//+------------------------------------------------------------------+
//|                                          CC-PercentBollinger.mq4 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Carlo Colombo"

#property indicator_maximum 150
#property indicator_minimum -50

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 DodgerBlue
#property indicator_color2 Red

//---- input parameters
extern string		PriceTypexPercentual			= "1=Median 2=True-MID 3=WeightClose";
extern int 			PriceTypeApplied 				= 1;
extern int 			BollingerPeriod 				= 80;
extern double 		BollingerDeviation 			= 2;
extern int 			BollingerShift 				= 0;
extern string 		BollingerPriceTypes 			= "CL=0,OP=1,HI=2,LO=3,ME=4,TY=5,WE=6";
extern int 			BollingerPrice 				= 0 ;
extern string 		SmoothingType					= "0 =SMMA 1 = EMA";
extern int 			MAType 							= 1 ;
extern int 			MAPeriod 						= 4;
extern int 			Bars2Draw 						= 10000;



//---- buffers
double Buffer1[];
double Buffer2[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;

//---- indicator line 0
   SetIndexStyle	(0,DRAW_LINE);
   SetIndexBuffer	(0,Buffer1);
   SetIndexLabel	(0,"Buffer 0 - direct");

//---- indicator line 1
   SetIndexStyle	(1,DRAW_LINE);
   SetIndexBuffer	(1,Buffer2);
   SetIndexLabel	(1,"Buffer 1 - median smoothed");
   
   SetLevelValue( 0, 100); 
   SetLevelValue( 1, 50); 
   SetLevelValue( 2, 0) ;

	if (MAType > 1 || MAType < 0) MAType = 1;
	if (MAPeriod < 1 ) MAPeriod = 1;
	if (BollingerPrice > 6 || BollingerPrice < 0) BollingerPrice = 0;
	if (PriceTypeApplied > 3 || PriceTypeApplied < 1) PriceTypeApplied = 1;
	
   short_name="CC-Percent Bollinger "+ BollingerPeriod+ "," + DoubleToStr(BollingerDeviation,2)+ "," + BollingerShift;
   IndicatorShortName(short_name);

   return(0);
}

//+------------------------------------------------------------------+
int start()
{
   int i ;
 
   int counted_bars = IndicatorCounted();
   if(Bars<=BollingerPeriod) return(0);

//---- initial zero - azzero il buffer
   if( counted_bars < 1 ) 
   {
      for(i=1;i<=Bars;i++)
      {
         Buffer1[Bars-i]=0.0;
         Buffer2[Bars-i]=0.0;
      }
   }

//----
   i = Bars - BollingerPeriod - 1 ;

   if ( counted_bars >= BollingerPeriod ) i = Bars - counted_bars - 1 ;
   
   while( i >= 0 )
   {
      Buffer1[i]= PercentoSegnaleBollinger(i);
      i--;
   }

   for(i = 0; i < Bars2Draw; i++)
   {
      switch (MAType)
      {
         case 0:
            Buffer2[i] = SmaCC(Buffer1,MAPeriod,i);
            break;
         case 1:
            Buffer2[i] = EmaCC(Buffer1,MAPeriod,i);
            break;
      }
	}
	
   return(0);
}
  
double PercentoSegnaleBollinger (int i )
{
   double PercentoIstantaneo ;
   double AmpiezzaEnv ;
   double MinimoAttuale,MassimoAttuale ;
   double ValoreTop ;
	double Prezzo;

   //---------------------------------------------------------------------------------
   // misura della distanza media attuale del prezzo dalla banda bassa di Bollinger
   double BandaBassa = iBands( NULL, 0, BollingerPeriod, BollingerDeviation, BollingerShift, BollingerPrice, MODE_LOWER ,i );
   double BandaAlta 	= iBands( NULL, 0, BollingerPeriod, BollingerDeviation, BollingerShift, BollingerPrice, MODE_UPPER ,i );
   
   
   // median 
   if ( PriceTypeApplied == 1 ) Prezzo = (High [i] - Low [i]) / 2 + Low [i];
   
   // true MID of open close
	if ( PriceTypeApplied == 2 ) Prezzo = (MathMax(Open [i],Close [i])-MathMin(Open[i],Close[i])) / 2 + MathMin(Open[i],Close[i])  ;
	
	// wclose
	if ( PriceTypeApplied == 3 ) Prezzo = (High[i]+Low[i]+Close[i]+Close[i])/4;



   //Distanza attuale
   AmpiezzaEnv = BandaAlta - BandaBassa;

   if (Prezzo >= ((BandaAlta-BandaBassa)/2)+BandaBassa)
   {
      Prezzo = High [i];
   }
   else
   {
      Prezzo = Low [i];
   }


   if (Prezzo >= BandaBassa && Prezzo <= BandaAlta)
   {
      // qui il prezzo medio è dentro le bande!
      Prezzo = (High[i]+Low[i]+Close[i]+Close[i])/4;
      ValoreTop = Prezzo - BandaBassa;
      if (ValoreTop==0)ValoreTop=Point;
      PercentoIstantaneo = (1 / (AmpiezzaEnv / ValoreTop ) ) * 100 ;
   }
   else
   {
      // qui il prezzo ha sforato sopra o sotto!
      if (Prezzo > BandaAlta)
      {
         Prezzo = High[i];//MathMax(Open[i],Close[i]);
         ValoreTop = Prezzo - BandaAlta;
         if (ValoreTop==0)ValoreTop=Point;
         PercentoIstantaneo = (1/(AmpiezzaEnv / ValoreTop) * 100) + 100 ;
      }
      else
      {
         // qui siamo sotto la banda bassa!
         Prezzo = Low[i];//MathMin(Open[i],Close[i]);
         ValoreTop = BandaBassa - Prezzo;
         if (ValoreTop==0)ValoreTop=Point;
         PercentoIstantaneo = -(1/(AmpiezzaEnv / ValoreTop) * 100) ;
      }
   }
   return (PercentoIstantaneo);
}  
  
//+------------------------------------------------------------------+

double EmaCC (double ArrayIN[] , int Periodo , int Shift )
{
   double MediaUscita;
   double pr = 2.0 / ( Periodo + 1 ) ;
   double Medie[];
   
   ArrayResize (Medie,Periodo * 2 + 2 );
   
   int    pos = Periodo * 2 -1;

   while ( pos >= Periodo )
   {
      MediaUscita = MediaUscita + ArrayIN [ pos + Shift] ;
      pos-- ;
   }

   pos = Periodo-1;

   Medie[Periodo] = MediaUscita / Periodo;
  
   while ( pos >=0 )
   {
      
      Medie[pos] = ( ArrayIN [ pos + Shift ] * pr ) + ( Medie [ pos + 1 ] * ( 1 - pr ) ) ;
      
      pos--;
   }
   
   return (Medie[0]);     
}

double SmaCC (double ArrayIN[] , int Periodo , int Shift)
{
   double MediaUscita;
   double Medie[];
   
   ArrayResize (Medie, Periodo * 2 + 2 );
   
   int    pos = Periodo * 2 -1;

   while ( pos >= Periodo )
   {
      MediaUscita = MediaUscita + ArrayIN [ pos + Shift] ;
      pos-- ;
   }

   pos = Periodo-1;

   Medie[Periodo] = MediaUscita / Periodo;
  
   while ( pos >=0 )
   {
      MediaUscita = Medie [ pos + 1 ] * ( Periodo - 1 ) + ArrayIN [ pos + Shift] ;
      
      Medie[pos] = MediaUscita / Periodo;

      pos--;
   }
   
   return (Medie[0]);     
}