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//| Áîëüøàÿ Êîëëåêöèÿ Ñåìàôîðîâ.mq4 |
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#property copyright "Ñåðãååâ Àëåêñåé (ñ) 2007"
#property indicator_separate_window
#property indicator_level2 0.75
#property indicator_level3 0.45
#property indicator_level4 0.15
#property indicator_buffers 3
#property indicator_color1 Red
#property indicator_color2 Crimson
#property indicator_color3 LimeGreen
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_style1 STYLE_SOLID
#property indicator_style2 STYLE_SOLID
#property indicator_style3 STYLE_SOLID
//---- input parameters
extern double gamma=0.7;
extern int CountBars=10000;
double L0 = 0;
double L1 = 0;
double L2 = 0;
double L3 = 0;
double L0A = 0;
double L1A = 0;
double L2A = 0;
double L3A = 0;
double LRSI = 0;
double CU = 0;
double CD = 0;
double val[];
double Buy[];
double Sell[];
int init()
{
SetIndexBuffer(0,val);SetIndexDrawBegin(0,Bars-CountBars);
SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(1,Sell);
SetIndexStyle(2,DRAW_HISTOGRAM); SetIndexBuffer(2,Buy);
IndicatorShortName("Laguerre("+DoubleToStr(gamma,2)+")");
return(0);
}
int deinit() { return(0); }
int start()
{
int i=CountBars-1;
while(i>=0)
{
L0A = L0;
L1A = L1;
L2A = L2;
L3A = L3;
L0 = (1 - gamma)*Close[i] + gamma*L0A;
L1 = - gamma *L0 + L0A + gamma *L1A;
L2 = - gamma *L1 + L1A + gamma *L2A;
L3 = - gamma *L2 + L2A + gamma *L3A;
CU = 0;
CD = 0;
if (L0 >= L1) CU = L0 - L1; else CD = L1 - L0;
if (L1 >= L2) CU = CU + L1 - L2; else CD = CD + L2 - L1;
if (L2 >= L3) CU = CU + L2 - L3; else CD = CD + L3 - L2;
if (CU + CD != 0) LRSI = CU / (CU + CD);
val[i] = LRSI;
i--;
}
bool b=false, s=false;
for (i=CountBars-2; i>=0; i--)
{
Buy[i]=0.0; Sell[i]=0.0;
if (val[i]<val[i+1]) { Sell[i] = val[i]; b=false; s=true; } //ïðîäàåì
else
if (val[i]>val[i+1]) { Buy[i] = val[i]; b=true; s=false;}//ïîêóïàåì
else
{
if (b) Buy[i]=val[i];
if (s) Sell[i]=val[i];
}
}
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_HISTOGRAM
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: