NonLagHAMA T3 new Alert

//+------------------------------------------------------------------+
//|                                            Heiken Ashi Ma T3.mq4 |
//+------------------------------------------------------------------+
//|                                                      mod by Raff |
//|                                               2009 mod by mladen |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008,Forex-TSD.com"
#property link      "http://www.forex-tsd.com/"

#property indicator_chart_window
#property indicator_buffers 6
#property indicator_color1 Red
#property indicator_color2 RoyalBlue
#property indicator_color3 Red
#property indicator_color4 RoyalBlue
#property indicator_color5 Aqua
#property indicator_color6 Magenta
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 1
#property indicator_width6 1


extern int    NLMA_Length    = 9;   
extern int    NLMA_Displace  = 0;    
extern double NLMA_PctFilter = 0;
extern int    Step           = 1;
extern bool   BetterFormula  = true;
extern bool   T3Average      = true;
extern double T3Hot          = 0.70;
extern bool   T3Original     = false;
extern bool   Alerts         = true;

//
//
//
//
//

double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
double UpArrow[];
double DnArrow[];
//
//
//
//
//

double emas[][24];
double alpha;
double c1;
double c2;
double c3;
double c4;




static bool TurnedUp   = false;
static bool TurnedDown = false;
datetime    timeprev   = 0;

//+------------------------------------------------------------------+
//|                                                                  |
//|------------------------------------------------------------------|
//
//
//
//
//

int init()
{
   SetIndexBuffer(0, ExtMapBuffer1); SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(1, ExtMapBuffer2); SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(2, ExtMapBuffer3); SetIndexStyle(2,DRAW_HISTOGRAM);
   SetIndexBuffer(3, ExtMapBuffer4); SetIndexStyle(3,DRAW_HISTOGRAM);
   
   SetIndexBuffer(4, UpArrow); SetIndexStyle(4,DRAW_ARROW); SetIndexArrow(4,233);
   SetIndexBuffer(5, DnArrow); SetIndexStyle(5,DRAW_ARROW); SetIndexArrow(5,234);


   //
   //
   //
   //
   //
   
      double a  = T3Hot;
             c1 = -a*a*a;
             c2 =  3*(a*a+a*a*a);
             c3 = -3*(2*a*a+a+a*a*a);
             c4 = 1+3*a+a*a*a+3*a*a;

      NLMA_Length = MathMax(1,NLMA_Length);
      if (T3Original)
           alpha = 2.0/(1.0 + NLMA_Length);
      else alpha = 2.0/(2.0 + (NLMA_Length-1.0)/2.0);

   return(0);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

int start()
{
   double maOpen, maClose, maLow, maHigh;
   double haOpen, haClose, haLow, haHigh;
   int    counted_bars=IndicatorCounted();
   int    pointModifier;
   int    i,limit;

   //
   //
   //
   //
   //
   if(timeprev<iTime(NULL,0,0)) {TurnedDown=false; TurnedUp=false;timeprev=iTime(NULL,0,0);}
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
         limit = Bars-counted_bars;
         if (ArrayRange(emas,0) != Bars) ArrayResize(emas,Bars);
         if (Digits==3 || Digits==5)
               pointModifier = 10;
         else  pointModifier = 1;               
          
   //
   //
   //
   //
   //
   
   for(int pos=limit; pos >= 0; pos--)
   {
      if (T3Average)
         {
            maOpen  = iT3(Open[pos] ,pos, 0);
            maClose = iT3(Close[pos],pos, 6);
            maLow   = iT3(Low[pos]  ,pos,12);
            maHigh  = iT3(High[pos] ,pos,18);
         }
      else
         {
           maOpen  = iCustom(NULL,0,"NonLagMA_v7.1.1",PRICE_OPEN, NLMA_Length,NLMA_Displace,NLMA_PctFilter,1,0,pos);
           maClose = iCustom(NULL,0,"NonLagMA_v7.1.1",PRICE_CLOSE,NLMA_Length,NLMA_Displace,NLMA_PctFilter,1,0,pos);
           maLow   = iCustom(NULL,0,"NonLagMA_v7.1.1",PRICE_LOW,  NLMA_Length,NLMA_Displace,NLMA_PctFilter,1,0,pos);
           maHigh  = iCustom(NULL,0,"NonLagMA_v7.1.1",PRICE_HIGH, NLMA_Length,NLMA_Displace,NLMA_PctFilter,1,0,pos);
         }
   
      //
      //
      //
      //
      //
        
         if (BetterFormula) {
               if (maHigh!=maLow)
                     haClose = (maOpen+maClose)/2+(((maClose-maOpen)/(maHigh-maLow))*MathAbs((maClose-maOpen)/2));
               else  haClose = (maOpen+maClose)/2; }
         else        haClose = (maOpen+maHigh+maLow+maClose)/4;
                     haOpen   = (ExtMapBuffer3[pos+1]+ExtMapBuffer4[pos+1])/2;
                     haHigh   = MathMax(maHigh, MathMax(haOpen,haClose));
                     haLow    = MathMin(maLow,  MathMin(haOpen,haClose));

         if (haOpen<haClose) { ExtMapBuffer1[pos]=haLow;  ExtMapBuffer2[pos]=haHigh; } 
         else                { ExtMapBuffer1[pos]=haHigh; ExtMapBuffer2[pos]=haLow;  } 
                               ExtMapBuffer3[pos]=haOpen;
                               ExtMapBuffer4[pos]=haClose;
      
      //
      //
      //
      //
      //

      if (Step>0)
      {
         if( MathAbs(ExtMapBuffer1[pos]-ExtMapBuffer1[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer1[pos]=ExtMapBuffer1[pos+1];
         if( MathAbs(ExtMapBuffer2[pos]-ExtMapBuffer2[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer2[pos]=ExtMapBuffer2[pos+1];
         if( MathAbs(ExtMapBuffer3[pos]-ExtMapBuffer3[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer3[pos]=ExtMapBuffer3[pos+1];
         if( MathAbs(ExtMapBuffer4[pos]-ExtMapBuffer4[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer4[pos]=ExtMapBuffer4[pos+1];
         if (Alerts==true)
        {
         UpArrow[pos]=EMPTY_VALUE; DnArrow[pos]=EMPTY_VALUE;
         if (ExtMapBuffer3[pos]<ExtMapBuffer4[pos] && ExtMapBuffer4[pos+1]<ExtMapBuffer3[pos+1])
           {
            UpArrow[pos]=ExtMapBuffer4[pos+1]-iATR(NULL,0,20,i)/2.0;
            if (UpArrow[0]!=EMPTY_VALUE && TurnedUp==false)
              {
               Alert("HAMa  BUY:  ",Symbol()," - ",Period(),"  at  ", Close[0],"  -  ", TimeToStr(CurTime(),TIME_SECONDS));
               TurnedDown=false;
               TurnedUp=true;
              }
           }
         if (ExtMapBuffer3[pos]>ExtMapBuffer4[pos] && ExtMapBuffer4[pos+1]>ExtMapBuffer3[pos+1])
           {
            DnArrow[pos]=ExtMapBuffer4[pos+1]+iATR(NULL,0,20,i)/2.0;
            if (DnArrow[0]!=EMPTY_VALUE && TurnedDown==false)
              {
               Alert("HAMa SELL:  ",Symbol()," - ",Period(),"  at  ", Close[0],"  -  ", TimeToStr(CurTime(),TIME_SECONDS));
               TurnedUp=false;
               TurnedDown=true;
              }
           }
         }
       }
      }
   return(0);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

double iT3(double price,int shift,int buffer)
{
   int i = Bars-shift-1;
   if (i < 1)
      {
         emas[i][0+buffer] = price;
         emas[i][1+buffer] = price;
         emas[i][2+buffer] = price;
         emas[i][3+buffer] = price;
         emas[i][4+buffer] = price;
         emas[i][5+buffer] = price;
      }
   else
      {
         emas[i][0+buffer] = emas[i-1][0+buffer]+alpha*(price            -emas[i-1][0+buffer]);
         emas[i][1+buffer] = emas[i-1][1+buffer]+alpha*(emas[i][0+buffer]-emas[i-1][1+buffer]);
         emas[i][2+buffer] = emas[i-1][2+buffer]+alpha*(emas[i][1+buffer]-emas[i-1][2+buffer]);
         emas[i][3+buffer] = emas[i-1][3+buffer]+alpha*(emas[i][2+buffer]-emas[i-1][3+buffer]);
         emas[i][4+buffer] = emas[i-1][4+buffer]+alpha*(emas[i][3+buffer]-emas[i-1][4+buffer]);
         emas[i][5+buffer] = emas[i-1][5+buffer]+alpha*(emas[i][4+buffer]-emas[i-1][5+buffer]);
      }
   return(c1*emas[i][5+buffer] + c2*emas[i][4+buffer] + c3*emas[i][3+buffer] + c4*emas[i][2+buffer]);
}