//+------------------------------------------------------------------+
//|                                   TwoPoleSuperSmootherFilter.mq4 |
//|                                                                  |
//| Two-Pole Super Smoother Filter                                   |
//|                                                                  |
//| Algorithm taken from book                                        |
//|     "Cybernetics Analysis for Stock and Futures"                 |
//| by John F. Ehlers                                                |
//|                                                                  |
//|                                              contact@mqlsoft.com |
//|                                          http://www.mqlsoft.com/ |
//+------------------------------------------------------------------+
#property copyright "Coded by Witold Wozniak"
#property link      "www.mqlsoft.com"

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red

extern int CutoffPeriod=15;

double Filter[];

int buffers=0;
int drawBegin=0;

double tempReal,rad2Deg,deg2Rad;
double coef1,coef2,coef3;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init() 
  {
   drawBegin=4;
   initBuffer(Filter,"Two-Pole Super Smoother Filter",DRAW_LINE);
   IndicatorBuffers(buffers);
   IndicatorShortName("Two-Pole Super Smoother Filter ["+CutoffPeriod+"]");
   tempReal= MathArctan(1.0);
   rad2Deg = 45.0 / tempReal;
   deg2Rad = 1.0 / rad2Deg;
   double a1 = MathExp(-1.414 * 3.14159 / CutoffPeriod);
   double b1 = 2 * a1 * MathCos(deg2Rad * 1.414 * 180 / CutoffPeriod);
   coef2 = b1;
   coef3 = -a1 * a1;
   coef1 = 1.0 - coef2 - coef3;
   return (0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start() 
  {
   int counted_bars=IndicatorCounted();
   if(counted_bars < 0)  return(-1);
   if(counted_bars>0) counted_bars--;
   int limit=Bars-counted_bars;
   if(counted_bars==0) limit-=1+2;
   for(int s=limit; s>=0; s--) 
     {
      Filter[s]=coef1*P(s)+
                coef2*Filter[s+1]+
                coef3*Filter[s+2];
      if(s>Bars-4) 
        {
         Filter[s]=P(s);
        }
     }
   return (0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double P(int index) 
  {
   return (Open[index]);
//return ((High[index] + Low[index]) / 2.0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void initBuffer(double array[],string label="",int type=DRAW_NONE,int arrow=0,int style=EMPTY,int width=EMPTY,color clr=CLR_NONE) 
  {
   SetIndexBuffer(buffers,array);
   SetIndexLabel(buffers,label);
   SetIndexEmptyValue(buffers,EMPTY_VALUE);
   SetIndexDrawBegin(buffers,drawBegin);
   SetIndexShift(buffers,0);
   SetIndexStyle(buffers,type,style,width);
   SetIndexArrow(buffers,arrow);
   buffers++;
  }
//+------------------------------------------------------------------+