//+------------------------------------------------------------------+
//|                                             TrendStrength_v2.mq5 |
//|                                Copyright © 2013, TrendLaboratory |
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |
//|                                   E-mail: igorad2003@yahoo.co.uk |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2013, TrendLaboratory"
#property link      "http://finance.groups.yahoo.com/group/TrendLaboratory"

//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_plots   3


#property indicator_label1  "Smoothed RSI"
#property indicator_type1   DRAW_LINE
#property indicator_color1  DarkGray
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1

#property indicator_label2  "UpTrend"
#property indicator_type2   DRAW_LINE
#property indicator_color2  DeepSkyBlue
#property indicator_style2  STYLE_SOLID
#property indicator_width2  2

#property indicator_label3  "DnTrend"
#property indicator_type3   DRAW_LINE
#property indicator_color3  OrangeRed
#property indicator_style3  STYLE_SOLID
#property indicator_width3  2

//---- indicator parameters

input ENUM_APPLIED_PRICE   Price          = PRICE_CLOSE;    // Applied Price
input int                  RSILength      =          14;    // RSI Period
input int                  Smooth         =           5;    // Smoothing Period
input double               K              =       4.236;    // Multiplier


//---- indicator buffers
double smRSI[];
double upTrend[];
double dnTrend[];

double rsi[];
double trend[];

double delta1[2],delta2[2],upband[2],loband[2],alpha;
int    rsi_handle;
datetime prevTime;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,smRSI,INDICATOR_DATA);
   SetIndexBuffer(1,upTrend,INDICATOR_DATA);
   SetIndexBuffer(2,dnTrend,INDICATOR_DATA);

   SetIndexBuffer(3,rsi,INDICATOR_CALCULATIONS);
   SetIndexBuffer(4,trend,INDICATOR_CALCULATIONS);
//---
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//--- 
   string short_name="TrendStrength_v2("+priceToString(Price)+","+(string)RSILength+","+(string)Smooth+","+DoubleToString(K,3)+")";
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- sets first bar from what index will be drawn
   int begin=(int)MathMax(2,RSILength+Smooth);
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,begin);
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,begin);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,begin);
//--- 
   rsi_handle=iRSI(NULL,0,RSILength,Price);
   alpha=1.0/RSILength;
//--- initialization done
  }
//+------------------------------------------------------------------+
//| TrendStrength_v2                                                 |
//+------------------------------------------------------------------+
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     &TickVolume[],
                const long     &Volume[],
                const int      &Spread[])
  {
   int shift,limit,copied=0;
   double hiRSI,loRSI,rangeRSI;
//--- preliminary calculations
   if(prev_calculated==0)
     {
      limit=RSILength+Smooth;
      ArrayInitialize(smRSI,0);
      ArrayInitialize(upTrend,0);
      ArrayInitialize(dnTrend,0);
     }
   else limit=prev_calculated-1;

   copied=CopyBuffer(rsi_handle,0,0,rates_total-1,rsi);
   if(copied<0)
     {
      Print("not all RSI copied. Will try on next tick Error =",GetLastError(),", copied =",copied);
      return(0);
     }

//--- the main loop of calculations
   for(shift=limit;shift<rates_total;shift++)
     {
      if(prevTime<Time[shift])
        {
         delta1[1] = delta1[0];
         delta2[1] = delta2[0];
         upband[1] = upband[0];
         loband[1] = loband[0];

         prevTime=Time[shift];
        }

      smRSI[shift]=smRSI[shift-1]+2./(Smooth+1)*(rsi[shift]-smRSI[shift-1]);

      if(smRSI[shift]>smRSI[shift-1]) {hiRSI=smRSI[shift]; loRSI=smRSI[shift-1];}
      else
      if(smRSI[shift]<smRSI[shift-1]) {hiRSI=smRSI[shift-1]; loRSI=smRSI[shift];}
      else
        {hiRSI=smRSI[shift]; loRSI=smRSI[shift];}

      rangeRSI=hiRSI-loRSI;

      delta1[0] = delta1[1] + alpha*(rangeRSI  - delta1[1]);
      delta2[0] = delta2[1] + alpha*(delta1[0] - delta2[1]);

      upband[0] = smRSI[shift] + K*delta2[0];
      loband[0] = smRSI[shift] - K*delta2[0];

      trend[shift]=trend[shift-1];

      if(smRSI[shift] > upband[1]) trend[shift] = 1;
      if(smRSI[shift] < loband[1]) trend[shift] =-1;

      upTrend[shift] = EMPTY_VALUE;
      dnTrend[shift] = EMPTY_VALUE;

      if(trend[shift]>0)
        {
         if(loband[0]<loband[1]) loband[0]=loband[1];
         upTrend[shift]=loband[0];
        }
      else
      if(trend[shift]<0)
        {
         if(upband[0]>upband[1]) upband[0]=upband[1];
         dnTrend[shift]=upband[0];
        }

     }
//--- done
   return(rates_total);
  }
//+------------------------------------------------------------------+
string priceToString(ENUM_APPLIED_PRICE app_price)
  {
   switch(app_price)
     {
      case PRICE_CLOSE   :    return("Close");
      case PRICE_HIGH    :    return("High");
      case PRICE_LOW     :    return("Low");
      case PRICE_MEDIAN  :    return("Median");
      case PRICE_OPEN    :    return("Open");
      case PRICE_TYPICAL :    return("Typical");
      case PRICE_WEIGHTED:    return("Weighted");
      default            :    return("");
     }
  }
//+------------------------------------------------------------------+