-wmmm-GaussianFilter

//+------------------------------------------------------------------+
//|                                                      GFilter.mq4 |
//|                                                           zzuegg |
//|                                       when-money-makes-money.com |
//+------------------------------------------------------------------+
#property copyright "zzuegg"
#property link      "when-money-makes-money.com"

#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 Yellow
#property indicator_color2 DodgerBlue
#property indicator_color3 Tomato
#property indicator_color4 Blue
#property indicator_color5 Red
//---- buffers
double fil[];
double fil.u[];
double fil.d[];
double fil.f.u[];
double fil.f.d[];
color lc[]={Yellow,Gold,Orange,DarkOrange,OrangeRed,Red,OrangeRed,DarkOrange,Orange,Gold};
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+

double     pi = 3.1415926535;

extern int FilterPeriod=12;

double fil.alfa;

double getAlfa(int p){

   double w = 2*pi/p;
	double beta = (1 - MathCos(w))/(MathPow(1.414,2.0/3) - 1);
	double alfa = -beta + MathSqrt(beta*beta + 2*beta);
	return (alfa);
}

int init()
  {
     ObjectCreate("logo",OBJ_LABEL,0,0,0);
   ObjectSetText("logo","when-money-makes-money.com",20);
   ObjectSet("logo",OBJPROP_XDISTANCE,0);
   ObjectSet("logo",OBJPROP_YDISTANCE,30);
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,fil);
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,1);
   SetIndexBuffer(1,fil.u);
   SetIndexStyle(2,DRAW_LINE,STYLE_SOLID,1);
   SetIndexBuffer(2,fil.d);
   SetIndexStyle(3,DRAW_ARROW);
   SetIndexArrow(3,159);
   SetIndexBuffer(3,fil.f.u);
   SetIndexEmptyValue(3,0.0);
   SetIndexStyle(4,DRAW_ARROW);
   SetIndexArrow(4,159);
   SetIndexBuffer(4,fil.f.d);
   SetIndexEmptyValue(4,0.0);
   fil.alfa=getAlfa(FilterPeriod);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
double GSMOOTH(double price,double arr[],double alfa,int i){
	    double ret = MathPow(alfa,4)*price + 4*(1-alfa)*arr[i+1] - 6*MathPow(1-alfa,2)*arr[i+2] + 4*MathPow(1-alfa,3)*arr[i+3] - MathPow(1-alfa,4)*arr[i+4];
       return (ret);     

}

int start()
  {
  
     static int currc=0;
   ObjectSet("logo",OBJPROP_COLOR,lc[currc]);
   currc++;
   if(currc>=ArraySize(lc))currc=0;
  
   int    counted_bars=IndicatorCounted();
//----
   for(int i=Bars-counted_bars-1;i>=0;i--){
      fil[i]=GSMOOTH(Close[i+1],fil,fil.alfa,i);
      if(fil[i]>fil[i+1]){
         fil.u[i]=fil[i];
         fil.u[i+1]=fil[i+1];
      }
      if(fil[i]<fil[i+1]){
         fil.d[i]=fil[i];
         fil.d[i+1]=fil[i+1];
      }
      double s2=fil[i+2]-fil[i+1];
      double s1=fil[i+1]-fil[i];
      if(s1<s2){
         fil.f.u[i]=fil[i];

      }
      if(s1>s2){
         fil.f.d[i]=fil[i];

      }      
   }
//----
   return(0);
  }
//+------------------------------------------------------------------+