Rwma Smoothed Rsi T3 Inverse Fisher Transform

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1  DeepSkyBlue
#property indicator_color2  PaleVioletRed
#property indicator_color3  PaleVioletRed
#property indicator_color4  Gold
#property indicator_width1  2
#property indicator_width2  2
#property indicator_width3  2
#property indicator_minimum -5
#property indicator_maximum 105
#property indicator_level1  12
#property indicator_level2  88
#property indicator_levelcolor DimGray

extern string TimeFrame        = "Current time frame";
extern int    Length           = 32;
extern double Hot              = 0.7;
extern bool   OriginalT3       = false;
extern bool   UseFilteredPrice = false;
extern int    EmaPeriod        = 4;
extern int    SignalPeriod     = 5;
extern int    RwmaLength       = 2;
extern int    Depth            = 10;
extern int    Price            = PRICE_CLOSE;
extern bool   Interpolate      = true;
extern bool   MultiColor       = true;

extern bool   alertsOn        = false;
extern bool   alertsOnCurrent = false;
extern bool   alertsMessage   = true;
extern bool   alertsSound     = false;
extern bool   alertsEmail     = false;

#define MAX_depth 50
double  inv[];
double  invUa[];
double  invUb[];
double  rwm[];
double  rsx[];
double  trend[];
double  trends[];
double  signal[];
double  pBuffer[][MAX_depth];

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

int init()
{
      // код доступен только после оплаты
   }

double work[][2];
#define _ema1 0
#define _ema2 1

int start()
{
      // код доступен только после оплаты
   }
   int counted_bars=IndicatorCounted();
   int i,l,r,limit;

   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
           limit=Bars-counted_bars;
           if (returnBars) { inv[0] = limit+1; return(0); }

   if (calculateValue || timeFrame == Period())
   {
      if (ArrayRange(pBuffer,0) != Bars) { ArrayResize(pBuffer,Bars); ArrayResize(work,Bars); }
      if (MultiColor && !calculateValue && trend[limit]==-1) CleanPoint(limit,invUa,invUb);
      double weight = (RwmaLength+1.0)*RwmaLength*0.5;

      for(i=limit, r=Bars-limit-1; i>=0; i--,r++)
      {
         double price = iMA(NULL,0,1,0,MODE_SMA,Price,i);

         double coeff  = 5;
         double sum    = 0;
         double sumc   = 0;
         for (int s=0; s<Depth; s++)
         {
            pBuffer[r][s] = price;
            if (r>RwmaLength)
            {
               for (l=0, price=0; l<RwmaLength; l++) price += (RwmaLength-l)*pBuffer[r-l][s];
                                                     price /= weight;
            }
            sum  += coeff*price;
            sumc += coeff;
            coeff = MathMax(coeff-1,1);
         }
         rwm[i] = sum/sumc;
      }

      double alpha  = 2.0 / (1.0+EmaPeriod);
      double alphas = 2.0 / (1.0+SignalPeriod);
      double Kg     = (3.0)/(2.0+Length); 
      double Hg     = 1.0-Kg;
      for(i=limit, r=Bars-i-1; i>=0; i--, r++)
      {
         if (UseFilteredPrice)
               rsx[i] = 0.1 * iRsi(rwm[i]                          ,Length,Hot,OriginalT3,i);
         else  rsx[i] = 0.1 * iRsi(iMA(NULL,0,1,0,MODE_SMA,Price,i),Length,Hot,OriginalT3,i);
                work[r][_ema1] = work[r-1][_ema1]+alpha*(rsx[i]        -work[r-1][_ema1]);
                work[r][_ema2] = work[r-1][_ema2]+alpha*(work[r][_ema1]-work[r-1][_ema1]);
         double zlema          = 2.0*work[r][_ema1]-work[r][_ema2];
                inv[i]         = 50.0*(1+(MathExp(2*zlema)-1)/(MathExp(2*zlema)+1));
                signal[i]      = signal[i+1]+alphas*(inv[i]-signal[i+1]);
                invUa[i]       = EMPTY_VALUE;
                invUb[i]       = EMPTY_VALUE;
                trend[i]       = trend[i+1];
                trends[i]      = trends[i+1];

               if (inv[i] > inv[i+1])  trend[i] = 1;
               if (inv[i] < inv[i+1])  trend[i] =-1;
               if (inv[i] > signal[i]) trends[i]= 1;
               if (inv[i] < signal[i]) trends[i]=-1;
               if (MultiColor && !calculateValue && trend[i]==-1) PlotPoint(i,invUa,invUb,inv);
      }      

      manageAlerts();      
      return(0);
   }

   limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
   if (MultiColor && trend[limit]==-1) CleanPoint(limit,invUa,invUb);
   for (i=limit;i>=0; i--)
   {
      int y     = iBarShift(NULL,timeFrame,Time[i]);
      inv[i]    = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Hot,OriginalT3,UseFilteredPrice,EmaPeriod,SignalPeriod,RwmaLength,Depth,Price,0,y);
      signal[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Hot,OriginalT3,UseFilteredPrice,EmaPeriod,SignalPeriod,RwmaLength,Depth,Price,3,y);
      invUa[i]  = EMPTY_VALUE;
      invUb[i]  = EMPTY_VALUE;
      trend[i]  = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Hot,OriginalT3,UseFilteredPrice,EmaPeriod,SignalPeriod,RwmaLength,Depth,Price,6,y);
      trends[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Hot,OriginalT3,UseFilteredPrice,EmaPeriod,SignalPeriod,RwmaLength,Depth,Price,7,y);

      if (!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;

         datetime time = iTime(NULL,timeFrame,y);
         for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;	
         double factor = 1.0 / n;
         for(int j = 1; j < n; j++)
         {
     	      inv[i+j]    = j*factor*inv[i+n]    + (1.0-j*factor)*inv[i];
     	      signal[i+j] = j*factor*signal[i+n] + (1.0-j*factor)*signal[i];
         }     	      

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