function y = cfb(Price,depth)

Dep = max(min(depth,7),1)+7;
z = icfb(Price,Dep,14);

y = Oma(z,20,2);

end

function y = Oma(price,aP,constant)

    f01=0;f02=0;f03=0;f04=0;f05=0;f06=0;


    averagePeriod = max(aP,1);
    
    y = price;
    
    for r=3:length(price)
    
    minPeriod = min(averagePeriod,r)/2.0;
    maxPeriod = min(minPeriod*5.0,r);
    endPeriod = ceil(maxPeriod);
    signal    = abs((price(r)-price(r-endPeriod+1)));
    noise     = 0.00000000001;
    
    for i=1:endPeriod-1
        
        noise=noise+abs(price(r)-price(r-i));
        
    end
    
    averagePeriod = max(((signal/noise)*(maxPeriod-minPeriod))+minPeriod,1);
    
    Kg = (2.0+constant)/(1.0+constant+averagePeriod);
    Hg = 1.0-Kg;

    f01 = Kg * price(r) + Hg * f01; f02 = Kg * f01 + Hg * f02; v01 = 1.5 * f01 - 0.5 * f02;
    f03 = Kg * v01   + Hg * f03; f04 = Kg * f03 + Hg * f04; v02 = 1.5 * f03 - 0.5 * f04;
    f05 = Kg * v02   + Hg * f05; f06 = Kg * f05 + Hg * f06; v03 = 1.5 * f05 - 0.5 * f06;
    
    y(r) = v03;
    
    
    end

end

function y = cfbf(price,depth)

y = zeros(length(price),1); v1 = 0; v3 = depth*price(2*depth); v2=0; roc=y;v11 = v1;


for k=2*depth+1:length(price)
    
    roc(k) = abs(price(k)-price(k-1));
    v1 = v1 - roc(k-depth) + roc(k);
    v2 = v2 - v11 + roc(k)*depth;
    v3 = v3 - price(k-1-depth) + price(k-1);
    v11 = v1;
    
    dividend = abs(depth*price(k)-v3);
    
    if (v2 ~= 0)
         y(k) = ( dividend / v2);
    else  y(k) = 0; 
    
    end
end
end

function y = icfb(price,depth,Smooth)


Depths = [2,3,4,6,8,12,16,24,32,48,64,96,128,192];

ic = zeros(length(price),28);

y = zeros(length(price),1);

for s =1:28
    
    if(s<15)
 
    ic(:,s) = cfbf(price,Depths(s));
    
    else ic(:,s) = zeros(length(price),1);
    
    end
    

    
end


for i=2*Smooth:length(price)
    
    
      suma     = 0;
      sumb     = 0;
      cfb      = 0;
      evenCoef = 1;
      oddCoef  = 1;
      
      for k=0:depth-1
          
            ic(i,depth-1-k+15) = ic(i-1,depth-1-k+15) + (ic(i,depth-1-k+1)- ic(i-Smooth,depth-1-k+1))/Smooth;

               if (mod(depth -1 -k,2)==0)
                     avg = oddCoef  * ic(i,depth-1-k+15); oddCoef  = oddCoef  * (1 - avg);
               else  avg = evenCoef * ic(i,depth-1-k+15); evenCoef = evenCoef * (1 - avg);
               
            suma = suma + avg*avg*Depths(depth-1-k+1);
            sumb = sumb + avg;
            
            
            
            
               end
      end
      
      
      if (sumb ~= 0) 
          
          cfb = suma/sumb;
          
      end
      
      y(i) = max(cfb,0);
      
      

end

for k=1:200
    
  y(k) = 0;
  
end

end