Sem Laguerre

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//|                                  Áîëüøàÿ Êîëëåêöèÿ Ñåìàôîðîâ.mq4 |
//+------------------------------------------------------------------+
#property copyright "Ñåðãååâ Àëåêñåé (ñ) 2007"

#property indicator_separate_window
#property indicator_level2 0.75
#property indicator_level3 0.45
#property indicator_level4 0.15
#property indicator_buffers 3
#property indicator_color1 Red
#property indicator_color2 Crimson
#property indicator_color3 LimeGreen
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_style1 STYLE_SOLID
#property indicator_style2 STYLE_SOLID
#property indicator_style3 STYLE_SOLID
//---- input parameters
extern double gamma=0.7;
extern int CountBars=10000;

double L0 = 0;
double L1 = 0;
double L2 = 0;
double L3 = 0;
double L0A = 0;
double L1A = 0;
double L2A = 0;
double L3A = 0;
double LRSI = 0;
double CU = 0;
double CD = 0;

double val[];
double Buy[];
double Sell[];

int init()
{
	SetIndexBuffer(0,val);SetIndexDrawBegin(0,Bars-CountBars);
	SetIndexStyle(1,DRAW_HISTOGRAM);	SetIndexBuffer(1,Sell);
	SetIndexStyle(2,DRAW_HISTOGRAM);	SetIndexBuffer(2,Buy);
	IndicatorShortName("Laguerre("+DoubleToStr(gamma,2)+")");
	return(0);
}

int deinit()  {   return(0);  }

int start()
{
	int i=CountBars-1;
	while(i>=0)
	{
		L0A = L0;
		L1A = L1;
		L2A = L2;
		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;

		CU = 0;
		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);
		val[i] = LRSI;
		i--;
	}
	bool b=false, s=false;
	for (i=CountBars-2; i>=0; i--) 
	{
		Buy[i]=0.0; Sell[i]=0.0;
		if (val[i]<val[i+1]) { Sell[i] = val[i]; b=false; s=true; } //ïðîäàåì
		else
			if (val[i]>val[i+1]) { Buy[i] = val[i]; b=true; s=false;}//ïîêóïàåì
			else 
			{
				if (b) Buy[i]=val[i];
				if (s) Sell[i]=val[i];
			}
	}
	
	return(0);
}
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