//+------------------------------------------------------------------+
//| AIS 2nd derivative.mq5 |
//| Aleksej1966 |
//| https://www.mql5.com/ru/users/aleksej1966 |
//+------------------------------------------------------------------+
#property copyright "Aleksej1966"
#property link "https://www.mql5.com/ru/users/aleksej1966"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_label1 "2nd derivative"
#property indicator_color1 clrBlue
#property indicator_width1 1
#property indicator_style1 STYLE_SOLID
input ushort iPeriod=14;
double buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,buffer,INDICATOR_DATA);
ArraySetAsSeries(buffer,true);
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
PlotIndexSetInteger(0,PLOT_SHIFT,1);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//---
if(rates_total>prev_calculated)
{
ArraySetAsSeries(open,true);
int bars=prev_calculated>0? rates_total-prev_calculated-1:rates_total-2*iPeriod-2;
for(int i=bars; i>=0; i--)
{
double sum=0;
for(int j=0; j<iPeriod; j++)
sum=sum+2*open[i+j]-open[i+2*j+1];
buffer[i]=sum/iPeriod;
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
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