//+------------------------------------------------------------------+
//|                                                AMA optimized.mq4 |
//|                      Copyright © 2006, MetaQuotes Software Corp. |
//|                                Copyright © 2004, by konKop,wellx |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, MetaQuotes Software Corp."
#property link      "optimized by Rosh"

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Gray
#property indicator_color2 Blue
#property indicator_color3 Red
//---- input parameters
extern int       periodAMA=10;
extern double    nfast=2.0;
extern double    nslow=30.0;
extern double    G=2.0;
extern double    dK=2.0;
extern int       PriceType=0; // цена, от которой строится 
extern int       AMA_Trend_Type=1;
//PRICE_CLOSE 0 Цена закрытия 
//PRICE_OPEN 1 Цена открытия 
//PRICE_HIGH 2 Максимальная цена 
//PRICE_LOW 3 Минимальная цена 
//PRICE_MEDIAN 4 Средняя цена, (high+low)/2 
//PRICE_TYPICAL 5 Типичная цена, (high+low+close)/3 
//PRICE_WEIGHTED 6 Взвешенная цена закрытия, (high+low+close+close)/4 

//---- buffers
double AMAbuffer[];
double upAMA[];
double downAMA[];
double AbsBuffer[];

double AMA2Buffer[];
double SumAMABuffer[];
double StdAMA[];

double slowSC,fastSC,dFS;

//+------------------------------------------------------------------+
//| возвращает цену                                                  |
//+------------------------------------------------------------------+
double Price(int shift)
  {
//----
   double res;
//----
   switch (PriceType)
      {
      case PRICE_OPEN: res=Open[shift]; break;
      case PRICE_HIGH: res=High[shift]; break;
      case PRICE_LOW: res=Low[shift]; break;
      case PRICE_MEDIAN: res=(High[shift]+Low[shift])/2.0; break;
      case PRICE_TYPICAL: res=(High[shift]+Low[shift]+Close[shift])/3.0; break;
      case PRICE_WEIGHTED: res=(High[shift]+Low[shift]+2*Close[shift])/4.0; break;
      default: res=Close[shift];break;
      }
   return(res);
  }
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   IndicatorBuffers(7);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,AMAbuffer);
   SetIndexStyle(1,DRAW_ARROW,0,2);
   SetIndexArrow(1,159);
   SetIndexBuffer(1,upAMA);
   SetIndexEmptyValue(1,0.0);
   SetIndexStyle(2,DRAW_ARROW,0,2);
   SetIndexArrow(2,159);
   SetIndexBuffer(2,downAMA);
   SetIndexEmptyValue(2,0.0);
   
   SetIndexBuffer(3,AbsBuffer);
   SetIndexBuffer(4,AMA2Buffer);
   SetIndexBuffer(5,SumAMABuffer);
   SetIndexBuffer(6,StdAMA);
   
   slowSC=(2.0 /(nslow+1));
   fastSC=(2.0 /(nfast+1));
   dFS=fastSC-slowSC;
   
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
//----
   int i,limit,limit2;
   double Noise,ER,SSC;
   double SredneeAMA,SumKvadratAMA;
   double val1,val2;
   double dipersion;
   static bool debug=false;
   
   if (debug) return;
   if (counted_bars>0) 
      {
      limit=Bars-counted_bars; 
      limit2=limit;
      }
   if (counted_bars==0)
      {
      ArrayInitialize(AMAbuffer,0);
      ArrayInitialize(upAMA,0);
      ArrayInitialize(downAMA,0);
      ArrayInitialize(AbsBuffer,0);
      ArrayInitialize(AMA2Buffer,0);
      ArrayInitialize(SumAMABuffer,0);
      ArrayInitialize(StdAMA,0);
      
      limit=Bars-1;
      /*
      for (i=limit;i>=0;i--)
         {
         AMAbuffer[i]=0;
         upAMA[i]=0;
         downAMA[i]=0;
         AbsBuffer[i]=0;
         NoiseBuffer[i]=0;
         ERBuffer[i]=0;
         SSCBuffer[i]=0;
         StdAMA[i]=0;
         }
      ArrayInitialize(,)
      */
      limit2=Bars-periodAMA-1;
      }
   limit--;
   limit2--;
   //Print("limit=",limit);
   //Print("Пошел Abs");
   for (i=limit;i>=0;i--)
      {
      AbsBuffer[i]=MathAbs(Price(i)-Price(i+1));
      }   
   //Print("Пошел Noise");
   for (i=limit2;i>=0;i--)
      {
      Noise=iMAOnArray(AbsBuffer,0,periodAMA,0,MODE_SMA,i)*periodAMA;
      if (Noise!=0) ER=MathAbs(Price(i)-Price(i+periodAMA))/Noise; else ER=0;
      SSC=MathPow(ER*dFS+slowSC,G);
      AMAbuffer[i]=Price(i)*SSC+AMAbuffer[i+1]*(1-SSC);
      AMA2Buffer[i]=AMAbuffer[i]*AMAbuffer[i]+AMA2Buffer[i+1];// накапливаем сумму квадратов АМы
      SumAMABuffer[i]=SumAMABuffer[i+1]+AMAbuffer[i];
      }   
   //Print("Пошел Std");
   for (i=limit2;i>=0;i--)
      {
      val1=0;
      val2=0;
      SredneeAMA=(SumAMABuffer[i]-SumAMABuffer[i+periodAMA])/periodAMA;
      SumKvadratAMA=AMA2Buffer[i]-AMA2Buffer[i+periodAMA];
      dipersion=SumKvadratAMA/periodAMA-SredneeAMA*SredneeAMA;
      if (dipersion<0)
         {
         StdAMA[i]=0;
         //Print("Отрицательная дисперсия! значение:",DoubleToStr(dipersion,8));
         //Print("periodAMA=",periodAMA,"  Bars=",Bars,"    i=",i);
         //Print("Bar;Price;AbsBuffer;AMAbuffer;AMA2Buffer;SumAMABuffer;SredneeAMA");
//         Print(i,";",Price(i),";",AbsBuffer[i],";",AMAbuffer[i],";",AMA2Buffer[i],";",SumAMABuffer[i],";",(SumAMABuffer[i]-SumAMABuffer[i+periodAMA])/periodAMA);

         if (IsTesting()&&false)
            {
            Print("Bar;Price;AbsBuffer;AMAbuffer;AMA2Buffer;SumAMABuffer;SredneeAMA");
            for (int Z=Bars-1;Z>=i;Z--) Print(Z,";",Price(Z),";",AbsBuffer[Z],";",AMAbuffer[Z],";",AMA2Buffer[Z],";",SumAMABuffer[Z],";",(SumAMABuffer[Z]-SumAMABuffer[Z+periodAMA])/periodAMA);
            }
         //debug=true;

         }
      else StdAMA[i]=MathSqrt(dipersion);

      if (AMA_Trend_Type!=0)
         {
         if (MathAbs(AMAbuffer[i]-AMAbuffer[i+1])>dK*Point)
            {
            if (AMAbuffer[i]-AMAbuffer[i+1]>0) val1=AMAbuffer[i];
            else val2=AMAbuffer[i];
            } 
         }
      else
         {
         if (MathAbs(AMAbuffer[i]-AMAbuffer[i+1])>dK*StdAMA[i])
            {
            if (AMAbuffer[i]-AMAbuffer[i+1]>0) val1=AMAbuffer[i];
            else val2=AMAbuffer[i];
            } 
         }         
      upAMA[i]=val1;
      downAMA[i]=val2;
      }
   //Print("Закончили");

//----
   return(0);
  }
//+------------------------------------------------------------------+