Stochastic Momentum Index

//+------------------------------------------------------------------+
//|                                                          SMI.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 White
#property indicator_color2 Red
#property indicator_level1 0
//---- input parameters
extern int       Period_Q=2;
extern int       Period_R=8;
extern int       Period_S=5;
extern int       Signal=5;
//---- buffers
double SMI_Buffer[];
double Signal_Buffer[];
double SM_Buffer[];
double EMA_SM[];
double EMA2_SM[];
double EMA_HQ[];
double EMA2_HQ[];
double HQ_Buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   IndicatorBuffers(8);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,SMI_Buffer);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,Signal_Buffer);
   SetIndexLabel(0,"SMI");
   SetIndexLabel(1,"Signal SMI");
   SetIndexBuffer(2,SM_Buffer);
   SetIndexBuffer(3,EMA_SM);
   SetIndexBuffer(4,EMA2_SM);
   SetIndexBuffer(5,EMA_HQ);
   SetIndexBuffer(6,EMA2_HQ);
   SetIndexBuffer(7,HQ_Buffer);

   IndicatorShortName("SMI("+Period_Q+","+Period_R+","+Period_S+","+Signal+")");
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//---- TODO: add your code here
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
   int limit;
   int i;
//   double Median_Q[];
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   limit=Bars-Period_Q-counted_bars;
   if(counted_bars>0) counted_bars--;
//   ArrayResize(Median_Q,limit);
//   ArrayResize(HQ_Buffer,limit);
//   ArraySetAsSeries(Median_Q,true);
//   ArraySetAsSeries(HQ_Buffer,true);
   for (i=limit;i>=0;i--)
      {
      //Median_Q[i]=(High[Highest(NULL,0,MODE_HIGH,0,i)]+Low[Lowest(NULL,0,MODE_HIGH,0,i)])/2;
      HQ_Buffer[i]=High[Highest(NULL,0,MODE_HIGH,Period_Q,i)]-Low[Lowest(NULL,0,MODE_LOW,Period_Q,i)];
      SM_Buffer[i]=Close[i]-(High[Highest(NULL,0,MODE_HIGH,Period_Q,i)]+Low[Lowest(NULL,0,MODE_LOW,Period_Q,i)])/2;//Median_Q[i];
      }
//   for (i=limit;i>=0;i--)
//      {
//      SM_Buffer[i]=Close[i]-(High[Highest(NULL,0,MODE_HIGH,0,i)]+Low[Lowest(NULL,0,MODE_HIGH,0,i)])/2;//Median_Q[i];
//      }
   for (i=limit-Period_R;i>=0;i--)
      {
      EMA_SM[i]=iMAOnArray(SM_Buffer,0,Period_R,0,MODE_EMA,i);
      EMA_HQ[i]=iMAOnArray(HQ_Buffer,0,Period_R,0,MODE_EMA,i);
      }
   for (i=limit-Period_R-Period_S;i>=0;i--)
      {
      EMA2_SM[i]=iMAOnArray(EMA_SM,0,Period_S,0,MODE_EMA,i);
      EMA2_HQ[i]=iMAOnArray(EMA_HQ,0,Period_S,0,MODE_EMA,i);
      }
   for (i=limit-Period_R-Period_S-Signal;i>=0;i--)
      {
      SMI_Buffer[i]=100*EMA2_SM[i]/0.5/EMA2_HQ[i];
      }
   for (i=limit-Period_R-Period_S;i>=0;i--)
      {
      Signal_Buffer[i]=iMAOnArray(SMI_Buffer,0,Signal,0,MODE_EMA,i);
      }

//---- TODO: add your code here
   
//----
   return(0);
  }
//+------------------------------------------------------------------+