//+------------------------------------------------------------------+
//|                                                 HMA envelope.mq4 |
//|                                  Nick Bilak, beluck[AT]gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Nick Bilak"
#property link      "http://www.mql4.info"

#property indicator_chart_window
#property indicator_buffers 2

#property indicator_color1 Red
#property indicator_color2 Red

//---- External parameters
extern int _maPeriod=20;
extern double deviation = 0.1;
extern int price1 = PRICE_OPEN;
int price1shift = 0;
int price2shift = 0;
extern int price2 = PRICE_OPEN;
/*
PRICE_CLOSE 0 Close price. 
PRICE_OPEN 1 Open price. 
PRICE_HIGH 2 High price. 
PRICE_LOW 3 Low price. 
PRICE_MEDIAN 4 Median price, (high+low)/2. 
PRICE_TYPICAL 5 Typical price, (high+low+close)/3. 
PRICE_WEIGHTED 6 Weighted close price, (high+low+close+close)/4. 
*/

//---- indicator buffers
double _hma[],_wma[],hma[],wma[],b1[],b2[];

//----
int ExtCountedBars=0;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init() {
   if (price1!=PRICE_OPEN) price1shift = 1;
   if (price2!=PRICE_OPEN) price2shift = 1;

	int    draw_begin;
	string short_name;
	IndicatorBuffers(6);

	//---- indicator buffers mapping
	SetIndexBuffer(0, b1);
	SetIndexStyle(0, DRAW_LINE);
	SetIndexEmptyValue(0, 0.0);
	SetIndexBuffer(1, b2);
	SetIndexStyle(1, DRAW_LINE);
	SetIndexEmptyValue(1, 0.0);
	SetIndexBuffer(2, _hma);
	SetIndexEmptyValue(2, 0.0);
	SetIndexBuffer(3, _wma);
	SetIndexEmptyValue(3, 0.0);
	SetIndexBuffer(4, hma);
	SetIndexEmptyValue(4, 0.0);
	SetIndexBuffer(5, wma);
	SetIndexEmptyValue(5, 0.0);
	
	IndicatorDigits(Digits);

	//---- initialization done
	return(0);
}

int start() {
	int i, shift, countedBars=IndicatorCounted();
	int maxBars=_maPeriod*2;
	int period=_maPeriod;
	double sqrtPeriod = MathSqrt(period*1.00);
	int halfPeriod=period/2;

	if(Bars<_maPeriod) return(-1);
   if(countedBars == 0) countedBars = maxBars;
	int limit=Bars-countedBars+maxBars;
	//---- moving average
	double wma1,_wma1;
	double wma2,_wma2;
	for(i=limit; i>=0; i--) {
	  _wma1 = iMA(Symbol(), 0, period, 0, MODE_LWMA, price1, i+price1shift);
	  _wma2 = iMA(Symbol(), 0, halfPeriod, 0, MODE_LWMA, price1, i+price1shift);
	  _wma[i] = 2.0*_wma2-_wma1;
	  wma1 = iMA(Symbol(), 0, period, 0, MODE_LWMA, price2, i+price2shift);
	  wma2 = iMA(Symbol(), 0, halfPeriod, 0, MODE_LWMA, price2, i+price2shift);
	  wma[i] = 2.0*wma2-wma1;
	} 
	
	for(i=limit; i>=0; i--) {
	  _hma[i]=iMAOnArray(_wma, 0, sqrtPeriod, 0, MODE_LWMA, i);
	  hma[i]=iMAOnArray(wma, 0, sqrtPeriod, 0, MODE_LWMA, i);
	  b1[i]=_hma[i]+_hma[i]*deviation/100.0;
	  b2[i]=hma[i]-hma[i]*deviation/100.0;
	} 

	return(0);
}