InsTrend

//+------------------------------------------------------------------+
//|                          Instantaneous Trend Line by John Ehlers |
//|                               Copyright © 2004, Poul_Trade_Forum |
//|                                                         Aborigen |
//|                                          http://forex.kbpauk.ru/ |
//+------------------------------------------------------------------+
#property copyright "Poul Trade Forum"
#property link      "http://forex.kbpauk.ru/"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue

//---- buffers
double TRBuffer[];
double ZLBuffer[];
double Value1[];
double Price[];
double DeltaPhase[];
//----
double Value2, Value3, Value4, Value5[2], Value11[2];
double InPhase[2], Quadrature[2], Phase[2]; 
double InstPeriod[2], Period_, Trendline;
double test[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;
//----
   IndicatorBuffers(5);
//---- indicator line
   SetIndexStyle(0, DRAW_LINE, EMPTY, 1, Red);
   SetIndexStyle(1, DRAW_LINE, EMPTY, 1, Blue);
//----
   SetIndexBuffer(0, TRBuffer);
   SetIndexBuffer(1, ZLBuffer);
   SetIndexBuffer(2, Value1);
   SetIndexBuffer(3, Price); 
   SetIndexBuffer(4, DeltaPhase);
//----
   SetIndexEmptyValue(0, 0);
   SetIndexEmptyValue(1, 0);
//---- name for DataWindow and indicator subwindow label
   short_name="InsTrend";
   IndicatorShortName(short_name);
   SetIndexLabel(0,short_name);
//----
   SetIndexDrawBegin(0, 30);
   SetIndexDrawBegin(1, 30);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int counted_bars = IndicatorCounted(), i, shift, count;
//----
   if(counted_bars == 0) 
       counted_bars = 100;
//----
   i = (Bars - counted_bars) - 2;
   for(shift = i; shift >= 0; shift--)
     {
       InPhase[1] = InPhase[0]; 
       Quadrature[1] = Quadrature[0];
       Phase[1] = Phase[0]; 
       InstPeriod[1] = InstPeriod[0];
       Value5[1] = Value5[0];
       Value11[1] = Value11[0];
       Price[shift] = (High[shift+1] + Low[shift+1]) / 2;
//  {Compute InPhase and Quadrature components}
       Value1[shift] = Price[shift] - Price[shift+6];
       Value2 = Value1[shift+3];
       Value3 =0.75*(Value1[shift] - Value1[shift+6]) + 
               0.25*(Value1[shift+2] - Value1[shift+4]);
       InPhase[0] = 0.33*Value2 + 0.67*InPhase[1];
       Quadrature[0] = 0.2*Value3 + 0.8*Quadrature[1];
//   {Use ArcTangent to compute the current phase}
       if(MathAbs(InPhase[0] + InPhase[1]) > 0) 
           Phase[0] = MathArctan(MathAbs((Quadrature[0] + Quadrature[1]) / 
                      (InPhase[0] + InPhase[1])));
//   {Resolve the ArcTangent ambiguity}
       if(InPhase[0] < 0 && Quadrature[0] > 0)  
           Phase[0] = 180 - Phase[0];
       if(InPhase[0] < 0 && Quadrature[0] < 0)  
           Phase[0] = 180 + Phase[0];
       if(InPhase[0] > 0 && Quadrature[0] < 0)  
           Phase[0] = 360 - Phase[0];
//   {Compute a differential    phase, resolve phase wraparound, and limit delta phase errors}
       DeltaPhase[shift] = Phase[1] - Phase[0];
       if (Phase[1] < 90 &&  Phase[0] > 270) 
           DeltaPhase[shift] = 360 + Phase[1] - Phase[0];
       if(DeltaPhase[shift] < 1)  
           DeltaPhase[shift] = 1;
       if(DeltaPhase[shift] > 60) 
           DeltaPhase[shift] = 60;
//   {Sum DeltaPhases  to reach 360  degrees. The sum is the instantaneous period.}
       InstPeriod[0] = 0;
       Value4 = 0;
       for(count = 0; count <= 40; count++) 
         {
           Value4 = Value4 + DeltaPhase[shift+count];
           if(Value4 > 360 && InstPeriod[0] == 0) 
               InstPeriod[0] = count;
         } 
       //   {Resolve Instantaneous  Period    errors and  smooth}
       if(InstPeriod[0] == 0) 
           InstPeriod[0] = InstPeriod[1];
       Value5[0] = 0.25*(InstPeriod[0]) + 0.75*Value5[1];
       //   {Compute Trendline as simple average over the measured dominant cycle period}
       Period_ = MathCeil(Value5[0]); 
       Trendline = 0; //Period_ = IntPortion(Value5)
//----
       for(count = 0; count <= Period_ + 1; count++)
         { 
           Trendline = Trendline + Price[shift+count]; 
         }
       if(Period_ > 0) 
           Trendline = Trendline / (Period_ + 2);
       Value11[0] = 0.33*(Price[shift] + 0.5*(Price[shift] - 
                    Price[shift+3])) + 0.67*Value11[1];
       TRBuffer[shift]=Trendline;
       ZLBuffer[shift]=Value11[0];
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+