Cauchy_difference_YTG

ÿþ//+------------------------------------------------------------------+

//|                                            Cauchy difference.mq5 |

//|                                                     Yuriy Tokman |

//|                                                http://ytg.com.ua |

//+------------------------------------------------------------------+

#property copyright "Yuriy Tokman"

#property link      "http://ytg.com.ua"

#property version   "1.00"

#property indicator_separate_window



#property indicator_buffers 1

#property indicator_plots   1

#property indicator_width1   2

#property indicator_type1   DRAW_HISTOGRAM

#property indicator_color1  clrDarkViolet

//--- input parameters

input int            YMA_Period=5;

input int            GMA_Period=12;

//--- indicator buffers

double Buffer[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

   SetIndexBuffer(0,Buffer);

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,MathMax(YMA_Period,GMA_Period));

   string short_name="Cauchy difference YTG";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//---

   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[])

  {

//----

   int i,limit;

//--- check for rates

   if(rates_total<MathMax(YMA_Period,GMA_Period)) return(0);

//--- preliminary calculations

   if(prev_calculated==0)limit=MathMax(YMA_Period,GMA_Period);

   else limit=prev_calculated-1;

//--- the main loop of calculations

   for(i=limit;i<rates_total && !IsStopped();i++)

     {

      double MA = ma (open,high,low,close,i);

      double MG = mg (open,high,low,close,i);

      Buffer[i] = MA - MG;

     }

 //----

   return(rates_total);

  }

//+------------------------------------------------------------------+

 double mg (const double &o[],const double &h[],const double &l[],const double &c[],int _i)

  {

   double res =1;

   for(int j=_i;j>_i-GMA_Period && j>0;j--)

   res *= (c[j]+o[j]+h[j]+l[j])/4.0;

   return(MathPow(res,1.0/GMA_Period));  

  }

 double ma (const double &o[],const double &h[],const double &l[],const double &c[],int _i)

  {

   double res =1;

   for(int j=_i;j>_i-YMA_Period && j>0;j--)

   res += (c[j]+o[j]+h[j]+l[j])/4.0;

   return(res/YMA_Period);  

  }