_NOC

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_minimum 0
#property indicator_maximum 1

// indicator parameters
// To do: read parameters, including weights, from a description file

int nNocInterval = 12;
double dNocRange = 0.012;
int nNocMa = 5;
int nOutLag = 2;
int nRemoveFirst = 200;

// indicator buffers
double arrNocBuffer[];


int nExtCountedBars = 0;

////////////////////////
int init()
{
    // drawing settings
    SetIndexStyle(0, DRAW_LINE);
    SetIndexShift(0, 0);
    SetIndexEmptyValue(0, 0.0);

    IndicatorDigits(4);
        
    string strIndicatorShortName = "NOC";
    IndicatorShortName(strIndicatorShortName);

    // indicator buffers mapping
    SetIndexBuffer(0, arrNocBuffer);
   

    return(0);
}
////////////////////
int start()
{
    nExtCountedBars = IndicatorCounted();
    if(nExtCountedBars < 0) 
        return(-1);

    // last counted bar will be recounted
    if(nExtCountedBars > 0) 
        nExtCountedBars--;
        
    Noc();        
    return(0);
}
///////////////////
// For the selected period:
// CLV = ((Close - Low) - (High - Close)) / (High - Low) 
void Noc()
{
    int nPos = Bars - nExtCountedBars;

    while(nPos > 0)
    {
        if(nPos > Bars - nRemoveFirst)
        {
            arrNocBuffer[nPos] = 0.5;
            nPos--;
            continue;
        }

        double dClose = Close[nPos];
        double dLow = Low[ArrayMinimum(Low, nNocInterval, nPos)]; 
        double dHigh = High[ArrayMaximum(High, nNocInterval, nPos)]; 

        arrNocBuffer[nPos] = 0.1;

        if(dHigh - dLow > dNocRange)
            arrNocBuffer[nPos] = (((dClose - dLow) - (dHigh - dClose)) 
                / (dHigh - dLow)) / 2 + 0.5; 
        else
            arrNocBuffer[nPos] = (((dClose - dLow) - (dHigh - dClose)) 
                / dNocRange) / 2 + 0.5; 

        nPos--;
    }
    
    if(nNocMa > 1)
        Ema(arrNocBuffer);
}
///////////////////
void Ema(double& arr[])
{
    double dPr = 2.0 / (nNocMa + 1);

    int nPos = Bars - nExtCountedBars;
    
    while(nPos > 0)
    {
        if(nPos == Bars - 2) 
            arrNocBuffer[nPos + 1] = arr[nPos + 1];

        arrNocBuffer[nPos] = arr[nPos] * dPr + arrNocBuffer[nPos + 1] 
            * (1 - dPr);
        nPos--;
    }
}