NMC2_with_Ocn_MAs

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Magenta
#property indicator_color2 Yellow
#property indicator_color3 Aqua
#property indicator_level1 0
#property indicator_levelcolor Gray
#property indicator_levelstyle 2

extern int    NMC2_period         = 40;
extern bool   Use_NMR_instead_NMM = false;
extern int    NMA_period          = 40;
extern int    NMA_LB_min          = 8;

double NMC2[];
double NMC2_NMA[];
double NMC2_FastNMA[];

int init()
{
  string whichone = "NMM";
  if(Use_NMR_instead_NMM) whichone = "NMR";
  IndicatorShortName("NMC2_with_Ocn_MAs(" + NMC2_period + ", using " + whichone + ", " + NMA_period + ", " + NMA_LB_min + ")");
  IndicatorBuffers(3);
  SetIndexBuffer(0, NMC2);
  SetIndexLabel(0, "NMC2(" + NMC2_period + ", using " + whichone + ")");
  SetIndexBuffer(1, NMC2_NMA);
  SetIndexLabel(1, "NMC2_NMA(" + NMA_period + ")");
  SetIndexBuffer(2, NMC2_FastNMA);
  SetIndexLabel(2, "NMC2_FastNMA(" + NMA_period + ", " + NMA_LB_min + ")");
  return(0);
}

int start()
{
  int limit, i, ii, counted_bars = IndicatorCounted();
  double nms, nmm, nmr, nms2, nmm2, nmr2, whichone, avg, sign, sum, abssum, ratio, nmc2num, maxnmc2;

  if(Bars <= NMC2_period) return(0);
  if(counted_bars < 0) counted_bars = 0;
  if(counted_bars > NMC2_period) limit = Bars - counted_bars;
  else                           limit = Bars - NMC2_period - 1;

  for(i = limit; i >= 0; i--)
    {
    nms2 = 0; nmm2 = 0; nmr2 = 0;
    for(ii = 1; ii <= NMC2_period; ii++)
      {
      double oLRSlope = 0, SumXY = 0, SumY = 0, SumX, SumXSqr, Divisor;
      if(ii > 1)
        {
        SumX = ii * (ii - 1) * 0.5;
        SumXSqr = ii * (ii - 1) * (2 * ii - 1) * 1/6;
        Divisor = (SumX * SumX) - ii * SumXSqr;
        for(int iii = 0; iii < ii; iii++)
          {
          SumXY += iii * MathLog(Close[i+iii]);
          SumY += MathLog(Close[i+iii]);
          }
        oLRSlope = (ii * SumXY - SumX * SumY) / Divisor;
        }
      nms2 += oLRSlope * MathSqrt(ii);
      nmm2 += (MathLog(Close[i]) - MathLog(Close[i+ii])) / MathSqrt(ii);
      nmr2 += (MathLog(Close[i+ii-1]) - MathLog(Close[i+ii])) * (MathSqrt(ii) - MathSqrt(ii-1));
      }
    nms = nms2 * 100;
    nmm = (nmm2 / NMC2_period) * 1000;
    nmr = nmr2 * 1000;
    if(Use_NMR_instead_NMM) whichone = nmr;
    else                    whichone = nmm;
    avg = ((MathAbs(nms) * whichone) + (MathAbs(whichone) * nms)) / 2;
    if(avg > 0)      sign = 1;
    else if(avg < 0) sign = -1;
    else             sign = 0;
    NMC2[i] = sign * MathSqrt(MathAbs(avg));
    }

  for(i = limit; i >= 0; i--)
    if(i < Bars - NMC2_period - 1 - NMA_period)
      {
      ratio = 0;
      sum = (NMC2[i] - NMC2[i+1]) + (NMC2[i+1] - NMC2[i+2]) * (MathSqrt(2)-1);
      for(ii = 2; ii < NMA_period; ii++)
        sum += (NMC2[i+ii] - NMC2[i+ii+1]) * (MathSqrt(ii+1) - MathSqrt(ii));
      abssum = MathAbs(sum);
      sum = 0;
      for(ii = 0; ii < NMA_period; ii++)
        sum += MathAbs(NMC2[i+ii] - NMC2[i+ii+1]);
      if(sum != 0) ratio = abssum / sum;
      NMC2_NMA[i] = NMC2_NMA[i+1] + (NMC2[i] - NMC2_NMA[i+1]) * ratio;
      }

  for(i = limit; i >= 0; i--)
    if(i < Bars - NMC2_period - 1 - NMA_period)
      {
      maxnmc2 = 0; ratio = 0;
      int NMA_LB_max;
      for(ii = 1; ii <= NMA_period; ii++)
        {
        nmc2num = (NMC2[i] - NMC2[i+ii]) / MathSqrt(ii);
        if(MathAbs(nmc2num) > maxnmc2) { maxnmc2 = MathAbs(nmc2num); NMA_LB_max = ii; }
        }
      if(NMA_LB_max < NMA_LB_min) NMA_LB_max = NMA_LB_min;
      sum = (NMC2[i] - NMC2[i+1]) + (NMC2[i+1] - NMC2[i+2]) * (MathSqrt(2)-1);
      for(ii = 2; ii < NMA_LB_max; ii++)
        sum += (NMC2[i+ii] - NMC2[i+ii+1]) * (MathSqrt(ii+1) - MathSqrt(ii));
      abssum = MathAbs(sum);
      sum = 0;
      for(ii = 0; ii < NMA_LB_max; ii++)
        sum += MathAbs(NMC2[i+ii] - NMC2[i+ii+1]);
      if(sum != 0) ratio = abssum / sum;
      NMC2_FastNMA[i] = NMC2_FastNMA[i+1] + (NMC2[i] - NMC2_FastNMA[i+1]) * ratio;
      }

  return(0);
}