Ehlers_iTrend

//+------------------------------------------------------------------+
//|                                                Ehlers iTrend.mq4 |
//|                      Copyright © 2006, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
// new coding attempt below:
//Model Ehler's iTrend.mq4, for Metatrader 4, 13 August 2006
//  - this custom indicator plots an interesting TREND line
// on a chart
//this initial 'beta' version appears to 'work' -
// but every user should check it out before using it -
// this code below may still have unknown bugs?
// 'use at your own risk'  please post suggestions for
// corrections and improvements to this code (.MQ4)
// - 'Bill_gigi' on YAHOO 'MetaTrader_Experts_and_Indicators'

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Orange   // DodgerBlue
//---- input parameters
extern int Length=10;
//---- buffers
double TREND[];  // otherwise called "Model" by Ehlers
double iTrend[];
double Price[];
double Slope[];
double HP[];
//---- Varibles
int j, i, n, counted_bars, limit, totalBars;
double SMA=0.0, SmoothSlope=0.0, twopi=6.2831853, X=0.0;
double Alpha=0.0, SmoothHP=0.0, Prev = 0.0;

// Custom indicator initialization function
int init()
 {
  string short_name;
//----  additional buffers used
  IndicatorBuffers(5);
//---- indicator line
  SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
  SetIndexBuffer(0,TREND);
  SetIndexBuffer(1,iTrend);
  SetIndexBuffer(2,Price);
  SetIndexBuffer(3,Slope);
  SetIndexBuffer(4,HP);
//---- name for DataWindow and indicator subwindow label
  short_name="TREND("+Length+")";
  IndicatorShortName(short_name);
  SetIndexLabel(0,short_name);
//----
//   SetIndexDrawBegin(0,Length);
//----
  return(0);
 }
//+------------------------------------------------------------------+
int start()
 {
   counted_bars=IndicatorCounted();
   totalBars = Bars;
//----
  if(totalBars<=Length) return(0);
  Alpha = (1 - MathSin(twopi/Length)) / MathCos(twopi/Length);

  i=totalBars-counted_bars-1;
  while(i>=0)
      {

          if(i >= (totalBars - Length))
           {
             Price[i] = (High[i] + Low[i])/2;
             TREND[i] = 0.0;
             SMA = 0.0;
             HP[i] = 0.0;
             Slope[i] = 0.0;
           }
          else
            {
              Price[i] = (High[i] + Low[i])/2;
              X = 0.0;
              for(j = Length-1; j > -1; j--)
               {
                X = X + Price[i+j];
               }
              SMA = X/Length;

                // below compute iTrend[i] ~ "instantaneous Trend Line" component of the Model trend
               Slope[i] = (Price[i] - Price[i + Length - 1])/2.0;
               SmoothSlope = (Slope[i] + 2.0*Slope[i+1]+ 2.0*Slope
[i+2] + Slope[i+3])/6.0;
               iTrend[i] =  (0.5 * SmoothSlope) + SMA;

               // below is code for the Ehler's 'Cyclic Component'
               HP[i] = 0.5*(1+Alpha)* (Price[i] - Price[i+1]) +
Alpha*HP[i+1];
               SmoothHP = (HP[i] + 2.0*HP[i+1] + 2.0*HP[i+2] + HP
[i+3])/6.0;

             }  // end of above 'else' condition


         TREND[i] = iTrend[i] + SmoothHP;

        i--;

     }  // end of 'while' loop

   return(0);
 }