNo]+3.0*(workZlTema[r][_ztema12+instanceNo]-workZlTema[r][_ztema22+instanceNo]);
       return(2.0*tema1-tema2);
   }
   return(price);
}

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

void CleanPoint(int i,double& first[],double& second[])
{
   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; }
}

#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);
}