T3 crosses

//+------------------------------------------------------------------+
//|                                                   T3 crosses.mq4 |
//|                                                           mladen |
//|                                                                  |
//|                                                                  |
//| original T3 developed by Tim Tilson (TASC January 1998)          |
//| period lag modification by Bob Fulks and Alex Matulich 4/2003    |
//+------------------------------------------------------------------+
#property copyright "copyleft mladen"
#property link      "mladenfx@gmail.com"

#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Green
#property indicator_color2 Red
#property indicator_width1 1
#property indicator_width2 1

//
//
//
//
//

extern int    T3FastPeriod   = 9;
extern int    T3FastPrice    = PRICE_CLOSE;
extern double T3FastHot      = 1.0;
extern bool   T3FastOriginal = true;
extern int    T3SlowPeriod   = 27;
extern int    T3SlowPrice    = PRICE_CLOSE;
extern double T3SlowHot      = 0.5;
extern bool   T3SlowOriginal = true;

//
//
//
//
//

double t3fast[];
double t3slow[];
double t3gCross[];
double t3rCross[];

double emas[][12];
double alphaFast,alphaSlow;
double c1fast,c1slow;
double c2fast,c2slow;
double c3fast,c3slow;
double c4fast,c4slow;

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
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int init()
{
   IndicatorBuffers(4);
      SetIndexBuffer(0,t3gCross); SetIndexStyle(0,DRAW_ARROW); SetIndexArrow(0,217);
      SetIndexBuffer(1,t3rCross); SetIndexStyle(1,DRAW_ARROW); SetIndexArrow(1,218);
      SetIndexBuffer(2,t3fast);
      SetIndexBuffer(3,t3slow);

   //
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   //
   //
   
      T3FastPeriod = MathMax(1,T3FastPeriod);
      if (T3FastOriginal)
           alphaFast = 2.0/(1.0 + T3FastPeriod);
      else alphaFast = 2.0/(2.0 + (T3FastPeriod-1.0)/2.0);

      double a  = T3FastHot;
             c1fast = -a*a*a;
             c2fast = 3*a*a+3*a*a*a;
             c3fast = -6*a*a-3*a-3*a*a*a;
             c4fast = 1+3*a+a*a*a+3*a*a;


      //
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      //
      //
      //
      
      T3SlowPeriod = MathMax(1,T3SlowPeriod);
      if (T3SlowOriginal)
           alphaSlow = 2.0/(1.0 + T3SlowPeriod);
      else alphaSlow = 2.0/(2.0 + (T3SlowPeriod-1.0)/2.0);

             a  = T3SlowHot;
             c1slow = -a*a*a;
             c2slow = 3*a*a+3*a*a*a;
             c3slow = -6*a*a-3*a-3*a*a*a;
             c4slow = 1+3*a+a*a*a+3*a*a;

   //
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   //
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   IndicatorShortName("T3 crosses ("+T3FastPeriod+","+T3SlowPeriod+")");
   return(0);
}

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

int start()
{
   int counted_bars=IndicatorCounted();
   int i,limit;

   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
           limit=Bars-counted_bars;
           if (ArrayRange(emas,0) != Bars) ArrayResize(emas,Bars);

   //
   //
   //
   //
   //

   for(i=limit; i>=0; i--)
   {
      t3fast[i]   = iT3(iMA(NULL,0,1,0,MODE_SMA,T3FastPrice,i),i,0,alphaFast,c1fast,c2fast,c3fast,c4fast);
      t3slow[i]   = iT3(iMA(NULL,0,1,0,MODE_SMA,T3SlowPrice,i),i,6,alphaSlow,c1slow,c2slow,c3slow,c4slow);
      t3gCross[i] = EMPTY_VALUE;      
      t3rCross[i] = EMPTY_VALUE;      
      
      //
      //
      //
      //
      //
      
      if (t3fast[i] > t3slow[i] && t3fast[i+1] < t3slow[i+1]) t3gCross[i] = Low[i] -iATR(NULL,0,20,i);
      if (t3fast[i] < t3slow[i] && t3fast[i+1] > t3slow[i+1]) t3rCross[i] = High[i]+iATR(NULL,0,20,i);
      
   }      
   return(0);
}


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

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