//+------------------------------------------------------------------+
//|                                                      CCI nrp.mq4 |
//+------------------------------------------------------------------+
#property copyright "www,forex-tsd.com"
#property link      "www,forex-tsd.com"

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_width1  2
#property indicator_width2  2
#property indicator_width3  2
#property indicator_color1  EMPTY
#property indicator_color2  EMPTY
#property indicator_color3  EMPTY
#property indicator_minimum 0
#property indicator_maximum 1

//
//
//
//
//

extern string TimeFrame                    = "current time frame";
extern int    CciPeriod                    = 14;
extern int    CciMaMethod                  = MODE_SMA;
extern int    CciPrice                     = PRICE_TYPICAL;
extern int    SmoothPeriod                 = 0;
extern int    SmoothMethod                 = MODE_SMA;
extern double OverSold                     = -200;
extern double OverBought                   =  200;
extern color  OverSoldColor                = DeepSkyBlue; 
extern color  OverBoughtColor              = Red;
extern color  NeutralColor                 = MediumOrchid;  

extern bool   alertsOn                     = true;
extern bool   alertsOnZeroCross            = false;
extern bool   alertsOnObOs                 = true;
extern bool   alertsOnCurrent              = false;
extern bool   alertsMessage                = true;
extern bool   alertsSound                  = true;
extern bool   alertsNotify                 = false;
extern bool   alertsEmail                  = false;
extern bool   arrowsVisible                = true;

extern string arrowsIdentifier             = "Cci Arrows1";
extern double arrowsDisplacement           = 1.0;

extern bool   arrowsOnZeroCross            = false;
extern color  arrowsUpZeroCrossColor       = DeepSkyBlue;
extern color  arrowsDnZeroCrossColor       = Red;
extern int    arrowsUpZeroCrossCode        = 233;
extern int    arrowsDnZeroCrossCode        = 234;
extern int    arrowsUpZeroCrossSize        = 1;
extern int    arrowsDnZeroCrossSize        = 1;

extern bool   arrowsOnObOs                 = true;
extern color  arrowsUpObOsColor            = LimeGreen;
extern color  arrowsDnObOsColor            = Red;
extern int    arrowsUpObOsCode             = 119;
extern int    arrowsDnObOsCode             = 119;
extern int    arrowsUpObOsSize             = 2;
extern int    arrowsDnObOsSize             = 2;

extern string MaMethods                    = "";
extern string __0                          = "SMA";
extern string __1                          = "EMA";
extern string __2                          = "Double smoothed EMA";
extern string __3                          = "Double EMA (DEMA)";
extern string __4                          = "Triple EMA (TEMA)";
extern string __5                          = "Smoothed MA";
extern string __6                          = "Linear weighted MA";
extern string __7                          = "Parabolic weighted MA";
extern string __8                          = "Alexander MA";
extern string __9                          = "Volume weghted MA";
extern string __10                         = "Hull MA";
extern string __11                         = "Triangular MA";
extern string __12                         = "Sine weighted MA";
extern string __13                         = "Linear regression";
extern string __14                         = "IE/2";
extern string __15                         = "NonLag MA";
extern string __16                         = "Zero lag EMA";
extern string __17                         = "Leader EMA";
extern string __18                         = "Super smoother";

//
//
//
//
//

double cci[];
double cciNua[];
double cciUpa[];
double cciDna[];
double prices[];
double trend[];
double cross[];

//
//
//
//
//

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

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

int init()
{
   IndicatorBuffers(7);
      SetIndexBuffer(0,cciUpa); SetIndexStyle(0,DRAW_HISTOGRAM,EMPTY,EMPTY,OverSoldColor);
      SetIndexBuffer(1,cciDna); SetIndexStyle(1,DRAW_HISTOGRAM,EMPTY,EMPTY,OverBoughtColor);
      SetIndexBuffer(2,cciNua); SetIndexStyle(2,DRAW_HISTOGRAM,EMPTY,EMPTY,NeutralColor);
      SetIndexBuffer(3,cci);
      SetIndexBuffer(4,prices);
      SetIndexBuffer(5,trend);
      SetIndexBuffer(6,cross);
         

         //
         //
         //
         //
         //
 
         SmoothPeriod      = MathMax(1,SmoothPeriod);        
         indicatorFileName = WindowExpertName();
         returnBars        = (TimeFrame=="returnBars");     if (returnBars)     return(0);
         calculateValue    = (TimeFrame=="calculateValue");
         timeFrame         = stringToTimeFrame(TimeFrame);
      
         //
         //
         //
         //
         //
         
         string add = " - "+getAverageName(SmoothMethod)+" smoothed (";
         if (SmoothPeriod <= 1) add = " (";
   IndicatorShortName(timeFrameToString(timeFrame)+" cci of "+getAverageName(CciMaMethod)+add+CciPeriod+","+SmoothPeriod+")");
   return(0);
}

//
//
//
//
//

int deinit() 
{
      
   if (!calculateValue && arrowsVisible) deleteArrows();
      
return(0);
}

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

int start()
{
   int limit,counted_bars=IndicatorCounted();
      if(counted_bars<0) return(-1);
      if(counted_bars>0) counted_bars--;
         limit = MathMin(Bars-counted_bars,Bars-2);
         if (returnBars) { cci[0] = limit; return(0); }

   //
   //
   //
   //
   //

   if (calculateValue || timeFrame==Period())
   {
      for(int i=limit; i>=0; i--)
      {
         prices[i] = getPrice(CciPrice,i);
            double avg = iCustomMa(CciMaMethod,prices[i],CciPeriod,i,0);
            double dev = 0; for(int k=0; k<CciPeriod; k++) dev += MathAbs(prices[i+k]-avg); dev /= CciPeriod;
               if (dev!=0)
                     cci[i] = iCustomMa(SmoothMethod,(prices[i]-avg)/(0.015*dev),SmoothPeriod,i,1);
               else  cci[i] = iCustomMa(SmoothMethod,0                          ,SmoothPeriod,i,1);          
               
         
            //
            //
            //
            //
            //
         
            cciUpa[i] = EMPTY_VALUE;
            cciDna[i] = EMPTY_VALUE;
            cciNua[i] = EMPTY_VALUE;
            trend[i]  = 0;
            cross[i]  = cross[i+1];
               if (cci[i]>OverSold && cci[i]<OverBought) trend[i] = 0;
               if (cci[i]>OverBought)                    trend[i] =-1;
               if (cci[i]<OverSold)                      trend[i] = 1;
               if (cci[i] > 0)                           cross[i] = 1;
               if (cci[i] < 0)                           cross[i] =-1;
               if (trend[i] == 1) cciUpa[i] = 1;
               if (trend[i] ==-1) cciDna[i] = 1;
               if (trend[i] == 0) cciNua[i] = 1;
               manageArrow(i); 
      
      }
      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]);
         cci[i]    = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",CciPeriod,CciMaMethod,CciPrice,SmoothPeriod,SmoothMethod,OverSold,OverBought,0,y);
         trend[i]  = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",CciPeriod,CciMaMethod,CciPrice,SmoothPeriod,SmoothMethod,OverSold,OverBought,5,y);
         cross[i]  = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",CciPeriod,CciMaMethod,CciPrice,SmoothPeriod,SmoothMethod,OverSold,OverBought,6,y);
         cciUpa[i] = EMPTY_VALUE;
         cciDna[i] = EMPTY_VALUE;
         cciNua[i] = EMPTY_VALUE;
            if (trend[i] == 1) cciUpa[i] = 1;
            if (trend[i] ==-1) cciDna[i] = 1;
            if (trend[i] == 0) cciNua[i] = 1;
            manageArrow(i);
   }
manageAlerts();
return(0);   
}

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

double getPrice(int type, int i)
{
   switch (type)
   {
      case 7:     return((Open[i]+Close[i])/2.0);
      case 8:     return((Open[i]+High[i]+Low[i]+Close[i])/4.0);
      default :   return(iMA(NULL,0,1,0,MODE_SMA,MathMax(MathMin(type,6),1),i));
   }      
}

//------------------------------------------------------------------
//                                                                  
//------------------------------------------------------------------
//
//
//
//
//

string methodNames[] = {"SMA","EMA","Double smoothed EMA","Double EMA","Tripple EMA","Smoothed MA","Linear weighted MA","Parabolic weighted MA","Alexander MA","Volume weghted MA","Hull MA","Triangular MA","Sine weighted MA","Linear regression","IE/2","NonLag MA","Zero lag EMA","Leader EMA","Super smoother"};
string getAverageName(int& method)
{
   int max = ArraySize(methodNames)-1;
      method=MathMax(MathMin(method,max),0); return(methodNames[method]);
}

//
//
//
//
//

#define _maWorkBufferx1 2
#define _maWorkBufferx2 4
#define _maWorkBufferx3 6

double iCustomMa(int mode, double price, double length, int i, int instanceNo=0)
{
   int r = Bars-i-1;
   switch (mode)
   {
      case 0  : return(iSma(price,length,r,instanceNo));
      case 1  : return(iEma(price,length,r,instanceNo));
      case 2  : return(iDsema(price,length,r,instanceNo));
      case 3  : return(iDema(price,length,r,instanceNo));
      case 4  : return(iTema(price,length,r,instanceNo));
      case 5  : return(iSmma(price,length,r,instanceNo));
      case 6  : return(iLwma(price,length,r,instanceNo));
      case 7  : return(iLwmp(price,length,r,instanceNo));
      case 8  : return(iAlex(price,length,r,instanceNo));
      case 9  : return(iWwma(price,length,r,instanceNo));
      case 10 : return(iHull(price,length,r,instanceNo));
      case 11 : return(iTma(price,length,r,instanceNo));
      case 12 : return(iSineWMA(price,length,r,instanceNo));
      case 13 : return(iLinr(price,length,r,instanceNo));
      case 14 : return(iIe2(price,length,r,instanceNo));
      case 15 : return(iNonLagMa(price,length,r,instanceNo));
      case 16 : return(iZeroLag(price,length,r,instanceNo));
      case 17 : return(iLeader(price,length,r,instanceNo));
      case 18 : return(iSsm(price,length,r,instanceNo));
      default : return(0);
   }
}

//------------------------------------------------------------------
//                                                                  
//------------------------------------------------------------------
//
//
//
//
//

double workSma[][_maWorkBufferx2];
double iSma(double price, int period, int r, int instanceNo=0)
{
   if (ArrayRange(workSma,0)!= Bars) ArrayResize(workSma,Bars); instanceNo *= 2;

   //
   //
   //
   //
   //
      
   workSma[r][instanceNo] = price;
   if (r>=period)
          workSma[r][instanceNo+1] = workSma[r-1][instanceNo+1]+(workSma[r][instanceNo]-workSma[r-period][instanceNo])/period;
   else { workSma[r][instanceNo+1] = 0; for(int k=0; k<period && (r-k)>=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo];  
          workSma[r][instanceNo+1] /= k; }
   return(workSma[r][instanceNo+1]);
}

//
//
//
//
//

double workEma[][_maWorkBufferx1];
double iEma(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workEma,0)!= Bars) ArrayResize(workEma,Bars);

   //
   //
   //
   //
   //
      
   double alpha = 2.0 / (1.0+period);
          workEma[r][instanceNo] = workEma[r-1][instanceNo]+alpha*(price-workEma[r-1][instanceNo]);
   return(workEma[r][instanceNo]);
}

//
//
//
//
//

double workDsema[][_maWorkBufferx2];
#define _ema1 0
#define _ema2 1

double iDsema(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workDsema,0)!= Bars) ArrayResize(workDsema,Bars); instanceNo*=2;

   //
   //
   //
   //
   //
      
   double alpha = 2.0 /(1.0+MathSqrt(period));
          workDsema[r][_ema1+instanceNo] = workDsema[r-1][_ema1+instanceNo]+alpha*(price                         -workDsema[r-1][_ema1+instanceNo]);
          workDsema[r][_ema2+instanceNo] = workDsema[r-1][_ema2+instanceNo]+alpha*(workDsema[r][_ema1+instanceNo]-workDsema[r-1][_ema2+instanceNo]);
   return(workDsema[r][_ema2+instanceNo]);
}

//
//
//
//
//

double workDema[][_maWorkBufferx2];
#define _dema1 0
#define _dema2 1

double iDema(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workDema,0)!= Bars) ArrayResize(workDema,Bars); instanceNo*=2;

   //
   //
   //
   //
   //
      
   double alpha = 2.0 / (1.0+period);
          workDema[r][_dema1+instanceNo] = workDema[r-1][_dema1+instanceNo]+alpha*(price                         -workDema[r-1][_dema1+instanceNo]);
          workDema[r][_dema2+instanceNo] = workDema[r-1][_dema2+instanceNo]+alpha*(workDema[r][_dema1+instanceNo]-workDema[r-1][_dema2+instanceNo]);
   return(workDema[r][_dema1+instanceNo]*2.0-workDema[r][_dema2+instanceNo]);
}

//
//
//
//
//

double workTema[][_maWorkBufferx3];
#define _tema1 0
#define _tema2 1
#define _tema3 2

double iTema(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workTema,0)!= Bars) ArrayResize(workTema,Bars); instanceNo*=3;

   //
   //
   //
   //
   //
      
   double alpha = 2.0 / (1.0+period);
          workTema[r][_tema1+instanceNo] = workTema[r-1][_tema1+instanceNo]+alpha*(price                         -workTema[r-1][_tema1+instanceNo]);
          workTema[r][_tema2+instanceNo] = workTema[r-1][_tema2+instanceNo]+alpha*(workTema[r][_tema1+instanceNo]-workTema[r-1][_tema2+instanceNo]);
          workTema[r][_tema3+instanceNo] = workTema[r-1][_tema3+instanceNo]+alpha*(workTema[r][_tema2+instanceNo]-workTema[r-1][_tema3+instanceNo]);
   return(workTema[r][_tema3+instanceNo]+3.0*(workTema[r][_tema1+instanceNo]-workTema[r][_tema2+instanceNo]));
}

//
//
//
//
//

double workSmma[][_maWorkBufferx1];
double iSmma(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workSmma,0)!= Bars) ArrayResize(workSmma,Bars);

   //
   //
   //
   //
   //

   if (r<period)
         workSmma[r][instanceNo] = price;
   else  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 instanceNo=0)
{
   if (ArrayRange(workLwma,0)!= Bars) ArrayResize(workLwma,Bars);
   
   //
   //
   //
   //
   //
   
   workLwma[r][instanceNo] = 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);
}

//
//
//
//
//

double workLwmp[][_maWorkBufferx1];
double iLwmp(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workLwmp,0)!= Bars) ArrayResize(workLwmp,Bars);
   
   //
   //
   //
   //
   //
   
   workLwmp[r][instanceNo] = price;
      double sumw = period*period;
      double sum  = sumw*price;

      for(int k=1; k<period && (r-k)>=0; k++)
      {
         double weight = (period-k)*(period-k);
                sumw  += weight;
                sum   += weight*workLwmp[r-k][instanceNo];  
      }             
      return(sum/sumw);
}

//
//
//
//
//

double workAlex[][_maWorkBufferx1];
double iAlex(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workAlex,0)!= Bars) ArrayResize(workAlex,Bars);
   if (period<4) return(price);
   
   //
   //
   //
   //
   //

   workAlex[r][instanceNo] = price;
      double sumw = period-2;
      double sum  = sumw*price;

      for(int k=1; k<period && (r-k)>=0; k++)
      {
         double weight = period-k-2;
                sumw  += weight;
                sum   += weight*workAlex[r-k][instanceNo];  
      }             
      return(sum/sumw);
}

//
//
//
//
//

double workTma[][_maWorkBufferx1];
double iTma(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workTma,0)!= Bars) ArrayResize(workTma,Bars);
   
   //
   //
   //
   //
   //
   
   workTma[r][instanceNo] = price;

      double half = (period+1.0)/2.0;
      double sum  = price;
      double sumw = 1;

      for(int k=1; k<period && (r-k)>=0; k++)
      {
         double weight = k+1; if (weight > half) weight = period-k;
                sumw  += weight;
                sum   += weight*workTma[r-k][instanceNo];  
      }             
      return(sum/sumw);
}

//
//
//
//
//

double workSineWMA[][_maWorkBufferx1];
#define Pi 3.14159265358979323846264338327950288

double iSineWMA(double price, int period, int r, int instanceNo=0)
{
   if (period<1) return(price);
   if (ArrayRange(workSineWMA,0)!= Bars) ArrayResize(workSineWMA,Bars);
   
   //
   //
   //
   //
   //
   
   workSineWMA[r][instanceNo] = price;
      double sum  = 0;
      double sumw = 0;
  
      for(int k=0; k<period && (r-k)>=0; k++)
      { 
         double weight = MathSin(Pi*(k+1.0)/(period+1.0));
                sumw  += weight;
                sum   += weight*workSineWMA[r-k][instanceNo]; 
      }
      return(sum/sumw);
}

//
//
//
//
//

double workWwma[][_maWorkBufferx1];
double iWwma(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workWwma,0)!= Bars) ArrayResize(workWwma,Bars);
   
   //
   //
   //
   //
   //
   
   workWwma[r][instanceNo] = price;
      int    i    = Bars-r-1;
      double sumw = Volume[i];
      double sum  = sumw*price;

      for(int k=1; k<period && (r-k)>=0; k++)
      {
         double weight = Volume[i+k];
                sumw  += weight;
                sum   += weight*workWwma[r-k][instanceNo];  
      }             
      return(sum/sumw);
}

//
//
//
//
//

double workHull[][_maWorkBufferx2];
double iHull(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workHull,0)!= Bars) ArrayResize(workHull,Bars);

   //
   //
   //
   //
   //

      int HmaPeriod  = MathMax(period,2);
      int HalfPeriod = MathFloor(HmaPeriod/2);
      int HullPeriod = MathFloor(MathSqrt(HmaPeriod));
      double hma,hmw,weight; instanceNo *= 2;

         workHull[r][instanceNo] = price;

         //
         //
         //
         //
         //
               
         hmw = HalfPeriod; hma = hmw*price; 
            for(int k=1; k<HalfPeriod && (r-k)>=0; k++)
            {
               weight = HalfPeriod-k;
               hmw   += weight;
               hma   += weight*workHull[r-k][instanceNo];  
            }             
            workHull[r][instanceNo+1] = 2.0*hma/hmw;

         hmw = HmaPeriod; hma = hmw*price; 
            for(k=1; k<period && (r-k)>=0; k++)
            {
               weight = HmaPeriod-k;
               hmw   += weight;
               hma   += weight*workHull[r-k][instanceNo];
            }             
            workHull[r][instanceNo+1] -= hma/hmw;

         //
         //
         //
         //
         //
         
         hmw = HullPeriod; hma = hmw*workHull[r][instanceNo+1];
            for(k=1; k<HullPeriod && (r-k)>=0; k++)
            {
               weight = HullPeriod-k;
               hmw   += weight;
               hma   += weight*workHull[r-k][1+instanceNo];  
            }
   return(hma/hmw);
}

//
//
//
//
//

double workLinr[][_maWorkBufferx1];
double iLinr(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workLinr,0)!= Bars) ArrayResize(workLinr,Bars);

   //
   //
   //
   //
   //
   
      period = MathMax(period,1);
      workLinr[r][instanceNo] = price;
         double lwmw = period; double lwma = lwmw*price;
         double sma  = price;
         for(int k=1; k<period && (r-k)>=0; k++)
         {
            double weight = period-k;
                   lwmw  += weight;
                   lwma  += weight*workLinr[r-k][instanceNo];  
                   sma   +=        workLinr[r-k][instanceNo];
         }             
   
   return(3.0*lwma/lwmw-2.0*sma/period);
}

//
//
//
//
//

double workIe2[][_maWorkBufferx1];
double iIe2(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workIe2,0)!= Bars) ArrayResize(workIe2,Bars);

   //
   //
   //
   //
   //
   
      period = MathMax(period,1);
      workIe2[r][instanceNo] = price;
         double sumx=0, sumxx=0, sumxy=0, sumy=0;
         for (int k=0; k<period; k++)
         {
            price = workIe2[r-k][instanceNo];
                   sumx  += k;
                   sumxx += k*k;
                   sumxy += k*price;
                   sumy  +=   price;
         }
         double slope   = (period*sumxy - sumx*sumy)/(sumx*sumx-period*sumxx);
         double average = sumy/period;
   return(((average+slope)+(sumy+slope*sumx)/period)/2.0);
}

//
//
//
//
//

double workLeader[][_maWorkBufferx2];
double iLeader(double price, double period, int r, int instanceNo=0)
{
   if (ArrayRange(workLeader,0)!= Bars) ArrayResize(workLeader,Bars); instanceNo*=2;

   //
   //
   //
   //
   //
   
      period = MathMax(period,1);
      double alpha = 2.0/(period+1.0);
         workLeader[r][instanceNo  ] = workLeader[r-1][instanceNo  ]+alpha*(price                          -workLeader[r-1][instanceNo  ]);
         workLeader[r][instanceNo+1] = workLeader[r-1][instanceNo+1]+alpha*(price-workLeader[r][instanceNo]-workLeader[r-1][instanceNo+1]);

   return(workLeader[r][instanceNo]+workLeader[r][instanceNo+1]);
}

//
//
//
//
//

double workZl[][_maWorkBufferx2];
#define _price 0
#define _zlema 1

double iZeroLag(double price, double length, int r, int instanceNo=0)
{
   if (ArrayRange(workZl,0)!=Bars) ArrayResize(workZl,Bars); instanceNo *= 2;

   //
   //
   //
   //
   //

   double alpha = 2.0/(1.0+length); 
   int    per   = (length-1.0)/2.0; 

   workZl[r][_price+instanceNo] = price;
   if (r<per)
          workZl[r][_zlema+instanceNo] = price;
   else   workZl[r][_zlema+instanceNo] = workZl[r-1][_zlema+instanceNo]+alpha*(2.0*price-workZl[r-per][_price+instanceNo]-workZl[r-1][_zlema+instanceNo]);
   return(workZl[r][_zlema+instanceNo]);
}

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//

double workSsm[][_maWorkBufferx2];
#define _sprice  0
#define _ssm    1

double workSsmCoeffs[][4];
#define _period 0
#define _c1     1
#define _c2     2
#define _c3     3

//
//
//
//
//

double iSsm(double price, double period, int i, int instanceNo)
{
   if (ArrayRange(workSsm,0) !=Bars)                 ArrayResize(workSsm,Bars);
   if (ArrayRange(workSsmCoeffs,0) < (instanceNo+1)) ArrayResize(workSsmCoeffs,instanceNo+1);
   if (workSsmCoeffs[instanceNo][_period] != period)
   {
      workSsmCoeffs[instanceNo][_period] = period;
      double a1 = MathExp(-1.414*Pi/period);
      double b1 = 2.0*a1*MathCos(1.414*Pi/period);
         workSsmCoeffs[instanceNo][_c2] = b1;
         workSsmCoeffs[instanceNo][_c3] = -a1*a1;
         workSsmCoeffs[instanceNo][_c1] = 1.0 - workSsmCoeffs[instanceNo][_c2] - workSsmCoeffs[instanceNo][_c3];
   }

   //
   //
   //
   //
   //

      int s = instanceNo*2;   
          workSsm[i][s+_price] = _sprice;
          workSsm[i][s+_ssm]   = workSsmCoeffs[instanceNo][_c1]*(workSsm[i][s+_sprice]+workSsm[i-1][s+_sprice])/2.0 + 
                                 workSsmCoeffs[instanceNo][_c2]*workSsm[i-1][s+_ssm]                                + 
                                 workSsmCoeffs[instanceNo][_c3]*workSsm[i-2][s+_ssm];
   return(workSsm[i][s+_ssm]);
}

//
//
//
//
//

#define _length  0
#define _len     1
#define _weight  2

double  nlmvalues[][              3];
double  nlmprices[][_maWorkBufferx1];
double  nlmalphas[][_maWorkBufferx1];

//
//
//
//
//

double iNonLagMa(double price, double length, int r, int instanceNo=0)
{
   if (ArrayRange(nlmprices,0) != Bars)         ArrayResize(nlmprices,Bars);
   if (ArrayRange(nlmvalues,0) <  instanceNo+1) ArrayResize(nlmvalues,instanceNo+1);
                               nlmprices[r][instanceNo]=price;
   if (length<3 || r<3) return(nlmprices[r][instanceNo]);
   
   //
   //
   //
   //
   //
   
   if (nlmvalues[instanceNo][_length] != length)
   {
      double Cycle = 4.0;
      double Coeff = 3.0*Pi;
      int    Phase = (int)(length-1);
      
         nlmvalues[instanceNo][_length] = length;
         nlmvalues[instanceNo][_len   ] = length*4 + Phase;  
         nlmvalues[instanceNo][_weight] = 0;

         if (ArrayRange(nlmalphas,0) < nlmvalues[instanceNo][_len]) ArrayResize(nlmalphas,(int)nlmvalues[instanceNo][_len]);
         for (int k=0; k<nlmvalues[instanceNo][_len]; k++)
         {
            double t = 0;
            if (k<=Phase-1) 
                 t = 1.0 * k/(Phase-1);
            else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*length-1.0); 
            double beta = MathCos(Pi*t);
            double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1;
      
            nlmalphas[k][instanceNo]        = g * beta;
            nlmvalues[instanceNo][_weight] += nlmalphas[k][instanceNo];
         }
   }
   
   //
   //
   //
   //
   //
   
   if (nlmvalues[instanceNo][_weight]>0)
   {
      double sum = 0;
           for (k=0; k < nlmvalues[instanceNo][_len] && (r-k)>=0; k++) sum += nlmalphas[k][instanceNo]*nlmprices[r-k][instanceNo];
           return( sum / nlmvalues[instanceNo][_weight]);
   }
   else return(0);           
}

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

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 tchar = StringGetChar(s, length);
         if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256))
                     s = StringSetChar(s, length, tchar - 32);
         else if(tchar > -33 && tchar < 0)
                     s = StringSetChar(s, length, tchar + 224);
   }
   return(s);
}

//
//
//
//
//

void manageAlerts()
{
    if (!calculateValue && alertsOn)
    {
      if (alertsOnCurrent)
           int whichBar = 0;
      else     whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar)); 

      //
      //
      //
      //
      //
            
      static datetime time1 = 0;
      static string   mess1 = "";
      if (alertsOnZeroCross && cross[whichBar] != cross[whichBar+1])
      {
         if (cross[whichBar] ==  1) doAlert(time1,mess1,whichBar,"Crossed zero line up");
         if (cross[whichBar] == -1) doAlert(time1,mess1,whichBar,"Crossed zero line down");
      }
      
      static datetime time2 = 0;
      static string   mess2 = "";
      if (alertsOnObOs && trend[whichBar] != trend[whichBar+1])
      {
         if (trend[whichBar] ==  1) doAlert(time2,mess2,whichBar,"Oversold");
         if (trend[whichBar] == -1) doAlert(time2,mess2,whichBar,"Overbought");
      }
      
   }
}

//
//
//
//
//

void doAlert(datetime& previousTime, string& previousAlert, int forBar, string doWhat)
{
   string message;
   
   if (previousAlert != doWhat || previousTime != Time[forBar]) {
       previousAlert  = doWhat;
       previousTime   = Time[forBar];

       //
       //
       //
       //
       //

       message =  StringConcatenate(Symbol()," ",timeFrameToString(timeFrame)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," CCI ",doWhat);
          if (alertsMessage) Alert(message);
          if (alertsNotify)  SendNotification(StringConcatenate(Symbol(), Period() ," CCI " +" "+message));
          if (alertsEmail)   SendMail(StringConcatenate(Symbol()," CCI "),message);
          if (alertsSound)   PlaySound("alert2.wav");
   }
}

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

void manageArrow(int i)
{
   if (arrowsVisible)
   {
      deleteArrow(Time[i]);
      if (arrowsOnZeroCross && cross[i] != cross[i+1])
      {
         if (cross[i] == 1) drawArrow(i,arrowsUpZeroCrossColor,arrowsUpZeroCrossCode,arrowsUpZeroCrossSize,false);
         if (cross[i] ==-1) drawArrow(i,arrowsDnZeroCrossColor,arrowsDnZeroCrossCode,arrowsDnZeroCrossSize,true);
      }
      
      if (arrowsOnObOs && trend[i]!= trend[i+1])
      {
         if (trend[i] == 1) drawArrow(i,arrowsUpObOsColor,arrowsUpObOsCode,arrowsUpObOsSize,false);
         if (trend[i] ==-1) drawArrow(i,arrowsDnObOsColor,arrowsDnObOsCode,arrowsDnObOsSize,true);
      }
      
   }
}               

//
//
//
//
//

void drawArrow(int i,color theColor,int theCode,int theSize, bool up)
{
   string name = arrowsIdentifier+":"+Time[i];
   double gap  = iATR(NULL,0,20,i);   
   
      //
      //
      //
      //
      //
      
      ObjectCreate(name,OBJ_ARROW,0,Time[i],0);
         ObjectSet(name,OBJPROP_ARROWCODE,theCode );
         ObjectSet(name,OBJPROP_COLOR,    theColor);
         ObjectSet(name,OBJPROP_WIDTH,    theSize );      
         
         if (up)
               ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsDisplacement * gap);
         else  ObjectSet(name,OBJPROP_PRICE1, Low[i] - arrowsDisplacement * gap);
}

//
//
//
//
//

void deleteArrows()
{
   string lookFor       = arrowsIdentifier+":";
   int    lookForLength = StringLen(lookFor);
   for (int i=ObjectsTotal()-1; i>=0; i--)
   {
      string objectName = ObjectName(i);
         if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName);
   }
}

//
//
//
//
//

void deleteArrow(datetime time)
{
    string lookFor = arrowsIdentifier+":"+time; ObjectDelete(lookFor);
}

