GBPUSD_60_FATL

//+------------------------------------------------------------------+
//|                        Digital Low Pass (FATL/SATL, KGLP) Filter |
//|                      Copyright (c) Sergey Iljukhin, Novosibirsk. |
//|                       email sergey[at]tibet.ru http://fx.qrz.ru/ |
//+------------------------------------------------------------------+
#property copyright "Copyright (c) 2005, Sergey Iljukhin, Novosibirsk"
#property link      "http://fx.qrz.ru/"

// --- Parameters: P1=20, D1=15, A1=40
// --- P2=52, D2=31, A2=40, Ripple=0.08, Delay=0
// --- Order [Auto]=60, Calculate method=2

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red

//---- buffers
double FilterBuffer[];

//+------------------------------------------------------------------+
//| Digital filter indicator initialization function                 |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,FilterBuffer);
SetIndexDrawBegin(0,60);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Digital filter main function                                     |
//+------------------------------------------------------------------+
int start()
{
int i,counted_bars=IndicatorCounted();
double response;
//----
if(Bars<=60) return(0);
//---- initial zero
if(counted_bars<60)
for(i=1;i<=0;i++) FilterBuffer[Bars-i]=0.0;
//----
i=Bars-60-1;
if(counted_bars>=60) i=Bars-counted_bars-1;
while(i>=0)
{
response=
 0.2293323462290*Close[i+0]
 +0.2190511774408*Close[i+1]
 +0.1993338024147*Close[i+2]
 +0.1717839272009*Close[i+3]
 +0.1386151049464*Close[i+4]
 +0.1024156042123*Close[i+5]
 +0.0659166494902*Close[i+6]
 +0.0317217378766*Close[i+7]
 +0.002079470071233*Close[i+8]
 -0.02130792789267*Close[i+9]
 -0.0374268275447*Close[i+10]
 -0.0459936283555*Close[i+11]
 -0.0474259365311*Close[i+12]
 -0.0427588576676*Close[i+13]
 -0.0334977083382*Close[i+14]
 -0.02140608423347*Close[i+15]
 -0.00831222363772*Close[i+16]
 +0.00407036177848*Close[i+17]
 +0.01434938362745*Close[i+18]
 +0.02153142648075*Close[i+19]
 +0.02512154466442*Close[i+20]
 +0.02510327738679*Close[i+21]
 +0.02189857806786*Close[i+22]
 +0.01627002586538*Close[i+23]
 +0.00919219607002*Close[i+24]
 +0.001715283739057*Close[i+25]
 -0.00517798268754*Close[i+26]
 -0.01067498610433*Close[i+27]
 -0.01422638532721*Close[i+28]
 -0.01558683320084*Close[i+29]
 -0.01481246860304*Close[i+30]
 -0.01222431739350*Close[i+31]
 -0.00833254540991*Close[i+32]
 -0.00376393232851*Close[i+33]
 +0.000817306374321*Close[i+34]
 +0.00481007826645*Close[i+35]
 +0.00777795365965*Close[i+36]
 +0.00945330021850*Close[i+37]
 +0.00971329124828*Close[i+38]
 +0.00871792340730*Close[i+39]
 +0.00669388219623*Close[i+40]
 +0.00402693885178*Close[i+41]
 +0.001124223165593*Close[i+42]
 -0.001611047082491*Close[i+43]
 -0.00384067886774*Close[i+44]
 -0.00532970462554*Close[i+45]
 -0.00596390011682*Close[i+46]
 -0.00575534582940*Close[i+47]
 -0.00482122830067*Close[i+48]
 -0.00336352013268*Close[i+49]
 -0.001628348582629*Close[i+50]
 +0.0001363259868462*Close[i+51]
 +0.001712878999932*Close[i+52]
 +0.002950623420766*Close[i+53]
 +0.00378692903128*Close[i+54]
 +0.00427038044820*Close[i+55]
 +0.00458163321886*Close[i+56]
 +0.00507077382485*Close[i+57]
 +0.00632942992793*Close[i+58]
 -0.00623335101520*Close[i+59];
FilterBuffer[i]=response;

i--;
}
return(0);
}