//------------------------------------------------------------------
#property copyright "www.forex-tsd.com"
#property link      "www.forex-tsd.com"
//------------------------------------------------------------------
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 PaleVioletRed
#property indicator_color2 LimeGreen
#property indicator_color3 LimeGreen
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2

//
//
//
//
//

extern string TimeFrame     = "Current time frame";
extern int    HighLowPeriod = 10;
extern int    ClosePeriod   =  0;
extern double Hot           = 0.7;
extern bool   OriginalT3    = false;

double hla[];
double hlda[];
double hldb[];
double Hlv[];

//
//
//
//
//

int    timeFrame;
string indicatorFileName;
bool   returnBars;
bool   calculateValue;

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//

int init()
{
   IndicatorBuffers(4);
   SetIndexBuffer(0,hla);
   SetIndexBuffer(1,hlda);
   SetIndexBuffer(2,hldb);
   SetIndexBuffer(3,Hlv);
      HighLowPeriod = MathMax(HighLowPeriod,1);
      if (ClosePeriod == 0)
          ClosePeriod = HighLowPeriod;
          ClosePeriod = MathMax(ClosePeriod,1);
      //
      //
      //
      //
      //
      
         indicatorFileName = WindowExpertName();
         calculateValue    = (TimeFrame=="calculateValue"); if (calculateValue) return(0);
         returnBars        = (TimeFrame=="returnBars");     if (returnBars)     return(0);
         timeFrame         = stringToTimeFrame(TimeFrame);
         
      
      //
      //
      //
      //
      //
      
   IndicatorShortName(timeFrameToString(timeFrame)+" Gann T3 high-low activator");     
   return(0);
}
          
          
  

//
//
//
//
//

int start()
{
   int 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) { hla[0] = limit+1; return(0); }
       
   //
   //
   //
   //
   //

   if (calculateValue || timeFrame == Period())
   {
     if (Hlv[limit]==1) CleanPoint(limit,hlda,hldb);
     for (int i=limit; i>=0; i--)
     {
        double tclose = iT3(Close[i] ,ClosePeriod  ,Hot,OriginalT3,i,0);
        double thigh  = iT3(High[i+1],HighLowPeriod,Hot,OriginalT3,i,1);
        double tlow   = iT3(Low[i+1] ,HighLowPeriod,Hot,OriginalT3,i,2);
         
           Hlv[i]  = Hlv[i+1];
           hlda[i] = EMPTY_VALUE;
           hldb[i] = EMPTY_VALUE;
         
        if (tclose > thigh) Hlv[i] =  1;
        if (tclose < tlow)  Hlv[i] = -1;
        if (Hlv[i] == -1) { hla[i] = thigh;}
        if (Hlv[i] ==  1) { hla[i] = tlow;  PlotPoint(i,hlda,hldb,hla); } 
   }
   return(0);
   }
   
   //
   //
   //
   //
   //
   
   limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
   if (Hlv[limit]==1) CleanPoint(limit,hlda,hldb);
   for(i=limit; i>=0; i--)
   {
      int y = iBarShift(NULL,timeFrame,Time[i]);
         hlda[i] = EMPTY_VALUE;
         hldb[i] = EMPTY_VALUE;
         hla[i]  = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",HighLowPeriod,ClosePeriod,Hot,OriginalT3,0,y);
         Hlv[i]  = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",HighLowPeriod,ClosePeriod,Hot,OriginalT3,3,y);
    }
    for (i=limit;i>=0;i--) if (Hlv[i]==1) PlotPoint(i,hlda,hldb,hla);
return(0);
}

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//

double workT3[][18];
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]);
}


//-------------------------------------------------------------------
//
//-------------------------------------------------------------------
//
//
//
//
//

void CleanPoint(int i,double& first[],double& second[])
{
   if ((second[i]  != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
        second[i+1] = EMPTY_VALUE;
   else
      if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
          first[i+1] = EMPTY_VALUE;
}

//
//
//
//
//

void PlotPoint(int i,double& first[],double& second[],double& from[])
{
   if (first[i+1] == EMPTY_VALUE)
      {
         if (first[i+2] == EMPTY_VALUE) {
                first[i]   = from[i];
                first[i+1] = from[i+1];
                second[i]  = EMPTY_VALUE;
            }
         else {
                second[i]   =  from[i];
                second[i+1] =  from[i+1];
                first[i]    = EMPTY_VALUE;
            }
      }
   else
      {
         first[i]  = from[i];
         second[i] = EMPTY_VALUE;
      }
}

//+-------------------------------------------------------------------
//|                                                                  
//+-------------------------------------------------------------------
//
//
//
//
//

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int    iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

//
//
//
//
//

int stringToTimeFrame(string tfs)
{
   tfs = stringUpperCase(tfs);
   for (int i=ArraySize(iTfTable)-1; i>=0; i--)
         if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period()));
                                                      return(Period());
}

//
//
//
//
//

string timeFrameToString(int tf)
{
   for (int i=ArraySize(iTfTable)-1; i>=0; i--) 
         if (tf==iTfTable[i]) return(sTfTable[i]);
                              return("");
}

//
//
//
//
//

string stringUpperCase(string str)
{
   string   s = str;

   for (int length=StringLen(str)-1; length>=0; length--)
   {
      int char = StringGetChar(s, length);
         if((char > 96 && char < 123) || (char > 223 && char < 256))
                     s = StringSetChar(s, length, char - 32);
         else if(char > -33 && char < 0)
                     s = StringSetChar(s, length, char + 224);
   }
   return(s);
}