//+------------------------------------------------------------------+ //| t3 fatl,mq4 //| //+------------------------------------------------------------------+ #property copyright "www.forex-tsd.com" #property link "www.forex-tsd.com" #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 DeepSkyBlue #property indicator_color2 PaleVioletRed #property indicator_color3 PaleVioletRed #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 // // // // // extern int T3Period = 8; extern double T3Hot = 0.7; extern bool T3Original = false; extern bool MultiColor = true; // // // // // double fatl[]; double fatlDa[]; double fatlDb[]; double trend[]; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // int init() { IndicatorBuffers(4); SetIndexBuffer(0,fatl); SetIndexBuffer(1,fatlDa); SetIndexBuffer(2,fatlDb); SetIndexBuffer(3,trend); IndicatorShortName("Fatl"); return(0); } //+------------------------------------------------------------------+ //| //+------------------------------------------------------------------+ // // int start() { int counted_bars=IndicatorCounted(); int i,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); // // // // // if(MultiColor && trend[limit]==-1) CleanPoint(limit,fatlDa,fatlDb); for(i=limit; i>=0; i--) { double value = 0.216679747671846*Close[i+0] +0.211269420463811*Close[i+1] +0.195544884029715*Close[i+2] +0.170965415406708*Close[i+3] +0.139777024336523*Close[i+4] +0.10475520757496*Close[i+5] +0.0688963726406815*Close[i+6] +0.0350907878482374*Close[i+7] +0.00582303578389499*Close[i+8] -0.0170687325113629*Close[i+9] -0.0325430291353946*Close[i+10] -0.0404061862801786*Close[i+11] -0.0412576874250575*Close[i+12] -0.0363489006817302*Close[i+13] -0.0273726712811041*Close[i+14] -0.0162239477577438*Close[i+15] -0.00474919988104162*Close[i+16] +0.00546044031567738*Close[i+17] +0.0132340752866597*Close[i+18] +0.0179048641241163*Close[i+19] +0.0193288196450583*Close[i+20] +0.0178203001317383*Close[i+21] +0.0140521142662672*Close[i+22] +0.00890900942687798*Close[i+23] +0.00332796683926323*Close[i+24] -0.00183047425117888*Close[i+25] -0.00590003260461143*Close[i+26] -0.008470924607332*Close[i+27] -0.00941376204563632*Close[i+28] -0.00885433738048246*Close[i+29] -0.00711869639879854*Close[i+30] -0.00465317542176635*Close[i+31] -0.00194019707183346*Close[i+32] +0.000579603884990088*Close[i+33] +0.00256707017356023*Close[i+34] +0.00381977207432852*Close[i+35] +0.00428068634338846*Close[i+36] +0.00402313632832263*Close[i+37] +0.0032179506176373*Close[i+38] +0.00209012998360153*Close[i+39] +0.000874173133673174*Close[i+40] -0.000224786383933042*Close[i+41] -0.0010587336898008*Close[i+42] -0.00155052433232022*Close[i+43] -0.00169306769372935*Close[i+44] -0.00153786701404679*Close[i+45] -0.00117483219738423*Close[i+46] -0.000710127079707358*Close[i+47] -0.000243983404727185*Close[i+48] +0.000144391315936508*Close[i+49] +0.000408472741254023*Close[i+50] +0.000535354473765889*Close[i+51] +0.000542366420043941*Close[i+52] +0.000469190409143627*Close[i+53] +0.000367676722499057*Close[i+54] -0.000413583883278278*Close[i+55]; fatl[i] = iT3(value,T3Period,T3Hot,T3Original,i); fatlDa[i] = EMPTY_VALUE; fatlDb[i] = EMPTY_VALUE; trend[i] = trend[i+1]; if (fatl[i] > fatl[i+1]) trend[i]= 1; if (fatl[i] < fatl[i+1]) trend[i]= -1; if (MultiColor && trend[i]==-1) PlotPoint(i,fatlDa,fatlDb,fatl); } return (0); } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // double workT3[][6]; double workT3Coeffs[][6]; #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 i, int forInstance=0) { if (ArrayRange(workT3,0) !=Bars) ArrayResize(workT3,Bars); if (ArrayRange(workT3Coeffs,0) < (forInstance+1)) ArrayResize(workT3Coeffs,forInstance+1); if (workT3Coeffs[forInstance][_period] != period) { workT3Coeffs[forInstance][_period] = period; double a = hot; workT3Coeffs[forInstance][_c1] = -a*a*a; workT3Coeffs[forInstance][_c2] = 3*a*a+3*a*a*a; workT3Coeffs[forInstance][_c3] = -6*a*a-3*a-3*a*a*a; workT3Coeffs[forInstance][_c4] = 1+3*a+a*a*a+3*a*a; if (original) workT3Coeffs[forInstance][_alpha] = 2.0/(1.0 + period); else workT3Coeffs[forInstance][_alpha] = 2.0/(2.0 + (period-1.0)/2.0); } // // // // // int buffer = forInstance*6; int r = Bars-i-1; if (r == 0) { workT3[r][0+buffer] = price; workT3[r][1+buffer] = price; workT3[r][2+buffer] = price; workT3[r][3+buffer] = price; workT3[r][4+buffer] = price; workT3[r][5+buffer] = price; } else { workT3[r][0+buffer] = workT3[r-1][0+buffer]+workT3Coeffs[forInstance][_alpha]*(price -workT3[r-1][0+buffer]); workT3[r][1+buffer] = workT3[r-1][1+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][0+buffer]-workT3[r-1][1+buffer]); workT3[r][2+buffer] = workT3[r-1][2+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][1+buffer]-workT3[r-1][2+buffer]); workT3[r][3+buffer] = workT3[r-1][3+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][2+buffer]-workT3[r-1][3+buffer]); workT3[r][4+buffer] = workT3[r-1][4+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][3+buffer]-workT3[r-1][4+buffer]); workT3[r][5+buffer] = workT3[r-1][5+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][4+buffer]-workT3[r-1][5+buffer]); } // // // // // return(workT3Coeffs[forInstance][_c1]*workT3[r][5+buffer] + workT3Coeffs[forInstance][_c2]*workT3[r][4+buffer] + workT3Coeffs[forInstance][_c3]*workT3[r][3+buffer] + workT3Coeffs[forInstance][_c4]*workT3[r][2+buffer]); } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } // // // // // void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (first[i+1] == EMPTY_VALUE) { if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } }