//VT Trader Port




#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Black
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1

#property indicator_level1 10.0
#property indicator_level2 90.0
#property indicator_levelcolor FireBrick
#property indicator_levelwidth 1
#property indicator_levelstyle STYLE_SOLID




// Input Parameters
extern int RSIPeriod = 21;
extern int PeriodK = 21;
extern int SlowPeriod = 3;

// Buffers
double RSIBuffer[];
double StochBuffer[];
double TempBuffer[];
bool debug = false;


// Other Variables
string ShortName;


/////////////////////////////////////////////////////////////////////
// Custom indicator initialization function
/////////////////////////////////////////////////////////////////////

int init() {

IndicatorBuffers( 2);
SetIndexStyle( 0, DRAW_LINE, STYLE_SOLID, 1 );
SetIndexBuffer( 0, StochBuffer );
SetIndexDrawBegin( 0, RSIPeriod );

ShortName = "SRSI"  + " (" + RSIPeriod + "," + PeriodK + "," + SlowPeriod + ")";

IndicatorShortName( ShortName );
SetIndexLabel( 0, ShortName );

ArraySetAsSeries( RSIBuffer, true );
ArraySetAsSeries( TempBuffer, true );

Print( ShortName );


return( 0 );
}

/////////////////////////////////////////////////////////////////////
// Custom indicator deinitialization function
/////////////////////////////////////////////////////////////////////

int deinit() {
return( 0 );
}

/////////////////////////////////////////////////////////////////////
// Indicator Logic run on every tick
/////////////////////////////////////////////////////////////////////

int start() {

int counted_bars = IndicatorCounted();

// Check for errors
if ( counted_bars < 0 ) {
return( -1 );
}

// Last bar will be recounted
if ( counted_bars > 0 ) {
counted_bars--;
}

// Resize the non-buffer array if necessary
if ( ArraySize( RSIBuffer ) != ArraySize( StochBuffer ) ) {
ArraySetAsSeries( RSIBuffer, false );
ArrayResize( RSIBuffer, ArraySize( StochBuffer ) );
ArraySetAsSeries( RSIBuffer, true );
}

if ( ArraySize( TempBuffer ) != ArraySize( StochBuffer ) ) {
ArraySetAsSeries( TempBuffer, false );
ArrayResize( TempBuffer, ArraySize( StochBuffer ) );
ArraySetAsSeries( TempBuffer, true );
}


// Get the upper limit
int limit = Bars - counted_bars;

for ( int ictr = 0; ictr < limit; ictr++ ) {
RSIBuffer[ictr] = iRSI( NULL, 0, RSIPeriod, PRICE_CLOSE, ictr );
if ( debug ) {
if ( RSIBuffer[ictr] > 100.0 ) {
Print( "Bar: ", ictr, " RSI: ", RSIBuffer[ictr] );
}
}
}

for ( ictr = 0; ictr < limit; ictr++ ) {
double llv = LLV( RSIBuffer, PeriodK, ictr );
double hhv = HHV( RSIBuffer, PeriodK, ictr );

if ( ( hhv - llv ) > 0 ) {
TempBuffer[ictr] = ( ( RSIBuffer[ictr] - llv ) /
( hhv - llv ) ) * 100;
if ( debug && ictr < 100 ) {
if ( TempBuffer[ictr] > 100.0 ) {
Print( "Bar: ", ictr, " TempBuffer: ", TempBuffer[ictr], " RSI: ", RSIBuffer[ictr], " hhv: ", hhv, " llv:", llv );
}
}
}
}

for ( ictr = 0; ictr < limit; ictr++ ) {
StochBuffer[ictr] = iMAOnArray( TempBuffer, 0, SlowPeriod, 0, MODE_EMA, ictr );
}

return( 0 );
}


double LLV( double& indBuffer[], int Periods, int shift ) {
double dblRet = 0.0;
int startindex = shift;

for ( int llvctr = startindex; llvctr < ( startindex + Periods ); llvctr++ ) {
if ( llvctr == startindex ) {
dblRet = indBuffer[llvctr];
}
dblRet = MathMin( dblRet, indBuffer[llvctr] );
}

return( dblRet );
}

double HHV( double& indBuffer[], int Periods, int shift ) {
double dblRet = 0.0;
int startindex = shift;

for ( int hhvctr = startindex; hhvctr < ( startindex + Periods ); hhvctr++ ) {
if ( hhvctr == startindex ) {
dblRet = indBuffer[hhvctr];
}
dblRet = MathMax( dblRet, indBuffer[hhvctr] );
}

return( dblRet );
}