#property indicator_chart_window
#property indicator_buffers    3
#property indicator_color1     Lime
#property indicator_color2     Lime
#property indicator_color3     Lime
#property indicator_style1     STYLE_DOT
#property indicator_style2     STYLE_SOLID
#property indicator_style3     STYLE_SOLID

extern string TimeFrame       = "current time frame";
extern int    HalfLength      = 20;
extern int    Price           = PRICE_CLOSE;
extern double ATRMultiplier   = 2.0;
extern int    ATRPeriod       = 100;
extern bool   Interpolate     = true;
extern bool   alertsOn        = false;
extern bool   alertsOnCurrent = false;
extern bool   alertsOnHighLow = false;
extern bool   alertsMessage   = false;
extern bool   alertsSound     = false;
extern bool   alertsEmail     = false;

double buffer1[];
double buffer2[];
double buffer3[];
double trend[];

string indicatorFileName;
bool   calculateValue;
bool   returnBars;
int    timeFrame;

int init()
   {
IndicatorBuffers(4);
   HalfLength=MathMax(HalfLength,1);
SetIndexBuffer(0,buffer1); SetIndexDrawBegin(0,HalfLength);
SetIndexBuffer(1,buffer2); SetIndexDrawBegin(1,HalfLength);
SetIndexBuffer(2,buffer3); SetIndexDrawBegin(2,HalfLength);
SetIndexBuffer(3,trend);

   indicatorFileName = WindowExpertName();
   returnBars        = TimeFrame=="returnBars";     if (returnBars)     return(0);
   calculateValue    = TimeFrame=="calculateValue"; if (calculateValue) return(0);
   timeFrame         = stringToTimeFrame(TimeFrame);

IndicatorShortName(timeFrameToString(timeFrame)+" TMA bands )"+HalfLength+")");
return(0);
   }
int deinit() { return(0); }

int start()
   {
int counted_bars=IndicatorCounted();
int i,j,k,limit;

if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
   limit=MathMin(Bars-1,Bars-counted_bars+HalfLength);
if (returnBars)  { buffer1[0] = limit+1; return(0); }

if (calculateValue || timeFrame==Period())
   {
for (i=limit; i>=0; i--)
   {
double sum  = (HalfLength+1)*iMA(NULL,0,1,0,MODE_SMA,Price,i);
double sumw = (HalfLength+1);

for(j=1, k=HalfLength; j<=HalfLength; j++, k--)
   {
   sum  += k*iMA(NULL,0,1,0,MODE_SMA,Price,i+j);
   sumw += k;

if (j<=i)
   {
   sum  += k*iMA(NULL,0,1,0,MODE_SMA,Price,i-j);
   sumw += k;
   }
   }

double range = iATR(NULL,0,ATRPeriod,i+10)*ATRMultiplier;
   buffer1[i] = sum/sumw;
   buffer2[i] = buffer1[i]+range;
   buffer3[i] = buffer1[i]-range;

   trend[i] = 0;                
if (alertsOnHighLow)
   {
if (High[i] > buffer2[i]) trend[i] =  1;
if (Low[i]  < buffer3[i]) trend[i] = -1;
   }
else
   {
if (Close[i] > buffer2[i]) trend[i] =  1;
if (Close[i] < buffer3[i]) trend[i] = -1;
   }
   }
if (!calculateValue) manageAlerts();
return(0);
   }
   limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
for(i=limit; i>=0; i--)
   {
int y = iBarShift(NULL,timeFrame,Time[i]);
   buffer1[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateTma",HalfLength,Price,ATRMultiplier,ATRPeriod,0,y);
   buffer2[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateTma",HalfLength,Price,ATRMultiplier,ATRPeriod,1,y);
   buffer3[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateTma",HalfLength,Price,ATRMultiplier,ATRPeriod,2,y);
   trend[i]   = iCustom(NULL,timeFrame,indicatorFileName,"calculateTma",HalfLength,Price,ATRMultiplier,ATRPeriod,3,y);

if (timeFrame <= Period() || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;
if (!Interpolate) continue;

datetime time = iTime(NULL,timeFrame,y);
for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;
for(k = 1; k < n; k++)
   {
   buffer1[i+k] = buffer1[i]  +(buffer1[i+n]-buffer1[i])*k/n;
   buffer2[i+k] = buffer2[i]  +(buffer2[i+n]-buffer2[i])*k/n;
   buffer3[i+k] = buffer3[i]  +(buffer3[i+n]-buffer3[i])*k/n;
   }
   }

   manageAlerts();
return(0);
   }

void manageAlerts()
   {
if (alertsOn)
   {
if (alertsOnCurrent)
int whichBar = 0;
else     whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar));
if (trend[whichBar] != trend[whichBar+1])
   {
if (trend[whichBar] == 1) doAlert(whichBar,"up");
if (trend[whichBar] ==-1) doAlert(whichBar,"down");
   }
   }
   }

void doAlert(int forBar, string doWhat)
   {
static string   previousAlert="nothing";
static datetime previousTime;
string message;

if (previousAlert != doWhat || previousTime != Time[forBar]) {
   previousAlert  = doWhat;
   previousTime   = Time[forBar];

   message =  StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," "+timeFrameToString(timeFrame)+" TMA bands price penetrated ",doWhat," band");
if (alertsMessage) Alert(message);
if (alertsEmail)   SendMail(StringConcatenate(Symbol(),"TMA bands "),message);
if (alertsSound)   PlaySound("alert2.wav");
   }
   }

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int    iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

int stringToTimeFrame(string tfs)
   {
   tfs = StringUpperCase(tfs);
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period()));
return(Period());
   }
string timeFrameToString(int tf)
   {
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tf==iTfTable[i]) return(sTfTable[i]);
return("");
   }

string StringUpperCase(string str)
   {
string   s = str;

for (int length=StringLen(str)-1; length>=0; length--)
   {
int char = StringGetChar(s, length);
if((char > 96 && char < 123) || (char > 223 && char < 256))
   s = StringSetChar(s, length, char - 32);
else if(char > -33 && char < 0)
   s = StringSetChar(s, length, char + 224);
   }
return(s);
   }