//+------------------------------------------------------------------+
//| RD-ForecastOsc.mq4 |
//| Copyright © 2005, Nick Bilak, beluck[AT]gmail.com |
//| http://metatrader.50webs.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Nick Bilak"
#property link "http://metatrader.50webs.com/"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_level1 0
#property indicator_color1 Blue
#property indicator_color2 Red
//---- input parameters
int Regress = 15;
int T3 = 3;
double B = 0.7;
//---- buffers
double Osc[];
double Osct3[];
//----
double HiSig[];
double LoSig[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(0, Osc);
SetIndexEmptyValue(0, 0);
SetIndexStyle(1, DRAW_LINE);
SetIndexBuffer(1, Osct3);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars = IndicatorCounted(), limit;
//----
if(counted_bars < 0)
return(-1);
//----
if(counted_bars > 0)
counted_bars--;
limit = Bars - counted_bars;
ForecastOsc(0, limit, Osc, Osct3, Regress, T3, B);
return (0);
}
//+------------------------------------------------------------------+
//| Calc forecast buffers from lastbar down to offset |
//+------------------------------------------------------------------+
void ForecastOsc(int offset, int lastbar, double &osc[], double &osct3[],
int regress, int t3, double b)
{
int shift, length;
double b2, b3, c1, c2, c3, c4, w1, w2, n, WT,
forecastosc, t3_fosc, sum,
e1, e2, e3, e4, e5, e6, tmp, tmp2;
lastbar = MathMin(Bars - 31 - regress, lastbar);
//----
for(shift = lastbar + 30; shift >= offset; shift--)
{
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 = t3;
//----
if(n < 1)
n = 1;
n = 1 + 0.5*(n - 1);
w1 = 2 / (n + 1);
w2 = 1 - w1;
length = regress;
sum = 0;
//----
for(int i = length; i > 0; i--)
{
tmp = length + 1;
tmp = tmp / 3;
tmp2 = i;
tmp = tmp2 - tmp;
sum = sum + tmp*Close[shift+length-i];
}
tmp = length;
WT = sum*6 / (tmp*(tmp + 1));
forecastosc = (Close[shift] - WT) / WT*100;
e1 = w1*forecastosc + w2*e1;
e2 = w1*e1 + w2*e2;
e3 = w1*e2 + w2*e3;
e4 = w1*e3 + w2*e4;
e5 = w1*e4 + w2*e5;
e6 = w1*e5 + w2*e6;
t3_fosc = c1*e6 + c2*e5 + c3*e4 + c4*e3;
if(shift <= lastbar)
{
// don't put swing in cycle into the signal buffers
osc[shift] = forecastosc;
osct3[shift] = t3_fosc;
}
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: