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#property copyright "Copyright ©  november 2015, " 
#property link ""
#property strict 

#property indicator_chart_window
#property indicator_buffers 4

#property indicator_color1 RoyalBlue       //DodgerBlue
#property indicator_color2 Crimson         //OrangeRed
#property indicator_color3 LightSteelBlue  //White
#property indicator_color4 LightSteelBlue  //White

#property indicator_width1 2
#property indicator_width2 2

#property indicator_style3 STYLE_DOT
#property indicator_style4 STYLE_DOT

input int    p        = 10;    // period
input int    s        = 5;     // smoothing
input double distance = 2.0;   // distance
input bool   showBb   = true;  // show bollinger bands
input bool   showCl   = true;  // show center line
input int    ATR      = 1000;  // ATR period
input int    cb       = 1000;  // candles back

double fx1[],fx2[],hp[];
double z1,z2,ki;
int fs;

double upper[],lower[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit(void) {
//--- indicator buffers mapping

IndicatorBuffers(5);
SetIndexBuffer(0,fx1);
SetIndexBuffer(1,fx2);
SetIndexBuffer(2,lower);
SetIndexBuffer(3,upper);
SetIndexBuffer(4,hp);


   if(showBb){
      SetIndexStyle(2,DRAW_LINE);
      SetIndexStyle(3,DRAW_LINE);
   }
   else{
      SetIndexStyle(2,DRAW_NONE);
      SetIndexStyle(3,DRAW_NONE);
   }
   
   if(showCl){
      SetIndexStyle(0,DRAW_LINE);
      SetIndexStyle(1,DRAW_LINE);
   }
   else{
      SetIndexStyle(0,DRAW_NONE);
      SetIndexStyle(1,DRAW_NONE);
   }

   SetIndexEmptyValue(0,0.0);
   SetIndexEmptyValue(1,0.0);
   
   //---
   return(INIT_SUCCEEDED);
}
  
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
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;
   
   SetIndexDrawBegin(0,Bars-cb);
   SetIndexDrawBegin(1,Bars-cb);

   double avg;
   
   ki=2.0/(p+1);
   
   for (i=cb; i>=0; i--) {fx1[i]=Close[i];}
   
   for (int m=0; m<=s; m++){
      z1=fx1[0];
      for (i=0; i<=cb; i++) {z1=z1+(fx1[i]-z1)*ki; hp[i]=z1;}
      
      z2=fx1[cb];
      for (i=cb; i>=0; i--) {z2=z2+(fx1[i]-z2)*ki; fx1[i]=(hp[i]+z2)/2;}
   }
   
   fs=0;
   for (i=cb; i>=0; i--){
      if (fx1[i]>fx1[i+1]) fs=1;
      if (fx1[i]<fx1[i+1]) {if (fs==1) fx2[i+1]=fx1[i+1]; fs=2;}
      if (fs==2) fx2[i]=fx1[i]; else fx2[i]=0.0;
      
      avg = iATR(NULL,0,ATR, i+10);
      upper[i] = hp[i] + distance*avg;
      lower[i] = hp[i] - distance*avg;
   }
   
   //--- return value of prev_calculated for next call
   return(rates_total);
}