Laguerre_v9

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//|                                  Copyright © 2009-2022, Laguerre |

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#property link      "https://t.me/ForexEaPremium"

#property version   "1.02"

#property strict



#property description "Laguerre - shows weighted trendline in a separate indicator window."



#property indicator_separate_window

#property indicator_buffers 1

#property indicator_type1  DRAW_LINE

#property indicator_color1 clrMagenta

#property indicator_level1 0.80

#property indicator_level2 0.50

#property indicator_level3 0.20

#property indicator_minimum 0

#property indicator_maximum 1



input double Gamma = 0.7;

input int CountBars = 950;



double Laguerre[];



void OnInit()

{

    SetIndexBuffer(0, Laguerre);

    IndicatorSetString(INDICATOR_SHORTNAME, "Laguerre");

}



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 = Bars - 1;

    if (i >= CountBars) i = CountBars - 1;



    double L0 = 0, L1 = 0, L2 = 0, L3 = 0, LRSI = 0;



    while (i >= 0)

    {

        double L0A = L0;

        double L1A = L1;

        double L2A = L2;

        double L3A = L3;

        

        L0 = (1 - Gamma) * Close[i] + Gamma * L0A;

        L1 = -Gamma * L0 + L0A + Gamma * L1A;

        L2 = -Gamma * L1 + L1A + Gamma * L2A;

        L3 = -Gamma * L2 + L2A + Gamma * L3A;



        double CU = 0;

        double CD = 0;



        if (L0 >= L1) CU = L0 - L1;

        else CD = L1 - L0;

        if (L1 >= L2) CU = CU + L1 - L2;

        else CD = CD + L2 - L1;

        if (L2 >= L3) CU = CU + L2 - L3;

        else CD = CD + L3 - L2;



        if (CU + CD != 0) LRSI = CU / (CU + CD);

        

        Laguerre[i] = LRSI;

        

        i--;

    }

    

    return rates_total;

}

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