CCI_T3_Tick

//=====================================================================
//	CCI T3 Tick Indicator.
//=====================================================================
#property copyright		"Alextp., 2012 ã."
#property link				"https://login.mql5.com/ru/users/Alextp"
#property version			"1.03"
#property description	"CCI T3 Tick"
//---------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers	5
#property indicator_plots		2
//---------------------------------------------------------------------
#property indicator_label1	"HISTOGRAM"
#property indicator_type1		DRAW_COLOR_HISTOGRAM
#property indicator_color1	clrNONE, clrLime, clrRed
#property indicator_style1	STYLE_SOLID
#property indicator_width1	2
//---------------------------------------------------------------------
#property indicator_label2	"MA"
#property indicator_type2		DRAW_COLOR_LINE
#property indicator_color2	clrNONE, clrBlack
#property indicator_style2	STYLE_SOLID
#property indicator_width2	1
//=====================================================================
//	External parameters:
//=====================================================================
input int									MaxBars = 1000;
//---------------------------------------------------------------------
input int									CCI_Period = 5;
input int									T3_Period = 5;
input double							   Koeff_B = 0.618;
input ENUM_APPLIED_PRICE	         CCI_Price_Type = PRICE_TYPICAL;
//---------------------------------------------------------------------
double	CCIBuff[ ];
double	MCCIBuff[ ];
double	MCCIColorBuff[ ];
double	MABuff[ ];
double	MAColorBuff[ ];
//---------------------------------------------------------------------
int				cci_handler;
//---------------------------------------------------------------------
int				cci_bars_calculated = 0;																		// number of values in the CCI indicator
//---------------------------------------------------------------------
double		e1 = 0.0, z1 = 0.0;
double		e2 = 0.0, z2 = 0.0;
double		e3 = 0.0, z3 = 0.0;
double		e4 = 0.0, z4 = 0.0;
double		e5 = 0.0, z5 = 0.0;
double		e6 = 0.0, z6 = 0.0;
double		b2, b3;
double		c1, c2, c3, c4;
double		w1, w2;
int				n;
//---------------------------------------------------------------------
string		prefix = "CCI T3";
//---------------------------------------------------------------------
//	Initialization event handler:
//---------------------------------------------------------------------
int
OnInit( )
{
	SetIndexBuffer( 0, MCCIBuff, INDICATOR_DATA );
	SetIndexBuffer( 1, MCCIColorBuff, INDICATOR_COLOR_INDEX );
	SetIndexBuffer( 2, MABuff, INDICATOR_DATA );
	SetIndexBuffer( 3, MAColorBuff, INDICATOR_COLOR_INDEX );
	SetIndexBuffer( 4, CCIBuff, INDICATOR_CALCULATIONS );

	PlotIndexSetDouble( 0, PLOT_EMPTY_VALUE, 0.0 );
	PlotIndexSetDouble( 2, PLOT_EMPTY_VALUE, 0.0 );

	IndicatorSetInteger( INDICATOR_DIGITS, Digits( ));
	IndicatorSetString( INDICATOR_SHORTNAME, "CCI T3( CCI_Period = " + string( CCI_Period ) + ", T3_Period = " + string( T3_Period ) + " )" );
	PlotIndexSetInteger( 0, PLOT_DRAW_BEGIN, Bars( _Symbol, _Period ) - MaxBars + CCI_Period );
	PlotIndexSetInteger( 1, PLOT_DRAW_BEGIN, Bars( _Symbol, _Period ) - MaxBars + CCI_Period );
	PlotIndexSetInteger( 2, PLOT_DRAW_BEGIN, Bars( _Symbol, _Period ) - MaxBars + CCI_Period );

	cci_handler = iCCI( Symbol( ), Period( ), CCI_Period, CCI_Price_Type );
	if( cci_handler == INVALID_HANDLE )
	{
		Print( "Error when creating the CCI indicator" );
		return( -1 );
	}

	b2 = Koeff_B * Koeff_B;
	b3 = b2 * Koeff_B;
	c1 = -b3;
	c2 = ( 3.0 * ( b2 + b3 ));
	c3 = -3.0 * ( 2.0 * b2 + Koeff_B + b3 );
	c4 = ( 1.0 + 3.0 * Koeff_B + b3 + 3.0 * b2 );

	n = T3_Period;
	if( n < 1 )
	{
		n = 1;
	}
	else
	{
		n = ( n + 1 ) / 2;
	}

	w1 = 2.0 / ( n + 1.0 );
	w2 = 1.0 - w1;
	
	ChartRedraw( );

	return( 0 );
}

//---------------------------------------------------------------------
//	Indicator calculation event handler:
//---------------------------------------------------------------------
int			start_bar;
int			is_new_bar;
double	k1, k2, k3, k4, k5, k6;
//---------------------------------------------------------------------
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[ ] )
{
	static datetime	last_bar_datetime_chart = 0;
	static bool	error = true;

	if( prev_calculated == 0 )
	{
		error = true;
	}
	if( error )
	{
		start_bar = rates_total - MaxBars;
		error = false;
	}
	else
	{
		start_bar = prev_calculated - 1;
	}

	if( CopyBuffer( cci_handler, 0, 0, rates_total - start_bar, CCIBuff ) == -1 )
	{
		error = true;
		return( rates_total );
	}

	is_new_bar = CheakNewBar( Symbol( ), Period( ), last_bar_datetime_chart );
	if( prev_calculated == 0 || is_new_bar == 1 )
	{
		for( int i = start_bar; i < rates_total - 1; i++ )
		{
			e1 = w1 * CCIBuff[ i ] + w2 * e1;
			e2 = w1 * e1 + w2 * e2;
			e3 = w1 * e2 + w2 * e3;
			e4 = w1 * e3 + w2 * e4;
			e5 = w1 * e4 + w2 * e5;
			e6 = w1 * e5 + w2 * e6;

			MCCIBuff[ i ] = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3;
			MABuff[ i ] = MCCIBuff[ i ];
			MAColorBuff[ i ] = 1;

			if( MCCIBuff[ i ] > 0.0 )
			{
				MCCIColorBuff[ i ] = 1;
			}
			else if( MCCIBuff[ i ] < 0.0 )
			{
				MCCIColorBuff[ i ] = 2;
			}
			else
			{
				MCCIColorBuff[ i ] = 0;
			}
		}
		z1 = e1;
		z2 = e2;
		z3 = e3;
		z4 = e4;
		z5 = e5;
		z6 = e6;
	}

//	Last bar:
	k1 = w1 * CCIBuff[ rates_total - 1 ] + w2 * z1;
	k2 = w1 * k1 + w2 * z2;
	k3 = w1 * k2 + w2 * z3;
	k4 = w1 * k3 + w2 * z4;
	k5 = w1 * k4 + w2 * z5;
	k6 = w1 * k5 + w2 * z6;
	MCCIBuff[ rates_total - 1 ] = c1 * k6 + c2 * k5 + c3 * k4 + c4 * k3;

	MABuff[ rates_total - 1 ] = MCCIBuff[ rates_total - 1 ];
	MAColorBuff[ rates_total - 1 ] = 1;

	if( MCCIBuff[ rates_total - 1 ] > 0.0 )
	{
		MCCIColorBuff[ rates_total - 1 ] = 1;
	}
	else if( MCCIBuff[ rates_total - 1 ] < 0.0 )
	{
		MCCIColorBuff[ rates_total - 1 ] = 2;
	}
	else
	{
		MCCIColorBuff[ rates_total - 1 ] = 0;
	}

	return( rates_total );
}

//---------------------------------------------------------------------
//	Indicator deinitialization event handler:
//---------------------------------------------------------------------
void
OnDeinit( const int _reason )
{
	if( cci_handler != INVALID_HANDLE )
	{
		IndicatorRelease( cci_handler );
	}

	ChartRedraw( );
}
//---------------------------------------------------------------------
//	Returns the flag of the new bar:
//---------------------------------------------------------------------
int
CheakNewBar( string _symbol, ENUM_TIMEFRAMES _period, datetime& _last_dt )
{
	datetime	curr_time = ( datetime )SeriesInfoInteger( _symbol, _period, SERIES_LASTBAR_DATE );
	if( curr_time > _last_dt )
	{
		_last_dt = curr_time;
		return( 1 );
	}

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