//------------------------------------------------------------------
#property copyright   "mladen"
#property link        "mladenfx@gmail.com"
#property description "Trend envelopes - basic version"
//------------------------------------------------------------------
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_plots   4
#property indicator_label1  "Trend envelope up trend line"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrDodgerBlue
#property indicator_width1  2
#property indicator_label2  "Trend envelope down trend line"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrCrimson
#property indicator_width2  2
#property indicator_label3  "Trend envelope up trend start"
#property indicator_type3   DRAW_ARROW
#property indicator_color3  clrDodgerBlue
#property indicator_width3  2
#property indicator_label4  "Trend envelope down trend start"
#property indicator_type4   DRAW_ARROW
#property indicator_color4  clrCrimson
#property indicator_width4  2
//
//--- input parameters
//
enum enMaTypes
  {
   ma_sma,    // Simple moving average
   ma_ema,    // Exponential moving average
   ma_smma,   // Smoothed MA
   ma_lwma    // Linear weighted MA
  };
input double    inpDeviation = 0.1;     // Trend envelopes deviation %
input int       inpSmtPeriod = 14;      // Smoothing period (<=1 for no smoothing)
input enMaTypes inpMaMethod  = ma_sma;  // Smoothing method

                                        //
//--- indicator buffers
//

double lineup[],linedn[],arrowup[],arrowdn[];
//
//--- custom structures
//

struct sTrendEnvelope
  {
   double            upline;
   double            downline;
   int               trend;
   bool              trendChange;
  };
//------------------------------------------------------------------
// Custom indicator initialization function
//------------------------------------------------------------------
int OnInit()
  {
   SetIndexBuffer(0,lineup,INDICATOR_DATA);
   SetIndexBuffer(1,linedn,INDICATOR_DATA);
   SetIndexBuffer(2,arrowup,INDICATOR_DATA); PlotIndexGetInteger(2,PLOT_ARROW,159);
   SetIndexBuffer(3,arrowdn,INDICATOR_DATA); PlotIndexGetInteger(3,PLOT_ARROW,159);
   return(INIT_SUCCEEDED);
  }
//------------------------------------------------------------------
// Custom indicator de-initialization function
//------------------------------------------------------------------
void OnDeinit(const int reason) { return; }
//------------------------------------------------------------------
// Custom iteration function
//------------------------------------------------------------------
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   if(Bars(_Symbol,_Period)<rates_total) return(-1);

//
//---
//

   for(int i=(int)MathMax(prev_calculated-1,0); i<rates_total && !_StopFlag; i++)
     {
      double _high = iCustomMa(inpMaMethod,high[i],inpSmtPeriod,i,rates_total,0);
      double _low  = iCustomMa(inpMaMethod,low[i] ,inpSmtPeriod,i,rates_total,1);
      sTrendEnvelope _result=iTrendEnvelope(_high,_low,close[i],inpDeviation,i,rates_total);
      lineup[i]  = _result.upline;
      linedn[i]  = _result.downline;
      arrowup[i] = (_result.trendChange && _result.trend== 1) ? lineup[i] : EMPTY_VALUE;
      arrowdn[i] = (_result.trendChange && _result.trend==-1) ? linedn[i] : EMPTY_VALUE;
     }
   return(rates_total);
  }
//------------------------------------------------------------------
// Custom functions
//------------------------------------------------------------------
#define _maInstances 2
#define _maWorkBufferx1 _maInstances
//
//---
//
double iCustomMa(int mode,double price,double length,int r,int bars,int instanceNo=0)
  {
   switch(mode)
     {
      case ma_sma   : return(iSma(price,(int)length,r,bars,instanceNo));
      case ma_ema   : return(iEma(price,length,r,bars,instanceNo));
      case ma_smma  : return(iSmma(price,(int)length,r,bars,instanceNo));
      case ma_lwma  : return(iLwma(price,(int)length,r,bars,instanceNo));
      default       : return(price);
     }
  }
//
//---
//
double workSma[][_maWorkBufferx1];
//
//---
//
double iSma(double price,int period,int r,int _bars,int instanceNo=0)
  {
   if(ArrayRange(workSma,0)!=_bars) ArrayResize(workSma,_bars);

   workSma[r][instanceNo]=price;
   double avg=price; int k=1; for(; k<period && (r-k)>=0; k++) avg+=workSma[r-k][instanceNo];
   return(avg/(double)k);
  }
//
//---
//
double workEma[][_maWorkBufferx1];
//
//---
//
double iEma(double price,double period,int r,int _bars,int instanceNo=0)
  {
   if(ArrayRange(workEma,0)!=_bars) ArrayResize(workEma,_bars);

   workEma[r][instanceNo]=price;
   if(r>0 && period>1)
      workEma[r][instanceNo]=workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);
   return(workEma[r][instanceNo]);
  }
//
//---
//
double workSmma[][_maWorkBufferx1];
//
//---
//
double iSmma(double price,double period,int r,int _bars,int instanceNo=0)
  {
   if(ArrayRange(workSmma,0)!=_bars) ArrayResize(workSmma,_bars);

   workSmma[r][instanceNo]=price;
   if(r>1 && period>1)
      workSmma[r][instanceNo]=workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;
   return(workSmma[r][instanceNo]);
  }
//
//---
//
double workLwma[][_maWorkBufferx1];
//
//---
//
double iLwma(double price,double period,int r,int _bars,int instanceNo=0)
  {
   if(ArrayRange(workLwma,0)!=_bars) ArrayResize(workLwma,_bars);

   workLwma[r][instanceNo] = price; if(period<1) return(price);
   double sumw = period;
   double sum  = period*price;

   for(int k=1; k<period && (r-k)>=0; k++)
     {
      double weight=period-k;
      sumw  += weight;
      sum   += weight*workLwma[r-k][instanceNo];
     }
   return(sum/sumw);
  }
//
//---
//
#define _trendEnvelopesInstances 1
#define _trendEnvelopesInstancesSize 3
double workTrendEnvelopes[][_trendEnvelopesInstances*_trendEnvelopesInstancesSize];
#define _teSmin  0
#define _teSmax  1 
#define _teTrend 2
//
//---
//

sTrendEnvelope iTrendEnvelope(double valueh,double valuel,double value,double deviation,int i,int bars,int instanceNo=0)
  {
   if(ArrayRange(workTrendEnvelopes,0)!=bars) ArrayResize(workTrendEnvelopes,bars); instanceNo*=_trendEnvelopesInstancesSize;

//
//---
//

   workTrendEnvelopes[i][instanceNo+_teSmax]  = (1+deviation/100)*valueh;
   workTrendEnvelopes[i][instanceNo+_teSmin]  = (1-deviation/100)*valuel;
   workTrendEnvelopes[i][instanceNo+_teTrend] = (i>0) ? (value>workTrendEnvelopes[i-1][instanceNo+_teSmax]) ? 1 : (value<workTrendEnvelopes[i-1][instanceNo+_teSmin]) ? -1 : workTrendEnvelopes[i-1][instanceNo+_teTrend] : 0;
   if(i>0 && workTrendEnvelopes[i][instanceNo+_teTrend]>0 && workTrendEnvelopes[i][instanceNo+_teSmin]<workTrendEnvelopes[i-1][instanceNo+_teSmin]) workTrendEnvelopes[i][instanceNo+_teSmin] = workTrendEnvelopes[i-1][instanceNo+_teSmin];
   if(i>0 && workTrendEnvelopes[i][instanceNo+_teTrend]<0 && workTrendEnvelopes[i][instanceNo+_teSmax]>workTrendEnvelopes[i-1][instanceNo+_teSmax]) workTrendEnvelopes[i][instanceNo+_teSmax] = workTrendEnvelopes[i-1][instanceNo+_teSmax];

//
//---
//

   sTrendEnvelope _result;
   _result.trend       = (int)workTrendEnvelopes[i][instanceNo+_teTrend];
   _result.trendChange = (i>0) ? ( workTrendEnvelopes[i][instanceNo+_teTrend]!=workTrendEnvelopes[i-1][instanceNo+_teTrend]) : false;
   _result.upline      = (workTrendEnvelopes[i][instanceNo+_teTrend]== 1) ? workTrendEnvelopes[i][instanceNo+_teSmin] : EMPTY_VALUE;
   _result.downline    = (workTrendEnvelopes[i][instanceNo+_teTrend]==-1) ? workTrendEnvelopes[i][instanceNo+_teSmax] : EMPTY_VALUE;
   return(_result);
  };
//+------------------------------------------------------------------+