//----
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 LimeGreen
#property indicator_color2 Gold
#property indicator_color3 Gold
extern int degree = 1; // Èçìåíÿåòñÿ îò 1 äî 61
extern double kstd = 1.0;
extern string data = "2009.02.25 16:00"; // Ñòðîêà â ôîðìàòå "yyyy.mm.dd hh:mi".
extern int Applied_price=0; // èñïîëüçóåìàÿ öåíà:
// 0-CLOSE; 1-OPEN; 2-HIGH; 3-LOW; 4-MEDIAN; 5-TYPICAL; 6-WEIGHTED;
extern int bars = 40;
extern int shift = 0;
//-----
double fx[],sqh[],sql[];
double ai[][65],b[],c[],x[],y[],sx[];
double sum;
int ip,p,n,f;
double qq,mm,tt;
int ii,jj,kk,ll,nn;
double sq;
string symbol;
int i0 = 0;
datetime
prevtime1=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
ArrayResize(ai,degree+2);
ArrayResize(b,degree+2);
ArrayResize(c,degree+2);
ArrayResize(x,degree+2);
ArrayResize(y,degree+2);
ArrayResize(sx,2*(degree+3));
symbol=Symbol();
SetIndexBuffer(0, fx); // Áóôåðû ìàññèâîâ èíäèêàòîðà
SetIndexBuffer(1, sqh);
SetIndexBuffer(2, sql);
SetIndexStyle(0, DRAW_LINE);
SetIndexStyle(1, DRAW_LINE);
SetIndexStyle(2, DRAW_LINE);
SetIndexEmptyValue(0, 0.0);
SetIndexEmptyValue(1, 0.0);
SetIndexEmptyValue(2, 0.0);
SetIndexShift(0, shift);
SetIndexShift(1, shift);
SetIndexShift(2, shift);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//clear();
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if (Bars < bars) return;
if(prevtime1==iTime(NULL,0,0))
{
prevtime1=iTime(NULL,0,0);
return(0);
}
else
{
prevtime1=iTime(NULL,0,0);
if(data!="")
bars=iBarShift(NULL,0,StrToTime(data));
}
//----
int mi; // ïåðåìåííàÿ èñïîëüçóþùàÿñÿ òîëüêî â start
ip = bars;
p=ip; // òèïà ïðèñâàèâàíèå
sx[1]=p+1; // ïðèìå÷àíèå - [] - îçíà÷àåò ìàññèâ
nn = degree+1;
SetIndexDrawBegin(0, Bars-p-1);
SetIndexDrawBegin(1, Bars-p-1);
SetIndexDrawBegin(2, Bars-p-1);
//----------------------sx-------------------------------------------------------------------
for(mi=1;mi<=nn*2-2;mi++) // ìàòåìàòè÷åñêîå âûðàæåíèå - äëÿ âñåõ mi îò 1 äî nn*2-2
{
sum=0;
for(n=i0;n<=i0+p;n++)
{
sum+=MathPow(n,mi);
}
sx[mi+1]=sum;
}
//----------------------syx-----------
for(mi=1;mi<=nn;mi++)
{
sum=0.00000;
for(n=i0;n<=i0+p;n++)
{
if(mi==1) sum+=fPrice(symbol,n);
else sum+=fPrice(symbol,n)*MathPow(n,mi-1);
}
b[mi]=sum;
}
//===============Matrix=======================================================================================================
for(jj=1;jj<=nn;jj++)
{
for(ii=1; ii<=nn; ii++)
{
kk=ii+jj-1;
ai[ii,jj]=sx[kk];
}
}
//===============Gauss========================================================================================================
for(kk=1; kk<=nn-1; kk++)
{
ll=0;
mm=0;
for(ii=kk; ii<=nn; ii++)
{
if(MathAbs(ai[ii,kk])>mm)
{
mm=MathAbs(ai[ii,kk]);
ll=ii;
}
}
if(ll==0) return(0);
if (ll!=kk)
{
for(jj=1; jj<=nn; jj++)
{
tt=ai[kk,jj];
ai[kk,jj]=ai[ll,jj];
ai[ll,jj]=tt;
}
tt=b[kk];
b[kk]=b[ll];
b[ll]=tt;
}
for(ii=kk+1;ii<=nn;ii++)
{
qq=ai[ii,kk]/ai[kk,kk];
for(jj=1;jj<=nn;jj++)
{
if(jj==kk) ai[ii,jj]=0;
else ai[ii,jj]=ai[ii,jj]-qq*ai[kk,jj];
}
b[ii]=b[ii]-qq*b[kk];
}
}
x[nn]=b[nn]/ai[nn,nn];
for(ii=nn-1;ii>=1;ii--)
{
tt=0;
for(jj=1;jj<=nn-ii;jj++)
{
tt=tt+ai[ii,ii+jj]*x[ii+jj];
x[ii]=(1/ai[ii,ii])*(b[ii]-tt);
}
}
//===========================================================================================================================
for(n=i0;n<=i0+p;n++)
{
sum=0;
for(kk=1;kk<=degree;kk++)
{
sum+=x[kk+1]*MathPow(n,kk);
}
fx[n]=x[1]+sum;
}
//-----------------------------------Std-----------------------------------------------------------------------------------
sq=0.0;
for(n=i0;n<=i0+p;n++)
{
sq+=MathPow(fPrice(symbol,n)-fx[n],2);
}
sq=MathSqrt(sq/(p+1))*kstd;
for(n=i0;n<=i0+p;n++)
{
sqh[n]=fx[n]+sq;
sql[n]=fx[n]-sq;
}
return(0);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
// Âîçâðàùàåò èñïîëüçóåìóþ öåíó äëÿ ðàñ÷åòà èíäèêàòîðà
double fPrice(string symbol, int bar)
{
double price;
switch (Applied_price)
{
case PRICE_CLOSE: price=iClose(symbol,0,bar); break;
case PRICE_OPEN: price=iOpen(symbol,0,bar); break;
case PRICE_HIGH: price=iHigh(symbol,0,bar); break;
case PRICE_LOW: price=iLow(symbol,0,bar); break;
case PRICE_MEDIAN: price=(iHigh(symbol,0,bar)+iLow(symbol,0,bar))/2; break;
case PRICE_TYPICAL: price=(iHigh(symbol,0,bar)+iLow(symbol,0,bar)+iClose(symbol,0,bar))/3; break;
case PRICE_WEIGHTED: price=(iHigh(symbol,0,bar)+iLow(symbol,0,bar)+iClose(symbol,0,bar)+iClose(symbol,0,bar))/4;
}
return(price);
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: