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Ehlers Super Smoother Smoothed oscillator
//+------------------------------------------------------------------+
//| Accelerator.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Julien Loutre"
#property link "http://www.zenhop.com"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 LightBlue
#property indicator_color2 DodgerBlue
#property indicator_color3 Red
extern int CuttOff = 15;
extern double alpha = 0.15;
extern int shift = 0;
double EMA[],Osc[],OscUP[],OscDOWN[];
int init() {
IndicatorBuffers(3);
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_HISTOGRAM,0,2);
SetIndexStyle(2,DRAW_HISTOGRAM,0,2);
IndicatorDigits(6);
SetIndexDrawBegin(0,0);
SetIndexBuffer(0,EMA);
SetIndexBuffer(1,OscUP);
SetIndexBuffer(2,OscDOWN);
SetIndexShift(0,shift);
SetIndexLabel(0,NULL);
SetIndexLabel(0,"Osc");
SetIndexLabel(1,"Osc UP");
SetIndexLabel(2,"Osc DOWN");
IndicatorShortName("Two pole Smoothed Oscillator ("+CuttOff+","+DoubleToStr(alpha,2)+")");
return(0);
}
int start() {
int counted_bars=IndicatorCounted();
int limit,i;
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
for(i=limit-1; i>=0; i--) {
EMA[i] = (alpha-((alpha/2)*(alpha/2)))*getValue(i)+((alpha*alpha)/2)*getValue(i+1)-(alpha-(3*(alpha*alpha)/4))*getValue(i+2)+2*(1-alpha)*EMA[i+1]-((1-alpha)*(1-alpha))*EMA[i+2];
if (EMA[i] > EMA[i+1]) {
OscUP[i] = EMA[i];
OscDOWN[i] = EMPTY_VALUE;
}
if (EMA[i] < EMA[i+1]) {
OscUP[i] = EMPTY_VALUE;
OscDOWN[i] = EMA[i];
}
}
return(0);
}
double getValue(int i) {
return(iCustom(NULL,0,"Ehlers Two Pole Super Smoother Filter", CuttOff, 0, i)-iCustom(NULL,0,"Ehlers Two Pole Super Smoother Filter", CuttOff, 0, i+1));
}
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