//+------------------------------------------------------------------ #property copyright "mladen" #property link "mladenfx@gmail.com" #property description "T3 deviation" //+------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 1 #property indicator_label1 "T3 deviation" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrDarkGray,clrSkyBlue,clrDodgerBlue #property indicator_width1 2 //--- input parameters enum enT3Type { t3_tillson, // Tim Tillson way of calculation t3_fulksmat // Fulks/Matulich way of calculation }; input int inpDevPeriod = 20; // Deviation period input double inpDevHot = 0.7; // Deviation "hot" input enT3Type inpDevType = t3_tillson; // Deviation T3 type input ENUM_APPLIED_PRICE inpPrice = PRICE_CLOSE; // Price //--- buffers and global variables declarations double val[],valc[],prices[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- indicator buffers mapping SetIndexBuffer(0,val,INDICATOR_DATA); SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX); //--- IndicatorSetString(INDICATOR_SHORTNAME,"T3 deviation ("+(string)inpDevPeriod+")"); return (INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator de-initialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { if(Bars(_Symbol,_Period)0) ?(val[i]>val[i-1]) ? 1 :(val[i]0) { double n=period; if(!_original) n=1.0+(n-1.0)/2.0; double alpha=2.0/(1.0+n); t3Values[r][s+0] = t3Values[r-1][s+0]+alpha*(price -t3Values[r-1][s+0]); t3Values[r][s+1] = t3Values[r-1][s+1]+alpha*(t3Values[r][s+0]-t3Values[r-1][s+1]); t3Values[r][s+2] = t3Values[r-1][s+2]+alpha*(t3Values[r][s+1]-t3Values[r-1][s+2]); t3Values[r][s+3] = t3Values[r-1][s+3]+alpha*(t3Values[r][s+2]-t3Values[r-1][s+3]); t3Values[r][s+4] = t3Values[r-1][s+4]+alpha*(t3Values[r][s+3]-t3Values[r-1][s+4]); t3Values[r][s+5] = t3Values[r-1][s+5]+alpha*(t3Values[r][s+4]-t3Values[r-1][s+5]); } return(_c1*t3Values[r][s+5] + _c2*t3Values[r][s+4] + _c3*t3Values[r][s+3] + _c4*t3Values[r][s+2]); } // //--- // double t3Valued[][6]; // //--- // double iT3Deviation(double price,int period,double _hot,bool _original,int i,int bars) { if(ArrayRange(t3Valued,0)!=bars) ArrayResize(t3Valued,bars); double a = _hot; _c1 = -a*a*a; _c2 = 3*(a*a+a*a*a); _c3 = -3*(2*a*a+a+a*a*a); _c4 = 1+3*a+a*a*a+3*a*a; // //--- // double n=period; if(!_original) n=1.0+(n-1)/2.0; int r=i; double alpha= 2.0/(1.0+n); double temp = iT3(price ,period,_original,i,bars, 0); t3Valued[r][0] = (r>0) ? MathSqrt(alpha*(price -temp)*(price -temp)+(1.0-alpha)*t3Valued[r-1][0]*t3Valued[r-1][0]) : 0; temp = iT3(t3Valued[r][0],period,_original,i,bars, 6); t3Valued[r][1] = (r>0) ? MathSqrt(alpha*(t3Valued[r][0]-temp)*(t3Valued[r][0]-temp)+(1.0-alpha)*t3Valued[r-1][1]*t3Valued[r-1][1]) : 0; temp = iT3(t3Valued[r][1],period,_original,i,bars,12); t3Valued[r][2] = (r>0) ? MathSqrt(alpha*(t3Valued[r][1]-temp)*(t3Valued[r][1]-temp)+(1.0-alpha)*t3Valued[r-1][2]*t3Valued[r-1][2]) : 0; temp = iT3(t3Valued[r][2],period,_original,i,bars,18); t3Valued[r][3] = (r>0) ? MathSqrt(alpha*(t3Valued[r][2]-temp)*(t3Valued[r][2]-temp)+(1.0-alpha)*t3Valued[r-1][3]*t3Valued[r-1][3]) : 0; temp = iT3(t3Valued[r][3],period,_original,i,bars,24); t3Valued[r][4] = (r>0) ? MathSqrt(alpha*(t3Valued[r][3]-temp)*(t3Valued[r][3]-temp)+(1.0-alpha)*t3Valued[r-1][4]*t3Valued[r-1][4]) : 0; temp = iT3(t3Valued[r][4],period,_original,i,bars,30); t3Valued[r][5] = (r>0) ? MathSqrt(alpha*(t3Valued[r][4]-temp)*(t3Valued[r][4]-temp)+(1.0-alpha)*t3Valued[r-1][5]*t3Valued[r-1][5]) : 0; return(MathSqrt(n)*(_c1*t3Valued[r][5] + _c2*t3Valued[r][4] + _c3*t3Valued[r][3] + _c4*t3Valued[r][2])); } // //--- // double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars) { switch(tprice) { case PRICE_CLOSE: return(close[i]); case PRICE_OPEN: return(open[i]); case PRICE_HIGH: return(high[i]); case PRICE_LOW: return(low[i]); case PRICE_MEDIAN: return((high[i]+low[i])/2.0); case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0); case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0); } return(0); } //+------------------------------------------------------------------+