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Требуется написать пользовательский форекс-индикатор на основе стандартного индикатора ZigZag для торговой платформы МТ5 с фильтрацией колен (граней) по их минимальной длине.
Пояснение: используя стандартный индикатор ZigZag для МТ5, добавить в его настройки функцию\опцию задания минимальной длины граней зигзага (чтобы индикатор игнорировал мелкие грани, а рисовал\отмечал только те грани, длина которых составляет не менее заданной длины). Индикатор должен фильтровать (сглаживать) мелкие незначительные ценовые волны и отмечать (строить) только крупные грани.
Минимальная длина грани зигзага зависит от средней величины N последних свечей (например, последних 10...100 свечей): берутся, к примеру, 50 последних свечей, определяются длины каждой (max-min) и вычисляется средняя величина этих 50 свечей. В дополнительных настройках зигзага трейдер должен будет указать число последних N свечей, а также минимальную длину грани зигзага, равную например трём средним длинам 50 последних свечей (это значит, что мин. длина грани должна быть не менее трёх средних величин\длин последних 50 свечей).
PS : я торгую ложные пробои локальных уровней в МТ5, образованных экстремумами индикатора ZigZag, рисующего зачастую слишком мелкие зигзаги, которые не годятся для моей ТС.
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