//+------------------------------------------------------------------+
//|                                Trend direction & force index.mq4 |
//|                                                           mladen |
//|                                                                  |
//|                                                                  |
//| original metastock indicator made by Piotr Wojdylo               |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link      "mladenfx@gmail.com"

#property indicator_separate_window
#property indicator_buffers  7
#property indicator_color1   DimGray
#property indicator_color2   DimGray
#property indicator_color3   DimGray
#property indicator_color4   Red
#property indicator_color5   Red
#property indicator_color6   DodgerBlue
#property indicator_color7   DodgerBlue
#property indicator_width3   1
#property indicator_width4   2
#property indicator_width5   2
#property indicator_width6   2
#property indicator_width7   2
#property indicator_maximum  1
#property indicator_minimum -1

//
//
//
//
//

extern string TimeFrame              = "Current time frame";
extern int    trendPeriod            = 50;
extern double TriggerUp              =  0.8; 
extern double TriggerDown            = -0.8; 
extern double SmoothLength           = 5;
extern double SmoothPhase            = 0;
extern bool   ColorChangeOnZeroCross = false;
extern bool   alertsOn               = false;
extern bool   alertsOnCurrentBar     = true;
extern bool   alertsMessage          = false;
extern bool   alertsSound            = false;
extern bool   alertsEmail            = false;
extern bool   Interpolate            = true;

//
//
//
//
//

double   TrendBuffer[];
double   TrendBufferUa[];
double   TrendBufferUb[];
double   TrendBufferDa[];
double   TrendBufferDb[];
double   TriggBuffera[];
double   TriggBufferb[];
double   trend[];

//
//
//
//
//

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

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

int init()
{
   IndicatorBuffers(8);
   SetIndexBuffer(0,TriggBuffera);  SetIndexLabel(0,NULL);
   SetIndexBuffer(1,TriggBufferb);  SetIndexLabel(1,NULL);
   SetIndexBuffer(2,TrendBuffer);   SetIndexLabel(2,"Trend direction & force");
   SetIndexBuffer(3,TrendBufferUa);
   SetIndexBuffer(4,TrendBufferUb);
   SetIndexBuffer(5,TrendBufferDa);
   SetIndexBuffer(6,TrendBufferDb);
   SetIndexBuffer(7,trend);

   //
   //
   //
   //
   //

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

   //
   //
   //
   //
   //

   IndicatorShortName(timeFrameToString(timeFrame)+" ("+trendPeriod+")");
   return(0);
}
int deinit() { return(0); }

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

double workTrend[][3];
#define _MMA   0
#define _SMMA  1
#define _TDF   2

//
//
//
//
//

int start()
{
   int i,r,limit,counted_bars=IndicatorCounted();
   
   if(counted_bars < 0) return(-1);
   if(counted_bars>0) counted_bars--;
         limit = MathMin(Bars-counted_bars,Bars-1);
         if (returnBars) { TriggBuffera[0] = limit+1; return(0); }
       
   //
   //
   //
   //
   //
   
   if (calculateValue || timeFrame == Period())
   {
      if (ArrayRange(workTrend,0)!=Bars) ArrayResize(workTrend,Bars);
      if (trend[limit]== 1) CleanPoint(limit,TrendBufferUa,TrendBufferUb);
      if (trend[limit]==-1) CleanPoint(limit,TrendBufferDa,TrendBufferDb);
      
      //
      //
      //
      //
      //
      
      double alpha = 2.0 /(trendPeriod+1.0); 
      for (i=limit, r=Bars-i-1; i>=0; i--, r++)
      {
               workTrend[r][_MMA]  = iMA(NULL,0,trendPeriod,0,MODE_EMA,PRICE_CLOSE,i);
               workTrend[r][_SMMA] = workTrend[r-1][_SMMA]+alpha*(workTrend[r][_MMA]-workTrend[r-1][_SMMA]);
                     double impetmma  = workTrend[r][_MMA]  - workTrend[r-1][_MMA];
                     double impetsmma = workTrend[r][_SMMA] - workTrend[r-1][_SMMA];
                     double divma     = MathAbs(workTrend[r][_MMA]-workTrend[r][_SMMA])/Point;
                     double averimpet = (impetmma+impetsmma)/(2*Point);
               workTrend[r][_TDF]  = divma*MathPow(averimpet,3);

               //
               //
               //
               //
               //
               
               double absValue = absHighest(workTrend,_TDF,trendPeriod*3,r);
               if (absValue > 0)
                     TrendBuffer[i]  = iSmooth(workTrend[r][_TDF]/absValue,SmoothLength,SmoothPhase,i);
               else  TrendBuffer[i]  = iSmooth(                       0.00,SmoothLength,SmoothPhase,i);
                     TriggBuffera[i] = TriggerUp;
                     TriggBufferb[i] = TriggerDown;

               //
               //
               //
               //
               //
               
               TrendBufferUa[i] = EMPTY_VALUE;
               TrendBufferUb[i] = EMPTY_VALUE;
               TrendBufferDa[i] = EMPTY_VALUE;
               TrendBufferDb[i] = EMPTY_VALUE;
               trend[i]         = trend[i+1];
                  if (ColorChangeOnZeroCross)
                  {
                     if (TrendBuffer[i]>0) trend[i] =  1;
                     if (TrendBuffer[i]<0) trend[i] = -1;
                  }
                  else
                  {
                     if (TrendBuffer[i]>TriggBuffera[i])                                   trend[i] =  1;
                     if (TrendBuffer[i]<TriggBufferb[i])                                   trend[i] = -1;
                     if (TrendBuffer[i]>TriggBufferb[i] && TrendBuffer[i]<TriggBuffera[i]) trend[i] =  0;
                  }                     
                  if (trend[i] ==  1) PlotPoint(i,TrendBufferUa,TrendBufferUb,TrendBuffer);
                  if (trend[i] == -1) PlotPoint(i,TrendBufferDa,TrendBufferDb,TrendBuffer);
      }
      manageAlerts();
      return(0);         
   }
      
   //
   //
   //
   //
   //

   limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0)*timeFrame/Period()));
   for(i=limit; i>=0; i--)
   {
     int y = iBarShift(NULL,timeFrame,Time[i]);
        TrendBuffer[i]   = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",trendPeriod,TriggerUp,TriggerDown,SmoothLength,SmoothPhase,ColorChangeOnZeroCross,alertsOn,alertsOnCurrentBar,alertsMessage,alertsSound,alertsEmail,2,y);
        trend[i]         = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",trendPeriod,TriggerUp,TriggerDown,SmoothLength,SmoothPhase,ColorChangeOnZeroCross,alertsOn,alertsOnCurrentBar,alertsMessage,alertsSound,alertsEmail,7,y);
        TrendBufferUa[i] = EMPTY_VALUE;
        TrendBufferUb[i] = EMPTY_VALUE;
        TrendBufferDa[i] = EMPTY_VALUE;
        TrendBufferDb[i] = EMPTY_VALUE;
        TriggBuffera[i]  = TriggerUp;
        TriggBufferb[i]  = TriggerDown;

         //
         //
         //
         //
         //
      
            if (!Interpolate || y==iBarShift(NULL,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++)
               TrendBuffer[i+k] = TrendBuffer[i] + (TrendBuffer[i+n]-TrendBuffer[i])*k/n;
   }
   for(i=limit; i>=0; i--)
   {
      if (trend[i] ==  1) PlotPoint(i,TrendBufferUa,TrendBufferUb,TrendBuffer);
      if (trend[i] == -1) PlotPoint(i,TrendBufferDa,TrendBufferDb,TrendBuffer);
   }

   //
   //
   //
   //
   //
      
   return(0);
   
}



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

void manageAlerts()
{
   if (!calculateValue && alertsOn)
   {
      if (alertsOnCurrentBar)
           int whichBar = 0;
      else     whichBar = 1;
      
      //
      //
      //
      //
      //
      
      Comment(trend[whichBar],"   ",trend[whichBar+1]);
      if (ColorChangeOnZeroCross)
      {
         if (trend[whichBar] != trend[whichBar+1])
         {
            if (trend[whichBar] == 1) doAlert(whichBar," crossed zero line up");
            if (trend[whichBar] ==-1) doAlert(whichBar," crossed zero line down");
         }
      }         
      else
      {
         if (trend[whichBar] != trend[whichBar+1])
         {
            if (trend[whichBar]   == 1                        ) doAlert(whichBar," crossed "+DoubleToStr(TriggerUp  ,2)+" line up");
            if (trend[whichBar]   ==-1                        ) doAlert(whichBar," crossed "+DoubleToStr(TriggerDown,2)+" line down");
            if (trend[whichBar+1] == 1 && trend[whichBar] == 0) doAlert(whichBar," crossed "+DoubleToStr(TriggerUp  ,2)+" line down");
            if (trend[whichBar+1] ==-1 && trend[whichBar] ==-0) doAlert(whichBar," crossed "+DoubleToStr(TriggerDown,2)+" line up");
         }         
      }         
   }
}   

//
//
//
//
//

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 =  timeFrameToString(Period())+" "+Symbol()+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+doWhat;
             if (alertsMessage) Alert(message);
             if (alertsEmail)   SendMail(StringConcatenate(Symbol()," trend dirrection & strength "),message);
             if (alertsSound)   PlaySound("alert2.wav");
      }
}


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

double absHighest(double& array[][], int index, int length, int shift)
{
   double result = 0.00;
   
   for (int i = length-1; i>=0; i--)
      if (result < MathAbs(array[shift-i][index]))
          result = MathAbs(array[shift-i][index]);
   return(result);          
}

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

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 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);
}

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

double wrk[][10];

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


//
//
//
//
//

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]);
}