//+------------------------------------------------------------------+
//| mladen |
//| gaussian filter |
//+------------------------------------------------------------------+
#property copyright "Copyleft © 2008, mladen"
#property link "mladenfx@gmail.com"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_level1 0.0
#property indicator_levelcolor DarkSlateGray
//
//
//
//
//
extern int Length = 20;
extern int Order = 2;
extern int Price = PRICE_CLOSE;
//
//
//
//
//
double buffer[];
double coeffs[][3];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
IndicatorDigits(15);
Length = MathMax(Length,2);
Order = MathMax(MathMin(Order,12),1);
InitCoeffs(Length,Order);
//
//
//
//
//
SetIndexBuffer(0,buffer); SetIndexDrawBegin(0,Length);
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int start()
{
int counted_bars=IndicatorCounted();
int i,limit;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit = Bars-counted_bars;
//
//
//
//
//
for(i = limit; i >= 0; i--)
{
buffer[i] = iMA(NULL,0,1,0,MODE_SMA,Price,i)*coeffs[Order][1];
double sign = 1;
for (int r=1; r <= Order; r++, sign *= -1.0)
buffer[i] += sign*coeffs[r][0]*coeffs[r][2]*buffer[i+r];
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
#define Pi 3.141592653589793238462643
void InitCoeffs(int length, int n)
{
double b = (1.0 - MathCos(2.0*Pi/length))/(MathPow(MathSqrt(2.0),2.0/n) - 1.0);
double a = -b + MathSqrt(b*b + 2.0*b);
ArrayResize(coeffs,n+1);
for(int r=0; r<=n; r++)
{
coeffs[r][0] = fact(n)/(fact(n-r)*fact(r));
coeffs[r][1] = MathPow( a,r);
coeffs[r][2] = MathPow(1.0-a,r);
}
}
//
//
//
//
//
int fact(int n)
{
if(n==1||n==0)
return(1);
else return(n*fact(n-1));
}
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: