//------------------------------------------------------------------
#property copyright "mladen"
#property link      "mladenfx@gmail.com"
//------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1  DarkOrange
#property indicator_width1  2
#property indicator_minimum 0
#property indicator_maximum 100

//
//
//
//
//

extern int    RsiLength   = 32;
extern int    RsiPrice    = PRICE_CLOSE;
extern double OmaSpeed    = 1.5;
extern bool   OmaAdaptive = true;

//
//
//
//
//

double rsi[];

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

int init()
{
   SetIndexBuffer(0,rsi);
   string PriceType;
      switch(RsiPrice)
      {
         case PRICE_CLOSE:    PriceType = "Close";    break;  // 0
         case PRICE_OPEN:     PriceType = "Open";     break;  // 1
         case PRICE_HIGH:     PriceType = "High";     break;  // 2
         case PRICE_LOW:      PriceType = "Low";      break;  // 3
         case PRICE_MEDIAN:   PriceType = "Median";   break;  // 4
         case PRICE_TYPICAL:  PriceType = "Typical";  break;  // 5
         case PRICE_WEIGHTED: PriceType = "Weighted"; break;  // 6
      }      

   //
   //
   //
   //
   //

   RsiLength = MathMax(RsiLength ,1);
   IndicatorShortName ("one more average rsi ("+RsiLength+","+PriceType+")");
   return(0);
}
int deinit()
{
   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);

   //
   //
   //
   //
   //
   //

   for(int i=limit; i >= 0; i--) rsi[i] = iRsi(iMA(NULL,0,1,0,MODE_SMA,RsiPrice,i),RsiLength,OmaSpeed,OmaAdaptive,i);
   return(0);
}

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

double workRsi[][3];
#define _price  0
#define _change 1
#define _changa 2

double iRsi(double price, double period, double speed, bool adaptive, int i, int instanceNo=0)
{
   if (ArrayRange(workRsi,0)!=Bars) ArrayResize(workRsi,Bars);
      int z = instanceNo*3; 
      int r = Bars-i-1;
   
   //
   //
   //
   //
   //
   
   workRsi[r][z+_price] = price;
         double chng   = workRsi[r][_price]-workRsi[r-1][_price];
         double changn = iOma(        chng ,period,speed,adaptive,i,instanceNo*2+0);
         double changa = iOma(MathAbs(chng),period,speed,adaptive,i,instanceNo*2+1);
            if (changn != 0)
                  return(MathMin(MathMax(50.0*(changn/MathMax(changa,0.0000001)+1.0),0),100));
            else  return(50.0);
}

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

double workOma[][14];
#define F01 0
#define F02 1
#define F03 2
#define F04 3
#define F05 4
#define F06 5
#define prc 6

//
//
//
//
//

double iOma(double price, double averagePeriod, double constant, bool adaptive, int r, int s=0)
{
   if (averagePeriod <=1) return(price);
   if (ArrayRange(workOma,0) != Bars) ArrayResize(workOma,Bars); r=Bars-r-1; s *=7;
   if (r<=1) 
   {
      for (int i=0; i<6; i++) workOma[r][i  +s] = 0;
                              workOma[r][prc+s] = price;
                              return(price);
   }      
   double f01=workOma[r-1][F01+s];  double f02=workOma[r-1][F02+s];
   double f03=workOma[r-1][F03+s];  double f04=workOma[r-1][F04+s];
   double f05=workOma[r-1][F05+s];  double f06=workOma[r-1][F06+s];

   //
   //
   //
   //
   //

      if (adaptive && (averagePeriod > 1))
      {
         double minPeriod = MathMin(averagePeriod,r)/2.0;
         double maxPeriod = MathMin(minPeriod*5.0,r);
         int    endPeriod = (int)MathCeil(maxPeriod);
         double signal    = MathAbs((price-workOma[r-endPeriod][prc+s]));
         double noise     = 0.00000000001;

            for(i=1; i<endPeriod; i++) noise=noise+MathAbs(price-workOma[r-i][prc+s]);

         averagePeriod = ((signal/noise)*(maxPeriod-minPeriod))+minPeriod;
      }
      
      //
      //
      //
      //
      //
      
      double Kg = (2.0+constant)/(1.0+constant+averagePeriod);
      double Hg = 1.0-Kg;

      f01 = Kg * price + Hg * f01; f02 = Kg * f01 + Hg * f02; double v01 = 1.5 * f01 - 0.5 * f02;
      f03 = Kg * v01   + Hg * f03; f04 = Kg * f03 + Hg * f04; double v02 = 1.5 * f03 - 0.5 * f04;
      f05 = Kg * v02   + Hg * f05; f06 = Kg * f05 + Hg * f06; double v03 = 1.5 * f05 - 0.5 * f06;

   //
   //
   //
   //
   //

   workOma[r][F01+s] = f01;  workOma[r][F02+s] = f02;
   workOma[r][F03+s] = f03;  workOma[r][F04+s] = f04;
   workOma[r][F05+s] = f05;  workOma[r][F06+s] = f06;
   workOma[r][prc+s] = price;
   return(v03);
}