forecast_osc-30M

//+------------------------------------------------------------------+
//|                                                 forecast osc.mq4 |
//|                Copyright © 2005, Nick Bilak, beluck[AT]gmail.com |
//|                                    http://metatrader.50webs.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Nick Bilak"
#property link      "http://metatrader.50webs.com/"
//----
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_level1 0
#property indicator_color1 SteelBlue
#property indicator_color2 Red
#property indicator_color3 White
#property indicator_color4 White
//---- input parameters
extern int       regress=15;
extern int       t3=3;
extern double    b=0.7;
//---- buffers
double osc[];
double osct3[];
double hiSig[];
double loSig[];
//----
int shift,limit,length;
double b2,b3,c1,c2,c3,c4,w1,w2,n,WT,forecastosc,t3_fosc,sum,e1,e2,e3,e4,e5,e6,tmp,tmp2;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
//---- SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,osc);
   SetIndexEmptyValue(0,0);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,osct3);
   SetIndexStyle(2,DRAW_ARROW);
   SetIndexBuffer(2,hiSig);
   SetIndexEmptyValue(2,EMPTY_VALUE);
   SetIndexArrow(2,159);
   SetIndexStyle(3,DRAW_ARROW);
   SetIndexBuffer(3,loSig);
   SetIndexEmptyValue(3,EMPTY_VALUE);
   SetIndexArrow(3,159);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int counted_bars=IndicatorCounted();
//----
   if (counted_bars<0) return(-1);
   if (counted_bars>0) counted_bars--;
   limit=Bars-31;
   if(counted_bars>=31) limit=Bars-counted_bars+2;
     for(shift=limit+30;shift>=0;shift--)   
     {
      b2=b*b;
      b3=b2*b;
      c1=-b3;
      c2=(3*(b2+b3));
      c3=-3*(2*b2+b+b3);
      c4=(1+3*b+b3+3*b2);
      n=t3;
//----
      if (n<1) n=1;
      n=1 + 0.5*(n-1);
      w1=2/(n + 1);
      w2=1 - w1;
//----
      length=regress;
      sum=0;
        for(int i=length; i>0; i--) 
        {
         tmp=length+1;
         tmp=tmp/3;
         tmp2=i;
         tmp=tmp2 - tmp;
         sum=sum + tmp*Close[shift+length-i];
        }
      tmp=length;
      WT=sum*6/(tmp*(tmp+1));
//----
      forecastosc=(Close[shift]-WT)/WT*100;
      e1=w1*forecastosc + w2*e1;
      e2=w1*e1 + w2*e2;
      e3=w1*e2 + w2*e3;
      e4=w1*e3 + w2*e4;
      e5=w1*e4 + w2*e5;
      e6=w1*e5 + w2*e6;
//----
      t3_fosc=c1*e6 + c2*e5 + c3*e4 + c4*e3;
      osc[shift]=forecastosc;
      osct3[shift]=t3_fosc;
//----
      if (osc[shift+1] > osct3[shift+2] && osc[shift+2]<=osct3[shift+3] && osct3[shift+1]<0) loSig[shift+1]=t3_fosc-0.05;
      if (osc[shift+1] < osct3[shift+2] && osc[shift+2]>=osct3[shift+3] && osct3[shift+1]>0) hiSig[shift+1]=t3_fosc+0.05;
     }
   return(0);
  }
//+------------------------------------------------------------------+