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

#property copyright "© mladen, 2018"

#property link "mladenfx@gmail.com"
#property description "Bandpass filter"
//------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
#property indicator_type1 DRAW_COLOR_LINE
#property indicator_color1 clrSilver,clrMediumSeaGreen,clrOrangeRed
#property indicator_width1 2

//
//
//

input int inpPeriod = 50; // Period

input double inpDelta = 0.5; // Delta
input ENUM_APPLIED_PRICE inpPrice = PRICE_MEDIAN; // Price

double val[],valc[];
double g_alpha,g_alphal,g_beta;

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

int OnInit()
{
//
//---
//
SetIndexBuffer(0,val);
SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

double gamma = 1.0 / MathCos(4.0*M_PI*inpDelta/inpPeriod);

g_beta = MathCos(2.0*M_PI/inpPeriod);
g_alpha = gamma -MathSqrt(gamma*gamma-1.0);

//
//---
//

IndicatorSetString(INDICATOR_SHORTNAME,"Bandpass filter ("+

(string)inpPeriod+","+(string)inpDelta+")");
return(INIT_SUCCEEDED);
}
void OnDeinit(const int reason) { return; }

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
#define _setPrice(_priceType,_target,_index) \
{ \
switch(_priceType) \
{ \
case PRICE_CLOSE: _target = close[_index];
break; \
case PRICE_OPEN: _target = open[_index];
break; \
case PRICE_HIGH: _target = high[_index];
break; \
case PRICE_LOW: _target = low[_index];
break; \
case PRICE_MEDIAN: _target = (high[_index]+low[_index])/2.0;
break; \
case PRICE_TYPICAL: _target = (high[_index]+low[_index]+close[_index])/3.0;
break; \
case PRICE_WEIGHTED: _target = (high[_index]+low[_index]+close[_index]
+close[_index])/4.0; break; \
default : _target = 0; \
}}

//
//---
//

struct sBandPassStruct
{
double price;
double bandpass;
};
sBandPassStruct m_array[];

//
//
//

int OnCalculate(const int rates_total,const int prev_calculated,const datetime

&time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int m_arraySize = -1;
if (m_arraySize<rates_total)
{
m_arraySize = ArrayResize(m_array,rates_total+500); if
(m_arraySize<rates_total) return(0);
}

//
//---
//

int i=prev_calculated-1; if (i<0) i=0; for (; i<rates_total && !_StopFlag; i++)

{
 _setPrice(inpPrice,m_array[i].price,i);
m_array[i].bandpass = (i>1) ? 0.5*(1.0-g_alpha)*(m_array[i].price-
m_array[i-2].price)+g_beta*(1.0+g_alpha)*m_array[i-1].bandpass-g_alpha*m_array[i-
2].bandpass : m_array[i].price;
val[i] = m_array[i].bandpass;
valc[i] = (val[i]>0) ? 1 : (val[i]<0) ? 2 : 0;
}
return(i);
}