/*
*** Morris MA *** 
Version 2 (29th May 2004) 
** forex version **
use short duration bars e.g. 
5min set length to give required speed of response
increase damping to eliminate overshooting 
Lower length will require Higher damping
*/
//+##################################################################+
//|                                                          MMA.mq4 |
//|                Copyright © 2003,2004                  Tim Morris |
//|                                                                  |
//|                     MQL4 © 2005,                Nikolay Kositsin | 
//|                                                       Khabarovsk |
//+##################################################################+
#property copyright ""
#property link      ""
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- input parameters
extern int      Length  = 10;//inverse of driving coefficient
extern int     damping  = 5;//smoothing (percent)
extern int      maxgap  = 30;//maximum week gap ignored (pips)
extern int       Shift  = 0;
extern int   CountBars  = 300;//drawn per call - tune this to avoid
//---- buffers
double MMA_Buffer [];
double MEM[32];
//----
double p=0.0, dmp=0.0, drv=0.0, gap=0.0;
double n=0.0, k=0.0, d0=0.0, y0=0.0, y1=0.0, y2=0.0, mg=0.0, err=0.0; 
//+==================================================================+ 
//| Custom indicator initialization function                         | 
//+==================================================================+ 
int init()
  {
  string short_name;    
//---- drawing settings
   SetIndexStyle(0,DRAW_LINE);
   SetIndexDrawBegin(0, Bars-CountBars);
//---- IndexShift    
   SetIndexShift(0,Shift);
//----   
   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
//---- name for DataWindow and indicator subwindow label
   SetIndexLabel   (0, "Moris_MA");
   IndicatorShortName ("Moris_MA (Length="+Length+", damping="+damping+", maxgap="+maxgap+", Shift="+Shift+")");    
//---- indicator buffers mapping
   IndicatorBuffers(2);  
   SetIndexBuffer(0, MMA_Buffer);
   SetIndexBuffer(1, MEM);
   k =1.0/Length; d0 = damping/100.0; mg = maxgap*Point;     
   return(0);
  }
//+==================================================================+ 
//| MMA                                                              | 
//+==================================================================+ 
int start()
  {
int counted_bars=IndicatorCounted();
//---- check for possible errors
if(counted_bars<0) return(-1);
int bar=Bars-counted_bars-1;
if (bar==Bars-1)
	{
	bar=bar-1;
	y0=(High[bar]+Low[bar])/2;
	MMA_Buffer[bar]=y0; 	
   MEM[bar+0]=y0;
   MEM[bar+1]=y0;
   MEM[bar+2]=y0; 
   bar--;	
   }
while (bar>=0)
	{
	p=(High[bar]+Low[bar])/2.0;
//week} gap compensation------------------------------------------+
	if (bar>0&& bar<Bars-1)
	 if (Time[bar]-Time[bar+1]>30000)
		 if ((High[bar]<Low[bar+1])||(Low[bar]>High[bar+1]))
			{
	    		gap=p-(High[bar+1]+Low[bar+1])/2.0;
	    		if (MathAbs(gap)>mg){MEM[bar+1]+=gap; MEM[bar+2]+=gap;}
	    	}
//----------------------------------------------------------------+	
//*** calculate new average position ***
   y1  = MEM[bar+1]; 
   y2  = MEM[bar+2];
   n   = High[bar]-Low[bar];//consider H-L as noise level
   if(n==0)n=Point/100;
   err = (p-2.0*y1+y2)/n; 
//error is difference between price && straight line
   drv = MathMax(MathMin(k*err*err + k*MathAbs(err),0.5),0.0);
//driving function = polynomial of error/noise
//small moves have little effect, 
//big moves have big effect, 
//spikes have small effect
	dmp = MathMax(MathMin(k*MathAbs(y1-y2)/n + d0,1.0),0.0);
//damping function = polynomial of gradient/noise
//if average is moving fast but price isn't - put the brakes on.
   y0  = y1 + n*err*drv + (y1-y2)*(1.0-dmp);
//new average = straight line less damping plus driving
   MEM[bar+0]=y0; 
   MMA_Buffer[bar]=y0;
	bar--;
	}
//---- done---
return(0); 
}