//+------------------------------------------------------------------+
//|                              Kaufman Adaptive Moving Average.mq4 |
//|                                                                  |
//|                                                                  |
//+------------------------------------------------------------------+
#property indicator_chart_window
#property indicator_buffers 1 
#property indicator_color1 LightSeaGreen 
//---- input parameters 
extern int periodAMA=20; 
//extern int nfast=2; 
//extern int nslow=30; 
//---- buffers 
double kAMAbuffer[]; 
double dSC,slowSC,fastSC; 
double noise,signal,ER; 
double ERSC,wlxSSC; 
bool fc;

//+------------------------------------------------------------------+ 
//| Custom indicator initialization function | 
//+------------------------------------------------------------------+ 
int init() 
{ 
//---- indicators 
SetIndexStyle(0,DRAW_LINE); 
SetIndexBuffer(0,kAMAbuffer); 
IndicatorDigits(6);
SetIndexLabel(0,"KAMA");
SetIndexDrawBegin(0,periodAMA);
   
slowSC=(2.0 /(30+1)); 
fastSC=(2.0 /(2+1)); 
dSC=(fastSC-slowSC); 
fc=true;
//---- 
return(0); 
} 
//+------------------------------------------------------------------+ 
//| Custom indicator deinitialization function | 
//+------------------------------------------------------------------+ 
int deinit() 
{ 
return(0); 
} 
//+------------------------------------------------------------------+ 
//| Custom indicator iteration function | 
//+------------------------------------------------------------------+ 
int start() 
{ 
   int i, pos=1, cbars=IndicatorCounted();
   
   if (Bars<=periodAMA+2) return(0); 
   if(cbars<0) return(-1);

   if (cbars>0) cbars--;
  
   if (fc==true) 
    {
     pos=(Bars-periodAMA-cbars);
     kAMAbuffer[pos+1]=(High[pos+1]+Low[pos+1])/2;
    }
    else pos=Bars-cbars;
    
   while (pos>=0) 
     { 
       signal=MathAbs(((High[pos]+Low[pos])/2)-((High[pos+periodAMA]+Low[pos+periodAMA])/2)); 
       noise=0; 
        for(i=0;i<periodAMA;i++) 
         { 
          noise=noise+MathAbs(((High[pos+i]+Low[pos+i])/2)-((High[pos+i+1]+Low[pos+i+1])/2)); 
         } 
       if (noise!=0) ER =signal/noise; 
       ERSC=ER*dSC; 
       wlxSSC=ERSC+slowSC;
       kAMAbuffer[pos]=kAMAbuffer[pos+1]+(MathPow(wlxSSC,2)*(((High[pos]+Low[pos])/2)-kAMAbuffer[pos+1]));
       pos--;
       fc=false;
     } 
return(0); 
}