//------------------------------------------------------------------
#property copyright "mladen"
#property link      "www.forex-station.com"
//------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1  clrLimeGreen
#property indicator_color2  clrOrange
#property indicator_color3  clrOrange
#property indicator_color4  clrSilver
#property indicator_width1  2
#property indicator_width2  2
#property indicator_width3  2
#property indicator_style4  STYLE_DOT
#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_highlow,    // High/low
   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_hahighlow   // Heiken ashi high/low
};

enum enRsiTypes
{
   rsi_rsi,  // Regular Rsi
   rsi_wil,  // Slow Rsi
   rsi_rap,  // Rapid Rsi
   rsi_har,  // Harris Rsi
   rsi_rsx,  // Rsx
   rsi_cut   // Cuttlers Rsi
};

extern int         RsiPeriod          = 14;
extern enRsiTypes  RsiMethod          = rsi_rsx;          // Rsi type
extern int         FastEMA            = 12;               // Fast ema
extern int         SlowEMA            = 26;               // Slow ema
extern int         SignalEMA          =  9;               // Macd signal
extern enPrices    Price              = pr_close;         // Macd price to use
extern bool        ColorOnSignalCross = true;             // Color on signal cross?
extern bool        DoubleMacd         = true;             // Double macd?

double macd[];
double macdDa[];
double macdDb[];
double signal[];
double colors[];

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

int init()
{
   IndicatorBuffers(5);
   SetIndexBuffer(0,macd);
   SetIndexBuffer(1,macdDa);
   SetIndexBuffer(2,macdDb);
   SetIndexBuffer(3,signal);
   SetIndexBuffer(4,colors);
      string add = ""; if (DoubleMacd) add = "double";
      IndicatorShortName(""+getRsiName((int)RsiMethod)+" of MACD "+add+" ("+(string)FastEMA+","+(string)SlowEMA+","+(string)SignalEMA+")");
   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 = fmin(Bars-counted_bars,Bars-1);

   //
   //
   //
   //
   //
   
   if (colors[limit]==-1) CleanPoint(limit,macdDa,macdDb);
   for(int i = limit; i >= 0 ; i--)
   {
      if (i<Bars-1)
      {
        double price = getPrice(Price,Open,Close,High,Low,i);
        double tmacd = iEma(price,FastEMA,i,0)-iEma(price,SlowEMA,i,1);
        if (DoubleMacd)
              macd[i] = iRsi(RsiMethod,iEma(tmacd,FastEMA,i,2)-iEma(tmacd,SlowEMA,i,3),RsiPeriod,i);  
        else  macd[i] = iRsi(RsiMethod,tmacd                                          ,RsiPeriod,i);          
        macdDa[i] = EMPTY_VALUE;
        macdDb[i] = EMPTY_VALUE;
        signal[i] = iEma(macd[i],SignalEMA,i,4);
        colors[i] = colors[i+1];
        if (ColorOnSignalCross)
        {
           if (macd[i]>signal[i]) colors[i] =  1;
           if (macd[i]<signal[i]) colors[i] = -1;
        }
        else
        {
           if (macd[i]>macd[i+1]) colors[i] =  1;
           if (macd[i]<macd[i+1]) colors[i] = -1;
        }
        if (colors[i]==-1) PlotPoint(i,macdDa,macdDb,macd);
      }
   }
   return(0);
}

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

string rsiMethodNames[] = {"Rsi","Slow Rsi","Rapid Rsi","Harris Rsi","Rsx","Cuttler Rsi"};
string getRsiName(int method)
{
   int max = ArraySize(rsiMethodNames)-1;
      method=fmax(fmin(method,max),0); return(rsiMethodNames[method]);
}

//
//
//
//
//

#define rsiInstances 1
double workRsi[][rsiInstances*13];
#define _price  0
#define _change 1
#define _changa 2
#define _rsival 1
#define _rsval  1

double iRsi(int rsiMode, double price, double period, int i, int instanceNo=0)
{
   if (ArrayRange(workRsi,0)!=Bars) ArrayResize(workRsi,Bars);
      int z = instanceNo*13; 
      int r = Bars-i-1;
   
   //
   //
   //
   //
   //
   
   workRsi[r][z+_price] = price;
   switch (rsiMode)
   {
      case rsi_rsi:
         {
         double alpha = 1.0/fmax(period,1); 
         if (r<period)
            {
               int k; double sum = 0; for (k=0; k<period && (r-k-1)>=0; k++) sum += fabs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]);
                  workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/fmax(k,1);
                  workRsi[r][z+_changa] =                                         sum/fmax(k,1);
            }
         else
            {
               double change = workRsi[r][z+_price]-workRsi[r-1][z+_price];
                               workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*(     change  - workRsi[r-1][z+_change]);
                               workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(fabs(change) - workRsi[r-1][z+_changa]);
            }
         if (workRsi[r][z+_changa] != 0)
               return(50.0*(workRsi[r][z+_change]/workRsi[r][z+_changa]+1));
         else  return(50.0);
         }
         
      //
      //
      //
      //
      //
      
      case rsi_wil :
         {         
            double up = 0;
            double dn = 0;
            for(int k=0; k<(int)period && (r-k-1)>=0; k++)
            {
               double diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price];
               if(diff>0)
                     up += diff;
               else  dn -= diff;
            }
            if (r<1)
                  workRsi[r][z+_rsival] = 50;
            else               
               if(up + dn == 0)
                     workRsi[r][z+_rsival] = workRsi[r-1][z+_rsival]+(1/fmax(period,1))*(50            -workRsi[r-1][z+_rsival]);
               else  workRsi[r][z+_rsival] = workRsi[r-1][z+_rsival]+(1/fmax(period,1))*(100*up/(up+dn)-workRsi[r-1][z+_rsival]);
            return(workRsi[r][z+_rsival]);      
         }
      
      //
      //
      //
      //
      //

      case rsi_rap :
         {
            double up = 0;
            double dn = 0;
            for(int k=0; k<(int)period && (r-k-1)>=0; k++)
            {
               double diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price];
               if(diff>0)
                     up += diff;
               else  dn -= diff;
            }
            if(up + dn == 0)
                  return(50);
            else  return(100 * up / (up + dn));      
         }            

      //
      //
      //
      //
      //

      
      case rsi_har :
         {
            double avgUp=0,avgDn=0; double up=0; double dn=0;
            for(int k=0; k<(int)period && (r-k-1)>=0; k++)
            {
               double diff = workRsi[r-k][instanceNo+_price]- workRsi[r-k-1][instanceNo+_price];
               if(diff>0)
                     { avgUp += diff; up++; }
               else  { avgDn -= diff; dn++; }
            }
            if (up!=0) avgUp /= up;
            if (dn!=0) avgDn /= dn;
            double rs = 1;
               if (avgDn!=0) rs = avgUp/avgDn;
               return(100-100/(1.0+rs));
         }               

      //
      //
      //
      //
      //
      
      case rsi_rsx :  
         {   
            double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg;
            if (r<period) { for (int k=1; k<13; k++) workRsi[r][k+z] = 0; return(50); }  

            //
            //
            //
            //
            //
      
            double mom = workRsi[r][_price+z]-workRsi[r-1][_price+z];
            double moa = fabs(mom);
            for (int k=0; k<3; k++)
            {
               int kk = k*2;
               workRsi[r][z+kk+1] = Kg*mom                + Hg*workRsi[r-1][z+kk+1];
               workRsi[r][z+kk+2] = Kg*workRsi[r][z+kk+1] + Hg*workRsi[r-1][z+kk+2]; mom = 1.5*workRsi[r][z+kk+1] - 0.5 * workRsi[r][z+kk+2];
               workRsi[r][z+kk+7] = Kg*moa                + Hg*workRsi[r-1][z+kk+7];
               workRsi[r][z+kk+8] = Kg*workRsi[r][z+kk+7] + Hg*workRsi[r-1][z+kk+8]; moa = 1.5*workRsi[r][z+kk+7] - 0.5 * workRsi[r][z+kk+8];
            }
            if (moa != 0)
                 return(fmax(fmin((mom/moa+1.0)*50.0,100.00),0.00)); 
            else return(50);
         }            
            
      //
      //
      //
      //
      //
      
      case rsi_cut :
         {
            double sump = 0;
            double sumn = 0;
            for (int k=0; k<(int)period && r-k-1>=0; k++)
            {
               double diff = workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price];
                  if (diff > 0) sump += diff;
                  if (diff < 0) sumn -= diff;
            }
            if (sumn > 0)
                  return(100.0-100.0/(1.0+sump/sumn));
            else  return(50);
         }            
   } 
   return(0);
}

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

double workEma[][5];
double iEma(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workEma,0)!= Bars) ArrayResize(workEma,Bars); r = Bars-r-1;

   //
   //
   //
   //
   //
      
   double alpha = 2.0 / (1.0+period);
          workEma[r][instanceNo] = workEma[r-1][instanceNo]+alpha*(price-workEma[r-1][instanceNo]);
   return(workEma[r][instanceNo]);
}

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

#define priceInstances 1
double workHa[][priceInstances*4];
double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int instanceNo=0)
{
  if (tprice>=pr_haclose)
   {
      if (ArrayRange(workHa,0)!= Bars) ArrayResize(workHa,Bars); instanceNo*=4;
         int r = Bars-i-1;
         
         //
         //
         //
         //
         //
         
         double haOpen;
         if (r>0)
                haOpen  = (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0;
         else   haOpen  = (open[i]+close[i])/2;
         double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;
         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:     return(haClose);
            case pr_haopen:      return(haOpen);
            case pr_hahigh:      return(haHigh);
            case pr_halow:       return(haLow);
            case pr_hamedian:    return((haHigh+haLow)/2.0);
            case pr_hamedianb:   return((haOpen+haClose)/2.0);
            case pr_hatypical:   return((haHigh+haLow+haClose)/3.0);
            case pr_haweighted:  return((haHigh+haLow+haClose+haClose)/4.0);
            case pr_haaverage:   return((haHigh+haLow+haClose+haOpen)/4.0);
            case pr_hatbiased:
               if (haClose>haOpen)
                     return((haHigh+haClose)/2.0);
               else  return((haLow+haClose)/2.0);        
            case pr_hatbiased2:
               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);
}   

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

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; }
}