TrendScalpIndc_PP

//+------------------------------------------------------------------+
//|                                               TrendScalpIndc.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 DeepSkyBlue
#property indicator_color2 RoyalBlue

//---- Parameters
extern int TTFbars=15;
extern bool UseT3Smoothing=false;
extern int t3_period = 5;
extern double b=0.7;
extern int maxbars=5000;

//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,ExtMapBuffer1);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,ExtMapBuffer2);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    i,k;
   int    counted_bars=IndicatorCounted();  
   i=Bars-1;
   if(counted_bars>0) i=Bars-counted_bars+0;

//Note:  to add the spread to the highesthigh price then uncomment below
   double sp = (MarketInfo(Symbol(),MODE_SPREAD)*Point);
//   double sp = 0;
//---- 
   double HighestHighRecent, HighestHighOlder, LowestLowRecent, LowestLowOlder, BuyPower, SellPower, TTF, TTF1;

   i = MathMin(i,maxbars);

   while (i>=0)
   {

	     HighestHighRecent=High[Highest(NULL,0,MODE_HIGH,1, i+1)] + sp;
	     HighestHighOlder =High[Highest(NULL,0,MODE_HIGH,TTFbars,i+2)] + sp;
	     LowestLowRecent =Low[Lowest(NULL,0,MODE_LOW ,1,i+1)];
	     LowestLowOlder =Low[Lowest(NULL,0,MODE_LOW ,TTFbars,i+2)];
	     BuyPower =HighestHighRecent-LowestLowOlder;
	     SellPower=HighestHighOlder -LowestLowRecent;
	     
	     TTF1=(BuyPower-SellPower)/(0.5*(BuyPower+SellPower))*100;

	     if (UseT3Smoothing)
            TTF = GetT3Val( Symbol(), t3_period, b, TTF1);
	     else
	         TTF = TTF1;
	         
	     ExtMapBuffer1[i] = TTF;
	     if (TTF>=0)
	        ExtMapBuffer2[i] = 100;
	     else
	        ExtMapBuffer2[i] = -100;
	     
        i--;
   }
   
//----
   return(0);
  }
//+------------------------------------------------------------------+

double GetT3Val( string symbol, int t3_Period, double b, double dVal)
{
   double e1,e2,e3,e4,e5,e6;
   double c1,c2,c3,c4;
   double n,w1,w2,b2,b3;

   e1=0; e2=0; e3=0; e4=0; e5=0; e6=0;
   c1=0; c2=0; c3=0; c4=0; 
   n=0; 
   w1=0; w2=0; 
   b2=0; b3=0;

   b2=b*b;
   b3=b2*b;
   c1=-b3;
   c2=(3*(b2+b3));
   c3=-3*(2*b2+b+b3);
   c4=(1+3*b+b3+3*b2);
   n=t3_Period;

   if (n<1) n=1;
   n = 1 + 0.5*(n-1);
   w1 = Div(2,(n + 1));
   w2 = 1 - w1;


//---- indicator calculation

        e1 = w1* (dVal) + w2*e1;
        e2 = w1*e1 + w2*e2;
        e3 = w1*e2 + w2*e3;
        e4 = w1*e3 + w2*e4;
        e5 = w1*e4 + w2*e5;
        e6 = w1*e5 + w2*e6;
    
        return (NormalizeDouble( c1*e6 + c2*e5 + c3*e4 + c4*e3, MarketInfo(symbol,MODE_DIGITS)));
}

//+------------------------------------------------------------------+
double Div(double nVal, double nDiv)
{
   if (nVal == 0 || nDiv == 0)
   {
      return (0);
   }
   return (nVal/nDiv);
}