//+------------------------------------------------------------------+
//| AdaptiveCG.mq4 |
//| |
//| Adaptive CG Oscillator |
//| |
//| Algorithm taken from book |
//| "Cybernetics Analysis for Stock and Futures" |
//| by John F. Ehlers |
//| |
//| contact@mqlsoft.com |
//| http://www.mqlsoft.com/ |
//+------------------------------------------------------------------+
#property copyright "Coded by Witold Wozniak"
#property link "www.mqlsoft.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_level1 0
double CG[];
double Trigger[];
extern double Alpha = 0.07;
int buffers = 0;
int drawBegin = 0;
int init() {
drawBegin = 30;
initBuffer(CG, "CG", DRAW_LINE);
initBuffer(Trigger, "Trigger", DRAW_LINE);
IndicatorBuffers(buffers);
IndicatorShortName("Adaptive CG [" + DoubleToStr(Alpha, 2) + "]");
return (0);
}
int start() {
if (Bars <= drawBegin) return (0);
int countedBars = IndicatorCounted();
if (countedBars < 0) return (-1);
if (countedBars > 0) countedBars--;
int s, limit = Bars - countedBars - 1;
for (s = limit; s >= 0; s--) {
double period = iCustom(0, 0, "CyclePeriod", Alpha, 0, s);
int intPeriod = MathFloor(period / 2.0);
double Num = 0.0;
double Denom = 0.0;
for (int count = 0; count < intPeriod; count++) {
Num += (1.0 + count) * P(s + count);
Denom += P(s + count);
}
if (Denom != 0.0) {
CG[s] = -Num / Denom + (intPeriod + 1.0) / 2.0;
} else {
CG[s] = 0.0;
}
Trigger[s] = CG[s + 1];
}
return (0);
}
double P(int index) {
return ((High[index] + Low[index]) / 2.0);
}
void initBuffer(double array[], string label = "", int type = DRAW_NONE, int arrow = 0, int style = EMPTY, int width = EMPTY, color clr = CLR_NONE) {
SetIndexBuffer(buffers, array);
SetIndexLabel(buffers, label);
SetIndexEmptyValue(buffers, EMPTY_VALUE);
SetIndexDrawBegin(buffers, drawBegin);
SetIndexShift(buffers, 0);
SetIndexStyle(buffers, type, style, width);
SetIndexArrow(buffers, arrow);
buffers++;
}
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type type
Indicators Used:
Custom Indicators Used:
CyclePeriod
Order Management characteristics:
Other Features: