//------------------------------------------------------------------ #property copyright "www.forex-tsd.com" #property link "www.forex-tsd.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 6 #property indicator_color1 Gray #property indicator_color2 LimeGreen #property indicator_color3 PaleVioletRed #property indicator_color4 LimeGreen #property indicator_color5 PaleVioletRed #property indicator_color6 DarkGray #property indicator_width2 2 #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 2 #property indicator_width6 2 #property strict // // // // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame to use extern int T3Period = 27; // T3 period extern ENUM_APPLIED_PRICE T3Price = PRICE_CLOSE; // Price to use extern double T3Hot = 0.7; // T3 hot extern bool T3Original = false; // Tim Tillson calculation (true) or Fulks/Matulich calculation (false) extern double Treshold = 10; // Treshold // // // // // double hma[]; double TrendUP[]; double TrendDN[]; double HistoUP[]; double HistoDN[]; double HistoNN[]; string indicatorFileName; bool returnBars; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(6); SetIndexBuffer(0,HistoNN); SetIndexLabel(0,"trend"); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,HistoUP); SetIndexLabel(1,"retrace UP"); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,HistoDN); SetIndexLabel(2,"retrace DN"); SetIndexStyle(2,DRAW_HISTOGRAM); SetIndexBuffer(3,TrendUP); SetIndexLabel(3,"sig UP"); SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,167); SetIndexBuffer(4,TrendDN); SetIndexLabel(4,"sig DN"); SetIndexStyle(4,DRAW_ARROW); SetIndexArrow(4,167); SetIndexBuffer(5,hma); // // // // // indicatorFileName = WindowExpertName(); returnBars = TimeFrame==-99; TimeFrame = MathMax(TimeFrame,_Period); IndicatorShortName(timeFrameToString(TimeFrame)+" T3 slope ("+(string)T3Period+")"); return(0); } int deinit() { return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double work[][3]; #define _hma 0 #define _hmo 1 #define _hms 2 int start() { int i,r,counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit=MathMin(Bars-counted_bars,Bars-1); if (returnBars) { HistoNN[0] = MathMin(limit+1,Bars-1); return(0); } // // // // // if (TimeFrame == Period()) { if (ArrayRange(work,0)!=Bars) ArrayResize(work,Bars); for(i=limit,r=Bars-i-1; i>=0; i--,r++) { work[r][_hma] = iT3(iMA(NULL,0,1,0,MODE_SMA,T3Price,i),T3Period,T3Hot,T3Original,i,0); if (r<3) continue; work[r][_hmo] = 100.0*(work[r][_hma]-work[r-1][_hma])/work[r-1][_hma]; work[r][_hms] = (4.0*work[r][_hmo]+3.0*work[r-1][_hmo]+2.0*work[r-2][_hmo]+work[r-3][_hmo])/10.0; hma[i] = work[r][_hmo]; // // // // // double minVal = MathMin(work[r][_hmo],work[r][_hms]); double maxVal = MathMax(work[r][_hmo],work[r][_hms]); double diffP = 0; if (minVal != 0) diffP = MathAbs(100 * (maxVal-minVal)/minVal); HistoUP[i] = EMPTY_VALUE; HistoDN[i] = EMPTY_VALUE; HistoNN[i] = EMPTY_VALUE; if (i work[r][_hms] && diffP > Treshold) { TrendUP[i] = 0; TrendDN[i] = EMPTY_VALUE; } if (work[r][_hmo] < work[r][_hms] && diffP > Treshold) { TrendDN[i] = 0; TrendUP[i] = EMPTY_VALUE; } if (work[r][_hmo] > 0 && TrendUP[i]== 0) if(High[i] <= High[i+1]) HistoUP[i] = work[r][_hmo]; else HistoNN[i]= work[r][_hmo]; if (work[r][_hmo] < 0 && TrendDN[i]== 0) if(Low[i] >= Low[i+1]) HistoDN[i] = work[r][_hmo]; else HistoNN[i]= work[r][_hmo]; } } return(0); } // // // // // limit = (int)MathMax(limit,MathMin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period())); for (i=limit; i>=0; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); HistoNN[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,T3Period,T3Price,T3Hot,T3Original,Treshold,0,y); HistoUP[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,T3Period,T3Price,T3Hot,T3Original,Treshold,1,y); HistoDN[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,T3Period,T3Price,T3Hot,T3Original,Treshold,2,y); TrendUP[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,T3Period,T3Price,T3Hot,T3Original,Treshold,3,y); TrendDN[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,T3Period,T3Price,T3Hot,T3Original,Treshold,4,y); hma[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,T3Period,T3Price,T3Hot,T3Original,Treshold,5,y); } 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 instanceNo=0) { if (ArrayRange(workT3,0) !=Bars) ArrayResize(workT3,Bars); if (ArrayRange(workT3Coeffs,0) < (instanceNo+1)) ArrayResize(workT3Coeffs,instanceNo+1); if (workT3Coeffs[instanceNo][_period] != period) { workT3Coeffs[instanceNo][_period] = period; double a = hot; workT3Coeffs[instanceNo][_c1] = -a*a*a; workT3Coeffs[instanceNo][_c2] = 3*a*a+3*a*a*a; workT3Coeffs[instanceNo][_c3] = -6*a*a-3*a-3*a*a*a; workT3Coeffs[instanceNo][_c4] = 1+3*a+a*a*a+3*a*a; if (original) workT3Coeffs[instanceNo][_alpha] = 2.0/(1.0 + period); else workT3Coeffs[instanceNo][_alpha] = 2.0/(2.0 + (period-1.0)/2.0); } // // // // // int buffer = instanceNo*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[instanceNo][_alpha]*(price -workT3[r-1][0+buffer]); workT3[r][1+buffer] = workT3[r-1][1+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][0+buffer]-workT3[r-1][1+buffer]); workT3[r][2+buffer] = workT3[r-1][2+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][1+buffer]-workT3[r-1][2+buffer]); workT3[r][3+buffer] = workT3[r-1][3+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][2+buffer]-workT3[r-1][3+buffer]); workT3[r][4+buffer] = workT3[r-1][4+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][3+buffer]-workT3[r-1][4+buffer]); workT3[r][5+buffer] = workT3[r-1][5+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][4+buffer]-workT3[r-1][5+buffer]); } // // // // // return(workT3Coeffs[instanceNo][_c1]*workT3[r][5+buffer] + workT3Coeffs[instanceNo][_c2]*workT3[r][4+buffer] + workT3Coeffs[instanceNo][_c3]*workT3[r][3+buffer] + workT3Coeffs[instanceNo][_c4]*workT3[r][2+buffer]); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); }