#property indicator_separate_window

#property indicator_maximum 0.7
#property indicator_minimum 0.0


#property indicator_buffers 3
#property indicator_color1  DodgerBlue
#property indicator_color2  Red
#property indicator_color3  Red
#property indicator_width1  4
#property indicator_width2  4
#property indicator_width3  4



string TimeFrame       = "Current time frame";
extern int    Periods         = 14;
double Phase           = 0;
extern int    Price           = PRICE_CLOSE;
bool   SmoothDouble    = false;
string ForSymbol       = "";
bool   Interpolate     = true;
extern bool   alertsOn        = true;
extern bool   alertsOnCurrent = true;
extern bool   alertsMessage   = true;
extern bool   alertsSound     = false;
extern bool   alertsEmail     = false;



double buffer1[];
double buffer2[];
double buffer3[];
double trend[];



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



int init()
{
   IndicatorBuffers(4);
   SetIndexBuffer(0,buffer1);
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(1,buffer2);
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(2,buffer3);
   SetIndexStyle(2,DRAW_HISTOGRAM);
   SetIndexBuffer(3,trend);
   SetIndexLabel(0, NULL);
   SetIndexLabel(1, NULL);
   SetIndexLabel(2, NULL);
   SetIndexLabel(3, NULL);


      Periods = MathMax(Periods,1);
      if (ForSymbol=="") ForSymbol=Symbol();
   
      
      
         indicatorFileName = WindowExpertName();
         calculateValue    = TimeFrame=="calculateValue"; if (calculateValue) { return(0); }
         returnBars        = TimeFrame=="returnBars";     if (returnBars)     { return(0); }
         timeFrame         = stringToTimeFrame(TimeFrame);
      
      
     
   IndicatorShortName("[ "+timeFrameToString(timeFrame)+" ]");
          
}
int deinit() { 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);
           if (returnBars) { buffer1[0] = MathMin(limit+1,Bars-1); return(0); }

   

   if (calculateValue || (timeFrame == Period() && ForSymbol==Symbol()))
   {
      if (trend[limit]==-1) CleanPoint(limit,buffer2,buffer3);
      for(i=limit; i>=0; i--)
      {
         buffer1[i] = iDSmooth(iMA(NULL,0,1,0,MODE_SMA,Price,i),Periods,Phase,SmoothDouble,i);
         buffer2[i] = EMPTY_VALUE;
         buffer3[i] = EMPTY_VALUE;
         trend[i]   = trend[i+1];
            if (buffer1[i]>buffer1[i+1]) trend[i] =  1;
            if (buffer1[i]<buffer1[i+1]) trend[i] = -1;
            if (trend[i]==-1) PlotPoint(i,buffer2,buffer3,buffer1);
      }            
      manageAlerts();
      return(0);
   }      

   

   limit = MathMax(limit,MathMin(Bars-1,iCustom(ForSymbol,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
   if (trend[limit]==-1) CleanPoint(limit,buffer2,buffer3);
   for (i=limit; i>=0; i--)
   {
      int y = iBarShift(ForSymbol,timeFrame,Time[i]);
         trend[i]   = iCustom(ForSymbol,timeFrame,indicatorFileName,"calculateValue",Periods,Phase,Price,SmoothDouble,3,y);
         buffer1[i] = iCustom(ForSymbol,timeFrame,indicatorFileName,"calculateValue",Periods,Phase,Price,SmoothDouble,0,y);
         buffer2[i] = 0;//EMPTY_VALUE;
         buffer3[i] = 1;//EMPTY_VALUE;

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

         

            datetime time = iTime(NULL,timeFrame,y);
               for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;	
               for(int k = 1; k < n; k++)
                  buffer1[i+k] = buffer1[i] + (buffer1[i+n] - buffer1[i])*k/n;
   }
   for (i=limit;i>=0;i--) if (trend[i]==-1) PlotPoint(i,buffer2,buffer3,buffer1);
   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 (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()," ",timeFrameToString(timeFrame)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," trend changed to ",doWhat);
          if (alertsMessage) Alert(message);
          if (alertsEmail)   SendMail(StringConcatenate(Symbol(),"Alpha Osc"),message);
          if (alertsSound)   PlaySound("alert.wav");
   }
}




double wrk[][20];

#define bsmax  5
#define bsmin  6
#define volty  7
#define vsum   8
#define avolty 9



double iDSmooth(double price, double length, double phase, bool isDouble, int i, int s=0)
{
   if (isDouble)
         return (iSmooth(iSmooth(price,MathSqrt(length),phase,i,s),MathSqrt(length),phase,i,s+10));
   else  return (iSmooth(price,length,phase,i,s));
}



double iSmooth(double price, double length, double phase, int i, int s=0)
{
   if (length <=1) return(price);
   if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars);
   
   int r = Bars-i-1; 
      if (r==0) { for(int k=0; k<7; k++) wrk[r][k+s]=price; for(; k<10; k++) wrk[r][k+s]=0; return(price); }

   
   
      double len1   = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0);
      double pow1   = MathMax(len1-2.0,0.5);
      double del1   = price - wrk[r-1][bsmax+s];
      double del2   = price - wrk[r-1][bsmin+s];
      double div    = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100);
      int    forBar = MathMin(r,10);
	
         wrk[r][volty+s] = 0;
               if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1); 
               if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2); 
         wrk[r][vsum+s] =	wrk[r-1][vsum+s] + (wrk[r][volty+s]-wrk[r-forBar][volty+s])*div;
         
         
   
         wrk[r][avolty+s] = wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]);
            if (wrk[r][avolty+s] > 0)
               double dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty = 0;   
	               if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1);
                  if (dVolty < 1)                      dVolty = 1.0;

      
	        
   	double pow2 = MathPow(dVolty, pow1);
      double len2 = MathSqrt(0.5*(length-1))*len1;
      double Kv   = MathPow(len2/(len2+1), MathSqrt(pow2));

         if (del1 > 0) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price - Kv*del1;
         if (del2 < 0) wrk[r][bsmin+s] = price; else wrk[r][bsmin+s] = price - Kv*del2;
	
   
      
      double R     = MathMax(MathMin(phase,100),-100)/100.0 + 1.5;
      double beta  = 0.45*(length-1)/(0.45*(length-1)+2);
      double alpha = MathPow(beta,pow2);

         wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price);
         wrk[r][1+s] = (price - wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s];
         wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]);
         wrk[r][3+s] = (wrk[r][2+s] - wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s];
         wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]); 

   

   return(wrk[r][4+s]);
}



void CleanPoint(int i,double& first[],double& second[])
{
   if ((second[i]  != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
        second[i+1] = EMPTY_VALUE;
   else
      if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
          first[i+1] = EMPTY_VALUE;
}



void PlotPoint(int i,double& first[],double& second[],double& from[])
{
   if (first[i+1] == EMPTY_VALUE)
      {
         if (first[i+2] == EMPTY_VALUE) {
                first[i]   = from[i];
                first[i+1] = from[i+1];
                second[i]  = EMPTY_VALUE;
            }
         else {
                second[i]   =  from[i];
                second[i+1] =  from[i+1];
                first[i]    = EMPTY_VALUE;
            }
      }
   else
      {
         first[i]  = from[i];
         second[i] = EMPTY_VALUE;
      }
}



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);
}