/*[[
	Name := T3 smoothed double ROC
	Author := Anthony K: anthonyanthony123@yahoo.com
	Separate Window := Yes
	First Color := Blue
	First Draw Type := Line
	First Symbol := 217
	Use Second Data := Yes
	Second Color := Red
	Second Draw Type := Line
	Second Symbol := 218
]]*/

/// Double ROC
Inputs : ROCPeriod(12), ROCDuration(15), 
		 UpperBand(1.0025), LowerBand(0.9975);
		 
Variables : shift(0), loopbegin(0), prevbars(0);
Variables : ROCValue(0), ROCValue2(0), ROCValueHigh(0), ROCValueHigher(0), ROCValueHighest(0), 
			ROCValueLow(0), ROCValueLower(0), ROCValueLowest(0), 
			ROCValuePrev(0), ROCValuePrevPrev(0), ROCValueDelta(0),
			
			DurationAbove(0), DurationAbovePrev(0), DurationAboveLast(0),
			DurationBelow(0), DurationBelowPrev(0), DurationBelowLast(0),
			DurationAbove2(0), DurationAbovePrev2(0), DurationAboveLast2(0), 
			DurationBelow2(0), DurationBelowPrev2(0), DurationBelowLast2(0);


/// T3 two seperate ones long period for ROC1 short period for ROC2

Input    : T3_period(7), T3_period_2(5);
Variable : ROC_T3(0), ROC_T3_2(0);
Variable : e1(0),e2(0),e3(0),e4(0),e5(0),e6(0),c1(0),c2(0),c3(0),c4(0);
Variable : n(0),w1(0),w2(0),b(0),b2(0),b3(0);
Variable : e1_2(0),e2_2(0),e3_2(0),e4_2(0),e5_2(0),e6_2(0),c1_2(0),c2_2(0),c3_2(0),c4_2(0);
Variable : n_2(0), w1_2(0),w2_2(0),b_2(0), b2_2(0),b3_2(0);

b=0.7;
b2=b*b;
b3=b2*b;
c1=-b3;
c2=(3*(b2+b3));
c3=-3*(2*b2+b+b3);
c4=(1+3*b+b3+3*b2);
n=T3_period;

if n<1 then n=1;
n = 1 + 0.5*(n-1);
w1 = 2 / (n + 1);
w2 = 1 - w1;

// 2nd T3

b_2=0.7;
b2_2=b_2*b_2;
b3_2=b2_2*b_2;
c1_2=-b3_2;
c2_2=(3*(b2_2+b3_2));
c3_2=-3*(2*b2_2+b_2+b3_2);
c4_2=(1+3*b_2+b3_2+3*b2_2);
n_2=T3_period_2;

if n_2<1 then n_2=1;
n_2 = 1 + 0.5*(n_2-1);
w1_2 = 2 / (n_2 + 1);
w2_2 = 1 - w1_2;


// Everything is ready... Now Begin the Loop

SetLoopCount(0);
For shift = Bars-1 Downto 0 Begin

// Double ROC Code:

	ROCValue = Close[shift] / Close[shift+ROCPeriod];
	ROCValueHigh = High[shift]  / Close[shift+ROCPeriod];
	ROCValueHigher = ( High[shift] + Close[shift] ) / ( Low[shift+ROCPeriod] * 2);
	ROCValueHighest = High[shift]  / Low[shift+ROCPeriod];
	
	ROCValueLow = Low[shift] / Close[shift+ROCPeriod];
	ROCValueLower = ( Low[shift] + Close[shift] ) / ( High[shift+ROCPeriod] * 2);
	ROCValueLowest = Low[shift] / High[shift+ROCPeriod];
	

	
	ROCValueDelta = ROCValue - ROCValuePrev;
	ROCValue2 = ROCValue; // Use regular ROC Value unless particular conditions are met
	
/* 	8 possible values for ROC2 High, (High+Higher)/2, Higher, (Higher+Highest)/2, Highest
	more articulation of overbought/oversold activity
*/	
	If ROCValue > 1 and ROCValue < ROCValuePrev 
					and ROCValuePrev < ROCValuePrevPrev	then ROCValue2 = ROCValueHigh*0.995;
	If ROCValue > 1 and ROCValue < ROCValuePrev 		then ROCValue2 = ROCValueHigh*0.999;
	If ROCValue > 1 and ROCValue < ROCValuePrev 
					and ROCValue >= ROCValuePrevPrev	then ROCValue2 = ROCValueHigh*0.9995;
	
	If ROCValue > 1 and ROCValue >=  ROCValuePrev		then ROCValue2 = (ROCValueHigh + ROCValueHigher)/2;
	If ROCValue > 1.0025 and ROCValue >= ROCValuePrev 	then ROCValue2 = ROCValueHigher;
	If ROCValue > 1.0025 and ROCValue <  ROCValuePrev 	then ROCValue2 = (ROCValueHigher + ROCValueHighest)/2;
	If ROCValue > 1.025 								then ROCValue2 = ROCValueHighest;
	If ROCValue > 1.025  and ROCValue <  ROCValuePrev	then ROCValue2 = (ROCValueHigher + ROCValueHighest)/2;

	
	
	If ROCValue < 1 and ROCValue > ROCValuePrev 
					and ROCValuePrev > ROCValuePrevPrev	then ROCValue2 = ROCValueLow*0.995;
	If ROCValue < 1 and ROCValue > ROCValuePrev 		then ROCValue2 = ROCValueLow*0.999;
	If ROCValue < 1 and ROCValue > ROCValuePrev 
					and ROCValue <= ROCValuePrevPrev	then ROCValue2 = ROCValueLow*0.9995;
	If ROCValue < 1 and ROCValue <= ROCValuePrev 		then ROCValue2 = (ROCValueLow+ROCValueLower)/2;
	If ROCValue < 0.9975 and ROCValue <= ROCValuePrev 	then ROCValue2 = ROCValueLower;
	If ROCValue < 0.9975 and ROCValue > ROCValuePrev 	then ROCValue2 = (ROCValueLower+ROCValueLowest)/2;
	If ROCValue < 0.975 								then ROCValue2 = ROCValueLowest;
	If ROCValue < 0.975 and ROCValue > ROCValuePrev 	then ROCValue2 = (ROCValueLower+ROCValueLowest)/2;
	

	ROCValuePrevPrev = ROCValuePrev;
	ROCValuePrev = ROCValue;


	Comment("ROC1:",ROCValue," ROC2:",ROCValue2," - Last ROC1 Move:",ROCValueDelta);



// T3 Code:

  // SetIndexValue(shift, 0);
  
  e1 = w1*ROCValue + w2*e1;
  e2 = w1*e1 + w2*e2;
  e3 = w1*e2 + w2*e3;
  e4 = w1*e3 + w2*e4;
  e5 = w1*e4 + w2*e5;
  e6 = w1*e5 + w2*e6;

  ROC_T3 = c1*e6 + c2*e5 + c3*e4 + c4*e3;
 
  SetIndexValue(shift, ROC_T3);
 
  e1_2 = w1_2*ROCValue2 + w2_2*e1_2;
  e2_2 = w1_2*e1_2 + w2_2*e2_2;
  e3_2 = w1_2*e2_2 + w2_2*e3_2;
  e4_2 = w1_2*e3_2 + w2_2*e4_2;
  e5_2 = w1_2*e4_2 + w2_2*e5_2;
  e6_2 = w1_2*e5_2 + w2_2*e6_2;

  ROC_T3_2 = c1_2*e6_2 + c2_2*e5_2 + c3_2*e4_2 + c4_2*e3_2;
 
  SetIndexValue2(shift, ROC_T3_2);
 


// do duration analysis for ROC1

	if 	ROC_T3 < UpperBand and 
		ROC_T3 > LowerBand and DurationAbovePrev = 0 then DurationAbove = 0;
		 
	if 	ROC_T3 < UpperBand and 
		ROC_T3 > LowerBand and DurationAbovePrev > 0 then Begin
				DurationAboveLast = DurationAbove;
				DurationAbove = 0; end;
			
	if ROC_T3 >= UpperBand then DurationAbove = DurationAbove+1;
	
	
	 
	if 	ROC_T3 > LowerBand and 
		ROC_T3 < UpperBand and DurationBelowPrev = 0 then DurationBelow = 0;
	
	if 	ROC_T3 > LowerBand and 
		ROC_T3 < UpperBand and DurationBelowPrev > 0 then Begin
				DurationBelowLast = DurationBelow;
				DurationBelow = 0; end;
	
	if ROC_T3 <= LowerBand then DurationBelow = DurationBelow+1; 


// and now duration analysis for ROC2

	if 	ROC_T3_2 < UpperBand and 
		ROC_T3_2 > LowerBand and DurationAbovePrev2 = 0 then DurationAbove2 = 0;
		 
	if 	ROC_T3_2 < UpperBand and 
		ROC_T3_2 > LowerBand and DurationAbovePrev2 > 0 then Begin
				DurationAboveLast2 = DurationAbove2;
				DurationAbove2 = 0; end;
			
	if ROC_T3_2 >= UpperBand then DurationAbove2 = DurationAbove2+1;
	
	 
	if 	ROC_T3_2 > LowerBand and 
		ROC_T3_2 < UpperBand and DurationBelowPrev2 = 0 then DurationBelow2 = 0;
	
	if 	ROC_T3_2 > LowerBand and 
		ROC_T3_2 < UpperBand and DurationBelowPrev2 > 0 then Begin
				DurationBelowLast2 = DurationBelow2;
				DurationBelow2 = 0; end;
	
	if ROC_T3_2 <= LowerBand then DurationBelow2 = DurationBelow2+1; 



Comment("ROC1 - Above Band - Now: ",DurationAbove," Prev: ",DurationAbovePrev," Last: ",DurationAboveLast,
		"\nROC2 - Above Band - Now: ",DurationAbove2," Prev: ",DurationAbovePrev2," Last: ",DurationAboveLast2,
		"\nROC1 - Below Band - Now: ",DurationBelow," Prev: ",DurationBelowPrev," Last: ",DurationBelowLast,
		"\nROC2 - Below Band - Now: ",DurationBelow2," Prev: ",DurationBelowPrev2," Last: ",DurationBelowLast2);
  

	DurationAbovePrev  = DurationAbove;
	DurationAbovePrev2 = DurationAbove2;
	DurationBelowPrev  = DurationBelow;
	DurationBelowPrev2 = DurationBelow2;




End;