T3_floating_levels_oscillator

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

#property copyright   "© mladen, 2016, MetaQuotes Software Corp."

#property link        "www.forex-tsd.com, www.mql5.com"

#property description "This T3 uses two methods for calculating T3"

#property description " "

#property description "    1 - The original Tim Tillson way"

#property description "    2 - The modified Bob Fulks / Alex Matulich way"

#property description " "

#property description "Modified version is a bit 'faster' in response to price changes"

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#property indicator_separate_window

#property indicator_buffers 7

#property indicator_plots   3

#property indicator_label1  "t3 zone"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  clrGainsboro

#property indicator_label2  "t3 middle"

#property indicator_type2   DRAW_LINE

#property indicator_style2  STYLE_DOT

#property indicator_color2  clrGray

#property indicator_label3  "t3"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrDarkGray,clrLimeGreen,clrDarkOrange

#property indicator_width3  3



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enum enPrices

{

   pr_close,      // Close

   pr_open,       // Open

   pr_high,       // High

   pr_low,        // Low

   pr_median,     // Median

   pr_typical,    // Typical

   pr_weighted,   // Weighted

   pr_average,    // Average (high+low+open+close)/4

   pr_medianb,    // Average median body (open+close)/2

   pr_tbiased,    // Trend biased price

   pr_tbiased2,   // Trend biased (extreme) price

   pr_haclose,    // Heiken ashi close

   pr_haopen ,    // Heiken ashi open

   pr_hahigh,     // Heiken ashi high

   pr_halow,      // Heiken ashi low

   pr_hamedian,   // Heiken ashi median

   pr_hatypical,  // Heiken ashi typical

   pr_haweighted, // Heiken ashi weighted

   pr_haaverage,  // Heiken ashi average

   pr_hamedianb,  // Heiken ashi median body

   pr_hatbiased,  // Heiken ashi trend biased price

   pr_hatbiased2  // Heiken ashi trend biased (extreme) price

};

enum chgColor

{

   chg_onSlope,  // change color on T3 slope change

   chg_onSlopeo, // change color on oscillator slope change

   chg_onLevel,  // Change color on outer levels cross

   chg_onMiddle  // Change color on middle level cross

};

input ENUM_TIMEFRAMES TimeFrame       = PERIOD_CURRENT; // Time frame

input double          T3Period        = 25;             // T3 period

input double          T3Hot           = 0.7;            // T3 hot

input bool            T3Original      = false;          // T3 original (Tim Tillson) way?

input enPrices        T3Price         = pr_close;       // Average price

input chgColor        ColorOn         = chg_onLevel;    // Color change on :

input int             FlPeriod        = 25;             // Period for finding floating levels

input double          FlUp            = 90;             // Upper level %

input double          FlDown          = 10;             // Lower level %

input bool            AlertsOn        = false;          // Turn alerts on?

input bool            AlertsOnCurrent = true;           // Alert on current bar?

input bool            AlertsMessage   = true;           // Display messageas on alerts?

input bool            AlertsSound     = false;          // Play sound on alerts?

input bool            AlertsEmail     = false;          // Send email on alerts?

input bool            AlertsNotify    = false;          // Send push notification on alerts?

input bool            Interpolate     = true;           // Interpolate when in multi time frame mode?



double t3[],t3t[],t3c[],mid[],fup[],fdn[],count[];

ENUM_TIMEFRAMES timeFrame;



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int OnInit()

{

   SetIndexBuffer(0,fup,INDICATOR_DATA);

   SetIndexBuffer(1,fdn,INDICATOR_DATA);

   SetIndexBuffer(2,mid,INDICATOR_DATA);

   SetIndexBuffer(3,t3 ,INDICATOR_DATA);

   SetIndexBuffer(4,t3c,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(5,count,INDICATOR_CALCULATIONS);

   SetIndexBuffer(6,t3t  ,INDICATOR_CALCULATIONS);

      for (int i=0; i<2; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false);

         timeFrame = MathMax(_Period,TimeFrame);

   IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(timeFrame)+" T3 floating levels oscillator ("+(string)T3Period+")");

   return(0);

}



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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);

   

      //

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      if (timeFrame!=_Period)

      {

         double result[]; datetime currTime[],nextTime[]; 

         static int indHandle =-1;

                if (indHandle==-1) indHandle = iCustom(_Symbol,timeFrame,getIndicatorName(),PERIOD_CURRENT,T3Period,T3Hot,T3Original,T3Price,ColorOn,FlPeriod,FlUp,FlDown,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsEmail,AlertsNotify);

                if (indHandle==-1)                          return(0);

                if (CopyBuffer(indHandle,5,0,1,result)==-1) return(0); 

             

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                #define _processed EMPTY_VALUE-1

                int i,limit = rates_total-(int)MathMin(result[0]*PeriodSeconds(timeFrame)/PeriodSeconds(_Period),rates_total); 

                for (limit=MathMax(limit,0); limit>0 && !IsStopped(); limit--) if (count[limit]==_processed) break;

                for (i=MathMin(limit,MathMax(prev_calculated-1,0)); i<rates_total && !IsStopped(); i++    )

                {

                   if (CopyBuffer(indHandle,0,time[i],1,result)==-1) break; fup[i]   = result[0];

                   if (CopyBuffer(indHandle,1,time[i],1,result)==-1) break; fdn[i]   = result[0];

                   if (CopyBuffer(indHandle,2,time[i],1,result)==-1) break; mid[i]   = result[0];

                   if (CopyBuffer(indHandle,3,time[i],1,result)==-1) break; t3[i]    = result[0];

                   if (CopyBuffer(indHandle,4,time[i],1,result)==-1) break; t3c[i]   = result[0];

                                                                            count[i] = _processed;

                   

                   //

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                   #define _interpolate(buff,i,k,n) buff[i-k] = buff[i]+(buff[i-n]-buff[i])*k/n

                   if (!Interpolate) continue; CopyTime(_Symbol,TimeFrame,time[i  ],1,currTime); 

                      if (i<(rates_total-1)) { CopyTime(_Symbol,TimeFrame,time[i+1],1,nextTime); if (currTime[0]==nextTime[0]) continue; }

                      int n,k;

                         for(n=1; (i-n)> 0 && time[i-n] >= currTime[0]; n++) continue;	

                         for(k=1; (i-k)>=0 && k<n; k++)

                         {

                           _interpolate(fup,i,k,n);

                           _interpolate(fdn,i,k,n);

                           _interpolate(mid,i,k,n);

                           _interpolate(t3 ,i,k,n);

                         }                            

                }     

                if (i!=rates_total) return(0); return(rates_total);

      }

   

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

   {

      t3t[i] = iT3(getPrice(T3Price,open,close,high,low,i,rates_total),T3Period,T3Hot,T3Original,i,rates_total);



         double hi = t3t[i],lo = t3t[i];

         for (int k=1; k<FlPeriod && (i-k)>=0; k++) 

         {

            lo = MathMin(lo,t3t[i-k]);

            hi = MathMax(hi,t3t[i-k]);

         }



         double rn = hi-lo;

         fup[i] = lo+rn*FlUp  /100.0;

         fdn[i] = lo+rn*FlDown/100.0;

         mid[i] = (fup[i]+fdn[i])/2;

         t3[i]  = t3t[i]-mid[i];

         switch (ColorOn)

         {

            case chg_onLevel :  t3c[i] = (t3t[i]>fup[i]) ? 1 : (t3t[i]<fdn[i]) ? 2 : 0; break;

            case chg_onMiddle : t3c[i] = (t3t[i]>mid[i]) ? 1 : (t3t[i]<mid[i]) ? 2 : 0; break;

            case chg_onSlopeo : t3c[i] = (i>0) ? (t3[i]>t3[i-1])   ? 1 : (t3[i]<t3[i-1])   ? 2 : 0 : 0; break;

            default :           t3c[i] = (i>0) ? (t3t[i]>t3t[i-1]) ? 1 : (t3t[i]<t3t[i-1]) ? 2 : 0 : 0;

         }        

         double diff = mid[i]; mid[i] = 0; fup[i] -= diff; fdn[i] -= diff;

   }

   count[rates_total-1] = MathMax(rates_total-prev_calculated+1,1);

   manageAlerts(time,t3c,rates_total);

   return(rates_total);

}



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void manageAlerts(const datetime& _time[], double& _trend[], int bars)

{

   if (AlertsOn)

   {

      int whichBar = bars-1; if (!AlertsOnCurrent) whichBar = bars-2; datetime time1 = _time[whichBar];

      if (_trend[whichBar] != _trend[whichBar-1])

      {

         string add = "slope changed to";

         switch (ColorOn)

         {

            case chg_onSlopeo : add = "oscillator slope changed"; break;

            case chg_onLevel  : add = "outer level crossed";      break;

            case chg_onMiddle : add = "outer middle crossed";

         }                  

         if (_trend[whichBar] == 1) doAlert(time1,add+" up");

         if (_trend[whichBar] == 2) doAlert(time1,add+" down");

      }         

   }

}   



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void doAlert(datetime forTime, string doWhat)

{

   static string   previousAlert="nothing";

   static datetime previousTime;

   

   if (previousAlert != doWhat || previousTime != forTime) 

   {

      previousAlert  = doWhat;

      previousTime   = forTime;



         string message = TimeToString(TimeLocal(),TIME_SECONDS)+" "+_Symbol+" t3 floating levels state changed to "+doWhat;

            if (AlertsMessage) Alert(message);

            if (AlertsEmail)   SendMail(_Symbol+" t3 floating levels",message);

            if (AlertsNotify)  SendNotification(message);

            if (AlertsSound)   PlaySound("alert2.wav");

   }

}



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#define t3Instances 1

double workT3[][t3Instances*6];

double workT3Coeffs[][12];

#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)

{

   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;

        double a = hot;

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

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

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

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

            if (original)

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

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

   }

   

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

   if (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]);

}



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#define priceInstances 1

double workHa[][priceInstances*4];

double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i,int _bars, int instanceNo=0)

{

  if (tprice>=pr_haclose)

   {

      if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); instanceNo*=4;

         

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         double haOpen;

         if (i>0)

                haOpen  = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0;

         else   haOpen  = (open[i]+close[i])/2;

         double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;

         double haHigh  = MathMax(high[i], MathMax(haOpen,haClose));

         double haLow   = MathMin(low[i] , MathMin(haOpen,haClose));



         if(haOpen  <haClose) { workHa[i][instanceNo+0] = haLow;  workHa[i][instanceNo+1] = haHigh; } 

         else                 { workHa[i][instanceNo+0] = haHigh; workHa[i][instanceNo+1] = haLow;  } 

                                workHa[i][instanceNo+2] = haOpen;

                                workHa[i][instanceNo+3] = haClose;

         //

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         switch (tprice)

         {

            case pr_haclose:     return(haClose);

            case pr_haopen:      return(haOpen);

            case pr_hahigh:      return(haHigh);

            case pr_halow:       return(haLow);

            case pr_hamedian:    return((haHigh+haLow)/2.0);

            case pr_hamedianb:   return((haOpen+haClose)/2.0);

            case pr_hatypical:   return((haHigh+haLow+haClose)/3.0);

            case pr_haweighted:  return((haHigh+haLow+haClose+haClose)/4.0);

            case pr_haaverage:   return((haHigh+haLow+haClose+haOpen)/4.0);

            case pr_hatbiased:

               if (haClose>haOpen)

                     return((haHigh+haClose)/2.0);

               else  return((haLow+haClose)/2.0);        

            case pr_hatbiased2:

               if (haClose>haOpen)  return(haHigh);

               if (haClose<haOpen)  return(haLow);

                                    return(haClose);        

         }

   }

   

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   switch (tprice)

   {

      case pr_close:     return(close[i]);

      case pr_open:      return(open[i]);

      case pr_high:      return(high[i]);

      case pr_low:       return(low[i]);

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

      case pr_medianb:   return((open[i]+close[i])/2.0);

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

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

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

      case pr_tbiased:   

               if (close[i]>open[i])

                     return((high[i]+close[i])/2.0);

               else  return((low[i]+close[i])/2.0);        

      case pr_tbiased2:   

               if (close[i]>open[i]) return(high[i]);

               if (close[i]<open[i]) return(low[i]);

                                     return(close[i]);        

   }

   return(0);

}



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string getIndicatorName()

{

   string progPath = MQL5InfoString(MQL5_PROGRAM_PATH); int start=-1;

   while (true)

   {

      int foundAt = StringFind(progPath,"\\",start+1);

      if (foundAt>=0) 

               start = foundAt;

      else  break;     

   }

   

   string indicatorName = StringSubstr(progPath,start+1);

          indicatorName = StringSubstr(indicatorName,0,StringLen(indicatorName)-4);

   return(indicatorName);

}



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int    _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1};

string _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"};

string timeFrameToString(int period)

{

   if (period==PERIOD_CURRENT) 

       period = _Period;   

         int i; for(i=ArraySize(_tfsPer)-1;i>=0;i--) if(period==_tfsPer[i]) break;

   return(_tfsStr[i]);   

}