//+------------------------------------------------------------------+
//|                                                     T3-alpha.mq4 |
//|                        Copyright 2022, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+

#property indicator_separate_window
#property indicator_buffers 6

#property indicator_color1 Yellow
#property indicator_color2 Red
#property indicator_color3 Magenta
#property indicator_color4 Aqua
#property indicator_color5 OrangeRed
#property indicator_color6 Blue
//------
extern int MA_Period_1 = 3;
extern int MA_Period_2 = 5;
extern int MA_Period_3 = 0;  //8
extern int MA_Period_4 = 0;  //12
extern int MA_Period_5 = 21;
extern int MA_Period_6 = 34;
//------
extern double b = 0.7;
//------
double MapBuffer1[];
double MapBuffer2[];
double MapBuffer3[];
double MapBuffer4[];
double MapBuffer5[];
double MapBuffer6[];
//-------
double e1[][7], e2[][7], e3[][7], e4[][7], e5[][7], e6[][7];
double c1[7], c2[7], c3[7], c4[7];
double n[7], w1[7], w2[7], b2[7], b3[7];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//--- indicator setting
    SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 1, Yellow);
    SetIndexStyle(1, DRAW_LINE, STYLE_SOLID, 1, Red);
    SetIndexStyle(2, DRAW_LINE, STYLE_SOLID, 1, Magenta);
    SetIndexStyle(3, DRAW_LINE, STYLE_SOLID, 1, Aqua);
    SetIndexStyle(4, DRAW_LINE, STYLE_SOLID, 1, OrangeRed);
    SetIndexStyle(5, DRAW_LINE, STYLE_SOLID, 1, Blue);
    IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
    IndicatorShortName("T3 ALPHA");
    SetIndexDrawBegin(0,100);
    SetIndexDrawBegin(1,100);
    SetIndexDrawBegin(2,100);
    SetIndexDrawBegin(3,100);
    SetIndexDrawBegin(4,100);
    SetIndexDrawBegin(5,100);
    SetIndexBuffer(0, MapBuffer1);
    SetIndexBuffer(1, MapBuffer2);
    SetIndexBuffer(2, MapBuffer3);
    SetIndexBuffer(3, MapBuffer4);
    SetIndexBuffer(4, MapBuffer5);
    SetIndexBuffer(5, MapBuffer6);
//------- variable reset
    n[1]=MA_Period_1;
    n[2]=MA_Period_2;
    n[3]=MA_Period_3;
    n[4]=MA_Period_4;
    n[5]=MA_Period_5;
    n[6]=MA_Period_6;
//---
    for(int 1=1; 1 < 7; 1++)
      {
    
      c1[1]=0; c2[1]=0; c3[1]=0; c4[1]=0;
      w1[1]=0; w2[1]=0;
      b2[1]=0; b3[1]=0;
      //-----
      b2[1]=b*b;
      b3[1]= b2[1]*b;
      c1[1]=-b3[1];
      c2[1]=(3*(b2[1] + b3[1]));
      c3[1]=-3*(2*b2[1] + b + b3[1]);
      c4[1]=(1 + 3*b + b3[1] + 3*b2[1]);
      //-----
      if(n[1] < 1)
         n[1]=1;
      n[1]=1 + 0.5*(n[1]);
      w1[1]=2/(n[1] + 1);
      w2[1]=1 - w1[1];
      }
//---

   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
    {
    int limit, MB[], ii, i;
    int counted_bars=IndicatorCounted();
//---
    if(counted_bars < 0)
      return(-1);
    if(counted_bars > 0)
       counted_bars--;
    limit=(Bars - counted_bars) - 1;
    
//--- indicator calculation
    ArrayResize(e1, Bars +1);
    ArrayResize(e2, Bars +1);
    ArrayResize(e3, Bars +1);
    ArrayResize(e4, Bars +1);
    ArrayResize(e5, Bars +1);
    ArrayResize(e6, Bars +1);
//-----
    for(i=limit; i>=0; i--)
       {
        for(ii=1; ii<7; ii++)
         {
         e1[Bars-i][ii]=w1[ii]*Close[i] + w2[ii]*e1[(Bars-i)-1][ii];
         e2[Bars-i][ii]=w1[ii]*e1[Bars-i][ii] + w2[ii]*e2[(Bars-i)-1][ii];
         e3[Bars-i][ii]=w1[ii]*e2[Bars-i][ii] + w2[ii]*e3[(Bars-i)-1][ii];
         e4[Bars-i][ii]=w1[ii]*e3[Bars-i][ii] + w2[ii]*e4[(Bars-i)-1][ii];
         e5[Bars-i][ii]=w1[ii]*e4[Bars-i][ii] + w2[ii]*e5[(Bars-i)-1][ii];
         e6[Bars-i][ii]=w1[ii]*e5[Bars-i][ii] + w2[ii]*e6[(Bars-i)-1][ii];
         //------
         if(ii==1)
            MapBuffer1[i]=c1[ii]*e6[Bars-i][ii] + c2[ii]*e5[Bars-i][ii] +
            c3[ii]*e4[Bars-i][ii] + c4[ii]*e3[Bars-i][ii];
         if(ii==2)
            MapBuffer2[i]=c1[ii]*e6[Bars-i][ii] + c2[ii]*e5[Bars-i][ii] +
            c3[ii]*e4[Bars-i][ii] + c4[ii]*e3[Bars-i][ii];
         if (ii==3)
            MapBuffer3[i]=c1[ii]*e6[Bars-i][ii] + c2[ii]*e5[Bars-i][ii] +
            c3[ii]*e4[Bars-i][ii] + c4[ii]*e3[Bars-i][ii];
         if (ii==4)
            MapBuffer4[i]=c1[ii]*e6[Bars-i][ii] + c2[ii]*e5[Bars-i][ii] +
            c3[ii]*e4[Bars-i][ii] + c4[ii]*e3[Bars-i][ii];
         if (ii==5)
            MapBuffer5[i]=c1[ii]*e6[Bars-i][ii] + c2[ii]*e5[Bars-i][ii] +
            c3[ii]*e4[Bars-i][ii] + c4[ii]*e3[Bars-i][ii];
         if (ii==6)
            MapBuffer6[i]=c1[ii]*e6[Bars-i][ii] + c2[ii]*e5[Bars-i][ii] +
            c3[ii]*e4[Bars-i][ii] + c4[ii]*e3[Bars-i][ii];
         }
        }
 //-------
   return(0);
  }
//+------------------------------------------------------------------+