//+------------------------------------------------------------------+
//| Danny Feng                                           Ergodic.mq4 |
//+------------------------------------------------------------------+

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Yellow
#property indicator_color2 Red
//---- input parameters
extern int r=2;
extern int s=5;
extern int u=8;
extern int smooth=2;

//---- buffers
double ErgBuffer[];
double ema_ErgBuffer[];
double Price_Delta1_Buffer[];
double Price_Delta2_Buffer[];
double s_ema1_Buffer[];
double s_ema2_Buffer[];
double u_ema1_Buffer[];
double u_ema2_Buffer[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;
//---- additional buffers are used for counting.
   IndicatorBuffers(8);
   SetIndexBuffer(0,ema_ErgBuffer);
   SetIndexBuffer(1,ErgBuffer);
   SetIndexBuffer(2,Price_Delta1_Buffer);
   SetIndexBuffer(3,Price_Delta2_Buffer);
   SetIndexBuffer(4,s_ema1_Buffer);
   SetIndexBuffer(5,s_ema2_Buffer);
   SetIndexBuffer(6,u_ema1_Buffer);
   SetIndexBuffer(7,u_ema2_Buffer);

//---- indicator lines
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexStyle(1,DRAW_HISTOGRAM);
//---- name for DataWindow and indicator subwindow label
   short_name="Ergodic";
   IndicatorShortName(short_name);
   SetIndexLabel(0,short_name);
//----
   SetIndexDrawBegin(0,r+s+u+smooth);
   SetIndexDrawBegin(1,r+s+u+smooth);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| True Strength Index                                          |
//+------------------------------------------------------------------+
int start() {
   int i,limit;
   double mean1, mean2;
   
   int counted_bars=IndicatorCounted();
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
   
   for(i=0; i<limit; i++) {
      //Price_Delta1_Buffer[i] = Close[i] - Close[i+r];
      //Price_Delta2_Buffer[i] = MathAbs(Close[i] - Close[i+r]);
      mean1 = (Close[i] + High[i] + Low[i]) /3;
      mean2 = (Close[i+r] + High[i+r] + Low[i+r]) /3;      
      Price_Delta1_Buffer[i] = mean1 - mean2;
      Price_Delta2_Buffer[i] = MathAbs(mean1 - mean2);
   }
   
   for(i=0; i<limit; i++) {
      s_ema1_Buffer[i]=iMAOnArray(Price_Delta1_Buffer,Bars,s,0,MODE_EMA,i);
      s_ema2_Buffer[i]=iMAOnArray(Price_Delta2_Buffer,Bars,s,0,MODE_EMA,i);
   }
   
   for(i=0; i<limit; i++) {
      u_ema1_Buffer[i]=iMAOnArray(s_ema1_Buffer,Bars,u,0,MODE_EMA,i);
      u_ema2_Buffer[i]=iMAOnArray(s_ema2_Buffer,Bars,u,0,MODE_EMA,i);
   }

   for(i=0; i<limit; i++) {
      ErgBuffer[i] = 100 * u_ema1_Buffer[i] / u_ema2_Buffer[i] ;
   }   

   for(i=0; i<limit; i++) {
      ema_ErgBuffer[i] = iMAOnArray(ErgBuffer,Bars,smooth,0,MODE_EMA,i);
   }   
   return(0);
}
//+------------------------------------------------------------------+