//+------------------------------------------------------------------+
//| OneSideGaussianLibrary.mq4 |
//+------------------------------------------------------------------+
#property copyright ""
#property link ""
#property library
#define MaxLength 34
//
//
//
//
//
int levels[] = {1,2,3,5,8,13,21,34};
double GaussianBuffer[][8];
//+------------------------------------------------------------------+
//| Gaussian function |
//+------------------------------------------------------------------+
// Counts function Exp((x - x0)^2/s^2)
// x0 - higher point of function
// x - point function is counted at
// s - width of function // don't forget about 3-sigma rule
double Gaussian(int Size, int X)
{
return (MathExp(-X*X*9/((Size + 1)*(Size + 1))));
}
//
//
//
//
//
void BuffersInit()
{
int i;
ArrayResize(GaussianBuffer,MaxLength);
for (int k = 0; k < 8; k++)
{
double sum = 0.0;
for (i = 0; i < MaxLength; i++) { if (i>=levels[k]) break; GaussianBuffer[i][k] = Gaussian(levels[k],i); sum += GaussianBuffer[i][k];}
for (i = 0; i < MaxLength; i++) { if (i>=levels[k]) break; GaussianBuffer[i][k] /= sum; }
}
}
//
//
//
//
//
double Smooth(int level,int appliedPrice, int shift)
{
double sum = 0;
int limit = levels[level];
if (shift >= (Bars - limit)) return(iMA(NULL,0,1,0,MODE_SMA,appliedPrice,shift));
//
//
//
//
//
for (int i = 0; i < limit; i++)
sum += GaussianBuffer[i][level]*iMA(NULL,0,1,0,MODE_SMA,appliedPrice,shift+i);
return (sum);
}
double SmoothArray(int level, double& array[], int shift)
{
double sum = 0;
int limit = levels[level];
if (shift >= (Bars - limit)) return(array[shift]);
for (int i = 0; i < limit; i++)
sum += GaussianBuffer[i][level]*array[shift + i];
return (sum);
}
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: