//+------------------------------------------------------------------+
//|                                                      ProjectName |
//|                                      Copyright 2018, CompanyName |
//|                                       http://www.companyname.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2023 OpenAI"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 LightSeaGreen
double ARIMA_Buffer[];
double clos[];
int ARIMA_Handle;

// ARIMA calculation function
int iARIMA(const int handle,
           const int start,
           const int length,
           const double &data[],
           const int order_diff,
           const int order_MA,
           const int order_AR,
           const int lag)
  {
   int i, j;
   double a, b;
   static double arr_MA[], arr_AR[];
   if(handle == 0)
     {
      ArrayResize(arr_MA, length + 1);
      ArrayResize(arr_AR, length + 1);
     }
   for(i = start; i < length; i++)
     {
      a = data[i];
      for(j = 1; j <= order_diff; j++)
        {
         a -= data[i - j];
        }
      arr_MA[0] = a / (1 + order_diff);
      for(j = 1; j <= order_MA; j++)
        {
         b = (a - arr_AR[j - 1]) / (1 + order_diff) + arr_MA[j - 1] * (1 - lag);
         arr_MA[j] = b;
        }
      for(j = 0; j < order_AR; j++)
        {
         arr_AR[j] = arr_AR[j + 1];
        }
      arr_AR[order_AR] = arr_MA[order_MA];
      ARIMA_Buffer[i - start] = arr_MA[0];
     }
   return handle;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnInit()
  {
   ArrayResize(clos, Bars(NULL,0));
   for(int i = 0; i < Bars(NULL,0); i++)
     {
      clos[i] = iClose(Symbol(), PERIOD_CURRENT, i);
     }

   ARIMA_Handle = iARIMA(NULL, 0, 0, clos, ArraySize(clos), 1, 1, 5);

   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   int limit;
   if(prev_calculated == 0)
      limit = rates_total - 5;
   else
      limit = rates_total - prev_calculated;
   ARIMA_Handle = iARIMA(ARIMA_Handle, prev_calculated, limit, close, 1, 1, 1, 5);
   return limit;
  }