BatMA_23poleGF

//+------------------------------------------------------------------+
//|                                        Custom Moving Average.mq4 |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                      Copyright © 2008, YUBA                      |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
//mod batma -   2/3-pole Gaussian filter 

#property copyright "Copyright © 2004, MetaQuotes Software Corp.,Copyright © 2008, YUBA"
#property link      "http://www.metaquotes.net/"

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 OrangeRed
//---- indicator parameters
extern int MA_Period=15;
extern int MA_Method=4;
extern int MA_Price=0;
extern int MA_Shift=0;

extern string   note_Price = "0C 1O 2H 3L 4Md 5Tp 6WghC: Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6";
extern string   MA_Method_ = "SMA0 EMA1 SMMA2 LWMA3 2pGF4 3pGF5";


//---- indicator buffers
double ExtMapBuffer[], pr;
//----
int ExtCountedBars=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   int    draw_begin;
   string short_name;
//---- drawing settings
   SetIndexStyle(0,DRAW_LINE);
   SetIndexShift(0,MA_Shift);
   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
   if(MA_Period<2) MA_Period=2;
   draw_begin=MA_Period-1;
//---- indicator short name
   switch(MA_Method)
     {
      case 1 : short_name="SMA(";  draw_begin=0; break;
      case 1 : short_name="EMA(";  break;
      case 2 : short_name="SMMA("; break;
      case 3 : short_name="LWMA("; break;
      case 4 : short_name="2poleEF("; break;
      case 5 : short_name="3poleEF("; 


     }
   IndicatorShortName(short_name+MA_Period+")");
   SetIndexDrawBegin(0,draw_begin);
//---- indicator buffers mapping
   SetIndexBuffer(0,ExtMapBuffer);
//---- initialization done
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   if(Bars<=MA_Period) return(0);
   ExtCountedBars=IndicatorCounted();
//---- check for possible errors
   if (ExtCountedBars<0) return(-1);
//---- last counted bar will be recounted
   if (ExtCountedBars>0) ExtCountedBars--;
//----
  
      int limit=Bars-ExtCountedBars;


  
   switch(MA_Method)
     {
      case 0 : MA_Method=0;  break;
      case 1 : MA_Method=1;  break;
      case 2 : MA_Method=2;  break;
      case 3 : MA_Method=3;  break;
      case 4 : pr=MathSqrt(2.0/(1.0+MA_Period));
               GF2pole(pr);  break;     
      case 5 : pr=MathSqrt(2.0/(1.0+MA_Period));
               GF3pole(pr);

     }
   



   for(int i=limit; i>=0; i--)

      if (MA_Method<4)
      
         ExtMapBuffer[i]=iMA(NULL,0,MA_Period,0,MA_Method,MA_Price,i);
 
      if (MA_Method>5)MA_Method=5;




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

//+------------------------------------------------------------------+
//| Batterwort Moving Average //gaussian2pole filter                 |
//+------------------------------------------------------------------+
void GF2pole(double Kf)
  {
   double p=2.0/(MA_Period+1);
   double p1,p2,p3;
   int    pos=Bars-2;
   p1=Kf*Kf;
   p2=2.0*(1-Kf);
   p3=(1-Kf)*(1-Kf);
   if(ExtCountedBars>2) pos=Bars-ExtCountedBars-1;
//---- main calculation loop
   while(pos>=0)
     {
      double price  =iMA(NULL,0,1,0,1,MA_Price,pos);
      double price1 =iMA(NULL,0,1,0,1,MA_Price,pos+1);

      if(pos==Bars-2) ExtMapBuffer[pos+1]=price1;
      
      ExtMapBuffer[pos]=p1*price+p2*ExtMapBuffer[pos+1]-p3*ExtMapBuffer[pos+2];
 	   pos--;
     }
  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| BatMA // gaussian3pole filter    
//+------------------------------------------------------------------+

void GF3pole(double Kf)
  {
   double p=2.0/(MA_Period+1);
   double p1,p2,p3,p4;
   int    pos=Bars-2;
   
         p1=Kf*Kf*Kf;
         p2=3.0*(1-Kf);
         p3=3.0*(1-Kf)*(1-Kf);
         p4=(1-Kf)*(1-Kf)*(1-Kf);
         
   if(ExtCountedBars>2) pos=Bars-ExtCountedBars-1;
//---- main calculation loop
   while(pos>=0)
     {
      double price  =iMA(NULL,0,1,0,1,MA_Price,pos);
      double price1 =iMA(NULL,0,1,0,1,MA_Price,pos+1);
     
      if(pos==Bars-2) ExtMapBuffer[pos+1]=price1;
      
      ExtMapBuffer[pos]=p1*price+p2*ExtMapBuffer[pos+1]-p3*ExtMapBuffer[pos+2]+p4*ExtMapBuffer[pos+3];
 	  
 	   
 	   pos--;
     }
  }
//+------------------------------------------------------------------+