//+------------------------------------------------------------------+
//|                                           FX Sniper's T3 CCI.mq4 |
//|                                                        FX Sniper |
//|                                                                  |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 6

#property indicator_color1 Gray
#property indicator_color2 Green
#property indicator_color3 Red

// Constant definitions
#define INDICATOR_NAME "T3_CCI"

//----
extern int CCI_Period = 14;
extern int T3_Period = 5;
extern double b = 0.618;
extern double OverSold = -100;
extern double OverBought = 100;
extern color  OverSoldColor   = clrLime;
extern color  OverBoughtColor = clrRed;
//----
double e1, e2, e3, e4, e5, e6;
double c1, c2, c3, c4;
double n, w1, w2, b2, b3;
double cci[];
double cciHup[],cciHdn[];
double cciUpa[],cciDna[];
double trend[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators setting
   SetIndexBuffer(0,cci);
   SetIndexBuffer(1,cciHup);
   SetIndexBuffer(2,cciHdn);
   SetIndexBuffer(3,cciUpa);
   SetIndexBuffer(4,cciDna);
   SetIndexBuffer(5,trend);
   
   SetIndexStyle(0,DRAW_LINE);
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexStyle(2,DRAW_HISTOGRAM);
   SetIndexStyle(3,DRAW_HISTOGRAM,EMPTY,2,OverBoughtColor);
   SetIndexStyle(4,DRAW_HISTOGRAM,EMPTY,2,OverSoldColor);


//----
   //IndicatorShortName("INDICATOR_NAME(" + CCI_Period + ", " + T3_Period + ")");
   //SetIndexLabel(0, INDICATOR_NAME);
   SetIndexLabel(1, NULL);
   SetIndexLabel(2, NULL);

   SetLevelValue(0,OverBought);
   SetLevelValue(1,OverSold);

//---- variable reset
   b2 = b*b;
   b3 = b2*b;
   c1 = -b3;
   c2 = (3*(b2 + b3));
   c3 = -3*(2*b2 + b + b3);
   c4 = (1 + 3*b + b3 + 3*b2);
   n = T3_Period;
//----
   if(n < 1)
      n = 1;
   n = 1 + 0.5*(n - 1);
   w1 = 2 / (n + 1);
   w2 = 1 - w1;
//----

   IndicatorShortName(INDICATOR_NAME);

   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int limit;
   int counted_bars = IndicatorCounted();
//---- check for possible errors
   if(counted_bars < 0)
      return(-1);
//---- last counted bar will be recounted
   if(counted_bars > 0)
      counted_bars--;
   limit = Bars - counted_bars;
//---- indicator calculation
   for(int i = Bars - 1; i >= 0; i--)
     {
      cci[i] = iCCI(NULL, 0, CCI_Period, PRICE_TYPICAL, i);
      e1 = w1*cci[i] + w2*e1;
      e2 = w1*e1 + w2*e2;
      e3 = w1*e2 + w2*e3;
      e4 = w1*e3 + w2*e4;
      e5 = w1*e4 + w2*e5;
      e6 = w1*e5 + w2*e6;
      cci[i] = c1*e6 + c2*e5 + c3*e4 + c4*e3;
      //----
      if(cci[i] >= 0)
         cciHup[i] = cci[i];
      else
         cciHup[i] = 0;
      //----
      if(cci[i] < 0)
         cciHdn[i] = cci[i];
      else
         cciHdn[i] = 0;

      cciUpa[i] = EMPTY_VALUE;
      cciDna[i] = EMPTY_VALUE;
      trend[i]  = trend[i+1];
         
      if(cci[i]>OverBought)
         trend[i] =  1;
      if(cci[i]<OverSold)
         trend[i] = -1;
      if(cci[i]>OverSold && cci[i]<OverBought)
         trend[i] =  0;         
      if(trend[i]==1)
            cciUpa[i] = cci[i];
      if(trend[i]==-1)
            cciDna[i] = cci[i];
            
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+