//+------------------------------------------------------------------+
//|                                   4xGoEasyFilter.mq4 |
//|                                                                  |
//| 4xGoEasy Filter                                   |
//|                                                                  |
//|                                                                  |
//|                                          http://www.4xGoEasy.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, "4xGoEasy Filter", DRAW_LINE);
    IndicatorBuffers(buffers);
    IndicatorShortName("4xGoEasy 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() {
    if (Bars <= drawBegin) return (0);
    int countedBars = IndicatorCounted();
    if (countedBars < 0) return (-1);
    if (countedBars > 0) countedBars--;
    int s, limit = Bars - countedBars - 1;
    for (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++;
}