//+------------------------------------------------------------------+
//| FIR_MA.mq4 |
//| v.1 09/04/2006 |
//+------------------------------------------------------------------+
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_width1 2
//Global constants
#define pi 3.141592653589793238462643383279502884197169399375105820974944592
//Input parameters
extern int Periods = 4; // 1/(2*Periods) sets the filter bandwidth
extern int Taps = 21; // must be an odd number
extern int Window = 4; // selects windowing function
//Indicator buffers
double FIRMA[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
ArrayInitialize(FIRMA, EMPTY_VALUE);
IndicatorBuffers(1);
SetIndexBuffer(0, FIRMA);
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
IndicatorShortName("FIRMA");
SetIndexShift(0, -(Taps - 1) / 2);
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
double w[];
ArrayResize(w, Taps);
double wsum = 0.0;
for(int k = 0; k < Taps; k++)
{
switch(Window)
{
// Rectangular window
case 1: w[k] = 1.0; break;
// Hanning window
case 2: w[k] = 0.50 - 0.50*MathCos(2.0*pi*k / Taps); break;
// Hamming window
case 3: w[k] = 0.54 - 0.46*MathCos(2.0*pi*k / Taps); break;
//Blackman window
case 4: w[k] = 0.42 - 0.50*MathCos(2.0*pi*k / Taps) +
0.08*MathCos(4.0*pi*k / Taps); break;
//Blackman-Harris window
case 5: w[k] = 0.35875 - 0.48829*MathCos(2.0*pi*k / Taps) +
0.14128*MathCos(4.0*pi*k / Taps) -
0.01168*MathCos(6.0*pi*k / Taps); break;
//Rectangular window
default: w[k] = 1;break;
}
if(k != Taps / 2.0)
w[k] = w[k]*MathSin(pi*(k - Taps / 2.0) / Periods) / pi / (k - Taps / 2.0);
wsum+=w[k];
}
int i = Bars - 1 - IndicatorCounted();
while(i >= 0)
{
if(i <= Bars - Taps)
{
FIRMA[i] = 0.0;
for(k = 0; k < Taps; k++)
FIRMA[i] += Close[i+k]*w[k] / wsum;
}
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_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: