/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
#property copyright "ANG3110@latchess.com"
//---------ang_PR (Din)--------------------
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 DeepSkyBlue
#property indicator_color2 Lime
#property indicator_color3 Lime
#property indicator_color4 Yellow
#property indicator_color5 Yellow
//-----------------------------------
extern double hours = 120;
extern int m = 2;
extern int i = 0;
extern int kstd = 2;
extern int sName = 1102;
//-----------------------
double fx[],sqh[],sql[],stdh[],stdl[];
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,std;
//*******************************************
int init() {
IndicatorShortName("at_PR (Din)");
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,fx);
SetIndexBuffer(1,sqh);
SetIndexBuffer(2,sql);
SetIndexBuffer(3,stdh);
SetIndexBuffer(4,stdl);
p=hours*60/Period();
nn=m+1;
ObjectCreate("pr"+sName,22,0,Time[p],fx[p]);
ObjectSet("pr"+sName,14,159);
return(0);}
//----------------------------------------------------------
//int deinit() {ObjectDelete("pr"+sName);}
//**********************************************************************************************
int start(){
int mi;
//-------------------------------------------------------------------------------------------
//-------------------------------------------------------------------------------------------
ip=iBarShift(Symbol(),Period(),ObjectGet("pr"+sName,OBJPROP_TIME1)); p=ip;
sx[1]=p+1;
SetIndexDrawBegin(0,Bars-p-1);SetIndexDrawBegin(1,Bars-p-1);SetIndexDrawBegin(2,Bars-p-1);SetIndexDrawBegin(3,Bars-p-1);SetIndexDrawBegin(4,Bars-p-1);
//----------------------sx-------------------------------------------------------------------
for(mi=1;mi<=nn*2-2;mi++) {sum=0; for(n=i;n<=i+p;n++) {sum+=MathPow(n,mi);} sx[mi+1]=sum;}
//----------------------syx-----------
for(mi=1;mi<=nn;mi++) {sum=0.00000; for(n=i;n<=i+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=i;n<=i+p;n++) {sum=0; for(kk=1;kk<=m;kk++) {sum+=x[kk+1]*MathPow(n,kk);} fx[n]=x[1]+sum;}
//-----------------------------------Std-----------------------------------------------------------------------------------
sq=0.0; for (n=i;n<=i+p;n++) {sq+=MathPow(Close[n]-fx[n],2);} sq=MathSqrt(sq/(p+1))*kstd;
std=iStdDev(NULL,0,p,MODE_SMA,0,PRICE_CLOSE,i)*kstd;
for (n=i;n<=i+p;n++) {sqh[n]=fx[n]+sq; sql[n]=fx[n]-sq; stdh[n]=fx[n]+std; stdl[n]=fx[n]-std;}
//-------------------------------------------------------------------------------
ObjectMove("pr"+sName,0,Time[p],fx[p]);
//----------------------------------------------------------------------------------------------------------------------------
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:
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: