//+------------------------------------------------------------------+
//| Die Stärke des Corrected Average (CA) besteht darin, |
//| dass der aktuelle Wert der Zeitreihe einen von der momentanen |
//| Volatilität abhängigen Schwellenwert überschreiten muss, |
//| damit der Filter steigt bzw. fällt, wodurch Fehlsignale |
//| in trendschwachen Phasen vermieden werden. |
//| -A.Uhl- |
//+------------------------------------------------------------------+
//|Germany, 23.03.2007
#property copyright "A.Uhl, © RickD 2006, Alexander Piechotta"
#property link "http://onix-trade.net/forum/"
#define major 1
#define minor 0
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Gold
extern int MA.Period = 35;
extern int MA.method = MODE_SMA;
extern int MA.applied_price = PRICE_CLOSE;
double MABuf[];
double CABuf[];
void init()
{
IndicatorBuffers(2);
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID,1);
SetIndexDrawBegin(0, MA.Period);
SetIndexBuffer(0, CABuf);
SetIndexBuffer(1, MABuf);
IndicatorShortName("Corrected Average (CA) ("+MA.Period+")");
}
void deinit(){
}
void start()
{
int counted = IndicatorCounted();
if (counted < 0) return (-1);
if (counted > 0) counted--;
int limit = Bars-counted;
double v1, v2, k;
for (int i=limit-1; i >= 0; i--)
{
MABuf[i] = iMA(NULL, 0, MA.Period, 0, MA.method, MA.applied_price, i);
if (i == Bars-1) {
CABuf[i] = MABuf[i];
continue;
}
v1 = MathPow(iStdDev(NULL, 0, MA.Period, 0, MA.method, MA.applied_price, i), 2);
v2 = MathPow(CABuf[i+1] - MABuf[i], 2);
k = 0;
if (v2 < v1 || v2 == 0) k = 0; else k = 1 - v1/v2;
CABuf[i] = CABuf[i+1] + k*(MABuf[i]-CABuf[i+1]);
}
}
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: