CCI_T3

//+------------------------------------------------------------------+
//|                                           FX Sniper's T3 CCI.mq4 |
//|                                                        FX Sniper |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "FX Sniper:  T3-CCI :-)"
#property link      "http://dunno.com  :-)/"

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 DodgerBlue
#property indicator_color2 LimeGreen
#property indicator_color3 Red
#property indicator_width1 3
#property indicator_width2 3
#property indicator_width3 3
#property indicator_level1 0
#property indicator_levelstyle STYLE_DASH
#property indicator_levelcolor Gold



extern int    CCI_Period = 14;
extern int    T3Period   = 14;
extern int    T3Price    = PRICE_CLOSE;
extern double T3Hot      = 0.7;
extern bool   T3Original = true;
extern bool   Histogram  = true;



double emas[][6];
double alpha;
double c1;
double c2;
double c3;
double c4;


double cci[];
double cciHup[];
double cciHdn[];


int init()
  {

    SetIndexBuffer(0,    cci);SetIndexStyle(0,      DRAW_LINE);SetIndexLabel(0, "FXST3CCI");   
    SetIndexBuffer(1, cciHup);SetIndexStyle(1, DRAW_HISTOGRAM);SetIndexLabel(1,       NULL);
    SetIndexBuffer(2, cciHdn);SetIndexStyle(2, DRAW_HISTOGRAM);SetIndexLabel(2,       NULL);  
    
    double a  = T3Hot;
           c1 = -a*a*a;
           c2 = 3*a*a+3*a*a*a;
           c3 = -6*a*a-3*a-3*a*a*a;
           c4 = 1+3*a+a*a*a+3*a*a;
               
   
               
      T3Period = MathMax(1,T3Period);
      if (T3Original)
           alpha = 2.0/(1.0 + T3Period);
      else alpha = 2.0/(2.0 + (T3Period-1.0)/2.0);

    
    
    
      
    IndicatorShortName("CCI T3(" + CCI_Period + ", " + T3Period + ")");
      
   
     
    return(0);
  }


   int start()
   {
   int counted_bars=IndicatorCounted();
   int i,limit;

   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
   if (ArrayRange(emas,0) != Bars) ArrayResize(emas,Bars);

       for(i=limit; i>=0; i--){ cci[i] = iT3(iCCI(NULL, 0, CCI_Period, PRICE_TYPICAL, i),i);
       
       if(Histogram == true)
       {
       if(cci[i] >= 0)
           cciHup[i] = cci[i];
       else
           cciHup[i] = 0;   
       //----
       if(cci[i] < 0 )
           cciHdn[i] = cci[i];
       else
           cciHdn[i] = 0; 
       }       
       }
   return(0);
  }


double iT3(double price,int shift)
{
   int i = Bars-shift-1;
   if (i < 1)
      {
         emas[i][0] = price;
         emas[i][1] = price;
         emas[i][2] = price;
         emas[i][3] = price;
         emas[i][4] = price;
         emas[i][5] = price;
      }
   else
      {
         emas[i][0] = emas[i-1][0]+alpha*(price     -emas[i-1][0]);
         emas[i][1] = emas[i-1][1]+alpha*(emas[i][0]-emas[i-1][1]);
         emas[i][2] = emas[i-1][2]+alpha*(emas[i][1]-emas[i-1][2]);
         emas[i][3] = emas[i-1][3]+alpha*(emas[i][2]-emas[i-1][3]);
         emas[i][4] = emas[i-1][4]+alpha*(emas[i][3]-emas[i-1][4]);
         emas[i][5] = emas[i-1][5]+alpha*(emas[i][4]-emas[i-1][5]);
      }
   return(c1*emas[i][5] + c2*emas[i][4] + c3*emas[i][3] + c4*emas[i][2]);
}