tcf smoothed - T3

//+------------------------------------------------------------------+
//|                                                 tcf smoothed.mq4 |
//|                                                           mladen |
//|                                                                  |
//| Trend Continuation Factor originaly developed by M.H. Pee        |
//| TASC : 20:3 (March 2002) article                                 |
//| "Just How Long Will A Trend Go On? Trend Continuation Factor"    |
//+------------------------------------------------------------------+

#property copyright "mladen"
#property link      "mladenfx@gmail.com"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 DodgerBlue
#property indicator_color2 Red

//

extern int    Length      = 7;//35
extern int    Price       = PRICE_CLOSE;
extern int    T3Period    = 7;//8
extern double T3Hot       = 0.1;//0.7
extern bool   T3Original  = false;

//
double TcfUp[];
double TcfDo[];
double values[][16];
double alpha;
double c1;
double c2;
double c3;
double c4;

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


int init()
{
   SetIndexBuffer(0,TcfUp);
   SetIndexBuffer(1,TcfDo);
   
   //
  
      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;

      T3Period = MathMax(1,T3Period);
      if (T3Original)
           alpha = 2.0/(1.0 + T3Period);
      else alpha = 2.0/(2.0 + (T3Period-1.0)/2.0);

   //
    
   return(0);
}
int deinit()
{
   return(0);
}

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

#define plus_ch   0
#define minus_ch  1
#define plus_cf   2
#define minus_cf  3
#define start_sup 4
#define start_sdo 10

//

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

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

   //

   for(i=limit, r=Bars-limit-1; i>=0; i--,r++)
   {
      values[r][plus_ch]  = 0;
      values[r][minus_ch] = 0;
      values[r][plus_cf]  = 0;
      values[r][minus_cf] = 0;
         double plusTcf   = 0;
         double minusTcf  = 0;
         double roc       = iMA(NULL,0,1,0,MODE_SMA,Price,i)-iMA(NULL,0,1,0,MODE_SMA,Price,i+1);

         //
         
            if (roc>0)
               {
                  values[r][plus_ch] = roc;
                  values[r][plus_cf] = roc;
                     if (r>1) values[r][plus_cf] += values[r-1][plus_cf];
               }                  
            if (roc<0)
               {
                  values[r][minus_ch] = -roc;
                  values[r][minus_cf] = -roc;
                     if (r>1) values[r][minus_cf] += values[r-1][minus_cf];
               }
            for (int l=0; l<Length; l++)
               {
                  plusTcf  += values[r-l][plus_ch]-values[r-l][minus_cf];
                  minusTcf += values[r-l][minus_ch]-values[r-l][plus_cf];
               }
         
         //
         if (T3Period>1)
               { TcfUp[i] = iT3(plusTcf ,r,start_sup); TcfDo[i] = iT3(minusTcf,r,start_sdo);  }               
         else  { TcfUp[i] = plusTcf;                   TcfDo[i] = minusTcf;                   }               
   }      
   return(0);
}


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

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