/*********************************************************
Alexis C. Montenegro © June 2006                          
Use and/or modify this code freely. If you redistribute it
please include this and/or any other comment blocks and a 
description of any changes you make.                      
**********************************************************/

var fpArray = new Array();

function preMain(){
    setPriceStudy(true)
    setStudyTitle("Corrected Moving Average");
    setCursorLabelName("CMA");
    setPlotType(PLOTTYPE_LINE);
    setDefaultBarFgColor(Color.blue);
    var x=0
    fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
	with(fpArray[x++]){
        setLowerLimit(1);		
        setDefault(10);
    }
	fpArray[x] = new FunctionParameter("Source", FunctionParameter.STRING);
	with(fpArray[x++]){
        addOption("open"); 
        addOption("high");
        addOption("low");
        addOption("close");
        addOption("hl2");
        addOption("hlc3");
        addOption("ohlc4"); 
        setDefault("close"); 
    }
    fpArray[x] = new FunctionParameter("Interval", FunctionParameter.STRING);
	with(fpArray[x++]){
        setDefault();
    }
    fpArray[x] = new FunctionParameter("Params", FunctionParameter.BOOLEAN);
	with(fpArray[x++]){
        setName("Show Parameters");
        setDefault(false);
    }
}

var bInit = false;
var vInterval = null;
var xCMA = null;

function main(Length,Source,Interval,Params){
    if(bInit==false){
        if(Interval == null) Interval = getInterval();
        vInterval = Interval;
        xCMA = getSeries(efsInternal("calcCA",Length,eval(Source)(inv(vInterval))));
        bInit = true;
    }
    return xCMA;
}

var xInit = false;
var SA = null;
var x1 = null;
var CA = null;
var CA1 = null;

function calcCA(period,source){
    var K = 0;
    if(xInit==false){
        SA = sma(period,source);
        x1 = efsInternal("StdDev",period,source);
        xInit=true;
    }
    if(SA.getValue(-period)==null) return;    
    if(getBarState()==BARSTATE_NEWBAR){
        CA1 = CA;
    }
    var v1 = Math.pow(x1.getValue(0),2);
    var v2 = Math.pow((CA1-SA.getValue(0)),2);
    if(v1==0 || v2==0)
    return CA;
    if (v2<v1){
        K=0;
    }else{
        K=1-v1/v2;
        CA=CA1+K*(SA.getValue(0)-CA1);
    }
    return CA;
}

function StdDev(prd,src){
    var sumX = 0;
    var sumY = 0;
    for (var i=0; i<prd; i++) {
        sumX += src.getValue(-i);
        sumY += (src.getValue(-i)*src.getValue(-i));
    }
    var meanX = (sumX/prd);
    var stddev = Math.sqrt((sumY/prd)-(meanX*meanX));
    return stddev;
}