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//+------------------------------------------------------------------+
//| TriangularMA centered bands.mq4 |
//| mladen |
//| forex-tsd elite section only |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link "mladenfx@gmail.com"

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 LimeGreen
#property indicator_color2 Red
#property indicator_color3 Green
#property indicator_style2 STYLE_DOT
#property indicator_style3 STYLE_DOT

//
//
//
//
//

extern string TimeFrame = "current time frame";
extern int HalfLength = 20;
extern int Price = PRICE_CLOSE;
extern double ATRMultiplier = 2.0;
extern int ATRPeriod = 100;
extern bool Interpolate = true;

extern bool alertsOn = false;
extern bool alertsOnCurrent = false;
extern bool alertsOnHighLow = false;
extern bool alertsMessage = false;
extern bool alertsSound = false;
extern bool alertsEmail = false;

//
//
//
//
//

double buffer1[];
double buffer2[];
double buffer3[];
double trend[];

//
//
//
//
//

string indicatorFileName;
bool calculateValue;
bool returnBars;
int timeFrame;

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

int init()
{
IndicatorBuffers(4);
HalfLength=MathMax(HalfLength,1);
SetIndexBuffer(0,buffer1); SetIndexDrawBegin(0,HalfLength);
SetIndexBuffer(1,buffer2); SetIndexDrawBegin(1,HalfLength);
SetIndexBuffer(2,buffer3); SetIndexDrawBegin(2,HalfLength);
SetIndexBuffer(3,trend);

//
//
//
//
//

indicatorFileName = WindowExpertName();
returnBars = TimeFrame=="returnBars"; if (returnBars) return(0);
calculateValue = TimeFrame=="calculateValue"; if (calculateValue) return(0);
timeFrame = stringToTimeFrame(TimeFrame);

//
//
//
//
//

IndicatorShortName(timeFrameToString(timeFrame)+" TMA bands )"+HalfLength+")");
return(0);
}
int deinit() { return(0); }




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

int start()
{
int counted_bars=IndicatorCounted();
int i,j,k,limit;

if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=MathMin(Bars-1,Bars-counted_bars+HalfLength);
if (returnBars) { buffer1[0] = limit+1; return(0); }

//
//
//
//
//

if (calculateValue || timeFrame==Period())
{
for (i=limit; i>=0; i--)
{
double sum = (HalfLength+1)*iMA(NULL,0,1,0,MODE_SMA,Price,i);
double sumw = (HalfLength+1);

for(j=1, k=HalfLength; j<=HalfLength; j++, k--)
{
sum += k*iMA(NULL,0,1,0,MODE_SMA,Price,i+j);
sumw += k;

if (j<=i)
{
sum += k*iMA(NULL,0,1,0,MODE_SMA,Price,i-j);
sumw += k;
}
}

//
//
//
//
//

double range = iATR(NULL,0,ATRPeriod,i+10)*ATRMultiplier;
buffer1[i] = sum/sumw;
buffer2[i] = buffer1[i]+range;
buffer3[i] = buffer1[i]-range;

//
//
//
//
//

trend[i] = 0;
if (alertsOnHighLow)
{
if (High[i] > buffer2[i]) trend[i] = 1;
if (Low[i] < buffer3[i]) trend[i] = -1;
}
else
{
if (Close[i] > buffer2[i]) trend[i] = 1;
if (Close[i] < buffer3[i]) trend[i] = -1;
}
}
if (!calculateValue) manageAlerts();
return(0);
}

//
//
//
//
//

limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
for(i=limit; i>=0; i--)
{
int y = iBarShift(NULL,timeFrame,Time[i]);
buffer1[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateTma",HalfLength,Price,ATRMultiplier,ATRPeriod,0,y);
buffer2[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateTma",HalfLength,Price,ATRMultiplier,ATRPeriod,1,y);
buffer3[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateTma",HalfLength,Price,ATRMultiplier,ATRPeriod,2,y);
trend[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateTma",HalfLength,Price,ATRMultiplier,ATRPeriod,3,y);

//
//
//
//
//

if (timeFrame <= Period() || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;
if (!Interpolate) continue;

//
//
//
//
//

datetime time = iTime(NULL,timeFrame,y);
for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;  
for(k = 1; k < n; k++)
{
buffer1[i+k] = buffer1[i] +(buffer1[i+n]-buffer1[i])*k/n;
buffer2[i+k] = buffer2[i] +(buffer2[i+n]-buffer2[i])*k/n;
buffer3[i+k] = buffer3[i] +(buffer3[i+n]-buffer3[i])*k/n;
}
}

//
//
//
//
//

manageAlerts();
return(0);
}

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

void manageAlerts()
{
if (alertsOn)
{
if (alertsOnCurrent)
int whichBar = 0;
else whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar));
if (trend[whichBar] != trend[whichBar+1])
{
if (trend[whichBar] == 1) doAlert(whichBar,"up");
if (trend[whichBar] ==-1) doAlert(whichBar,"down");
}
}
}

//
//
//
//
//

void doAlert(int forBar, string doWhat)
{
static string previousAlert="nothing";
static datetime previousTime;
string message;

if (previousAlert != doWhat || previousTime != Time[forBar]) {
previousAlert = doWhat;
previousTime = Time[forBar];

//
//
//
//
//

message = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," "+timeFrameToString(timeFrame)+" TMA bands price penetrated ",doWhat," band");
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol(),"TMA bands "),message);
if (alertsSound) PlaySound("alert2.wav");
}
}

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

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

//
//
//
//
//

int stringToTimeFrame(string tfs)
{
tfs = StringUpperCase(tfs);
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period()));
return(Period());
}
string timeFrameToString(int tf)
{
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tf==iTfTable[i]) return(sTfTable[i]);
return("");
}

//
//
//
//
//

string StringUpperCase(string str)
{
string s = str;

for (int length=StringLen(str)-1; length>=0; length--)
{
int chars = StringGetChar(s, length);
if((chars > 96 && chars < 123) || (chars > 223 && chars < 256))
s = StringSetChar(s, length, chars - 32);
else if(chars > -33 && chars < 0)
s = StringSetChar(s, length, chars + 224);
}
return(s);
}

// The top of every source code file must include this line
#include <math.h>
#include "sierrachart.h"

// This line is required. Change the text within the quote
// marks to what you want to name your group of custom studies.
SCDLLName("ehlTMABands")

SCSFExport scsf_ehlTMABands(SCStudyInterfaceRef sc)
{
  // Reference the Plots and the inputs
  SCSubgraphRef   midBand  = sc.Subgraph[0];
  SCSubgraphRef   topBand = sc.Subgraph[1];
  SCSubgraphRef   lowBand = sc.Subgraph[2];

  SCFloatArrayRef sma = midBand.Arrays[0];
  SCFloatArrayRef iatr = midBand.Arrays[1];

  SCInputRef     HalfLength    = sc.Input[0];
  SCInputRef     ATRPeriod    = sc.Input[1];
  
  if (sc.SetDefaults)
  {
  // Section 1 - Set the configuration variables and defaults
    sc.GraphName       = "ehlTMAbands"; // Name in study overview
    sc.StudyDescription   = "TMA Bands Indicator";    
        
    sc.GraphRegion       = 0;  // Set the Chart Region to draw the graph in. Region 0 is the main price graph
    sc.FreeDLL         = 1;  // During dev set this flag to 1, so DLL can be rebuilt without restarting Sierra
    sc.AutoLoop       = 0;  //Auto looping is enabled.
    
  // Reference the Plots and the inputs and define them
    midBand.Name = "midBand";
    midBand.DrawStyle = DRAWSTYLE_LINE;      // Look in scconstants.h for other draw styles
    midBand.PrimaryColor = RGB(0, 128, 0);    // Red  
    midBand.LineWidth = 2;

    topBand.Name = "topBand";
    topBand.DrawStyle = DRAWSTYLE_POINT;    // Look in scconstants.h for other draw styles
    topBand.PrimaryColor = RGB(255, 0, 0);    // Light Green  
    topBand.LineWidth = 1;

    lowBand.Name = "lowBand";
    lowBand.DrawStyle = DRAWSTYLE_POINT;    // Look in scconstants.h for other draw styles
    lowBand.PrimaryColor = RGB(0, 128, 0);    // Green  
    lowBand.LineWidth = 1;
    
    HalfLength.Name = "Length";
    HalfLength.SetInt(20);
    HalfLength.SetIntLimits(1, 300);

    ATRPeriod.Name = "Forecast";
    ATRPeriod.SetInt(100);
    ATRPeriod.SetIntLimits(1, INT_MAX);
    return;
  }
  // Section 2 - Do data processing here
  float dSum, sumw;
  int j = 1, k, limit;
  int intHalfLength = HalfLength.GetInt();
  int intATRPeriod = ATRPeriod.GetInt();
  limit = sc.ArraySize - 1;
    
  for (int i = 0; i < sc.ArraySize; i++)
  //for (int i = sc.UpdateStartIndex; i < sc.ArraySize; i++)
  {
    dSum = (intHalfLength + 1) * sc.BaseDataIn[SC_LAST][i];
    sumw = (intHalfLength + 1);

    for (j = 1, k = intHalfLength; j <= intHalfLength; j++, k--)
    {
      if (i + j >= sc.ArraySize) break;
      
      dSum += k * sc.BaseDataIn[SC_LAST][i + j];
      sumw += k;

      if (j <= i)
      {
        dSum += k * sc.BaseDataIn[SC_LAST][i - j];
        sumw += k;
      }
    }
    midBand[i] = (dSum / sumw) ;

    float ATR = sc.Subgraph[4][i];
    topBand[i] = midBand[i] + (2 * ATR);
    lowBand[i] = midBand[i] - (2 * ATR); // ATR;
  }    
    return;
      
}