laguerre_v1

//+------------------------------------------------------------------+
//|                                                     Laguerre.mq5 |
//|                             Copyright © 2010,   Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//--- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//--- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàí îäèí áóôåð
#property indicator_buffers 1
//--- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
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//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà               |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//--- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí Magenta öâåò
#property indicator_color1  clrMagenta
//+----------------------------------------------+
//| Ïàðàìåòðû îòîáðàæåíèÿ ãîðèçîíòàëüíûõ óðîâíåé |
//+----------------------------------------------+
#property indicator_level2 0.75
#property indicator_level3 0.45
#property indicator_level4 0.15
//--- â êà÷åñòâå öâåòà ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí ñèíèé öâåò
#property indicator_levelcolor clrBlue
//--- â ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí êîðîòêèé øòðèõ-ïóíêòèð
#property indicator_levelstyle STYLE_DASHDOTDOT
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//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input double gamma=0.7;
//+----------------------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêîãî ìàññèâà, êîòîðûé â äàëüíåéøåì
//--- áóäåò èñïîëüçîâàí â êà÷åñòâå èíäèêàòîðíîãî áóôåðà
double ExtLineBuffer[];
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
void OnInit()
  {
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=2;
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà ExtLineBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);
//--- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"Laguerre_PlusDi(",gamma,")");
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â Îêíå äàííûõ
   PlotIndexSetString(0,PLOT_LABEL,shortname);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//--- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                const int begin,          // íîìåð íà÷àëà äîñòîâåðíîãî îòñ÷åòà áàðîâ
                const double &price[])    // öåíîâîé ìàññèâ äëÿ ðàñ÷åòà èíäèêàòîðà
  {
//--- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(rates_total<min_rates_total) return(0);
//--- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int first,bar;
   double L0,L1,L2,L3,L0A,L1A,L2A,L3A,LRSI=0,CU,CD;
//--- îáúÿâëåíèÿ ñòàòè÷åñêèõ ïåðåìåííûõ äëÿ õðàíåíèÿ äåéñòâèòåëüíûõ çíà÷åíèé êîýôèöèåíòîâ
   static double L0_,L1_,L2_,L3_,L0A_,L1A_,L2A_,L3A_;
//--- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      first=begin; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      //--- ñòàðòîâàÿ èíèöèàëèçàöèÿ ðàñ÷åòíûõ êîýôôèöèåíòîâ
      L0_ = price[first];
      L1_ = price[first];
      L2_ = price[first];
      L3_ = price[first];
      L0A_ = price[first];
      L1A_ = price[first];
      L2A_ = price[first];
      L3A_ = price[first];
     }
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//--- âîññòàíàâëèâàåì çíà÷åíèÿ ïåðåìåííûõ
   L0 = L0_;
   L1 = L1_;
   L2 = L2_;
   L3 = L3_;
   L0A = L0A_;
   L1A = L1A_;
   L2A = L2A_;
   L3A = L3A_;
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total; bar++)
     {
      //--- çàïîìèíàåì çíà÷åíèÿ ïåðåìåííûõ ïåðåä ïðîãîíàìè íà òåêóùåì áàðå
      if(rates_total!=prev_calculated && bar==rates_total-1)
        {
         L0_ = L0;
         L1_ = L1;
         L2_ = L2;
         L3_ = L3;
         L0A_ = L0A;
         L1A_ = L1A;
         L2A_ = L2A;
         L3A_ = L3A;
        }
      //---
      L0A = L0;
      L1A = L1;
      L2A = L2;
      L3A = L3;
      //---
      L0 = (1 - gamma) * price[bar] + gamma * L0A;
      L1 = - gamma * L0 + L0A + gamma * L1A;
      L2 = - gamma * L1 + L1A + gamma * L2A;
      L3 = - gamma * L2 + L2A + gamma * L3A;
      //---
      CU = 0;
      CD = 0;
      //--- 
      if(L0 >= L1) CU  = L0 - L1; else CD  = L1 - L0;
      if(L1 >= L2) CU += L1 - L2; else CD += L2 - L1;
      if(L2 >= L3) CU += L2 - L3; else CD += L3 - L2;
      //---
      if(CU+CD!=0) LRSI=CU/(CU+CD);
      //--- èíèöèàëèçàöèÿ ÿ÷åéêè èíäèêàòîðíîãî áóôåðà ïîëó÷åííûì çíà÷åíèåì LRSI
      ExtLineBuffer[bar]=LRSI;
     }
//---     
   return(rates_total);
  }
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