//+------------------------------------------------------------------+ //| Laguerre Filter.mq5 | //| | //| Laguerre Filter | //| | //| Algorithm taken from book | //| "Cybernetics Analysis for Stock and Futures" | //| by John F. Ehlers | //| | //| contact@mqlsoft.com | //| http://www.mqlsoft.com/ | //+------------------------------------------------------------------+ //---- author of the indicator #property copyright "Coded by Witold Wozniak" //---- author of the indicator #property link "www.mqlsoft.com" //---- indicator version #property version "1.00" //---- drawing the indicator in the main window #property indicator_chart_window //---- two buffers are used for calculation and drawing the indicator #property indicator_buffers 2 //---- only two plots are used #property indicator_plots 2 //+----------------------------------------------+ //| Indicator 1 drawing parameters | //+----------------------------------------------+ //---- drawing indicator 1 as a line #property indicator_type1 DRAW_LINE //---- red color is used for the indicator line #property indicator_color1 Red //---- the indicator 1 line is a continuous curve #property indicator_style1 STYLE_SOLID //---- indicator 1 line width is equal to 1 #property indicator_width1 1 //---- displaying the indicator line label #property indicator_label1 "Laguerre Filter" //+----------------------------------------------+ //| Indicator 2 drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 2 as a line #property indicator_type2 DRAW_LINE //---- blue color is used for the indicator line #property indicator_color2 Blue //---- the indicator 2 line is a continuous curve #property indicator_style2 STYLE_SOLID //---- indicator 2 line width is equal to 1 #property indicator_width2 1 //---- displaying the indicator line label #property indicator_label2 "FIR" //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input double Gamma=0.7; // Indicator ratio input int Shift=0; // Horizontal shift of the indicator in bars //+----------------------------------------------+ //---- declaration of the integer variables for the start of data calculation int min_rates_total; //---- declaration of dynamic arrays that //---- will be used as ring buffers double LaguerreBuffer[],FirBuffer[]; //+------------------------------------------------------------------+ //| Getting the average from the price time series | //+------------------------------------------------------------------+ double Get_Price(const double &High[],const double &Low[],int bar) { //---- return((High[bar]+Low[bar])/2); } //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- initialization of variables of the start of data calculation min_rates_total=4; //---- set LaguerreBuffer[] dynamic array as an indicator buffer SetIndexBuffer(0,LaguerreBuffer,INDICATOR_DATA); //---- shifting the indicator 1 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 1 by min_rates_total PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- set FirBuffer[] dynamic array as an indicator buffer SetIndexBuffer(1,FirBuffer,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(1,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 2 by min_rates_total PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- initializations of a variable for the indicator short name string shortname; StringConcatenate(shortname,"Laguerre Filter(",DoubleToString(Gamma,4),", ",Shift,")"); //---- creation of the name to be displayed in a separate sub-window and in a tooltip IndicatorSetString(INDICATOR_SHORTNAME,shortname); //---- determination of accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //---- } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// number of bars calculated at previous call const datetime &time[], const double &open[], const double& high[], // price array of maximums of price for the indicator calculation const double& low[], // price array of minimums of price for the indicator calculation const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //---- checking the number of bars to be enough for the calculation if(rates_totalrates_total || prev_calculated<=0) // checking for the first start of the indicator calculation first=0; // starting index for calculation of all bars else first=prev_calculated-1; // starting index for calculation of new bars //---- restore values of the variables L0 = L0_; L1 = L1_; L2 = L2_; L3 = L3_; L0A = L0A_; L1A = L1A_; L2A = L2A_; L3A = L3A_; //---- main indicator calculation loop for(bar=first; barmin_rates_total) { LaguerreBuffer[bar]=(L0+2.0*L1+2.0*L2+L3)/6.0; FirBuffer[bar]= ( Get_Price(high,low,bar) +2.0*Get_Price(high,low,bar-1) +2.0*Get_Price(high,low,bar-2) +Get_Price(high,low,bar-3) ) /6.0; } else { L0_=Get_Price(high,low,bar); L1_ = L0_; L2_ = L0_; L3_ = L0_; LaguerreBuffer[bar]=L0_; } } //---- return(rates_total); } //+------------------------------------------------------------------+