Ocn_NST

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_level1 0
#property indicator_level2 50
#property indicator_level3 -50
#property indicator_levelcolor Gray
#property indicator_levelstyle 2

extern int NST_period = 20;
extern int SmLen      = 10;

double NST[];
double RawNST[];

int init()
{
  if(SmLen < 5) SmLen = 5;
  else if(SmLen > 15) SmLen = 15;
  string nstname = "NST(" + NST_period + ", " + SmLen + ")";
  IndicatorShortName(nstname);
  IndicatorDigits(0);
  IndicatorBuffers(2);
  SetIndexBuffer(0, NST);
  SetIndexLabel(0, nstname);
  SetIndexBuffer(1, RawNST);
  return(0);
}

int start()
{
  int limit, i, ii, counted_bars = IndicatorCounted();

  if(Bars <= NST_period + 3*SmLen) return(0);
  if(counted_bars < 0) counted_bars = 0;
  if(counted_bars > NST_period) limit = Bars - counted_bars;
  else                          limit = Bars - NST_period - 1;

  for(i = limit; i >= 0; i--)
    {
    double SumWgt = 0, SumDnom = 0, HghAry, LowAry, RngAry, FrcAry, TmeAry, WgtAry;
    for(ii = 0; ii <= NST_period; ii++)
      {
      HghAry = iHigh(NULL, 0, iHighest(NULL, 0, MODE_HIGH, ii, i));
      LowAry = iLow(NULL, 0, iLowest(NULL, 0, MODE_LOW, ii, i));
      RngAry = HghAry - LowAry;
      if(RngAry == 0) FrcAry = 0; else FrcAry = (Close[i] - LowAry) / RngAry;
      TmeAry = 1 / MathPow(ii+1, 0.5);
      WgtAry = TmeAry * FrcAry;
      SumWgt += WgtAry;
      SumDnom += TmeAry;
      }
    RawNST[i] = (200 * SumWgt / SumDnom) - 100;
    }

  double ExpSmooth = 2, XAvg1, XAvg2, XAvg3, TemaNST;
  ExpSmooth = ExpSmooth / (SmLen + 1);
  for(i = Bars - NST_period - 1; i >= 0; i--)
    {
    XAvg1 += ExpSmooth * (RawNST[i] - XAvg1);
    XAvg2 += ExpSmooth * (XAvg1 - XAvg2);
    XAvg3 += ExpSmooth * (XAvg2 - XAvg3);
    TemaNST = 3 * XAvg1 - 3 * XAvg2 + XAvg3;
    if(i < Bars - NST_period - 1 - 3*SmLen)
      {
      if(TemaNST > 85) NST[i] = MathRound(85 + (TemaNST - 85) / 2);
      else if(TemaNST < -85) NST[i] = MathRound(-85 - (MathAbs(TemaNST) - 85) / 2);
      else NST[i] = MathRound(TemaNST);
      }
    }

  return(0);
}