//+------------------------------------------------------------------+
//| Digital PCCI Filter |
//| Copyright (c) Sergey Iljukhin, Novosibirsk. |
//| email sergey[at]tibet.ru http://fx.qrz.ru/ |
//+------------------------------------------------------------------+
#property copyright "Copyright (c) 2005, Sergey Iljukhin, Novosibirsk"
#property link "http://fx.qrz.ru/"
// --- Parameters: P1=50, D1=14, A1=3
// --- P2=54, D2=51, A2=50, Ripple=0.08, Delay=11
// --- Order [Auto]=20, Calculate method=2
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- buffers
double FilterBuffer[];
//+------------------------------------------------------------------+
//| Digital filter indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,FilterBuffer);
SetIndexDrawBegin(0,20);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Digital filter main function |
//+------------------------------------------------------------------+
int start()
{
int i,counted_bars=IndicatorCounted();
double response;
//----
if(Bars<=20) return(0);
//---- initial zero
if(counted_bars<20)
for(i=1;i<=0;i++) FilterBuffer[Bars-i]=0.0;
//----
i=Bars-20-1;
if(counted_bars>=20) i=Bars-counted_bars-1;
while(i>=0)
{
response=
// 0*((High[i+0]+Low[i+0])/2)
// 0*((High[i+1]+Low[i+1])/2)
+0.0328596706665*((High[i+2]+Low[i+2])/2)
+0.02766391536906*((High[i+3]+Low[i+3])/2)
+0.0372462661561*((High[i+4]+Low[i+4])/2)
+0.0471931369620*((High[i+5]+Low[i+5])/2)
+0.0569044599702*((High[i+6]+Low[i+6])/2)
+0.0657924462253*((High[i+7]+Low[i+7])/2)
+0.0730704081225*((High[i+8]+Low[i+8])/2)
+0.0782920581838*((High[i+9]+Low[i+9])/2)
+0.0809776383446*((High[i+10]+Low[i+10])/2)
+0.0809776383446*((High[i+11]+Low[i+11])/2)
+0.0782920581838*((High[i+12]+Low[i+12])/2)
+0.0730704081225*((High[i+13]+Low[i+13])/2)
+0.0657924462253*((High[i+14]+Low[i+14])/2)
+0.0569044599702*((High[i+15]+Low[i+15])/2)
+0.0471931369620*((High[i+16]+Low[i+16])/2)
+0.0372462661561*((High[i+17]+Low[i+17])/2)
+0.02766391536906*((High[i+18]+Low[i+18])/2)
+0.0328596706665*((High[i+19]+Low[i+19])/2);
FilterBuffer[i]=(High[i]+Low[i])/2-response;
i--;
}
return(0);
}
Sample
Analysis
Market Information Used:
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: