//http://www.forex-tsd.com/suggestions-trading-systems/20012-didgeridoo-trading-system.html
//mod trail 2009fxtsd
//----
#property indicator_chart_window
#property indicator_buffers 6
#property indicator_color4 LimeGreen
#property indicator_color5 Gold
#property indicator_color6 Gold
#property indicator_color1 Blue
#property indicator_color2 Brown
#property indicator_color3 Maroon
#property indicator_style1 4
#property indicator_style2 4
#property indicator_style3 4
extern int degree = 3;
extern double kstd = 2.0;
extern int bars = 250;
extern int shift = 0;
//-----
double fx[],sqh[],sql[];
double fx1[],sqh1[],sql1[];
double ai[10,10],b[10],x[10],sx[20];
double sum;
int ip,p,n,f;
double qq,mm,tt;
int ii,jj,kk,ll,nn;
double sq;
int i0 = 0;
/*
void clear()
{
int total = ObjectsTotal();
for (int i=total-1; i >= 0; i--)
{
string name = ObjectName(i);
if (StringFind(name, prefix) == 0) ObjectDelete(name);
}
}
*/
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
SetIndexBuffer(3, fx); // Áóôåðû ìàññèâîâ èíäèêàòîðà
SetIndexBuffer(4, sqh);
SetIndexBuffer(5, sql);
SetIndexStyle(3, DRAW_LINE);
SetIndexStyle(4, DRAW_LINE);
SetIndexStyle(5, DRAW_LINE);
SetIndexEmptyValue(3, 0.0);
SetIndexEmptyValue(4, 0.0);
SetIndexEmptyValue(5, 0.0);
SetIndexShift(3, shift);
SetIndexShift(4, shift);
SetIndexShift(5, shift);
SetIndexBuffer(0, fx1);
SetIndexBuffer(1, sqh1);
SetIndexBuffer(2, sql1);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{ for (int i=0;i<Bars;i++)
{
ObjectDelete("Ray1"+Time[i]);
ObjectDelete("Ray2"+Time[i]);
ObjectDelete("Ray3"+Time[i]);
ObjectDelete("Ray11"+Time[i]);
ObjectDelete("Ray21"+Time[i]);
ObjectDelete("Ray31"+Time[i]);
}
//clear();
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if (Bars < bars) return;
//----
int mi; // ïåðåìåííàÿ èñïîëüçóþùàÿñÿ òîëüêî â start
ip = bars;
p=ip; // òèïà ïðèñâàèâàíèå
sx[1]=p+1; // ïðèìå÷àíèå - [] - îçíà÷àåò ìàññèâ
nn = degree+1;
SetIndexDrawBegin(0, Bars-p-1);
SetIndexDrawBegin(1, Bars-p-1);
SetIndexDrawBegin(2, Bars-p-1);
//----------------------sx-------------------------------------------------------------------
for(mi=1;mi<=nn*2-2;mi++) // ìàòåìàòè÷åñêîå âûðàæåíèå - äëÿ âñåõ mi îò 1 äî nn*2-2
{
sum=0;
for(n=i0;n<=i0+p;n++)
{
sum+=MathPow(n,mi);
}
sx[mi+1]=sum;
}
//----------------------syx-----------
for(mi=1;mi<=nn;mi++)
{
sum=0.00000;
for(n=i0;n<=i0+p;n++)
{
if(mi==1) sum+=Close[n];
else sum+=Close[n]*MathPow(n,mi-1);
}
b[mi]=sum;
}
//===============Matrix=======================================================================================================
for(jj=1;jj<=nn;jj++)
{
for(ii=1; ii<=nn; ii++)
{
kk=ii+jj-1;
ai[ii,jj]=sx[kk];
}
}
//===============Gauss========================================================================================================
for(kk=1; kk<=nn-1; kk++)
{
ll=0;
mm=0;
for(ii=kk; ii<=nn; ii++)
{
if(MathAbs(ai[ii,kk])>mm)
{
mm=MathAbs(ai[ii,kk]);
ll=ii;
}
}
if(ll==0) return(0);
if (ll!=kk)
{
for(jj=1; jj<=nn; jj++)
{
tt=ai[kk,jj];
ai[kk,jj]=ai[ll,jj];
ai[ll,jj]=tt;
}
tt=b[kk];
b[kk]=b[ll];
b[ll]=tt;
}
for(ii=kk+1;ii<=nn;ii++)
{
qq=ai[ii,kk]/ai[kk,kk];
for(jj=1;jj<=nn;jj++)
{
if(jj==kk) ai[ii,jj]=0;
else ai[ii,jj]=ai[ii,jj]-qq*ai[kk,jj];
}
b[ii]=b[ii]-qq*b[kk];
}
}
x[nn]=b[nn]/ai[nn,nn];
for(ii=nn-1;ii>=1;ii--)
{
tt=0;
for(jj=1;jj<=nn-ii;jj++)
{
tt=tt+ai[ii,ii+jj]*x[ii+jj];
x[ii]=(1/ai[ii,ii])*(b[ii]-tt);
}
}
//===========================================================================================================================
for(n=i0;n<=i0+p;n++)
{
sum=0;
for(kk=1;kk<=degree;kk++)
{
sum+=x[kk+1]*MathPow(n,kk);
}
fx[n]=x[1]+sum;
}
//-----------------------------------Std-----------------------------------------------------------------------------------
sq=0.0;
for(n=i0;n<=i0+p;n++)
{
sq+=MathPow(Close[n]-fx[n],2);
}
sq=MathSqrt(sq/(p+1))*kstd;
for(n=i0;n<=i0+p;n++)
{
sqh[n]=fx[n]+sq;
sql[n]=fx[n]-sq;
}
for(n=0;n<Bars-IndicatorCounted();n++)
{
fx1[n]=fx[n];
sqh1[n]=sqh[n];
sql1[n]=sql[n];
}
if ( ObjectFind ("Ray1"+Time[0])== -1 )
ObjectCreate("Ray1"+Time[0],OBJ_TREND,0,Time[3],sqh[3],Time[0],sqh[0]);
ObjectSet ("Ray1"+Time[0],OBJPROP_COLOR,Red);
ObjectSet ("Ray1"+Time[0],OBJPROP_RAY,false);
if ( ObjectFind ("Ray11"+Time[0])== -1 )
ObjectCreate("Ray11"+Time[0],OBJ_TREND,0,Time[7],sqh[7],Time[5],sqh[5]);
ObjectSet ("Ray11"+Time[0],OBJPROP_COLOR,Maroon);
ObjectSet ("Ray11"+Time[0],OBJPROP_RAY,false);
if ( ObjectFind ("Ray2"+Time[0])== -1 )
ObjectCreate("Ray2"+Time[0],OBJ_TREND,0,Time[7],fx[7],Time[5],fx[5]);
ObjectSet ("Ray2"+Time[0],OBJPROP_COLOR,Blue);
ObjectSet ("Ray2"+Time[0],OBJPROP_RAY,false);
if ( ObjectFind ("Ray21"+Time[0])== -1 )
ObjectCreate("Ray21"+Time[0],OBJ_TREND,0,Time[3],fx[3],Time[0],fx[0]);
ObjectSet ("Ray21"+Time[0],OBJPROP_COLOR,RoyalBlue);
ObjectSet ("Ray21"+Time[0],OBJPROP_RAY,false);
if ( ObjectFind ("Ray31"+Time[0])== -1 )
ObjectCreate("Ray31"+Time[0],OBJ_TREND,0,Time[7],sql[7],Time[5],sql[5]);
ObjectSet ("Ray31"+Time[0],OBJPROP_COLOR,Maroon);
ObjectSet ("Ray31"+Time[0],OBJPROP_RAY,false);
if ( ObjectFind ("Ray3"+Time[0])== -1 )
ObjectCreate("Ray3"+Time[0],OBJ_TREND,0,Time[3],sql[3],Time[0],sql[0]);
ObjectSet ("Ray3"+Time[0],OBJPROP_COLOR,Red);
ObjectSet ("Ray3"+Time[0],OBJPROP_RAY,false);
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
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: