//+------------------------------------------------------------------+
//|                                                 dynamic zone cci |
//|                                                           mladen |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link      "mladenfx@gmail.com"

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1  DeepSkyBlue
#property indicator_color2  LimeGreen
#property indicator_color3  Red
#property indicator_color4  DimGray
#property indicator_width1  2
#property indicator_style4  STYLE_DOT

//
//
//
//
//

#import "dynamicZone.dll"
   double dzBuy(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i );
   double dzSell(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i );
#import

//
//
//
//
//

extern int    CciLength              = 10;
extern int    CciPrice               = PRICE_TYPICAL;
extern int    CciSmooth              = 3;
extern int    DzLookBackBars         = 70;
extern double DzStartBuyProbability  = 0.16;
extern double DzStartSellProbability = 0.16;
extern bool   ShowArrows             = true;
extern string arrowsIdentifier       = "dzCciArrows1";
extern color  arrowsUpColor          = DeepSkyBlue;
extern color  arrowsDnColor          = Red;
extern bool   alertsOn               = false;
extern bool   alertsOnCurrent        = false;
extern bool   alertsMessage          = true;
extern bool   alertsSound            = false;
extern bool   alertsEmail            = false;

//
//
//
//
//

double cci[];
double ccs[];
double ccw[];
double cen[];
double bli[];
double sli[];
double trend[];
double alpha;

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

int init()
{
   IndicatorBuffers(7);
   SetIndexBuffer(0,ccs);
   SetIndexBuffer(1,bli);
   SetIndexBuffer(2,sli);
   SetIndexBuffer(3,cen);
   SetIndexBuffer(4,cci);
   SetIndexBuffer(5,ccw);
   SetIndexBuffer(6,trend);

   //
   //
   //
   //
   //
   
   string PriceType;
      switch(CciPrice)
      {
         case PRICE_CLOSE:    PriceType = "Close";    break;  // 0
         case PRICE_OPEN:     PriceType = "Open";     break;  // 1
         case PRICE_HIGH:     PriceType = "High";     break;  // 2
         case PRICE_LOW:      PriceType = "Low";      break;  // 3
         case PRICE_MEDIAN:   PriceType = "Median";   break;  // 4
         case PRICE_TYPICAL:  PriceType = "Typical";  break;  // 5
         case PRICE_WEIGHTED: PriceType = "Weighted"; break;  // 6
      }      

   //
   //
   //
   //
   //

   CciLength = MathMax(CciLength ,1);
       alpha = 2.0 /(1.0+MathSqrt(CciSmooth));
   
   IndicatorShortName ("Dynamic zone CCI ("+CciLength+","+PriceType+","+DzLookBackBars+","+DoubleToStr(DzStartBuyProbability,3)+","+DoubleToStr(DzStartSellProbability,3)+")");
   return(0);
}
int deinit()
{
   if (ShowArrows) deleteArrows();
   return(0);
}

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

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

   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
         limit = MathMin(Bars-counted_bars,Bars-1);

   //
   //
   //
   //
   //
   //

   for(i=limit; i >= 0; i--)
   {
      cci[i] = iCCI(NULL,0,CciLength,CciPrice,i);
         if (i==Bars-1)
         {
            ccw[i] = cci[i];
            ccs[i] = cci[i];
            continue;
         }
      
      //
      //
      //
      //
      //
      
      if (CciSmooth>1)
      {
            ccw[i] = ccw[i+1]+alpha*(cci[i]-ccw[i+1]);
            ccs[i] = ccs[i+1]+alpha*(ccw[i]-ccs[i+1]);
      }
      else  ccs[i] = cci[i];         
      bli[i] = dzBuy (ccs, DzStartBuyProbability,  DzLookBackBars, Bars, i);
      sli[i] = dzSell(ccs, DzStartSellProbability, DzLookBackBars, Bars, i);
      cen[i] = dzSell(ccs, 0.5,                    DzLookBackBars, Bars, i);
      trend[i] = trend[i+1];
         if (ccs[i]>cen[i]) trend[i] =  1;
         if (ccs[i]<cen[i]) trend[i] = -1;
         manageArrow(i);
   }
   manageAlerts();
   return(0);
}

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

void manageAlerts()
{
   if (alertsOn)
   {
      if (alertsOnCurrent)
           int whichBar = 0;
      else     whichBar = 1;
      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(),TimeToStr(TimeLocal(),TIME_SECONDS)," DZ CCI trend changed to ",doWhat);
          if (alertsMessage) Alert(message);
          if (alertsEmail)   SendMail(StringConcatenate(Symbol()," DZ CCI"),message);
          if (alertsSound)   PlaySound("alert2.wav");
   }
}

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

void manageArrow(int i)
{
   if (ShowArrows)
   {
      deleteArrow(Time[i]);
      if (trend[i]!=trend[i+1])
      {
         if (trend[i] == 1) drawArrow(i,arrowsUpColor,241,false);
         if (trend[i] ==-1) drawArrow(i,arrowsDnColor,242,true);
      }
   }
}               

//
//
//
//
//

void drawArrow(int i,color theColor,int theCode,bool up)
{
   string name = arrowsIdentifier+":"+Time[i];
   double gap  = 3.0*iATR(NULL,0,20,i)/4.0;   
   
      //
      //
      //
      //
      //
      
      ObjectCreate(name,OBJ_ARROW,0,Time[i],0);
         ObjectSet(name,OBJPROP_ARROWCODE,theCode);
         ObjectSet(name,OBJPROP_COLOR,theColor);
         if (up)
               ObjectSet(name,OBJPROP_PRICE1,High[i]+gap);
         else  ObjectSet(name,OBJPROP_PRICE1,Low[i] -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);
}

