/*[[
	Name := T3 filter
	Author := Copyright © 2003, Company
	Link := http://www.company.com/
	Separate Window := yes
	First Color := Blue
	First Draw Type := Line
	First Symbol := 217
	Use Second Data := No
	Second Color := Red
	Second Draw Type := Line
	Second Symbol := 218
]]*/
Input    : t6_period(24),hot(0.7),num_bars(2000),Price(PRICE_CLOSE),for_price_open(price_open),advance(0);
Variable : shift(0);
Variable : t6(0),init(true);
Variables : bar(0), prevbars(0), start(0), cs(0), prevcs(0),commodt("eurusd"),frame(0);
Variable : e1(0),e2(0),e3(0),e4(0),e5(0),e6(0),c1(0),c2(0),c3(0),c4(0),ep1(0),ep2(0),ep3(0),ep4(0),ep5(0),ep6(0);
Variable : n(0),w1(0),w2(0),b(0),b2(0),b3(0);

	cs= t6_period+hot+Price+advance+num_bars+v; //checksum used to see if parameters have been changed
	
	if cs=prevcs and frame=t[4]-t[5] and (commodt=symbol)and bars-prevbars<2 then 
		start=Bars-prevbars //params haven't changed only need to calculate new bar
	else start=-1; //calculate all bars<num_bars
	commodt=symbol;
	frame=t[4]-t[5];
	prevbars = Bars;
	prevcs = cs;
if (start=1 | start=0) then bar=start else init = true;
if init then
{	b=hot;
	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=t6_period;
	if n<1 then n=1;
	w1 = 2 / (n + 1);
	w2 = 1 - w1;
	SetIndexValue(num_bars-1, c[num_bars-1]);
	e1=c[num_bars-1];e2=c[num_bars-1];e3=c[num_bars-1];e4=c[num_bars-1];e5=c[num_bars-1];e6=c[num_bars-1];
	bar=num_bars-2;
	init=false;
};

SetLoopCount(0);
For shift = Bar Downto 0 Begin
  if price=PRICE_OPEN then ep1 = w1*(o[shift]-o[shift+1]) + w2*e1//open
  	else ep1 = w1*(c[shift]-c[shift+1]) + w2*e1;//close
  ep2 = w1*ep1 + w2*e2;
  ep3 = w1*ep2 + w2*e3;
  ep4 = w1*ep3 + w2*e4;
  ep5 = w1*ep4 + w2*e5;
  ep6 = w1*ep5 + w2*e6;

  t6 = c1*ep6 + c2*ep5 + c3*ep4 + c4*ep3;

//if t6_period=24 then 
//	comment("IN period:",t6_period,"  T6: ",T6,"  start: ",start,"  bar: ",bar,"\n",
//"frame: ",frame,"  num_bars:" ,num_bars," commodity: ",commodt );
//	if start>1 then alert("start: ",start); 
	if (start=1 and shift=1) or start=-1 then 
	{	e1=ep1;
		e2=ep2;
		e3=ep3;
		e4=ep4;
		e5=ep5;
		e6=ep6;		
	}
  SetIndexValue(shift+(advance*-1), t6*1000);
  
End;