NonLagAMA - MetaTrader 4용 지표

//+------------------------------------------------------------------+
//|                                                    NonLagAMA.mq4 |
//|                      Copyright © 2008, MetaQuotes Software Corp. |
//|                                        https://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, MetaQuotes Software Corp."
#property link      "https://www.metaquotes.net/"

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_width1 2
#property indicator_color2 RoyalBlue
#property indicator_width2 2
#property indicator_color3 Red
#property indicator_width3 2
//---- input parameters
extern int     Price         =0;
extern int     Length        =25;
extern int     Displace      =0;
extern int     Filter        =0;
extern int     Color         =1;
extern int     ColorBarBack  =2;
extern double  Deviation     =0;
//----
double Cycle= 4;
//---- indicator buffers
double MABuffer[];
double UpBuffer[];
double DnBuffer[];
double price[];
double trend[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
  int init()
  {
   int ft=0;
   string short_name;
//---- indicator line
   IndicatorBuffers(5);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,MABuffer);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,UpBuffer);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexBuffer(2,DnBuffer);
   SetIndexBuffer(3,price);
   SetIndexBuffer(4,trend);
   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
   SetIndexArrow(0,159);
   SetIndexArrow(1,159);
   SetIndexArrow(2,159);
   SetIndexArrow(3,159);
//---- name for DataWindow and indicator subwindow label
   short_name="NonLagAma("+Length+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,"NLD");
   SetIndexLabel(1,"Up");
   SetIndexLabel(2,"Dn");
//----
   SetIndexShift(0,Displace);
   SetIndexShift(1,Displace);
   SetIndexShift(2,Displace);

   SetIndexDrawBegin(0,Length*Cycle+Length);
   SetIndexDrawBegin(1,Length*Cycle+Length);
   SetIndexDrawBegin(2,Length*Cycle+Length);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| NonLagMA_v4                                                      |
//+------------------------------------------------------------------+
int start()
  {
   int    i,shift, counted_bars=IndicatorCounted(),limit;
   double alfa, beta, t, Sum, Weight, step,g;
   double pi=3.1415926535;
//----
   double Coeff= 3*pi;
   int Phase=Length-1;
   double Len=Length*Cycle + Phase;
//----
   if(counted_bars > 0) limit=Bars-counted_bars;
   if(counted_bars < 0) return(0);
   if(counted_bars ==0) limit=Bars-Len-1;
   if(counted_bars < 1)
      for(i=1;i<Length*Cycle+Length;i++)
        {
         MABuffer[Bars-i]=0;
         UpBuffer[Bars-i]=0;
         DnBuffer[Bars-i]=0;
        }
   for(shift=limit;shift>=0;shift--)
     {
      Weight=0; Sum=0; t=0;
      for(i=0;i<=Len-1;i++)
        {
         g=1.0/(Coeff*t+1);
         if (t<=0.5)g=1;
         beta=MathCos(pi*t);
         alfa=g * beta;
         price[i]=iMA(NULL,0,1,0,MODE_SMA,Price,shift+i);
         Sum+=alfa*price[i];
         Weight+=alfa;
         if(t < 1)t+=1.0/(Phase-1);
         else if(t < Len-1) t+=(2*Cycle-1)/(Cycle*Length-1);
        }
      if (Weight > 0) MABuffer[shift]=(1.0+Deviation/100)*Sum/Weight;
      if (Filter>0)
        {
         if(MathAbs(MABuffer[shift]-MABuffer[shift+1]) < Filter*Point)MABuffer[shift]=MABuffer[shift+1];
        }
      if (Color>0)
        {
         trend[shift]=trend[shift+1];
         if (MABuffer[shift]-MABuffer[shift+1] > Filter*Point) trend[shift]= 1;
         if (MABuffer[shift+1]-MABuffer[shift] > Filter*Point) trend[shift]=-1;
         if (trend[shift]>0)
           {
            UpBuffer[shift]=MABuffer[shift];
            if (trend[shift+ColorBarBack]<0) UpBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack];
            DnBuffer[shift]=EMPTY_VALUE;
           }
         if (trend[shift]<0)
           {
            DnBuffer[shift]=MABuffer[shift];
            if (trend[shift+ColorBarBack]>0) DnBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack];
            UpBuffer[shift]=EMPTY_VALUE;
           }
        }
     }
   return(0);
  }
//+------------------------------------------------------------------+