//+------------------------------------------------------------------+
//| Digital Low Pass (FATL/SATL, KGLP) 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=125, D1=105, A1=40
// --- P2=52, D2=31, A2=40, Ripple=0.08, Delay=0
// --- Order [Auto]=647, Calculate method=2
#property indicator_chart_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(0,647);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Digital filter main function |
//+------------------------------------------------------------------+
int start()
{
int i,counted_bars=IndicatorCounted();
double response;
//----
if(Bars<=647) return(0);
//---- initial zero
if(counted_bars<647)
for(i=1;i<=0;i++) FilterBuffer[Bars-i]=0.0;
//----
i=Bars-647-1;
if(counted_bars>=647) i=Bars-counted_bars-1;
while(i>=0)
{
response=
0.0346672315937*Close[i+0]
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-0.000852227473420*Close[i+429]
-0.000843294523585*Close[i+430]
-0.000831834031969*Close[i+431]
-0.000817983072023*Close[i+432]
-0.000801673815628*Close[i+433]
-0.000783125966069*Close[i+434]
-0.000762419881338*Close[i+435]
-0.000739518382952*Close[i+436]
-0.000714601626794*Close[i+437]
-0.000687790937802*Close[i+438]
-0.000659087810444*Close[i+439]
-0.000628709774645*Close[i+440]
-0.000596641956408*Close[i+441]
-0.000563123065300*Close[i+442]
-0.000528165921398*Close[i+443]
-0.000492026747196*Close[i+444]
-0.000454701411575*Close[i+445]
-0.000416375309896*Close[i+446]
-0.000377013817891*Close[i+447]
-0.000337092220783*Close[i+448]
-0.0002963584580953*Close[i+449]
-0.0002552169156589*Close[i+450]
-0.0002136375061498*Close[i+451]
-0.0001718755052495*Close[i+452]
-0.0001299406075482*Close[i+453]
-0.0000880684866783*Close[i+454]
-0.0000462602127695*Close[i+455]
-0.00000476127035451*Close[i+456]
+0.0000363922246740*Close[i+457]
+0.0000769267601072*Close[i+458]
+0.0001168641679788*Close[i+459]
+0.0001561615570735*Close[i+460]
+0.0001945031277612*Close[i+461]
+0.0002319149970642*Close[i+462]
+0.0002683016492891*Close[i+463]
+0.0003034798280690*Close[i+464]
+0.000337441311907*Close[i+465]
+0.000369999572478*Close[i+466]
+0.000401158181393*Close[i+467]
+0.000430772727584*Close[i+468]
+0.000458865861410*Close[i+469]
+0.000485297805074*Close[i+470]
+0.000510004985233*Close[i+471]
+0.000532775521693*Close[i+472]
+0.000553941348837*Close[i+473]
+0.000573079386965*Close[i+474]
+0.000590370067659*Close[i+475]
+0.000605701738643*Close[i+476]
+0.000619092389533*Close[i+477]
+0.000630486062800*Close[i+478]
+0.000639887675422*Close[i+479]
+0.000647252652699*Close[i+480]
+0.000652600173401*Close[i+481]
+0.000655948050369*Close[i+482]
+0.000657371748669*Close[i+483]
+0.000656878309008*Close[i+484]
+0.000654204066480*Close[i+485]
+0.000649801717151*Close[i+486]
+0.000643414578632*Close[i+487]
+0.000635196718689*Close[i+488]
+0.000625160194164*Close[i+489]
+0.000613396555051*Close[i+490]
+0.000599930435212*Close[i+491]
+0.000584866961895*Close[i+492]
+0.000568200186891*Close[i+493]
+0.000550031738607*Close[i+494]
+0.000530354551030*Close[i+495]
+0.000509389144579*Close[i+496]
+0.000487313512963*Close[i+497]
+0.000463824907142*Close[i+498]
+0.000439329002923*Close[i+499]
+0.000413823579967*Close[i+500]
+0.000387325687176*Close[i+501]
+0.000360033680348*Close[i+502]
+0.000331931517651*Close[i+503]
+0.0003032468676571*Close[i+504]
+0.0002739696129248*Close[i+505]
+0.0002443302903298*Close[i+506]
+0.0002142668797246*Close[i+507]
+0.0001839401941793*Close[i+508]
+0.0001532619437575*Close[i+509]
+0.0001229272855971*Close[i+510]
+0.0000923082345981*Close[i+511]
+0.0000619857751559*Close[i+512]
+0.0000317966699039*Close[i+513]
+0.000001997912261000*Close[i+514]
-0.00002750017785891*Close[i+515]
-0.0000564457441351*Close[i+516]
-0.0000849311531965*Close[i+517]
-0.0001126718089385*Close[i+518]
-0.0001397377295912*Close[i+519]
-0.0001658306112075*Close[i+520]
-0.0001911330891063*Close[i+521]
-0.0002157106976665*Close[i+522]
-0.0002389912797823*Close[i+523]
-0.0002612531872463*Close[i+524]
-0.0002824306565800*Close[i+525]
-0.0003022928669813*Close[i+526]
-0.000320992862003*Close[i+527]
-0.000338290604501*Close[i+528]
-0.000354363720054*Close[i+529]
-0.000368997364569*Close[i+530]
-0.000382370628551*Close[i+531]
-0.000394233060625*Close[i+532]
-0.000404658224727*Close[i+533]
-0.000413283345061*Close[i+534]
-0.000421026749565*Close[i+535]
-0.000426865691404*Close[i+536]
-0.000431390084041*Close[i+537]
-0.000434316737738*Close[i+538]
-0.000435827574772*Close[i+539]
-0.000435739755897*Close[i+540]
-0.000434235883071*Close[i+541]
-0.000431161174045*Close[i+542]
-0.000426733129302*Close[i+543]
-0.000420859680262*Close[i+544]
-0.000413794926549*Close[i+545]
-0.000405385549930*Close[i+546]
-0.000395193108649*Close[i+547]
-0.000384221219977*Close[i+548]
-0.000371905273903*Close[i+549]
-0.000358393740264*Close[i+550]
-0.000343841254434*Close[i+551]
-0.000328179043342*Close[i+552]
-0.0003115577587577*Close[i+553]
-0.0002939160578122*Close[i+554]
-0.0002753746425843*Close[i+555]
-0.0002558991916429*Close[i+556]
-0.0002356424529506*Close[i+557]
-0.0002147446861253*Close[i+558]
-0.0001937089315407*Close[i+559]
-0.0001712668826399*Close[i+560]
-0.0001487858487536*Close[i+561]
-0.0001257924764646*Close[i+562]
-0.0001024539647773*Close[i+563]
-0.0000788611913682*Close[i+564]
-0.0000550746637259*Close[i+565]
-0.00003120225013328*Close[i+566]
-0.00000726381077304*Close[i+567]
+0.00001664696611251*Close[i+568]
+0.0000405956836142*Close[i+569]
+0.0000645421149958*Close[i+570]
+0.0000885976117617*Close[i+571]
+0.0001112954711271*Close[i+572]
+0.0001346308355328*Close[i+573]
+0.0001572650459768*Close[i+574]
+0.0001795617884685*Close[i+575]
+0.0002012828763214*Close[i+576]
+0.0002225460496426*Close[i+577]
+0.0002430822864536*Close[i+578]
+0.0002630323753150*Close[i+579]
+0.0002820837317345*Close[i+580]
+0.0003004148078868*Close[i+581]
+0.000317726755695*Close[i+582]
+0.000334420908707*Close[i+583]
+0.000351187954226*Close[i+584]
+0.000365671118218*Close[i+585]
+0.000379771329831*Close[i+586]
+0.000393038521923*Close[i+587]
+0.000405167135516*Close[i+588]
+0.000416535509176*Close[i+589]
+0.000426736795808*Close[i+590]
+0.000436175097495*Close[i+591]
+0.000444398459553*Close[i+592]
+0.000451808824321*Close[i+593]
+0.000457852245912*Close[i+594]
+0.000462815325581*Close[i+595]
+0.000465695812550*Close[i+596]
+0.000470237266360*Close[i+597]
+0.000471765457382*Close[i+598]
+0.000472940453722*Close[i+599]
+0.000472872896607*Close[i+600]
+0.000472164526801*Close[i+601]
+0.000470255938898*Close[i+602]
+0.000467810027921*Close[i+603]
+0.000464254831026*Close[i+604]
+0.000460312048371*Close[i+605]
+0.000455397514401*Close[i+606]
+0.000450270535350*Close[i+607]
+0.000444216217880*Close[i+608]
+0.000434516349627*Close[i+609]
+0.000427829209010*Close[i+610]
+0.000419473249328*Close[i+611]
+0.000410203719183*Close[i+612]
+0.000400800580373*Close[i+613]
+0.000390517339538*Close[i+614]
+0.000380202263494*Close[i+615]
+0.000369100573546*Close[i+616]
+0.000358110550172*Close[i+617]
+0.000346504060047*Close[i+618]
+0.000335321359473*Close[i+619]
+0.000324188797715*Close[i+620]
+0.000317353278822*Close[i+621]
+0.0003005520031109*Close[i+622]
+0.0002898865153981*Close[i+623]
+0.0002781482541436*Close[i+624]
+0.0002668643507011*Close[i+625]
+0.0002551941007201*Close[i+626]
+0.0002441073039806*Close[i+627]
+0.0002326649167306*Close[i+628]
+0.0002218065045649*Close[i+629]
+0.0002104970401266*Close[i+630]
+0.0001995328165042*Close[i+631]
+0.0001873747048090*Close[i+632]
+0.0001718615534704*Close[i+633]
+0.0001857194220211*Close[i+634]
+0.0001696343554487*Close[i+635]
+0.0001614924224611*Close[i+636]
+0.0001550691746978*Close[i+637]
+0.0001489450962127*Close[i+638]
+0.0001440833443899*Close[i+639]
+0.0001394542977952*Close[i+640]
+0.0001361028553594*Close[i+641]
+0.0001330150323229*Close[i+642]
+0.0001312434318659*Close[i+643]
+0.0001297707989688*Close[i+644]
+0.0001296503736295*Close[i+645]
-0.00934451198090*Close[i+646];
FilterBuffer[i]=response;
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: