TRIX (fast)

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Triple Exponential Average using fast ema version"

//------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDimGray,clrMediumSeaGreen,clrRed

#property indicator_width1  2

#property indicator_label1  "TRIX"

#property indicator_applied_price PRICE_CLOSE



//

//--- input parameters

//



input int inpPeriodEma=14; // EMA period



//

//--- indicator buffers

//



double val[],valc[];



//------------------------------------------------------------------

// Custom indicator initialization function

//------------------------------------------------------------------

//

//

//



void OnInit()

{

   SetIndexBuffer(0,val ,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

      iTrix.init(inpPeriodEma);

   IndicatorSetString(INDICATOR_SHORTNAME,"TRIX (fast EMA)("+string(inpPeriodEma)+")");

}



//------------------------------------------------------------------

// Triple Exponential Average

//------------------------------------------------------------------

//

//

//



int OnCalculate(const int rates_total,

                const int prev_calculated,

                const int begin,

                const double &price[])

{

   int i=prev_calculated-1; if (i<0) i=0; for (; i<rates_total && !_StopFlag; i++)

   {

      val[i]  = iTrix.calculate(price[i],i,rates_total);

      valc[i] = val[i]>0 ? 1 : val[i]<0 ? 2 : 0;

   }      

   return(rates_total);

}



//------------------------------------------------------------------

// Custom functions

//------------------------------------------------------------------

//

//---

//



class CTrix

{

   private :

      double m_period;

      double m_alpha;

      int    m_arraySize;

      struct sTrixStruct

      {

         double price;

         double ema1;

         double ema2;

         double ema3;

      };

      sTrixStruct m_array[];

   

   public :

      CTrix() : m_arraySize(-1), m_alpha(1) {}

     ~CTrix() { ArrayFree(m_array); };

      

      //

      //

      //

      

      bool init(int period)

      {

         m_period = (period>1) ? period : 1;

         m_alpha  = (2.0/(2.0+(m_period-1.0)/2.0));

            return(true);

      }

      

      double calculate(double price, int i, int bars)

      {

          if (m_arraySize<bars)

            { m_arraySize = ArrayResize(m_array,bars+500); if (m_arraySize<bars) return(0); }



         //

         //---

         //

      

         if (i>0)

         {

            m_array[i].ema1 = m_array[i-1].ema1 + m_alpha*(price          -m_array[i-1].ema1);

            m_array[i].ema2 = m_array[i-1].ema2 + m_alpha*(m_array[i].ema1-m_array[i-1].ema2);

            m_array[i].ema3 = m_array[i-1].ema3 + m_alpha*(m_array[i].ema2-m_array[i-1].ema3);

               return((m_array[i].ema3-m_array[i-1].ema3)/m_array[i].ema3);

         }

         else m_array[i].ema1 = m_array[i].ema2 = m_array[i].ema3 = price;

               return(0);

      }

};

CTrix iTrix;