NMC_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     NMC_period  = 40;
extern int     NMA_period  = 40;
extern int     NMA_LB_min  = 8;

double NMC[];
double NMC_NMA[];
double NMC_FastNMA[];

int init()
{
  IndicatorShortName("NMC_with_Ocn_MAs(" + NMC_period + ", " + NMA_period + ", " + NMA_LB_min + ")");
  IndicatorBuffers(3);
  SetIndexBuffer(0, NMC);
  SetIndexLabel(0, "NMC(" + NMC_period + ")");
  SetIndexBuffer(1, NMC_NMA);
  SetIndexLabel(1, "NMC_NMA(" + NMA_period + ")");
  SetIndexBuffer(2, NMC_FastNMA);
  SetIndexLabel(2, "NMC_FastNMA(" + NMA_period + ", " + NMA_LB_min + ")");
  return(0);
}

int start()
{
  int limit, i, ii, counted_bars = IndicatorCounted();
  double nmm, nmr, nmm2, nmr2, avg, sign, sum, abssum, ratio, nmcnum, maxnmc;

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

  for(i = limit; i >= 0; i--)
    {
    nmm2 = 0; nmr2 = 0;
    for(ii = 1; ii <= NMC_period; 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));
      }
    nmm = (nmm2 / NMC_period) * 1000;
    nmr = nmr2 * 1000;
    avg = ((MathAbs(nmm) * nmr) + (MathAbs(nmr) * nmm)) / 2;
    if(avg > 0)      sign = 1;
    else if(avg < 0) sign = -1;
    else             sign = 0;
    NMC[i] = sign * MathSqrt(MathAbs(avg));
    }

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

  for(i = limit; i >= 0; i--)
    if(i < Bars - NMC_period - 1 - NMA_period)
      {
      maxnmc = 0; ratio = 0;
      int NMA_LB_max;
      for(ii = 1; ii <= NMA_period; ii++)
        {
        nmcnum = (NMC[i] - NMC[i+ii]) / MathSqrt(ii);
        if(MathAbs(nmcnum) > maxnmc) { maxnmc = MathAbs(nmcnum); NMA_LB_max = ii; }
        }
      if(NMA_LB_max < NMA_LB_min) NMA_LB_max = NMA_LB_min;
      sum = (NMC[i] - NMC[i+1]) + (NMC[i+1] - NMC[i+2]) * (MathSqrt(2)-1);
      for(ii = 2; ii < NMA_LB_max; ii++)
        sum += (NMC[i+ii] - NMC[i+ii+1]) * (MathSqrt(ii+1) - MathSqrt(ii));
      abssum = MathAbs(sum);
      sum = 0;
      for(ii = 0; ii < NMA_LB_max; ii++)
        sum += MathAbs(NMC[i+ii] - NMC[i+ii+1]);
      if(sum != 0) ratio = abssum / sum;
      NMC_FastNMA[i] = NMC_FastNMA[i+1] + (NMC[i] - NMC_FastNMA[i+1]) * ratio;
      }

  return(0);
}