Trix log

//+------------------------------------------------------------------+
//|                                       Trix of log of a price.mq4 |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "copyleft mladen"
#property link      "mladenfx@gmail.com"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1  DimGray
#property indicator_color2  DarkOrange
#property indicator_style1  STYLE_DOT

//
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//
//
//

extern int TrixPeriod = 9;
extern int TrixPrice  = PRICE_CLOSE;

//
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//
//
//

double TrixBuffer[];
double ZeroBuffer[];
double EmaBuffer1[];
double EmaBuffer2[];
double EmaBuffer3[];

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

int init()
{
   IndicatorBuffers(5);
      SetIndexBuffer(0,ZeroBuffer);
      SetIndexBuffer(1,TrixBuffer);
      SetIndexBuffer(2,EmaBuffer1);
      SetIndexBuffer(3,EmaBuffer2);
      SetIndexBuffer(4,EmaBuffer3);
   IndicatorShortName("Trix ("+TrixPeriod+")");
   return(0);
}

//
//
//
//
//

int start()
{
   double alpha = 2.0/(1.0+TrixPeriod);
   int    counted_bars=IndicatorCounted();

   if(counted_bars < 0) return(-1);
   if(counted_bars>0)  counted_bars--;
      int limit = Bars-counted_bars;

   //
   //
   //
   //
   //

   for(int i=limit; i>=0; i--)
   {
      double price = MathLog(iMA(NULL,0,1,0,MODE_SMA,TrixPrice,i));
         EmaBuffer1[i] = EmaBuffer1[i+1]+alpha*(price        -EmaBuffer1[i+1]);
         EmaBuffer2[i] = EmaBuffer2[i+1]+alpha*(EmaBuffer1[i]-EmaBuffer2[i+1]);
         EmaBuffer3[i] = EmaBuffer3[i+1]+alpha*(EmaBuffer2[i]-EmaBuffer3[i+1]);
         TrixBuffer[i] = (EmaBuffer3[i]-EmaBuffer3[i+1])*10000;
         ZeroBuffer[i] = 0;
   }
   return(0);
}