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BatMA_MAx23poleGF
//+------------------------------------------------------------------+
//| Custom Moving Average.mq4 |
//| Copyright © 2004, MetaQuotes Software Corp. |
//| Copyright © 2008, YUBA |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
//mod batma ma+ 2/3-pole Gaussian filter
#property copyright "Copyright © 2004, MetaQuotes Software Corp.,Copyright © 2008, YUBA"
#property link "http://www.metaquotes.net/"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 OrangeRed
//---- indicator parameters
extern int Bat_Period = 10;
extern int Bat_Shift =0;
extern bool _3poleFilter = false;//3/2-poleGaussianFilter";
extern bool Show_Bat = true;
extern bool Show_MA = false;
extern int MA_Period = 1;
extern int MA_Method = 1;
extern int MA_Price = 0;
extern string note_Price = "0C 1O 2H 3L 4Md 5Tp 6WghC: Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6";
extern string MA_Method_ = "SMA0 EMA1 SMMA2 LWMA3";
//---- indicator buffers
double ExtMapBuffer0[],ExtMapBuffer[], pr;
//----
int ExtCountedBars=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
int draw_begin;
//---- drawing settings
IndicatorBuffers(2);
SetIndexBuffer(0,ExtMapBuffer0);
SetIndexBuffer(1,ExtMapBuffer);
if (Show_Bat) SetIndexStyle(1,DRAW_LINE);
else SetIndexStyle(1,DRAW_NONE);
SetIndexShift(1,Bat_Shift);
if (Show_MA) SetIndexStyle(0,DRAW_LINE);
else SetIndexStyle(0,DRAW_NONE);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
if(Bat_Period<2) Bat_Period=2;
draw_begin=Bat_Period-1;
//---- indicator short name
IndicatorShortName("Bat ("+Bat_Period+")");
// IndicatorShortName(short_name+BatMA_Period+")");
SetIndexDrawBegin(0,draw_begin);
//---- indicator buffers mapping
SetIndexLabel(0,"Bat");
SetIndexLabel(0,"MA");
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if(Bars<=Bat_Period) return(0);
ExtCountedBars=IndicatorCounted();
//---- check for possible errors
if (ExtCountedBars<0) return(-1);
if (ExtCountedBars>0) ExtCountedBars--;
//----
int limit=Bars-ExtCountedBars;
for(int i=limit; i>=0; i--)
ExtMapBuffer0[i]=iMA(NULL,0,MA_Period,0,MA_Method,MA_Price,i);
pr=MathSqrt(2.0/(1.0+Bat_Period));
BatMa(pr);
//---- done
return(0);
}
//+------------------------------------------------------------------+
//| Batterwort Moving Average //gaussian 2&3pole filter |
//+------------------------------------------------------------------+
void BatMa(double Kf)
{
double p=2.0/(Bat_Period+1);
double p1,p2,p3,p4;
int pos=Bars-2;
if(ExtCountedBars>2) pos=Bars-ExtCountedBars-1;
//---- main calculation loop
while(pos>=0)
{
if(pos==Bars-2) ExtMapBuffer[pos+1]=ExtMapBuffer0[pos+1];
if(!_3poleFilter)
{
p1=Kf*Kf;
p2=2.0*(1-Kf);
p3=(1-Kf)*(1-Kf);
ExtMapBuffer[pos]=p1*ExtMapBuffer0[pos]+p2*ExtMapBuffer[pos+1]-p3*ExtMapBuffer[pos+2];
}
else
{
p1=Kf*Kf*Kf;
p2=3.0*(1-Kf);
p3=3.0*(1-Kf)*(1-Kf);
p4=(1-Kf)*(1-Kf)*(1-Kf);
ExtMapBuffer[pos]=p1*ExtMapBuffer0[pos]+p2*ExtMapBuffer[pos+1]-p3*ExtMapBuffer[pos+2]+p4*ExtMapBuffer[pos+3];
}
pos--;
}
}
//+------------------------------------------------------------------+
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