Super_Smoother

ÿþ//+------------------------------------------------------------------+

//|                                               Super_Smoother.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Ehlers SuperSmoother indicator"

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   1

#define   DRAW_BEGIN       (16)

//--- plot SS

#property indicator_label1  "SuperSmoother"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrSteelBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- input parameters

input ENUM_APPLIED_PRICE   InpAppliedPrice=PRICE_CLOSE;   // Applied price

//--- indicator buffers

double         BufferSS[];

double         BufferMA[];

//--- global variables

int            handle_ma;

double         a1;

double         b1;

double         c2;

double         c3;

double         c1;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   a1=exp(-1.414*3.1415926/10.0);

   b1=2.0*a1*cos(1.414*180.0/10.0);

   c2=b1;

   c3=-a1*a1;

   c1=1.0-c2-c3;

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferSS,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMA,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Ehlers SuperSmoother");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,DRAW_BEGIN);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferSS,true);

   ArraySetAsSeries(BufferMA,true);

//--- create MA's handles

   ResetLastError();

   handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

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[])

  {

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<DRAW_BEGIN+4) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-3;

      ArrayInitialize(BufferSS,0);

      ArrayInitialize(BufferMA,0);

     }

//--- >43>B>2:0 40==KE

   int count=(limit>1 ? rates_total : 1),copied=0;

   copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;



//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

      BufferSS[i]=c1*(BufferMA[i]+BufferMA[i+1])/2.0+c2*BufferSS[i+1]+c3*BufferSS[i+2];



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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