Laguerre filter - ng

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Laguerre filter - no gamma"

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "Laguerre filter"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrMediumSeaGreen,clrCrimson

#property indicator_width1  2

//--- input parameters

input double             inpPeriod = 14;          // Period

input ENUM_APPLIED_PRICE inpPrice  = PRICE_CLOSE; // Price

//--- indicator buffers

double val[],valc[];

//+------------------------------------------------------------------+ 

//| Custom indicator initialization function                         | 

//+------------------------------------------------------------------+ 

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"Laguerre filter -ng ("+(string)inpPeriod+")");

//---

   return (INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator de-initialization function                      |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

   int i=(int)MathMax(prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)

   {

      val[i]=iLaGuerreFil(getPrice(inpPrice,open,close,high,low,i),inpPeriod,i);

      valc[i]=(i>0) ?(val[i]>val[i-1]) ? 1 :(val[i]<val[i-1]) ? 2 : valc[i-1]: 0;

   }

   return(i);

  }

//+------------------------------------------------------------------+

//| Custom functions                                                 |

//+------------------------------------------------------------------+

#define _lagFilInstances 1

#define _lagFilInstancesSize 4

#define _lagFilRingSize 6

double workLagFil[_lagFilRingSize][_lagFilInstances*_lagFilInstancesSize];

double iLaGuerreFil(double price, double period, int i, int instance=0)

{

   int _indC = (i)%_lagFilRingSize;

   int _inst = instance*_lagFilInstancesSize;



      //

      //---

      //



      if (i>0 && period>1)

      {      

         int    _indP  = (i-1)%_lagFilRingSize;

         double _gamma = 1.0 - 10.0/(period+9.0);

            workLagFil[_indC][_inst  ] =  price                      + _gamma*(workLagFil[_indP][_inst  ] - price                     );

            workLagFil[_indC][_inst+1] =  workLagFil[_indP][_inst  ] + _gamma*(workLagFil[_indP][_inst+1] - workLagFil[_indC][_inst  ]);

            workLagFil[_indC][_inst+2] =  workLagFil[_indP][_inst+1] + _gamma*(workLagFil[_indP][_inst+2] - workLagFil[_indC][_inst+1]);

            workLagFil[_indC][_inst+3] =  workLagFil[_indP][_inst+2] + _gamma*(workLagFil[_indP][_inst+3] - workLagFil[_indC][_inst+2]);

      }

      else for (int k=0; k<_lagFilInstancesSize; k++) workLagFil[_indC][_inst+k]=price;



      //

      //---

      //



   return((workLagFil[_indC][_inst]+2.0*workLagFil[_indC][_inst+1]+2.0*workLagFil[_indC][_inst+2]+workLagFil[_indC][_inst+3])/6.0);

}

//

//---

//

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i)

  {

   if(i>=0)

      switch(tprice)

        {

         case PRICE_CLOSE:     return(close[i]);

         case PRICE_OPEN:      return(open[i]);

         case PRICE_HIGH:      return(high[i]);

         case PRICE_LOW:       return(low[i]);

         case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

         case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

         case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

        }

   return(0);

  }

//+------------------------------------------------------------------+