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Piyasalarda fiyatın türevinin sinüzoidi gözlemlenir ve korunur, ancak fiziksel kurallara göre değildir.
 

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Ticaret, otomatik ticaret sistemleri ve ticaret stratejilerinin test edilmesi hakkında forum

Göstergeler: volatilite_Bar

Igor Makanu , 2020.01.07 15:32

https://www.mql5.com/ru/code/9869

 //+------------------------------------------------------------------+
//| возвращает запрашиваемый фильтр с разной степенью сглаживания    |
//+------------------------------------------------------------------+
double SP( int i)
  {
//----
   double res;
   switch (SmoothPower)
    {
     case 1 :
res=
   0.2926875484300 *B1[i]
+ 0.2698679548204 *B1[i+ 1 ]
+ 0.2277786802786 *B1[i+ 2 ]
+ 0.1726588586020 *B1[i+ 3 ]
+ 0.1124127695806 *B1[i+ 4 ]
+ 0.0550645669333 *B1[i+ 5 ]
+ 0.00733791069745 *B1[i+ 6 ]
- 0.02637426808863 *B1[i+ 7 ]
- 0.0445334647733 *B1[i+ 8 ]
- 0.0483673837716 *B1[i+ 9 ]
- 0.0412219004631 *B1[i+ 10 ]
- 0.02759007317598 *B1[i+ 11 ]
- 0.01206738017651 *B1[i+ 12 ]
+ 0.001567315986223 *B1[i+ 13 ]
+ 0.01094916192054 *B1[i+ 14 ]
+ 0.01530469318242 *B1[i+ 15 ]
+ 0.01532526278128 *B1[i+ 16 ]
+ 0.01296015381098 *B1[i+ 17 ]
+ 0.01157140552294 *B1[i+ 18 ]
- 0.00533181209765 *B1[i+ 19 ]; break ;

       case 2 :
res=
   0.2447098565978 *B1[i]
+ 0.2313977400697 *B1[i+ 1 ]
+ 0.2061379694732 *B1[i+ 2 ]
+ 0.1716623034064 *B1[i+ 3 ]
+ 0.1314690790360 *B1[i+ 4 ]
+ 0.0895038754956 *B1[i+ 5 ]
+ 0.0496009165125 *B1[i+ 6 ]
+ 0.01502270569607 *B1[i+ 7 ]
- 0.01188033734430 *B1[i+ 8 ]
- 0.02989873856137 *B1[i+ 9 ]
- 0.0389896710490 *B1[i+ 10 ]
- 0.0401411362639 *B1[i+ 11 ]
- 0.0351196808580 *B1[i+ 12 ]
- 0.02611613850342 *B1[i+ 13 ]
- 0.01539056955666 *B1[i+ 14 ]
- 0.00495353651394 *B1[i+ 15 ]
+ 0.00368588764825 *B1[i+ 16 ]
+ 0.00963614049782 *B1[i+ 17 ]
+ 0.01265138888314 *B1[i+ 18 ]
+ 0.01307496106868 *B1[i+ 19 ]
+ 0.01169702291063 *B1[i+ 20 ]
+ 0.00974841844086 *B1[i+ 21 ]
+ 0.00898900012545 *B1[i+ 22 ]
- 0.00649745721156 *B1[i+ 23 ]; break ;

       case 3 :
res=
   0.2101888714743 *B1[i]
+ 0.2017361306871 *B1[i+ 1 ]
+ 0.1854987469779 *B1[i+ 2 ]
+ 0.1627557943437 *B1[i+ 3 ]
+ 0.1352455218956 *B1[i+ 4 ]
+ 0.1049955517302 *B1[i+ 5 ]
+ 0.0741580960823 *B1[i+ 6 ]
+ 0.0448262586090 *B1[i+ 7 ]
+ 0.01870440453637 *B1[i+ 8 ]
- 0.002814841280245 *B1[i+ 9 ]
- 0.01891352345654 *B1[i+ 10 ]
- 0.02929206622741 *B1[i+ 11 ]
- 0.0341888300133 *B1[i+ 12 ]
- 0.0342703255777 *B1[i+ 13 ]
- 0.03055656616909 *B1[i+ 14 ]
- 0.02422648959598 *B1[i+ 15 ]
- 0.01651476470542 *B1[i+ 16 ]
- 0.00857503584404 *B1[i+ 17 ]
- 0.001351831295525 *B1[i+ 18 ]
+ 0.00448511071596 *B1[i+ 19 ]
+ 0.00855374511399 *B1[i+ 20 ]
+ 0.01076725654789 *B1[i+ 21 ]
+ 0.01131091969998 *B1[i+ 22 ]
+ 0.01057394212462 *B1[i+ 23 ]
+ 0.00912947281517 *B1[i+ 24 ]
+ 0.00771484446233 *B1[i+ 25 ]
+ 0.00732318993223 *B1[i+ 26 ]
- 0.00726358358348 *B1[i+ 27 ]; break ;

       case 4 :
res=
   0.1841600001487 *B1[i]
+ 0.1784754786728 *B1[i+ 1 ]
+ 0.1674508960246 *B1[i+ 2 ]
+ 0.1517504699970 *B1[i+ 3 ]
+ 0.1323034848757 *B1[i+ 4 ]
+ 0.1102401824660 *B1[i+ 5 ]
+ 0.0867964146007 *B1[i+ 6 ]
+ 0.0632389269284 *B1[i+ 7 ]
+ 0.0407389647190 *B1[i+ 8 ]
+ 0.02035075474450 *B1[i+ 9 ]
+ 0.002915227087755 *B1[i+ 10 ]
- 0.01100443994875 *B1[i+ 11 ]
- 0.02116075293157 *B1[i+ 12 ]
- 0.02747786871251 *B1[i+ 13 ]
- 0.03024034479978 *B1[i+ 14 ]
- 0.02988490637108 *B1[i+ 15 ]
- 0.02702558542347 *B1[i+ 16 ]
- 0.02236077351054 *B1[i+ 17 ]
- 0.01662176948519 *B1[i+ 18 ]
- 0.01050105629699 *B1[i+ 19 ]
- 0.00460605501191 *B1[i+ 20 ]
+ 0.000582766458037 *B1[i+ 21 ]
+ 0.00473324688655 *B1[i+ 22 ]
+ 0.00766855376673 *B1[i+ 23 ]
+ 0.00936273985238 *B1[i+ 24 ]
+ 0.00991966879705 *B1[i+ 25 ]
+ 0.00955690928799 *B1[i+ 26 ]
+ 0.00857195408578 *B1[i+ 27 ]
+ 0.00734849040305 *B1[i+ 28 ]
+ 0.00634910972836 *B1[i+ 29 ]
+ 0.00617002099346 *B1[i+ 30 ]
- 0.00780070803276 *B1[i+ 31 ]; break ;

       case 5 :
res=
   0.1638504429550 *B1[i]
+ 0.1598485090620 *B1[i+ 1 ]
+ 0.1520285056667 *B1[i+ 2 ]
+ 0.1407759621461 *B1[i+ 3 ]
+ 0.1266145946036 *B1[i+ 4 ]
+ 0.1101999467868 *B1[i+ 5 ]
+ 0.0922810246421 *B1[i+ 6 ]
+ 0.0736414430377 *B1[i+ 7 ]
+ 0.0550613836268 *B1[i+ 8 ]
+ 0.0372780690048 *B1[i+ 9 ]
+ 0.02094281812508 *B1[i+ 10 ]
+ 0.00658930585105 *B1[i+ 11 ]
- 0.00538855535197 *B1[i+ 12 ]
- 0.01474498292814 *B1[i+ 13 ]
- 0.02139199173398 *B1[i+ 14 ]
- 0.02541417253316 *B1[i+ 15 ]
- 0.02702341057229 *B1[i+ 16 ]
- 0.02647614727071 *B1[i+ 17 ]
- 0.02421775125345 *B1[i+ 18 ]
- 0.02065411010395 *B1[i+ 19 ]
- 0.01625074823286 *B1[i+ 20 ]
- 0.01145130552469 *B1[i+ 21 ]
- 0.00665356586398 *B1[i+ 22 ]
- 0.002196710270528 *B1[i+ 23 ]
+ 0.001656596678561 *B1[i+ 24 ]
+ 0.00473296009497 *B1[i+ 25 ]
+ 0.00694308970535 *B1[i+ 26 ]
+ 0.00827947138512 *B1[i+ 27 ]
+ 0.00880879507493 *B1[i+ 28 ]
+ 0.00865791955067 *B1[i+ 29 ]
+ 0.00800414344065 *B1[i+ 30 ]
+ 0.00706330074106 *B1[i+ 31 ]
+ 0.00608814048308 *B1[i+ 32 ]
+ 0.00538380036114 *B1[i+ 33 ]
+ 0.00532891349043 *B1[i+ 34 ]
- 0.00819568487412 *B1[i+ 35 ]; break ;

       case 6 :
res=
   0.1475657670368 *B1[i]
+ 0.1446405411673 *B1[i+ 1 ]
+ 0.1389042575727 *B1[i+ 2 ]
+ 0.1305751002746 *B1[i+ 3 ]
+ 0.1199864911731 *B1[i+ 4 ]
+ 0.1075255410806 *B1[i+ 5 ]
+ 0.0936615730647 *B1[i+ 6 ]
+ 0.0788949093050 *B1[i+ 7 ]
+ 0.0637465101034 *B1[i+ 8 ]
+ 0.0487276238639 *B1[i+ 9 ]
+ 0.0343174315294 *B1[i+ 10 ]
+ 0.02094370638877 *B1[i+ 11 ]
+ 0.00896531966221 *B1[i+ 12 ]
- 0.001341999129024 *B1[i+ 13 ]
- 0.00978712653663 *B1[i+ 14 ]
- 0.01627791183058 *B1[i+ 15 ]
- 0.02080151436502 *B1[i+ 16 ]
- 0.02343895781894 *B1[i+ 17 ]
- 0.02435214700067 *B1[i+ 18 ]
- 0.02376786389147 *B1[i+ 19 ]
- 0.02193912806308 *B1[i+ 20 ]
- 0.01912053352973 *B1[i+ 21 ]
- 0.01567028095913 *B1[i+ 22 ]
- 0.01183273845729 *B1[i+ 23 ]
- 0.00790611190014 *B1[i+ 24 ]
- 0.00412385952442 *B1[i+ 25 ]
- 0.000685399211775 *B1[i+ 26 ]
+ 0.002260911767506 *B1[i+ 27 ]
+ 0.00461801537249 *B1[i+ 28 ]
+ 0.00633741616229 *B1[i+ 29 ]
+ 0.00741961543986 *B1[i+ 30 ]
+ 0.00790789206069 *B1[i+ 31 ]
+ 0.00788111695823 *B1[i+ 32 ]
+ 0.00745129870298 *B1[i+ 33 ]
+ 0.00674985662064 *B1[i+ 34 ]
+ 0.00593128562366 *B1[i+ 35 ]
+ 0.00517071741994 *B1[i+ 36 ]
+ 0.00467211882117 *B1[i+ 37 ]
+ 0.00468906740665 *B1[i+ 38 ]
- 0.00849851236070 *B1[i+ 39 ]; break ;

       case 7 :
res=
   0.1342157583828 *B1[i]
+ 0.1320168704847 *B1[i+ 1 ]
+ 0.1276873471586 *B1[i+ 2 ]
+ 0.1213643729739 *B1[i+ 3 ]
+ 0.1132520713460 *B1[i+ 4 ]
+ 0.1036083698498 *B1[i+ 5 ]
+ 0.0927280425508 *B1[i+ 6 ]
+ 0.0809406915977 *B1[i+ 7 ]
+ 0.0686105258715 *B1[i+ 8 ]
+ 0.0560701395588 *B1[i+ 9 ]
+ 0.0436869941553 *B1[i+ 10 ]
+ 0.0317716835118 *B1[i+ 11 ]
+ 0.02062340027452 *B1[i+ 12 ]
+ 0.01049287508919 *B1[i+ 13 ]
+ 0.001578073235404 *B1[i+ 14 ]
- 0.00597507422440 *B1[i+ 15 ]
- 0.01207707288043 *B1[i+ 16 ]
- 0.01669798399142 *B1[i+ 17 ]
- 0.01986198555101 *B1[i+ 18 ]
- 0.02164119825031 *B1[i+ 19 ]
- 0.02215230961811 *B1[i+ 20 ]
- 0.02155191142867 *B1[i+ 21 ]
- 0.02002808597329 *B1[i+ 22 ]
- 0.01778220203770 *B1[i+ 23 ]
- 0.01500325973440 *B1[i+ 24 ]
- 0.01187583268349 *B1[i+ 25 ]
- 0.00865026821576 *B1[i+ 26 ]
- 0.00543510816909 *B1[i+ 27 ]
- 0.002420531056597 *B1[i+ 28 ]
+ 0.0002889057085442 *B1[i+ 29 ]
+ 0.002599652575601 *B1[i+ 30 ]
+ 0.00445344386830 *B1[i+ 31 ]
+ 0.00582556501823 *B1[i+ 32 ]
+ 0.00671941035514 *B1[i+ 33 ]
+ 0.00716358274204 *B1[i+ 34 ]
+ 0.00721108593431 *B1[i+ 35 ]
+ 0.00693382886173 *B1[i+ 36 ]
+ 0.00641737976071 *B1[i+ 37 ]
+ 0.00576046002138 *B1[i+ 38 ]
+ 0.00507417448638 *B1[i+ 39 ]
+ 0.00448195239124 *B1[i+ 40 ]
+ 0.00412727462648 *B1[i+ 41 ]
+ 0.00418669196944 *B1[i+ 42 ]
- 0.00873780054566 *B1[i+ 43 ]; break ;

       case 8 :
res=
   0.1230811432921 *B1[i]
+ 0.1213830265980 *B1[i+ 1 ]
+ 0.1180348688628 *B1[i+ 2 ]
+ 0.1131248477390 *B1[i+ 3 ]
+ 0.1067888736447 *B1[i+ 4 ]
+ 0.0991886630563 *B1[i+ 5 ]
+ 0.0905283970643 *B1[i+ 6 ]
+ 0.0810323992972 *B1[i+ 7 ]
+ 0.0709406523601 *B1[i+ 8 ]
+ 0.0605028783409 *B1[i+ 9 ]
+ 0.0499660517196 *B1[i+ 10 ]
+ 0.0395768971912 *B1[i+ 11 ]
+ 0.02956612933181 *B1[i+ 12 ]
+ 0.02012982828450 *B1[i+ 13 ]
+ 0.01146221166452 *B1[i+ 14 ]
+ 0.00369983285522 *B1[i+ 15 ]
- 0.003038977187834 *B1[i+ 16 ]
- 0.00868021984873 *B1[i+ 17 ]
- 0.01318508621117 *B1[i+ 18 ]
- 0.01655096644715 *B1[i+ 19 ]
- 0.01881253249101 *B1[i+ 20 ]
- 0.02003063357865 *B1[i+ 21 ]
- 0.02029727780544 *B1[i+ 22 ]
- 0.01972188576919 *B1[i+ 23 ]
- 0.01843477354910 *B1[i+ 24 ]
- 0.01658081992154 *B1[i+ 25 ]
- 0.01430671529886 *B1[i+ 26 ]
- 0.01175302972849 *B1[i+ 27 ]
- 0.00904320119485 *B1[i+ 28 ]
- 0.00630514721661 *B1[i+ 29 ]
- 0.00369357675439 *B1[i+ 30 ]
- 0.001242693518572 *B1[i+ 31 ]
+ 0.000926258391563 *B1[i+ 32 ]
+ 0.002776968147451 *B1[i+ 33 ]
+ 0.00426926013496 *B1[i+ 34 ]
+ 0.00538851571708 *B1[i+ 35 ]
+ 0.00613947934547 *B1[i+ 36 ]
+ 0.00654179765073 *B1[i+ 37 ]
+ 0.00663281051554 *B1[i+ 38 ]
+ 0.00645954126814 *B1[i+ 39 ]
+ 0.00608069576729 *B1[i+ 40 ]
+ 0.00556313321406 *B1[i+ 41 ]
+ 0.00497954512068 *B1[i+ 42 ]
+ 0.00441241979276 *B1[i+ 43 ]
+ 0.00395101867555 *B1[i+ 44 ]
+ 0.00369891645504 *B1[i+ 45 ]
+ 0.00378072162625 *B1[i+ 46 ]
- 0.00893024660315 *B1[i+ 47 ]; break ;

       case 9 :
res=
   0.1136491141667 *B1[i]
+ 0.1123130870080 *B1[i+ 1 ]
+ 0.1096691394261 *B1[i+ 2 ]
+ 0.1057837207790 *B1[i+ 3 ]
+ 0.1007420961698 *B1[i+ 4 ]
+ 0.0946599675379 *B1[i+ 5 ]
+ 0.0876755484183 *B1[i+ 6 ]
+ 0.0799429655454 *B1[i+ 7 ]
+ 0.0716292336416 *B1[i+ 8 ]
+ 0.0629123835413 *B1[i+ 9 ]
+ 0.0539767262326 *B1[i+ 10 ]
+ 0.0450048491714 *B1[i+ 11 ]
+ 0.0361703734359 *B1[i+ 12 ]
+ 0.02763520549089 *B1[i+ 13 ]
+ 0.01955011451800 *B1[i+ 14 ]
+ 0.01205357915205 *B1[i+ 15 ]
+ 0.00525211553366 *B1[i+ 16 ]
- 0.000770477101024 *B1[i+ 17 ]
- 0.00593916191975 *B1[i+ 18 ]
- 0.01022805895137 *B1[i+ 19 ]
- 0.01361544672818 *B1[i+ 20 ]
- 0.01611640231317 *B1[i+ 21 ]
- 0.01776260795296 *B1[i+ 22 ]
- 0.01860554342447 *B1[i+ 23 ]
- 0.01871505916941 *B1[i+ 24 ]
- 0.01817487448682 *B1[i+ 25 ]
- 0.01707856129273 *B1[i+ 26 ]
- 0.01552770218471 *B1[i+ 27 ]
- 0.01362988259084 *B1[i+ 28 ]
- 0.01149332680480 *B1[i+ 29 ]
- 0.00921892385382 *B1[i+ 30 ]
- 0.00689459719023 *B1[i+ 31 ]
- 0.00459651305691 *B1[i+ 32 ]
- 0.002411870743968 *B1[i+ 33 ]
- 0.000431732873329 *B1[i+ 34 ]
+ 0.001353807064687 *B1[i+ 35 ]
+ 0.002857282707287 *B1[i+ 36 ]
+ 0.00408190921586 *B1[i+ 37 ]
+ 0.00501143566228 *B1[i+ 38 ]
+ 0.00565074521587 *B1[i+ 39 ]
+ 0.00601564306030 *B1[i+ 40 ]
+ 0.00613066979989 *B1[i+ 41 ]
+ 0.00602923574050 *B1[i+ 42 ]
+ 0.00575258932729 *B1[i+ 43 ]
+ 0.00534744169195 *B1[i+ 44 ]
+ 0.00486457915178 *B1[i+ 45 ]
+ 0.00435951288835 *B1[i+ 46 ]
+ 0.00389329662905 *B1[i+ 47 ]
+ 0.00353234960893 *B1[i+ 48 ]
+ 0.00335331131328 *B1[i+ 49 ]
+ 0.00344636014208 *B1[i+ 50 ]
- 0.00908964634931 *B1[i+ 51 ]; break ;

       default :
res=
   0.363644232288 *B1[i]
+ 0.319961361319 *B1[i+ 1 ]
+ 0.2429021537279 *B1[i+ 2 ]
+ 0.1499479402208 *B1[i+ 3 ]
+ 0.0606476023757 *B1[i+ 4 ]
- 0.00876136797274 *B1[i+ 5 ]
- 0.0492967601969 *B1[i+ 6 ]
- 0.0606402244647 *B1[i+ 7 ]
- 0.0496978153976 *B1[i+ 8 ]
- 0.02724932305397 *B1[i+ 9 ]
- 0.00400372352396 *B1[i+ 10 ]
+ 0.01244416185618 *B1[i+ 11 ]
+ 0.01927941647120 *B1[i+ 12 ]
+ 0.01821767237980 *B1[i+ 13 ]
+ 0.01598780862402 *B1[i+ 14 ]
- 0.00338313465225 *B1[i+ 15 ];
    
    }
   return (res);
//----    
  }

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