_SECTION_BEGIN( "Gauss Kernel" );

SetChartBkColor( ParamColor( "Panel Color", colorBlack ) );
SetChartBkGradientFill( ParamColor( "Upper Chart", colorBlack ), ParamColor( "Lower Chart", colorBlack ) );

function Normalize( array, arraylen )
// Figure 1.7 on p. 7
{
    MaxH = HHV( array, arraylen );
    MinL = LLV( array, arraylen );
    Value1[0] = array[0]; // Initialize as array

    for ( i = 1; i < BarCount; i++ )
    {
        Value1[i] = .5 * 2 * ( ( array[i] - MinL[i] ) / IIf( MaxH[i] - MinL[i] == 0, 1, MaxH[i] - MinL[i] ) - .5 ) + .5 * Value1[i-1];

        if ( Value1[i] > .9999 )
            Value1[i] = .9999;

        if ( Value1[i] < -.9999 )
            Value1[i] = -.9999;
    }

    return Value1;
}


PI = 3.1415926;

Data = ( H + L ) / 2;



Med = ( H + L + C ) / 3;
MidPoint = 0;

function Kernel( Input, Length )
{

    Norm = 0;
    sigma = ( Length + 1 ) / 4.0;

    for ( i = 0; i <= Length; i++ )

    {
        Norm = Norm + exp( -( ( Length / 2 - i ) * ( Length / 2 - i ) ) / ( 2 * sigma * sigma ) );
    }

    array = Input;

    for ( j = Length; j < BarCount; j++ )
    {
        Filtered = 0;

        for ( k = 0; k <= Length; k++ )

        {
            Filtered = Filtered + exp( -( ( Length / 2 - k ) * ( Length / 2 - k ) ) / ( 2 * sigma * sigma ) ) * Input[j - k];
        }

        array[j] = Filtered / Norm;

    }

    return array;
}

function Kernel_HMA( Input, N )
{
    f = Kernel( 2 * Kernel( Input, round( N / 2 ) ) - Kernel( Input, N ), round( sqrt( N ) ) );
    return f;
}

//Length1 = Param("Length1", 8, 2, 50, 1);
Length2 = Param( "Length2", 13, 2, 50, 1 );
Length3 = Param( "Length3", 21, 2, 50, 1 );
Length4 = Param( "Length4", 5, 2, 50, 1 );
//Length5 = Param("Length5", 34, 2, 50, 1);


//Smoothx = Kernel(C, Length1);
Smoothy = Kernel( C, Length2 );
//Smoothz = Kernel(C, Length3);
Smooth4 = Kernel( C, Length4 );
//Smooth5 = Kernel(C, Length5);


//x = C - Smoothx;
y = C - Smoothy;
z = C - Smooth4;
//f4 = C - Smooth4;
//f5 = C - Smooth5;


//Normx = Kernel_HMA(x/sqrt(Kernel(x^2,Length1)),2);
Normy = Kernel_HMA( y / sqrt( Kernel( y ^ 2, Length2 ) ), 2 );
Normz = Kernel_HMA( z / sqrt( Kernel( z ^ 2, Length4 ) ), 2 );
// Norm4 = Kernel_HMA(f4/sqrt(Kernel(f4^2,Length4)),2);
//Norm5 = Kernel_HMA(f5/sqrt(Kernel(f5^2,Length5)),2);


//Buy = ( Cross(Normx,0) OR Cross(Normy,0) OR Cross(Normz,0)) AND (Normx > Ref(Normx,-1) AND Normy > Ref(Normy,-1) AND Normz > Ref(Normz,-1));
//Sell = ( Cross(0,Normx) OR Cross(0,Normy) OR Cross(0,Normz) ) AND (Normx < Ref(Normx,-1) AND Normy < Ref(Normy,-1) AND Normz < Ref(Normz,-1));
// FisherXform = Fisher(Normalize(Med, 20));

barvisible = Status( "barvisible" );



//Buy = ExRem(Buy,Sell);
//Sell = ExRem(Sell,Buy);

//shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
//PlotShapes( shape, IIf( Buy, colorBrightGreen, colorRed ), 0, IIf( Buy, 0 , 0));

//Plot(Normx, "Normx", colorYellow, styleThick);
Plot( Normy, "Normy", colorAqua, styleThick );
Plot( Normz, "Normz", colorRed, styleThick );
//Plot(Norm4, "Normz", colorOrange, styleThick);
//Plot(Norm5, "Normz", colorOrange, styleThick);


Plot( 0, "", colorWhite, styleThick );
Plot( 4, "", colorWhite, styleThick );
Plot( -4, "", colorWhite, styleThick );

Plot( 3 , "", colorWhite, styleThick );
Plot( -3, "", colorWhite, styleThick );

_SECTION_END();


PlusDM = IIf( High > Ref( High, -1 ) AND Low >= Ref( Low, -1 ), High - Ref( High, -1 ),
              IIf( High > Ref( High, -1 ) AND Low < Ref( Low, -1 )
                   AND High - Ref( High, -1 ) > Ref( Low, -1 ) - Low,
                   High - Ref( High, -1 ), 0 ) );

Vm = log( EMA( V, 3 ) );

b = ( C - L ) * Vm + ( H - O ) * Vm +
    IIf( C > O, ( C - O ) * Vm, 0 ) + PlusDM * Vm +
    IIf( Ref( C, -1 ) < O, ( O - Ref( C, -1 ) ) * Vm, 0 );

MinDM = IIf( Low < Ref( Low, -1 )   AND  High <= Ref( High, -1 ), Ref( Low, -1 ) - Low,
             IIf( High > Ref( High, -1 ) AND Low < Ref( Low, -1 )
                  AND High - Ref( High, -1 ) < Ref( Low, -1 ) - Low, Ref( Low, -1 ) - Low, 0 ) );

s = ( H - C ) * Vm + ( O - L ) * Vm +
    IIf( C < O, ( O - C ) * Vm, 0 ) + MinDM * Vm +
    IIf( Ref( C, -1 ) > O, ( Ref( C, -1 ) - O ) * Vm, 0 );

Wm = Wilders( Wilders( b, 3 ) - Wilders( s, 3 ), 3 );
Wm1 = MA( Wm, 8 );
Color = IIf( Wm > 10, colorBlue, IIf( Wm < -10, colorRed, 7 ) );
// Plot(Wm,"Volume",Color,2|styleThick);
// Plot(Wm1,"Wm(8P)",11,styleLine);
//  Plotlinewidth( Wm1 ,"",colorwhite,styleLine,Null,Null,0,3,1);
//Plot(0,"",ParamColor("Zero Line",colorGrey50),styleLine|styleNoLabel);

f4 = Wm;


Norm4 = Kernel_HMA( f4 / sqrt( Kernel( f4 ^ 2, Length4 ) ), 2 );
//Norm5 = Kernel_HMA(f5/sqrt(Kernel(f5^2,Length4)),2);


Plot( Norm4, "NormVal", coloryellow, styleThick );