//+------------------------------------------------------------------+
//| NonLagMA_v5.mq4 |
//| Copyright © 2006, TrendLaboratory |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2003@yahoo.co.uk |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, TrendLaboratory"
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
//----
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Orange
#property indicator_width1 2
#property indicator_color2 Blue
#property indicator_width2 2
#property indicator_color3 Red
#property indicator_width3 2
//---- input parameters
extern int Price = 0; // Apply to Price(0-Close;1-Open;
// 2-High;3-Low;4-Median price;
// 5-Typical price;6-Weighted Close)
extern int Length = 9; // Period of NonLagMA
extern int Displace = 0; // DispLace or Shift
extern int Filter = 0; // Static filter in points
extern int Color = 1; // Switch of Color mode (1-color)
extern int ColorBarBack = 1; // Bar back for color mode
extern double Deviation = 0; // Up/down deviation
//---- indicator buffers
double MABuffer[];
double UpBuffer[];
double DnBuffer[];
double trend[];
//----
double alfa[];
int i, Phase, Len, Cycle = 4;
double Coeff, beta, t, Sum, Weight, g;
double pi = 3.1415926535;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(4);
SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(0, MABuffer);
SetIndexStyle(1, DRAW_LINE);
SetIndexBuffer(1, UpBuffer);
SetIndexStyle(2, DRAW_LINE);
SetIndexBuffer(2, DnBuffer);
SetIndexBuffer(3, trend);
string short_name;
//---- name for DataWindow and indicator subwindow label
short_name = "NonLagMA(" + Length + ")";
IndicatorShortName(short_name);
SetIndexLabel(0, "NonLagMA");
SetIndexLabel(1, "Up");
SetIndexLabel(2, "Dn");
//----
SetIndexShift(0, Displace);
SetIndexShift(1, Displace);
SetIndexShift(2, Displace);
//----
SetIndexEmptyValue(0, EMPTY_VALUE);
SetIndexEmptyValue(1, EMPTY_VALUE);
SetIndexEmptyValue(2, EMPTY_VALUE);
//----
SetIndexDrawBegin(0, Length*Cycle + Length);
SetIndexDrawBegin(1, Length*Cycle + Length);
SetIndexDrawBegin(2, Length*Cycle + Length);
//----
Coeff = 3*pi;
Phase = Length-1;
Len = Length*Cycle + Phase;
ArrayResize(alfa,Len);
Weight=0;
for(i = 0; i < Len - 1; i++)
{
if(i <= Phase - 1)
t = 1.0*i / (Phase - 1);
else
t = 1.0 + (i - Phase+1)*(2.0*Cycle - 1.0) / (Cycle*Length - 1.0);
beta = MathCos(pi*t);
g = 1.0 / (Coeff*t+1);
if(t <= 0.5 )
g = 1;
alfa[i] = g * beta;
Weight += alfa[i];
}
return(0);
}
//+------------------------------------------------------------------+
//| NonLagMA_v5 |
//+------------------------------------------------------------------+
int start()
{
int i, shift, counted_bars = IndicatorCounted(), limit;
double price;
if(counted_bars > 0)
limit = Bars - counted_bars;
if(counted_bars < 0)
return(0);
if(counted_bars ==0)
limit = Bars - Len - 1;
if(counted_bars < 1)
for(i = 1; i < Length*Cycle + Length; i++)
{
MABuffer[Bars-i] = 0;
UpBuffer[Bars-i] = 0;
DnBuffer[Bars-i] = 0;
}
for(shift = limit; shift >= 0; shift--)
{
Sum = 0;
for(i = 0; i <= Len - 1; i++)
{
price = iMA(NULL, 0, 1, 0, 3, Price, i + shift);
Sum += alfa[i]*price;
}
if(Weight > 0)
MABuffer[shift] = (1.0 + Deviation / 100)*Sum / Weight;
if(Filter > 0)
{
if(MathAbs(MABuffer[shift] - MABuffer[shift+1]) < Filter*Point)
MABuffer[shift] = MABuffer[shift+1];
}
if(Color>0)
{
trend[shift] = trend[shift+1];
if(MABuffer[shift] - MABuffer[shift+1] > Filter*Point)
trend[shift] = 1;
if(MABuffer[shift+1] - MABuffer[shift] > Filter*Point)
trend[shift] = -1;
if(trend[shift] > 0)
{
UpBuffer[shift] = MABuffer[shift];
if(trend[shift+ColorBarBack] < 0)
UpBuffer[shift+ColorBarBack] = MABuffer[shift+ColorBarBack];
DnBuffer[shift] = EMPTY_VALUE;
}
if(trend[shift] < 0)
{
DnBuffer[shift] = MABuffer[shift];
if(trend[shift+ColorBarBack] > 0)
DnBuffer[shift+ColorBarBack] = MABuffer[shift+ColorBarBack];
UpBuffer[shift] = EMPTY_VALUE;
}
}
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: