//+------------------------------------------------------------------+
//| sinc_MA.mq4 |
//| Copyright © 2006, gpwr. |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, gpwr."
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Blue
#property indicator_width1 2
//Global constants
#define pi 3.141592653589793238462643383279502884197169399375105820974944592
//Input parameters
extern int N =2560; // Number of last bars. Must be the power of 2. 0: all data.
extern int htrun =3; // Number of the last wavelets to truncate.
// Damping factor. Higher Q gives more ripple. Q=1 gives sinc function.
extern double Q =0.5;
//Global variables
int n;
int pwrMax;
//Indicator buffers
double sMA[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
if(N <= 0)
N = Bars;
n = 1;
int pwr = 0;
while(n <= N)
{
pwr++;
n *= 2;
}
pwr--;
n = MathPow(2, pwr);
Print("pwr=", pwr);
if(htrun <= 0)
htrun = 0;
if(htrun >= pwr)
htrun = pwr;
pwrMax = pwr - htrun;
IndicatorBuffers(1);
SetIndexBuffer(0, sMA);
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
IndicatorShortName("sincMA");
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//START--------------------------------------------------------------+
int start()
{
ArrayInitialize(sMA, EMPTY_VALUE);
double Fit[], Dif[];
ArrayResize(Fit, n+1);
ArrayResize(Dif, n+1);
for(int i = 0; i <= n; i++)
{
Fit[i] = (Close[n] - Close[0])*i / n + Close[0];
Dif[i] = Close[i] - Fit[i];
sMA[i] = Fit[i];
}
int ss = 2*n; // sampling step
for(int p = 1; p <= pwrMax; p++)
{
ss = ss / 2;
for(i = 0; i <= n; i++)
{
Fit[i] = 0.0;
for(int j = 1; j <= n / ss; j++)
Fit[i] += Dif[j*ss - ss / 2]*wave(2*j - 1 - 2.0*i / ss, Q);
}
for(i = 0; i <= n; i++)
{
Dif[i] -= Fit[i];
sMA[i] += Fit[i];
}
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//sinc function------------------------------------------------------+
double wave(double x, double Q)
{
if(x == 0.0)
return(1.0);
else
return(MathSin(pi*x) / (pi*x) / (x*x + 1)*(Q*x*x + 1));
}
//+------------------------------------------------------------------+
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: