Bezier

//+------------------------------------------------------------------+ 
//|                                                       Bezier.mq5 | 
//|                      Copyright © 2007, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link      "Lizhniyk E"
//---- indicator version
#property version   "1.00"
//---- drawing the indicator in the main window
#property indicator_chart_window 
//---- number of indicator buffers
#property indicator_buffers 2 
//---- only one plot is used
#property indicator_plots   1
//+-----------------------------------+
//|  Indicator drawing parameters     |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type1   DRAW_COLOR_LINE
//---- the following colors are used for the indicator line
#property indicator_color1 Chocolate,DodgerBlue
//---- the indicator line is a continuous curve
#property indicator_style1  STYLE_SOLID
//---- indicator line width is equal to 2
#property indicator_width1  2
//---- displaying the indicator line label
#property indicator_label1  "Bezier"
//+-----------------------------------+
//| Declaration of enumerations       |
//+-----------------------------------+
enum Applied_price_      // Type of constant
  {
   PRICE_CLOSE_ = 1,     // Close
   PRICE_OPEN_,          // Open
   PRICE_HIGH_,          // High
   PRICE_LOW_,           // Low
   PRICE_MEDIAN_,        // Median Price (HL/2)
   PRICE_TYPICAL_,       // Typical Price (HLC/3)
   PRICE_WEIGHTED_,      // Weighted Close (HLCC/4)
   PRICE_SIMPLE,         // Simple Price (OC/2)
   PRICE_QUARTER_,       // Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  // TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_   // TrendFollow_2 Price 
  };
enum Signal_mode
  {
   Trend, // by trend
   Kalman // by Kalman
  };
//+-----------------------------------+
//|  Indicator input parameters       |
//+-----------------------------------+
input int period=8;                       // Smoothing period
input double T=0.5;                       // Sensitivity ratio (from 0 to 1)               
input Applied_price_ IPC=PRICE_WEIGHTED;  // Applied price
input int Shift=0;                        // Horizontal shift of the indicator in bars
input int PriceShift=0;                   // Vertical shift of the indicator in points
//+-----------------------------------+
//---- indicator buffers
double IndBuffer[],ColorBuffer[];
//----
double dPriceShift,t;
//---- declaration of the integer variables for the start of data calculation
int min_rates_total;
//+------------------------------------------------------------------+    
//| KalmanFilter indicator initialization function                   | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- initialization of variables of the start of data calculation
   min_rates_total=period;
//---- initialization of the vertical shift
   dPriceShift=_Point*PriceShift;
   t=MathMin(MathMax(T,0),1);

//---- set IndBuffer[] dynamic array as an indicator buffer
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//---- shifting the indicator horizontally by Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- performing the shift of the beginning of the indicator drawing
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- initializations of a variable for the indicator short name

//---- set ColorBuffer[] dynamic array as an indicator buffer   
   SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX);
//---- performing the shift of the beginning of the indicator drawing
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

   string shortname;
   StringConcatenate(shortname,"Bezier(",period,")");
//--- creation of the name to be displayed in a separate sub-window and in a tooltip
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//---- determination of accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- initialization end
  }
//+------------------------------------------------------------------+  
//| KalmanFilter iteration function                                  | 
//+------------------------------------------------------------------+  
int OnCalculate(const int rates_total,    // number of bars in history at the current tick
                const int prev_calculated,// number of bars calculated at previous call
                const datetime &time[],
                const double &open[],
                const double& high[],     // price array of maximums of price for the indicator calculation
                const double& low[],      // price array of minimums of price for the indicator calculation
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- checking the number of bars to be enough for the calculation
   if(rates_total<min_rates_total) return(0);

//---- declaration of local variables
   int first,bar;
   double;
//----

   if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of the indicator calculation
      first=min_rates_total+1; // starting index for calculation of all bars
   else first=prev_calculated-1; // starting index for calculation of new bars

//---- main indicator calculation loop
   for(bar=first; bar<rates_total; bar++)
     {
      double r=0;
      for(int iii=period; iii>=0; iii--)
         r+=PriceSeries(IPC,bar-iii,open,low,high,close)*
            (factorial(period)/(factorial(iii)*factorial(period-iii)))*MathPow(t,iii)*MathPow(1-t,period-iii)+dPriceShift;

      IndBuffer[bar]=r;
      if(IndBuffer[bar-1]>IndBuffer[bar]) ColorBuffer[bar]=0;
      else ColorBuffer[bar]=1;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+    
//| Calculation of the factorial                                     | 
//+------------------------------------------------------------------+  
int factorial(int value)
  {
//---- 
   int res=1;
   for(int j=2; j<value+1; j++) res*=j;
//---- returning the factorial
   return(res);
  }
//+------------------------------------------------------------------+   
//| Getting values of a price series                                 |
//+------------------------------------------------------------------+ 
double PriceSeries(uint applied_price,  // Applied price
                   uint   bar,          // index of shift relative to the current bar for a specified number of periods back or forward
                   const double &Open[],
                   const double &Low[],
                   const double &High[],
                   const double &Close[])
  {
//----
   switch(applied_price)
     {
      //---- price constants from the ENUM_APPLIED_PRICE enumeration
      case  PRICE_CLOSE: return(Close[bar]);
      case  PRICE_OPEN: return(Open [bar]);
      case  PRICE_HIGH: return(High [bar]);
      case  PRICE_LOW: return(Low[bar]);
      case  PRICE_MEDIAN: return((High[bar]+Low[bar])/2.0);
      case  PRICE_TYPICAL: return((Close[bar]+High[bar]+Low[bar])/3.0);
      case  PRICE_WEIGHTED: return((2*Close[bar]+High[bar]+Low[bar])/4.0);

      //----                            
      case  8: return((Open[bar] + Close[bar])/2.0);
      case  9: return((Open[bar] + Close[bar] + High[bar] + Low[bar])/4.0);
      //----                                
      case 10:
        {
         if(Close[bar]>Open[bar])return(High[bar]);
         else
           {
            if(Close[bar]<Open[bar])
               return(Low[bar]);
            else return(Close[bar]);
           }
        }
      //----         
      case 11:
        {
         if(Close[bar]>Open[bar])return((High[bar]+Close[bar])/2.0);
         else
           {
            if(Close[bar]<Open[bar])
               return((Low[bar]+Close[bar])/2.0);
            else return(Close[bar]);
           }
         break;
        }
      //----
      default: return(Close[bar]);
     }
//----
//return(0);
  }
//+------------------------------------------------------------------+