//+------------------------------------------------------------------+
//| FTLM_KG_hist.mq4
//| Digital filter from Kenny-Goodman
//| Ramdass - Conversion only
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Green
#property indicator_color2 Red
extern int CountBars=300;
//---- buffers
double Up[];
double Down[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
IndicatorBuffers(2);
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(0,Up);
SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexBuffer(1,Down);
//----
return(0);
}
//+------------------------------------------------------------------+
//| FTLM |
//+------------------------------------------------------------------+
int start()
{
SetIndexDrawBegin(0,Bars-CountBars+62);
SetIndexDrawBegin(1,Bars-CountBars+62);
int i,i2,counted_bars=IndicatorCounted();
double FTLM,FTLM1,value1,value2,value3,value4;
//----
if(Bars<=62) return(0);
//---- initial zero
if(counted_bars<62)
{
for(i=1;i<=0;i++) Up[Bars-i]=0.0;
for(i=1;i<=0;i++) Down[Bars-i]=0.0;
}
//----
i=CountBars-62-1;
// if(counted_bars>=62) i=Bars-counted_bars-1;
while(i>=0)
{
value1 =
0.216679747671846*Close[i+0]
+0.211269420463811*Close[i+1]
+0.195544884029715*Close[i+2]
+0.170965415406708*Close[i+3]
+0.139777024336523*Close[i+4]
+0.10475520757496*Close[i+5]
+0.0688963726406815*Close[i+6]
+0.0350907878482374*Close[i+7]
+0.00582303578389499*Close[i+8]
-0.0170687325113629*Close[i+9]
-0.0325430291353946*Close[i+10]
-0.0404061862801786*Close[i+11]
-0.0412576874250575*Close[i+12]
-0.0363489006817302*Close[i+13]
-0.0273726712811041*Close[i+14]
-0.0162239477577438*Close[i+15]
-0.00474919988104162*Close[i+16]
+0.00546044031567738*Close[i+17]
+0.0132340752866597*Close[i+18]
+0.0179048641241163*Close[i+19]
+0.0193288196450583*Close[i+20]
+0.0178203001317383*Close[i+21]
+0.0140521142662672*Close[i+22]
+0.00890900942687798*Close[i+23]
+0.00332796683926323*Close[i+24]
-0.00183047425117888*Close[i+25]
-0.00590003260461143*Close[i+26]
-0.008470924607332*Close[i+27]
-0.00941376204563632*Close[i+28]
-0.00885433738048246*Close[i+29]
-0.00711869639879854*Close[i+30]
-0.00465317542176635*Close[i+31]
-0.00194019707183346*Close[i+32]
+0.000579603884990088*Close[i+33]
+0.00256707017356023*Close[i+34]
+0.00381977207432852*Close[i+35]
+0.00428068634338846*Close[i+36]
+0.00402313632832263*Close[i+37]
+0.0032179506176373*Close[i+38]
+0.00209012998360153*Close[i+39]
+0.000874173133673174*Close[i+40]
-0.000224786383933042*Close[i+41]
-0.0010587336898008*Close[i+42]
-0.00155052433232022*Close[i+43]
-0.00169306769372935*Close[i+44]
-0.00153786701404679*Close[i+45]
-0.00117483219738423*Close[i+46]
-0.000710127079707358*Close[i+47]
-0.000243983404727185*Close[i+48]
+0.000144391315936508*Close[i+49]
+0.000408472741254023*Close[i+50]
+0.000535354473765889*Close[i+51]
+0.000542366420043941*Close[i+52]
+0.000469190409143627*Close[i+53]
+0.000367676722499057*Close[i+54]
-0.000413583883278278*Close[i+55];
value2=
0.0364298167208155*Close[i+0]
+0.0553906231378775*Close[i+1]
+0.0739088457518267*Close[i+2]
+0.0904000966980787*Close[i+3]
+0.103396797434432*Close[i+4]
+0.111711342284296*Close[i+5]
+0.114572120305459*Close[i+6]
+0.111711342284296*Close[i+7]
+0.103396797434432*Close[i+8]
+0.0904000966980787*Close[i+9]
+0.0739088457518267*Close[i+10]
+0.0553906231378775*Close[i+11]
+0.0364298167208155*Close[i+12]
+0.0185546919366474*Close[i+13]
+0.00307900283041587*Close[i+14]
-0.00902530529856102*Close[i+15]
-0.0172075327263682*Close[i+16]
-0.0213652751829327*Close[i+17]
-0.0218155170382955*Close[i+18]
-0.0192199347960543*Close[i+19]
-0.0144736414953281*Close[i+20]
-0.00857861481888381*Close[i+21]
-0.00251119869748709*Close[i+22]
+0.00288727595213947*Close[i+23]
+0.00699768244225111*Close[i+24]
+0.00946742032203178*Close[i+25]
+0.0102203545718079*Close[i+26]
+0.0094227060558747*Close[i+27]
+0.00743023076018664*Close[i+28]
+0.00471074990083792*Close[i+29]
+0.00175970399253971*Close[i+30]
-0.000967886100918518*Close[i+31]
-0.00311971586013391*Close[i+32]
-0.00447910708609257*Close[i+33]
-0.00497764414629577*Close[i+34]
-0.00468184137410999*Close[i+35]
-0.00376409954776387*Close[i+36]
-0.00246042456645472*Close[i+37]
-0.00102590341145799*Close[i+38]
+0.000306472786469948*Close[i+39]
+0.00135737038610145*Close[i+40]
+0.00201975214731277*Close[i+41]
+0.00226346631835387*Close[i+42]
+0.00212728353418576*Close[i+43]
+0.0017015315425756*Close[i+44]
+0.00110518230941413*Close[i+45]
+0.000462229952338165*Close[i+46]
-0.000118858605382952*Close[i+47]
-0.000559818649332224*Close[i+48]
-0.000819859088114563*Close[i+49]
-0.000895230669111811*Close[i+50]
-0.00081316637313982*Close[i+51]
-0.000621207183890965*Close[i+52]
-0.000375488554341561*Close[i+53]
-0.000129009269667756*Close[i+54]
+0.0000763487100123232*Close[i+55]
+0.000215985058849768*Close[i+56]
+0.000283075358142209*Close[i+57]
+0.000286783012231603*Close[i+58]
+0.000248090283379797*Close[i+59]
+0.000194413654881473*Close[i+60]
-0.000218687638971784*Close[i+61];
value3=
0.216679747671846*Close[i+0+1]
+0.211269420463811*Close[i+1+1]
+0.195544884029715*Close[i+2+1]
+0.170965415406708*Close[i+3+1]
+0.139777024336523*Close[i+4+1]
+0.10475520757496*Close[i+5+1]
+0.0688963726406815*Close[i+6+1]
+0.0350907878482374*Close[i+7+1]
+0.00582303578389499*Close[i+8+1]
-0.0170687325113629*Close[i+9+1]
-0.0325430291353946*Close[i+10+1]
-0.0404061862801786*Close[i+11+1]
-0.0412576874250575*Close[i+12+1]
-0.0363489006817302*Close[i+13+1]
-0.0273726712811041*Close[i+14+1]
-0.0162239477577438*Close[i+15+1]
-0.00474919988104162*Close[i+16+1]
+0.00546044031567738*Close[i+17+1]
+0.0132340752866597*Close[i+18+1]
+0.0179048641241163*Close[i+19+1]
+0.0193288196450583*Close[i+20+1]
+0.0178203001317383*Close[i+21+1]
+0.0140521142662672*Close[i+22+1]
+0.00890900942687798*Close[i+23+1]
+0.00332796683926323*Close[i+24+1]
-0.00183047425117888*Close[i+25+1]
-0.00590003260461143*Close[i+26+1]
-0.008470924607332*Close[i+27+1]
-0.00941376204563632*Close[i+28+1]
-0.00885433738048246*Close[i+29+1]
-0.00711869639879854*Close[i+30+1]
-0.00465317542176635*Close[i+31+1]
-0.00194019707183346*Close[i+32+1]
+0.000579603884990088*Close[i+33+1]
+0.00256707017356023*Close[i+34+1]
+0.00381977207432852*Close[i+35+1]
+0.00428068634338846*Close[i+36+1]
+0.00402313632832263*Close[i+37+1]
+0.0032179506176373*Close[i+38+1]
+0.00209012998360153*Close[i+39+1]
+0.000874173133673174*Close[i+40+1]
-0.000224786383933042*Close[i+41+1]
-0.0010587336898008*Close[i+42+1]
-0.00155052433232022*Close[i+43+1]
-0.00169306769372935*Close[i+44+1]
-0.00153786701404679*Close[i+45+1]
-0.00117483219738423*Close[i+46+1]
-0.000710127079707358*Close[i+47+1]
-0.000243983404727185*Close[i+48+1]
+0.000144391315936508*Close[i+49+1]
+0.000408472741254023*Close[i+50+1]
+0.000535354473765889*Close[i+51+1]
+0.000542366420043941*Close[i+52+1]
+0.000469190409143627*Close[i+53+1]
+0.000367676722499057*Close[i+54+1]
-0.000413583883278278*Close[i+55+1];
value4=
0.0364298167208155*Close[i+0+1]
+0.0553906231378775*Close[i+1+1]
+0.0739088457518267*Close[i+2+1]
+0.0904000966980787*Close[i+3+1]
+0.103396797434432*Close[i+4+1]
+0.111711342284296*Close[i+5+1]
+0.114572120305459*Close[i+6+1]
+0.111711342284296*Close[i+7+1]
+0.103396797434432*Close[i+8+1]
+0.0904000966980787*Close[i+9+1]
+0.0739088457518267*Close[i+10+1]
+0.0553906231378775*Close[i+11+1]
+0.0364298167208155*Close[i+12+1]
+0.0185546919366474*Close[i+13+1]
+0.00307900283041587*Close[i+14+1]
-0.00902530529856102*Close[i+15+1]
-0.0172075327263682*Close[i+16+1]
-0.0213652751829327*Close[i+17+1]
-0.0218155170382955*Close[i+18+1]
-0.0192199347960543*Close[i+19+1]
-0.0144736414953281*Close[i+20+1]
-0.00857861481888381*Close[i+21+1]
-0.00251119869748709*Close[i+22+1]
+0.00288727595213947*Close[i+23+1]
+0.00699768244225111*Close[i+24+1]
+0.00946742032203178*Close[i+25+1]
+0.0102203545718079*Close[i+26+1]
+0.0094227060558747*Close[i+27+1]
+0.00743023076018664*Close[i+28+1]
+0.00471074990083792*Close[i+29+1]
+0.00175970399253971*Close[i+30+1]
-0.000967886100918518*Close[i+31+1]
-0.00311971586013391*Close[i+32+1]
-0.00447910708609257*Close[i+33+1]
-0.00497764414629577*Close[i+34+1]
-0.00468184137410999*Close[i+35+1]
-0.00376409954776387*Close[i+36+1]
-0.00246042456645472*Close[i+37+1]
-0.00102590341145799*Close[i+38+1]
+0.000306472786469948*Close[i+39+1]
+0.00135737038610145*Close[i+40+1]
+0.00201975214731277*Close[i+41+1]
+0.00226346631835387*Close[i+42+1]
+0.00212728353418576*Close[i+43+1]
+0.0017015315425756*Close[i+44+1]
+0.00110518230941413*Close[i+45+1]
+0.000462229952338165*Close[i+46+1]
-0.000118858605382952*Close[i+47+1]
-0.000559818649332224*Close[i+48+1]
-0.000819859088114563*Close[i+49+1]
-0.000895230669111811*Close[i+50+1]
-0.00081316637313982*Close[i+51+1]
-0.000621207183890965*Close[i+52+1]
-0.000375488554341561*Close[i+53+1]
-0.000129009269667756*Close[i+54+1]
+0.0000763487100123232*Close[i+55+1]
+0.000215985058849768*Close[i+56+1]
+0.000283075358142209*Close[i+57+1]
+0.000286783012231603*Close[i+58+1]
+0.000248090283379797*Close[i+59+1]
+0.000194413654881473*Close[i+60+1]
-0.000218687638971784*Close[i+61+1];
FTLM=value1-value2;
FTLM1=value3-value4;
if (FTLM>FTLM1) {Up[i]=FTLM;Down[i]=0.0;} else {Down[i]=FTLM;Up[i]=0.0;}
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: