MADH Oscillator Indicator

-- [r4stl1n] MADH Oscillator Indicator
--
-- The MADH indicator offers an improvement over MAD through the use of the 
-- hahn windowing technique. MADH offers an improvment over MACD by offering
-- a rational for establishing the lengths of the moving averages
--
-- The "Thinking Mans MACD"
--
-- MADH (Moving Average Difference - Hann)
--------------------------------
-- You are on your own with this script
-------------------------------- 
-- ~Bored and programming~
    
-- Define command
DefineCommand('MADH', 'Moving Average Difference - Hann')

local shortLength = DefineParameter(NumberType, 'shortLength', 'ShortLength for moving average', false, 8, 'Number,InputShortLength')
local dominantCycle = DefineParameter(NumberType, 'dominantCycle', 'Dominant Cycle', false, 27, 'Number,InputDominantCycle')

local retVal = 0
local filt1 = 0
local filt2 = 0
local coef = 0
local longLength = ArrayGet(Round((shortLength+dominantCycle) / 2,0),1)

for i = 1, shortLength, 1
do
    local closePrice = 0
    if i == 1
    then
        closePrice =  Prices()[1]
    else
        closePrice =  Prices()[i-1]
    end

    filt1 = filt1 + (1-Cos(360*i/(shortLength+1))) * closePrice
    coef = coef + (1-Cos(360*i/(shortLength+1)))

end

if coef != 0 
then
    filt1 = filt1 / coef
end

coef = 0

for i = 1, longLength, 1
do
    local closePrice = 0
    if i == 1
    then
        closePrice =  Prices()[1]
    else
        closePrice =  Prices()[i-1]
    end

    filt2 = filt2 + (1-Cos(360*i/(longLength+1))) * closePrice
    coef = coef + (1-Cos(360*i/(longLength+1)))
end

if coef != 0 
then
    filt2 = filt2 / coef
end


if filt2 != 0 
then
    retVal = 100*(filt1-filt2)/filt2
end


DefineOutput(NumberType, retVal, 'MADH', 'TradeBotContainer, IndicatorContainer, Signal Helpers')