//+------------------------------------------------------------------+
//|                                   Copyright © 2010, Ivan Kornilov|
//|                                      StochasticExpansion_v1.1.mq4|
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, Ivan Kornilov. All rights reserved."
#property link "excelf@gmail.com"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 SteelBlue
#property indicator_color2 OrangeRed

#property indicator_level1 5
#property indicator_level2 -5
#property indicator_level3 10
#property indicator_level4 10
#property indicator_level5 0



extern int KPeriod1 = 13;
extern int Slowing1 = 6;
extern int NoiseFilter = 6;


double blue[];
double red[];
double HighesBuffer1[];
double LowesBuffer1[];

double KLineBuffer1[];
double KLineBuffer2[];


int init() {
   IndicatorBuffers(6);
   SetIndexBuffer(0, blue);
   SetIndexBuffer(1, red);
   
   //SetIndexStyle(0, DRAW_HISTOGRAM);SetIndexStyle(1, DRAW_HISTOGRAM);

   SetIndexBuffer(2, HighesBuffer1);
   SetIndexBuffer(3, LowesBuffer1);
   
   SetIndexBuffer(4, KLineBuffer1);
   SetIndexBuffer(5, KLineBuffer2);
   IndicatorShortName("StochasticExpansion_v1.1("+KPeriod1+","+Slowing1+")");
   return(0);
}
int limit;
int start(){
    int counted_bars=IndicatorCounted();
    limit = Bars - counted_bars;
    if(counted_bars > 0)  {
        limit = Bars - counted_bars - 1;
    }
    
    minimumsCounting(LowesBuffer1, KPeriod1);
    maximumsCounting(HighesBuffer1, KPeriod1);
    KLine(KLineBuffer1, KLineBuffer2, HighesBuffer1, LowesBuffer1, Slowing1);
    
    for(int i = limit; i >= 0; i--) {
        double value = iMAOnArray(KLineBuffer1, Bars, NoiseFilter, 0, 0, i);
        if(
            value < KLineBuffer1[i]
        ) {
            blue[i] = KLineBuffer1[i];
            red[i] = EMPTY_VALUE;
            blue[i+1] = KLineBuffer1[i+1];
     

        } else {
            blue[i] = EMPTY_VALUE;
            red[i] = KLineBuffer1[i];
            red[i+1] = KLineBuffer1[i+1];

        }
    }
}

void minimumsCounting(double &LowesBuffer[], int KPeriod) {
    for(int i = limit; i>=0; i--) {
        LowesBuffer[i] = Low[iLowest(NULL,0,MODE_LOW, KPeriod, i)];
    }
}

void maximumsCounting(double &HighesBuffer[], int KPeriod) {
    for(int i = limit; i>=0; i--) {
        HighesBuffer[i] = High[iHighest(NULL,0,MODE_HIGH, KPeriod, i)];
    }
}

void KLine(double &KLineBuffer1[], double &KLineBuffer2[], double HighesBuffer[], double LowesBuffer[], int Slowing) {
    for(int i = limit; i>=0; i--) {
        double sumlow=0;
        double sumhigh=0;
        for(int k = i + Slowing - 1; k >= i; k--) {
            sumlow += Close[k] - LowesBuffer[k];
            sumhigh += HighesBuffer[k] - Close[k];
        }
        
        if(sumhigh == 0.0) {
            KLineBuffer1[i] = 0;
        } else { 
            KLineBuffer1[i] = sumlow / sumhigh;
        }
        
        if(sumlow == 0.0) {
            KLineBuffer2[i] = 0;
        } else { 
            KLineBuffer2[i] = -sumhigh / sumlow;
        }
        
       
       KLineBuffer1[i] = KLineBuffer1[i] + KLineBuffer2[i];
    }
    return(0);
}