//+------------------------------------------------------------------+
//|                                            i-RoundPrice-T01m.mq4 |
//|          25.07.2006  Translated on MT4 by Ким Игорь В. aka KimIV |
//|                                              http://www.kimiv.ru |
//|                    modification by maloma - maloma@datasvit.net  |
//+------------------------------------------------------------------+
/*[[
	Name := RoundPrice
	Author := Copyright © 2006, HomeSoft Tartan Corp.
	Link := spiky@transkeino.ru
	Separate Window := No
	First Color := Lime
	First Draw Type := Line
	First Symbol := 217
	Use Second Data := Yes
	Second Color := Red
	Second Draw Type := Line
	Second Symbol := 218
]]*/
#property copyright "Copyright © 2006, HomeSoft Tartan Corp."
#property link      "spiky@transkeino.ru"

#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Aqua
#property indicator_color2 Red
#property indicator_width1 2
#property indicator_width2 2

//------- Внешние параметры индикатора -------------------------------
extern int LRLPeriod=21;
extern int t3_period=21;
extern double b=0.7;
extern int mBar=300;

//------- Глобальные переменные индикатора ---------------------------
double dBuf0[], dBuf1[];
double LRLBuffer[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void init() {
  SetIndexBuffer    (0, dBuf0);
  SetIndexEmptyValue(0, EMPTY_VALUE);
  SetIndexStyle     (0, DRAW_LINE,EMPTY,2);

  SetIndexBuffer    (1, dBuf1);
  SetIndexEmptyValue(1, EMPTY_VALUE);
  SetIndexStyle     (1, DRAW_LINE,EMPTY,2);

  SetIndexStyle(2,DRAW_NONE);
  SetIndexBuffer(2,LRLBuffer);
  IndicatorDigits(Digits);
  if(LRLPeriod < 2) LRLPeriod = 2;

  IndicatorShortName("T3 2 Color Linear Regression Line ("+LRLPeriod+")");
  SetIndexDrawBegin(2,LRLPeriod+2);
  IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+4);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
void start() {
  bool   ft=True;
  double e1, e2, e3, e4, e5, e6, c1, c2, c3, c4, n, w1, w2, b2, b3;
  double t3[];
  int    LoopBegin, shift, k;
  double sumx=0, sumy=0, sumxy=0, sumx2=0, sumy2=0;
  double m=0, yint=0, r=0;

  int limit;
  int counted_bars=IndicatorCounted();
  if(counted_bars<0) counted_bars=0;
  if(counted_bars>0) counted_bars--;
  limit=Bars-counted_bars;
  
  for(shift=limit-1; shift>=0; shift--)
   {
      sumx = 0;
      sumy = 0;
      sumxy = 0;
      sumx2 = 0;
      sumy2 = 0;
      for(k = 0; k <= LRLPeriod-1; k++)
          { 
            sumx = sumx + k;
            sumy = sumy + Close[shift + k];
            sumxy = sumxy + k * Close[shift + k];
            sumx2 = sumx2 + k * k;
            sumy2 = sumy2 + Close[shift + k] * Close[shift + k]; 
          }                      
      m=(LRLPeriod*sumxy-sumx*sumy)/(LRLPeriod*sumx2-sumx*sumx); 
      yint=(sumy+m*sumx)/LRLPeriod;
      r=(LRLPeriod*sumxy-sumx*sumy)/MathSqrt((LRLPeriod*sumx2-sumx*sumx)*(LRLPeriod*sumy2-sumy*sumy)); 
      LRLBuffer[shift]=yint-m*LRLPeriod;
   }
   
  if (mBar==0) LoopBegin=Bars-t3_period-1;
  else LoopBegin=mBar;
  LoopBegin=MathMin(LoopBegin, Bars-t3_period-1);

  ArrayResize(t3, LoopBegin);

  if (ft) {
    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;
    ft=False;
  }

  for (shift=LoopBegin; shift>=0; shift--) {
    e1=w1*Close[shift]+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;

    t3[shift]=c1*e6+c2*e5+c3*e4+c4*e3;
    if (t3[shift+1]<=t3[shift]) dBuf0[shift]=t3[shift]; else dBuf0[shift]=0;
    if (t3[shift+1]>t3[shift]) dBuf1[shift]=t3[shift]; else dBuf1[shift]=0;
  }
     
}
//+------------------------------------------------------------------+