#property copyright "Copyright © 2008, beginnertrader.com"
#property link      "http://www.beginnertrader.com"

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Black

extern int displayType = 2;
extern string _ = "0: Line, 2: Histogram, 3: Dot/Scatter";
extern string pair1 = "EURUSD";
extern string pair2 = "USDCHF";
extern int averagePeriod = 10;
extern color graphColour = Navy;
extern color levelColour = DarkGray;
int gi_unused_116 = 1440;
double g_ibuf_120[];
double gda_124[];
double gda_128[];

int init() {
   SetIndexStyle(0, displayType, STYLE_SOLID, 2, graphColour);
   SetIndexBuffer(0, g_ibuf_120);
   if (displayType == DRAW_ARROW) SetIndexArrow(0, 158);
   SetLevelValue(0, -4);
   SetLevelValue(1, -3);
   SetLevelValue(2, -2);
   SetLevelValue(3, 2);
   SetLevelValue(4, 3);
   SetLevelValue(5, 4);
   SetLevelStyle(2, 1, levelColour);
   IndicatorShortName("Normalised Divergence v01 (" + pair1 + " | " + pair2 + ")");
   return (0);
}

int deinit() {
   Comment("");
   return (0);
}

int start() {
   double ld_4;
   double ld_12;
   double ld_20;
   for (int li_0 = 0; li_0 < Bars - averagePeriod; li_0++) {
      ld_4 = iClose(pair1, 0, li_0) - iClose(pair2, 0, li_0);
      ld_12 = average(pair1, pair2, li_0);
      ld_20 = deviation(pair1, pair2, li_0);
      g_ibuf_120[li_0] = (ld_4 - ld_12) / ld_20;
   }
   return (0);
}

double average(string as_unused_0, string as_unused_8, int ai_16 = 0) {
   for (int l_index_20 = 0; l_index_20 <= averagePeriod; l_index_20++) {
      ArrayResize(gda_124, l_index_20 + 1);
      gda_124[l_index_20] = iClose(pair1, 0, ai_16 + l_index_20) - iClose(pair2, 0, ai_16 + l_index_20);
   }
   return (iMAOnArray(gda_124, 0, averagePeriod, 0, MODE_SMA, 0));
}

double deviation(string as_unused_0, string as_unused_8, int ai_16 = 0) {
   for (int l_index_20 = 0; l_index_20 <= averagePeriod; l_index_20++) {
      ArrayResize(gda_128, l_index_20 + 1);
      gda_128[l_index_20] = iClose(pair1, 0, ai_16 + l_index_20) - iClose(pair2, 0, ai_16 + l_index_20);
   }
   return (iStdDevOnArray(gda_128, 0, averagePeriod, 0, MODE_SMA, 0));
}