FAMAMrPip_v1

/*-----------------------------+
|			       |
| Shared by www.Aptrafx.com    |
|			       |
+------------------------------*/

//+------------------------------------------------------------------+
//|                                                                  |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
//
// Description:  Fractal Adaptive Moving Average - by John Ehlers
// Version 1.0  8/9/2005
// Notes:
// October 2005 Issue - "FRAMA - Fractal Adaptive Moving Average"
//  Length will be forced to be an even number. Odd numbers will be bumped up to the
//  next even number.
// Formula Parameters:     Defaults:
// RPeriod                              16

#property  copyright "Copyright © 2005, MrPip "
#property  link      "http://www.metaquotes.net/"

//---- indicator settings
#property  indicator_chart_window
#property  indicator_buffers 1
#property indicator_color1 Red      

//---- buffers
double ExtMapBuffer1[];


extern int RPeriod = 60;
int shift;
int loopbegin;
double Filt_1 = 0;   //previous bar's Filt

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
 
   
//---- 1 additional buffers are used for counting.
   IndicatorBuffers(1);
   
//---- drawing settings
   SetIndexBuffer(0,ExtMapBuffer1);
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
   SetIndexShift(0,0);
   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));

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

int start()

  {
     if (Bars < RPeriod) return(0);
     Comment("Bars : ",Bars);
     loopbegin = Bars - RPeriod - 1;
     Filt_1=Close[loopbegin];
     


      for(shift = loopbegin; shift >= 0; shift--)
      { 

        Filt_1 = FAMA();
//        if (shift < RPeriod+1) Filt = Close[shift];

         
//========== COLOR CODING ===========================================               
        
       ExtMapBuffer1[shift] = Filt_1;

      }
    
     
  // done
     
     return (0);
   }
   
   double FAMA()
   {
   double Filt = 0;

   int count = 0;
   int tmp = 0;
   int N = 0;
   int HalfN = 0;
   double N1 = 0;
   double N2 = 0;
   double N3 = 0;
   double HH = 0;
   double LL = 0;
   double Dimen = 0;
   double alpha = 0;

 
    N = MathFloor(RPeriod/2)*2;  // Force N to even number
    HalfN = MathFloor(N/2);

     N3 = (High[Highest(NULL,0,MODE_HIGH,shift + N-1, shift)] - Low[Lowest(NULL,0,MODE_LOW,shift + N-1, shift)]) / N;
 //   Print("High ",High[Highest(NULL,0,MODE_HIGH,shift+N, shift)],"Low ",Low[Lowest(NULL,0,MODE_LOW,shift+N, shift)]);
    HH = High[shift+N-1];
    LL = Low[shift+N-1];
    
    // First half
    
    for( count = 0; count <= (HalfN -1); count++) {
        tmp = shift + count;
        if (High[tmp] > HH) HH = High[tmp];
        if (Low[tmp] < LL) LL = Low[tmp];
    }
    N1 = (HH - LL) / HalfN;
    HH = High[shift+HalfN-1];
    LL = Low[shift+HalfN-1];
    
 // Second half
 
    for (count = HalfN; count <= (N-1); count++) {
        tmp = shift + count;
        if (High[tmp] > HH) HH = High[tmp];
        if (Low[tmp] < LL) LL = Low[tmp];
    }
    N2 = (HH - LL) / HalfN;
 
    if (N1 > 0 && N2 > 0 && N3 > 0) {
        Dimen = (MathLog(N1 + N2) - MathLog(N3)) / MathLog(2);
    }
 
    alpha = MathExp(-4.6*(Dimen - 1));
 
    if (alpha < 0.01) alpha = 0.01;
    if (alpha > 1) alpha = 1;
 
    Filt = (alpha*Close[shift]) + (1 - alpha)*Filt_1;
    

    return (Filt);

}
//+------------------------------------------------------------------+