//+------------------------------------------------------------------+
//|                                             Angle of average.mq4 |
//|                                                           mladen |
//+------------------------------------------------------------------+
#property  copyright "mladen"

#property  indicator_separate_window
#property  indicator_buffers 6
#property  indicator_color1  Green
#property  indicator_color2  Red
#property  indicator_color3  DimGray
#property  indicator_color4  Green
#property  indicator_color5  Red
#property  indicator_color6  Red
#property  indicator_width1  2
#property  indicator_width2  2
#property  indicator_width4  2
#property  indicator_width5  2
#property  indicator_width6  2


//
//
//
//
//

extern double Oma_Period   = 32;
extern double Oma_Speed    = 3;
extern bool   Oma_Adaptive = true;
extern int    Oma_Price    = PRICE_CLOSE;
extern double AngleLevel   = 5;
extern int    AngleBars    = 6;
extern bool   alertsOn           = false;
extern bool   alertsOnCurrent    = false;
extern bool   alertsMessage      = true;
extern bool   alertsSound        = false;
extern bool   alertsEmail        = false;
extern bool   alertsNotification = false;

//
//
//
//
//

double Buffer1[];
double Buffer2[];
double Buffer3[];
double Buffer4[];
double Buffer4da[];
double Buffer4db[];
double oma[];
double slope[];


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

int init()
{
   IndicatorBuffers(8);
   SetIndexBuffer(0,Buffer1); SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(1,Buffer2); SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(2,Buffer3); SetIndexStyle(2,DRAW_HISTOGRAM);
   SetIndexBuffer(3,Buffer4);
   SetIndexBuffer(4,Buffer4da);
   SetIndexBuffer(5,Buffer4db);
   SetIndexBuffer(6,oma);
   SetIndexBuffer(7,slope);
      IndicatorShortName("Angle of OMA ("+Oma_Period+","+DoubleToStr(AngleLevel,2)+","+AngleBars+")");
      IndicatorDigits(2);
   return(0);
}


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

#define Pi 3.141592653589793238462643

//
//
//
//
//

int start()
{
   int countedBars = IndicatorCounted();
   int limit, i;
 
   if(countedBars<0) return(-1);
   if(countedBars>0) countedBars--;
      limit = Bars-countedBars;

   //
   //
   //
   //
   //
   
   if (slope[limit]==-1) CleanPoint(limit,Buffer4da,Buffer4db);
   for(i=limit; i>=0; i--)
   {
      oma[i] = iOma(iMA(NULL,0,1,0,MODE_SMA,Oma_Price,i),Oma_Period,Oma_Speed,Oma_Adaptive,i);
      double range = iATR(NULL,0,AngleBars*20,i);
      double angle = 0.00;
      double change=oma[i]-oma[i+AngleBars];
         if (range != 0) angle = MathArctan(change/(range*AngleBars))*180.0/Pi;

      //
      //
      //
      //
      //
      
         Buffer1[i] = EMPTY_VALUE;
         Buffer2[i] = EMPTY_VALUE;
         Buffer3[i] = angle;
         Buffer4[i] = angle;
         slope[i]   = slope[i+1];
            if (angle >  AngleLevel) { Buffer1[i] = angle; Buffer3[i] = EMPTY_VALUE;}
            if (angle < -AngleLevel) { Buffer2[i] = angle; Buffer3[i] = EMPTY_VALUE;}
            if (Buffer4[i]>Buffer4[i+1]) slope[i] =  1;
            if (Buffer4[i]<Buffer4[i+1]) slope[i] = -1;
            if (slope[i] == -1) PlotPoint(i,Buffer4da,Buffer4db,Buffer4);
   }
   manageAlerts();
   return(0);
}

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

void manageAlerts()
{
   if (alertsOn)
   {
      if (alertsOnCurrent)
           int whichBar = 0;
      else     whichBar = 1; 

      //
      //
      //
      //
      //
            
      static datetime time1 = 0;
      static string   mess1 = "";
      if (slope[whichBar] != slope[whichBar+1])
      {
         if (slope[whichBar] ==  1) doAlert(time1,mess1,whichBar,"up");
         if (slope[whichBar] == -1) doAlert(time1,mess1,whichBar,"down");
      }
   }
}

//
//
//
//
//

void doAlert(datetime& previousTime, string& previousAlert, int forBar, string doWhat)
{
   string message;
   
   if (previousAlert != doWhat || previousTime != Time[forBar]) {
       previousAlert  = doWhat;
       previousTime   = Time[forBar];

       //
       //
       //
       //
       //

        message = Symbol()+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+" Slope of angle of OMA changed to "+doWhat;
          if (alertsMessage)      Alert(message);
          if (alertsEmail)        SendMail(StringConcatenate(Symbol()," Angle of OMA "),message);
          if (alertsNotification) SendNotification(message);
          if (alertsSound)        PlaySound("alert2.wav");
   }
}

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

double workOma[][7];
#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);
}

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

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 (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;
      }
}