//+------------------------------------------------------------------+
//|                                                      QQE new.mq4 |
//|                                                           mladen |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link      "mladenfx@gmail.com"

#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1  Green
#property indicator_color2  Gold
#property indicator_color3  Red
#property indicator_color4  DimGray
#property indicator_color5  Lime
#property indicator_width1  2
#property indicator_width2  2
#property indicator_width3  2
#property indicator_width4  2
#property indicator_width5  2
#property indicator_levelcolor DimGray

//
//
//
//
//

extern string TimeFrame   = "Current time frame";
extern int    SF          = 5;
extern int    RSIPeriod   = 14;
extern double WP          = 4.236;
extern double UpperBound  = 60; 
extern double LowerBound  = 40; 
extern bool   Interpolate = true;

//
//
//
//
//

extern bool alertsOn              = true;
extern bool alertsSignalLineCross = false;
extern bool alertsOnCurrent       = true;
extern bool alertsMessage         = true;
extern bool alertsSound           = false;
extern bool alertsEmail           = false;

//
//
//
//
//

double RsiMa[];
double Trend[];
double HistoU[];
double HistoM[];
double HistoD[];
double work[][6];

//
//
//
//
//

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

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

int init()
{
   SetIndexBuffer(0,HistoU); SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(1,HistoM); SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(2,HistoD); SetIndexStyle(2,DRAW_HISTOGRAM);
   SetIndexBuffer(3,RsiMa);  SetIndexLabel(0, "QQE");
   SetIndexBuffer(4,Trend);  SetIndexLabel(1, "QQE trend");

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

      //
      //
      //
      //
      //
         
      SetLevelValue(0,UpperBound-50);
      SetLevelValue(1,LowerBound-50);
   IndicatorShortName(timeFrameToString(timeFrame)+" QQE histo ("+SF+","+RSIPeriod+","+DoubleToStr(WP,4)+")");
   return(0);
}

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

#define iEma 0
#define iEmm 1
#define iQqe 2
#define iRsi 3
#define tQqe 4
#define tQqs 5

//
//
//
//
//

int start()
{
   int counted_bars=IndicatorCounted();
   int i,n,k,r,limit;
   
   if(counted_bars < 0) return(-1);
   if(counted_bars > 0) counted_bars--;
           limit = MathMin(Bars-counted_bars,Bars-1);
           if (returnBars) { HistoU[0] = limit+1; return(0); }

   //
   //
   //
   //
   //

   if (calculateValue || timeFrame==Period())
   {
      if (ArrayRange(work,0) != Bars) ArrayResize(work,Bars); 
            double alpha1 = 2.0/(SF+1.0);
            double alpha2 = 2.0/(RSIPeriod*2.0);
      for (i=limit, r=Bars-i-1; i>=0; i--,r++)
      {  
         work[r][iRsi] = work[r-1][iRsi] + alpha1*(iRSI(NULL,0,RSIPeriod,PRICE_CLOSE,i)   - work[r-1][iRsi]);
         work[r][iEma] = work[r-1][iEma] + alpha2*(MathAbs(work[r-1][iRsi]-work[r][iRsi]) - work[r-1][iEma]);
         work[r][iEmm] = work[r-1][iEmm] + alpha2*(work[r][iEma] - work[r-1][iEmm]);

         //
         //
         //
         //
         //

         double rsi0 = work[r  ][iRsi];
         double rsi1 = work[r-1][iRsi];
         double dar  = work[r  ][iEmm]*WP;
         double tr   = work[r-1][iQqe];
         double dv   = tr;
   
            if (rsi0 < tr) { tr = rsi0 + dar; if ((rsi1 < dv) && (tr > dv)) tr = dv; }
            if (rsi0 > tr) { tr = rsi0 - dar; if ((rsi1 > dv) && (tr < dv)) tr = dv; }
         
      //
      //
      //
      //
      //
         
         work[r][iQqe] = tr;
         work[r][tQqe] = work[r-1][tQqe];
         work[r][tQqs] = work[r-1][tQqs];
         RsiMa[i]      = work[r][iRsi]-50;
         Trend[i]      = tr           -50;
         HistoU[i]     =  EMPTY_VALUE;
         HistoM[i]     =  EMPTY_VALUE;
         HistoD[i]     =  EMPTY_VALUE;
   
         if (RsiMa[i] > (UpperBound-50))                           HistoU[i] = RsiMa[i];
         if (RsiMa[i] < (LowerBound-50))                           HistoD[i] = RsiMa[i];
         if (HistoU[i] == EMPTY_VALUE && HistoD[i] == EMPTY_VALUE) HistoM[i] = RsiMa[i];

      //
      //
      //
      //
      //
               
         if (RsiMa[i] > 0)        work[r][tQqe] =  1;
         if (RsiMa[i] < 0)        work[r][tQqe] = -1;
         if (RsiMa[i] > Trend[i]) work[r][tQqs] =  1;
         if (RsiMa[i] < Trend[i]) work[r][tQqs] = -1;
      }
      manageAlerts();
      return(0);
   }

   //
   //
   //
   //
   //
   
   if (ArrayRange(work,0) != Bars) ArrayResize(work,Bars); 
   limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
   for (i=limit, r=Bars-i-1;i>=0;i--,r++)
   {
      int y = iBarShift(NULL,timeFrame,Time[i]);
         RsiMa[i]  = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SF,RSIPeriod,WP,UpperBound,LowerBound,3,y);
         Trend[i]  = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SF,RSIPeriod,WP,UpperBound,LowerBound,4,y);
         HistoU[i] = EMPTY_VALUE;
         HistoM[i] = EMPTY_VALUE;
         HistoD[i] = EMPTY_VALUE;

            //
            //
            //
            //
            //
            
               work[r][tQqe] = work[r-1][tQqe];
               work[r][tQqs] = work[r-1][tQqs];
               
                  if (RsiMa[i] > (UpperBound-50))                           HistoU[i] = RsiMa[i];
                  if (RsiMa[i] < (LowerBound-50))                           HistoD[i] = RsiMa[i];
                  if (HistoU[i] == EMPTY_VALUE && HistoD[i] == EMPTY_VALUE) HistoM[i] = RsiMa[i];

                  if (RsiMa[i] > 0)        work[r][tQqe] =  1;
                  if (RsiMa[i] < 0)        work[r][tQqe] = -1;
                  if (RsiMa[i] > Trend[i]) work[r][tQqs] =  1;
                  if (RsiMa[i] < Trend[i]) work[r][tQqs] = -1;

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

            //
            //
            //
            //
            //
   
            datetime time = iTime(NULL,timeFrame,y);
               for(n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;	
               for(k = 1; k < n; k++)
               {
                  RsiMa[i+k] = RsiMa[i] + (RsiMa[i+n]-RsiMa[i])*k/n;
                  Trend[i+k] = Trend[i] + (Trend[i+n]-Trend[i])*k/n;
                     if (HistoU[i] != EMPTY_VALUE) HistoU[i+k]=RsiMa[i+k];
                     if (HistoM[i] != EMPTY_VALUE) HistoM[i+k]=RsiMa[i+k];
                     if (HistoD[i] != EMPTY_VALUE) HistoD[i+k]=RsiMa[i+k];
               }               
   }
   manageAlerts();
   
   //
   //
   //
   //
   //
   
   return(0);
}

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

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

      //
      //
      //
      //
      //
      
      if (alertsSignalLineCross)
      {
         if (work[Bars-whichBar-1][tQqs] != work[Bars-whichBar-2][tQqs])
         {
            if (work[Bars-whichBar-1][tQqs] ==  1) doAlert(whichBar," qqe line crossed signal line UP");
            if (work[Bars-whichBar-1][tQqs] == -1) doAlert(whichBar," qqe line crossed signal line DOWN");
         }         
      }
      else
      {
         if (work[Bars-whichBar-1][tQqe] != work[Bars-whichBar-2][tQqe])
         {
            if (work[Bars-whichBar-1][tQqe] ==  1) doAlert(whichBar," qqe line crossed 50 line UP");
            if (work[Bars-whichBar-1][tQqe] == -1) doAlert(whichBar," qqe line crossed 50 line 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)," QQE - ",doWhat);
          if (alertsMessage) Alert(message);
          if (alertsEmail)   SendMail(StringConcatenate(Symbol(),"QQE"),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 char = StringGetChar(s, length);
         if((char > 96 && char < 123) || (char > 223 && char < 256))
                     s = StringSetChar(s, length, char - 32);
         else if(char > -33 && char < 0)
                     s = StringSetChar(s, length, char + 224);
   }
   return(s);
}