Multi T3 slopes

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Multi T3 slopes"

//------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   2

#property indicator_label1  "Multi T3 slopes up"

#property indicator_type1   DRAW_HISTOGRAM

#property indicator_color1  clrLimeGreen

#property indicator_width1  2

#property indicator_label2  "Multi T3 slopes down"

#property indicator_type2   DRAW_HISTOGRAM

#property indicator_color2  clrCrimson

#property indicator_width2  2

//

//---

//

enum enT3Type

  {

   t3_tillson, // Tim Tillson way of calculation

   t3_fulksmat // Fulks/Matulich way of calculation

  };

input enT3Type           inpT3Type  = t3_fulksmat; // T3 type

input double             inpT3Hot   = 0.7;         // T3 hot 

input int                inpPeriod1 =  8; // Period 1

input int                inpPeriod2 = 11; // Period 2

input int                inpPeriod3 = 14; // Period 3

input int                inpPeriod4 = 17; // Period 4

input int                inpPeriod5 = 20; // Period 5

input ENUM_APPLIED_PRICE inpPrice   = PRICE_CLOSE; // Price



double histou[],histod[],averages[][5];

//------------------------------------------------------------------

//                                                                  

//------------------------------------------------------------------

int OnInit()

{

   SetIndexBuffer(0,histou,INDICATOR_DATA); 

   SetIndexBuffer(1,histod,INDICATOR_DATA); 

   IndicatorSetString(INDICATOR_SHORTNAME,"Multi T3 slopes ("+string(inpT3Hot)+","+string(inpPeriod1)+","+string(inpPeriod2)+","+string(inpPeriod3)+","+string(inpPeriod4)+","+string(inpPeriod5)+")");

   return(INIT_SUCCEEDED);

}

//

//---

//

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime& time[],

                const double& open[],

                const double& high[],

                const double& low[],

                const double& close[],

                const long& tick_volume[],

                const long& volume[],

                const int& spread[])

{

   if(Bars(_Symbol,_Period)<rates_total) return(-1);

   if (ArrayRange(averages,0)!=rates_total) ArrayResize(averages,rates_total);

   for (int i=(int)MathMax(prev_calculated-1,0); i<rates_total; i++)

   {

      double _price = getPrice(inpPrice,open,close,high,low,i,rates_total);

      averages[i][0] = iT3(_price,inpPeriod1,inpT3Hot,inpT3Type==t3_fulksmat,i,rates_total,0);

      averages[i][1] = iT3(_price,inpPeriod2,inpT3Hot,inpT3Type==t3_fulksmat,i,rates_total,1);

      averages[i][2] = iT3(_price,inpPeriod3,inpT3Hot,inpT3Type==t3_fulksmat,i,rates_total,2);

      averages[i][3] = iT3(_price,inpPeriod4,inpT3Hot,inpT3Type==t3_fulksmat,i,rates_total,3);

      averages[i][4] = iT3(_price,inpPeriod5,inpT3Hot,inpT3Type==t3_fulksmat,i,rates_total,4);

         histou[i] = histod[i] = 0;

         if (i>0)

         {

            if (averages[i][0]>averages[i-1][0]) histou[i]++;

            if (averages[i][0]<averages[i-1][0]) histod[i]--;

            if (averages[i][1]>averages[i-1][1]) histou[i]++;

            if (averages[i][1]<averages[i-1][1]) histod[i]--;

            if (averages[i][2]>averages[i-1][2]) histou[i]++;

            if (averages[i][2]<averages[i-1][2]) histod[i]--;

            if (averages[i][3]>averages[i-1][3]) histou[i]++;

            if (averages[i][3]<averages[i-1][3]) histod[i]--;

            if (averages[i][4]>averages[i-1][4]) histou[i]++;

            if (averages[i][4]<averages[i-1][4]) histod[i]--;

         }

   }      

   return(rates_total);

}



//+------------------------------------------------------------------+

//| Custom functions                                                 |

//+------------------------------------------------------------------+

#define _t3Instances     5

#define _t3InstancesSize 6

double workT3[][_t3Instances*_t3InstancesSize];

double workT3Coeffs[][6];

#define _period 0

#define _c1     1

#define _c2     2

#define _c3     3

#define _c4     4

#define _alpha  5

//

//---

//

double iT3(double price,double period,double hot,bool original,int r,int bars, int instanceNo=0,bool copy=false)

  {

   if(ArrayRange(workT3,0)!=bars) ArrayResize(workT3,bars);

   if(ArrayRange(workT3Coeffs,0)<(instanceNo+1)) ArrayResize(workT3Coeffs,instanceNo+1);

   if(workT3Coeffs[instanceNo][_period]!=period)

     {

      workT3Coeffs[instanceNo][_period]=period;

      workT3Coeffs[instanceNo][_c1] = -hot*hot*hot;

      workT3Coeffs[instanceNo][_c2] = 3*hot*hot+3*hot*hot*hot;

      workT3Coeffs[instanceNo][_c3] = -6*hot*hot-3*hot-3*hot*hot*hot;

      workT3Coeffs[instanceNo][_c4] = 1+3*hot+hot*hot*hot+3*hot*hot;

      if(original)

         workT3Coeffs[instanceNo][_alpha]=2.0/(1.0+period);

      else workT3Coeffs[instanceNo][_alpha]=2.0/(2.0+(period-1.0)/2.0);

     }

   //---

   int buffer=instanceNo*_t3InstancesSize;

   for(int k=0; k<6; k++) workT3[r][k+buffer]=(r>0) ? workT3[r-1][k+buffer]: price;

   if(!copy && r>0 && period>1)

     {

      workT3[r][0+buffer] = workT3[r-1][0+buffer]+workT3Coeffs[instanceNo][_alpha]*(price              -workT3[r-1][0+buffer]);

      workT3[r][1+buffer] = workT3[r-1][1+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][0+buffer]-workT3[r-1][1+buffer]);

      workT3[r][2+buffer] = workT3[r-1][2+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][1+buffer]-workT3[r-1][2+buffer]);

      workT3[r][3+buffer] = workT3[r-1][3+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][2+buffer]-workT3[r-1][3+buffer]);

      workT3[r][4+buffer] = workT3[r-1][4+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][3+buffer]-workT3[r-1][4+buffer]);

      workT3[r][5+buffer] = workT3[r-1][5+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][4+buffer]-workT3[r-1][5+buffer]);

     }

   return(workT3Coeffs[instanceNo][_c1]*workT3[r][5+buffer] +

          workT3Coeffs[instanceNo][_c2]*workT3[r][4+buffer]+

          workT3Coeffs[instanceNo][_c3]*workT3[r][3+buffer]+

          workT3Coeffs[instanceNo][_c4]*workT3[r][2+buffer]);

  }

//---

//

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   if(i>=0)

      switch(tprice)

        {

         case PRICE_CLOSE:     return(close[i]);

         case PRICE_OPEN:      return(open[i]);

         case PRICE_HIGH:      return(high[i]);

         case PRICE_LOW:       return(low[i]);

         case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

         case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

         case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

        }

   return(0);

  }

//+------------------------------------------------------------------+