//+------------------------------------------------------------------+
//|                                                    BandsLSMA.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 DodgerBlue
#property indicator_color2 Blue
#property indicator_color3 Blue
//---- indicator parameters
extern int    BandsPeriod = 20;
extern int    BandsShift = 0;
extern double BandsDeviations = 2.0;
//---- buffers
double MovingBuffer[];
double UpperBuffer[];
double LowerBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0, DRAW_LINE);
   SetIndexBuffer(0, MovingBuffer);
   SetIndexStyle(1, DRAW_LINE);
   SetIndexBuffer(1, UpperBuffer);
   SetIndexStyle(2, DRAW_LINE);
   SetIndexBuffer(2, LowerBuffer);
//----
   SetIndexDrawBegin(0, BandsPeriod+BandsShift);
   SetIndexDrawBegin(1, BandsPeriod+BandsShift);
   SetIndexDrawBegin(2, BandsPeriod+BandsShift);
//----
   return(0);
  }
//+------------------------------------------------------------------------+
//| LSMA - Least Squares Moving Average function calculation               |
//| LSMA_In_Color Indicator plots the end of the linear regression line    |
//+------------------------------------------------------------------------+
double LSMA(int Rperiod, int shift)
  {
   int i;
   double sum;
   int length;
   double lengthvar;
   double tmp;
   double wt;
//----
   length = Rperiod;
   sum = 0;
   for(i = length; i >= 1  ; i--)
     {
       lengthvar = length + 1;
       lengthvar /= 3;
       tmp = 0;
       tmp = ( i - lengthvar)*Close[length-i+shift];
       sum += tmp;
     }
    wt = sum*6 / (length*(length + 1));
//----
    return(wt);
  }
//+------------------------------------------------------------------+
//| Bollinger Bands                                                  |
//+------------------------------------------------------------------+
int start()
  {
   int    i, k, counted_bars = IndicatorCounted();
   double deviation;
   double sum, oldval, newres;
//----
   if(Bars <= BandsPeriod) 
       return(0);
//---- initial zero
   if(counted_bars < 1)
       for(i = 1; i <= BandsPeriod; i++)
         {
           MovingBuffer[Bars-i] = EMPTY_VALUE;
           UpperBuffer[Bars-i] = EMPTY_VALUE;
           LowerBuffer[Bars-i] = EMPTY_VALUE;
         }
//----
   int limit = Bars - counted_bars;
   if(counted_bars > 0) 
       limit++;
   for(i = 0; i < limit; i++)
       MovingBuffer[i] = LSMA(BandsPeriod, i);
//----
   i = Bars - BandsPeriod + 1;
   if(counted_bars > BandsPeriod - 1) 
       i = Bars - counted_bars - 1;
   while(i >= 0)
     {
       sum = 0.0;
       k = i + BandsPeriod - 1;
       oldval = MovingBuffer[i];
       while(k >= i)
         {
           newres = Close[k] - oldval;
           sum += newres*newres;
           k--;
         }
       deviation = BandsDeviations*MathSqrt(sum / BandsPeriod);
       UpperBuffer[i] = oldval + deviation;
       LowerBuffer[i] = oldval - deviation;
       i--;
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+