T3 levels

ÿþ//------------------------------------------------------------------

#property copyright "© mladen, 2018"

#property link      "mladenfx@gmail.com"

#property version   "1.00"

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 5

#property indicator_plots   3

#property indicator_label1  "up level"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrLimeGreen

#property indicator_style1  STYLE_DOT

#property indicator_label2  "down level"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrOrange

#property indicator_style2  STYLE_DOT

#property indicator_label3  "T3"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrSilver,clrLimeGreen,clrOrange

#property indicator_width3  2

//---

enum enT3Type

  {

   t3_tillson, // Tim Tillson way of calculation

   t3_fulksmat // Fulks/Matulich way of calculation

  };

input int      inpT3Period=9;          // T3 period

input double   inpT3Hot   =0.3;        // T3 "hot"

input enT3Type inpT3Type  =t3_tillson; // T3 type

double  val[],valc[],levelUp[],levelDn[];

//+------------------------------------------------------------------+ 

//| Custom indicator initialization function                         | 

//+------------------------------------------------------------------+ 

void OnInit()

  {

   //---- indicator buffers mapping

   SetIndexBuffer(0,levelUp,INDICATOR_DATA); 

   SetIndexBuffer(1,levelDn,INDICATOR_DATA); PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);

   SetIndexBuffer(2,val,INDICATOR_DATA);

   SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);

   //----

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);

   //----

   IndicatorSetString(INDICATOR_SHORTNAME,"T3 levels ("+(string)inpT3Period+")");

  }

//+------------------------------------------------------------------+ 

//| Custom indicator iteration function                              | 

//+------------------------------------------------------------------+ 

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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(-1);

   int i=(int)MathMax(prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)

     {

      val[i]     = iT3(close[i],inpT3Period,inpT3Hot,inpT3Type==t3_tillson,i,rates_total,false,0);

      levelUp[i] = iT3(val[i],inpT3Period,inpT3Hot,inpT3Type==t3_tillson,i,rates_total,(i>0 ? !(val[i]>levelDn[i-1]) : false),1);

      levelDn[i] = iT3(val[i],inpT3Period,inpT3Hot,inpT3Type==t3_tillson,i,rates_total,(i>0 ? !(val[i]<levelUp[i-1]) : false),2);

      valc[i]    = (val[i]>levelUp[i]) ? 1 : (val[i]<levelDn[i]) ? 2 : (i>0) ? (val[i]==val[i-1]) ? valc[i-1]: 0 : 0;

     }

   return(i);

  }

//+------------------------------------------------------------------+

//| Custom functions                                                 |

//+------------------------------------------------------------------+

#define _t3Instances     3

#define _t3InstancesSize 6

double workT3[][_t3Instances*_t3InstancesSize];

double workT3Coeffs[][6];

#define _period 0

#define _c1     1

#define _c2     2

#define _c3     3

#define _c4     4

#define _alpha  5

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

double iT3(double price,double period,double hot,bool original,int r,int bars,bool copy=false,int instanceNo=0)

  {

   if(ArrayRange(workT3,0)!=bars) ArrayResize(workT3,bars);

   if(ArrayRange(workT3Coeffs,0)<(instanceNo+1)) ArrayResize(workT3Coeffs,instanceNo+1);

   if(workT3Coeffs[instanceNo][_period]!=period)

     {

      workT3Coeffs[instanceNo][_period]=period;

      workT3Coeffs[instanceNo][_c1] = -hot*hot*hot;

      workT3Coeffs[instanceNo][_c2] = 3*hot*hot+3*hot*hot*hot;

      workT3Coeffs[instanceNo][_c3] = -6*hot*hot-3*hot-3*hot*hot*hot;

      workT3Coeffs[instanceNo][_c4] = 1+3*hot+hot*hot*hot+3*hot*hot;

      if(original)

         workT3Coeffs[instanceNo][_alpha]=2.0/(1.0+period);

      else workT3Coeffs[instanceNo][_alpha]=2.0/(2.0+(period-1.0)/2.0);

     }

   //---

   int buffer=instanceNo*_t3InstancesSize;

   for(int k=0; k<6; k++) workT3[r][k+buffer]=(r>0) ? workT3[r-1][k+buffer]: price;

   if(!copy && r>0 && period>1)

     {

      workT3[r][0+buffer] = workT3[r-1][0+buffer]+workT3Coeffs[instanceNo][_alpha]*(price              -workT3[r-1][0+buffer]);

      workT3[r][1+buffer] = workT3[r-1][1+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][0+buffer]-workT3[r-1][1+buffer]);

      workT3[r][2+buffer] = workT3[r-1][2+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][1+buffer]-workT3[r-1][2+buffer]);

      workT3[r][3+buffer] = workT3[r-1][3+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][2+buffer]-workT3[r-1][3+buffer]);

      workT3[r][4+buffer] = workT3[r-1][4+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][3+buffer]-workT3[r-1][4+buffer]);

      workT3[r][5+buffer] = workT3[r-1][5+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][4+buffer]-workT3[r-1][5+buffer]);

     }

   return(workT3Coeffs[instanceNo][_c1]*workT3[r][5+buffer] +

          workT3Coeffs[instanceNo][_c2]*workT3[r][4+buffer]+

          workT3Coeffs[instanceNo][_c3]*workT3[r][3+buffer]+

          workT3Coeffs[instanceNo][_c4]*workT3[r][2+buffer]);

  }

//+------------------------------------------------------------------+