//+--------------------------------------------------------------------+
//|                                                   TII_RLH          |
//|                                    Copyright © 2006, Robert Hill   |
//|                                       http://www.metaquotes.net/   |
//|                                                                    |
//| Based on the formula developed by M. H. PEE                        |
//|                                                                    |
//| Trend Intensity Index.                                             |
//|                                                                    |
//| TII is used to indicate the strength of the current trend in the   |
//| market. The stronger the current trend, the more likely the        |
//| market will continue moving in the current direction.              |
//| It is recommended to enter the market during a strong trend        |
//| and ride it until TII shows signs of a reversal, at which time     |
//| you should abandon your position and prepare to enter in the       |
//| opposite direction.                                                |
//| Pee recommends using a major period of 60 and a minor period of 30.|
//| Assuming these setting, TII is calculated as follows.              |
//| The 60 bar simple moving average (MA) is computed.                 |
//| The deviation between the closing price and this computed average  |
//| for each of the last 30 bars is computed (CL - MA).                |
//| Positive deviations (CL > MA) are summed to give SDPOS.            |
//| Negative deviations (CL < MA) are summed to give SDNEG.            |
//| Then, the 30 period TII is calculated as:                          |
//|     100 * SDPOS / (SDPOS - SDNEG).                                 |
//| TII ranges from a lower limit of 0 to an upper limit of 100        |
//| A TII value above 50 signals an uptrend                            |
//| A TII value of 80 means that 80% of the total deviations are up    |
//| When TII fall below 50, a downtrend is likely in place             |
//| 50 represents a level that is trend-neutral                        |
//| The closer TII is to 100, the stronger the current uptrend         |
//| The closer TII is to 0, the stronger the current downtrend         |
//|                                                                    |
//+--------------------------------------------------------------------+
#property  copyright "Copyright © 2006, Robert Hill "
#property  link      "http://www.metaquotes.net/"

//---- indicator settings
#property  indicator_separate_window
#property  indicator_buffers 1
#property  indicator_color1  White
#property  indicator_width1  1
      
extern int Major_Period = 5;
extern int Major_MaMode = 2; //0=sma, 1=ema, 2=smma, 3=lwma, 4=lsma
extern int Major_PriceMode = 6;//0=close, 1=open, 2=high, 3=low, 4=median(high+low)/2, 5=typical(high+low+close)/3, 6=weighted(high+low+close+close)/4
extern int Minor_Period = 5;


//---- buffers
double ma[];
double ma_dev[];
double tii[];


//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
  
//---- drawing settings
   IndicatorBuffers(3);
   
   SetIndexStyle(0,DRAW_LINE);
   SetIndexDrawBegin(0,Major_Period);
   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2);

//---- 3 indicator buffers mapping
   if(!SetIndexBuffer(0,tii) &&
      !SetIndexBuffer(1,ma_dev) &&
      !SetIndexBuffer(2,ma))
      Print("cannot set indicator buffers!");
//---- name for DataWindow and indicator subwindow label
   IndicatorShortName(" TII  ,  Major_Period ( "+Major_Period+" )  ,  Minor_Period  ( "+Minor_Period+" ), ");

   
//---- initialization done
   return(0);
  }

//+------------------------------------------------------------------+
//| LSMA with PriceMode                                              |
//| PrMode  0=close, 1=open, 2=high, 3=low, 4=median(high+low)/2,    |
//| 5=typical(high+low+close)/3, 6=weighted(high+low+close+close)/4  |
//+------------------------------------------------------------------+

double LSMA(int Rperiod, int prMode, int shift)
{
   int i;
   double sum, pr;
   int length;
   double lengthvar;
   double tmp;
   double wt;

   length = Rperiod;
 
   sum = 0;
   for(i = length; i >= 1  ; i--)
   {
     lengthvar = length + 1;
     lengthvar /= 3;
     tmp = 0;
     switch (prMode)
     {
     case 0: pr = Close[length-i+shift];break;
     case 1: pr = Open[length-i+shift];break;
     case 2: pr = High[length-i+shift];break;
     case 3: pr = Low[length-i+shift];break;
     case 4: pr = (High[length-i+shift] + Low[length-i+shift])/2;break;
     case 5: pr = (High[length-i+shift] + Low[length-i+shift] + Close[length-i+shift])/3;break;
     case 6: pr = (High[length-i+shift] + Low[length-i+shift] + Close[length-i+shift] + Close[length-i+shift])/4;break;
     }
     tmp = ( i - lengthvar)*pr;
     sum+=tmp;
    }
    wt = sum*6/(length*(length+1));
    
    return(wt);
}

int start()
{
   int i,j,  limit;
   double sdPos, sdNeg;
   int    counted_bars=IndicatorCounted();
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
  
   for(i = limit; i >= 0; i--)
   {
      if (Major_MaMode == 4)
      {
         ma[i] = LSMA(Major_Period, Major_PriceMode, i);
      }
      else
      {
       ma[i] = iMA(NULL,0,Major_Period,0,Major_MaMode,Major_PriceMode,i);
      }
      ma_dev[i] = Close[i] - ma[i];
   }
    
         
//========== COLOR CODING ===========================================               
        
   for(i = 0; i <=limit; i++)
   {
       sdPos = 0;
       sdNeg = 0;
       for (j=i;j<i+Minor_Period;j++)
       {
          if (ma_dev[j] >= 0) sdPos = sdPos + ma_dev[j];
          if (ma_dev[j] < 0) sdNeg = sdNeg + ma_dev[j];
       }
       tii[i] = 100 * sdPos/(sdPos - sdNeg);
   }
       
   return(0);
}
//+------------------------------------------------------------------+