Gaus_MA

//+-----------------------------------------------------------------------------+
//|                                                                 Gaus_MA.mq4 |
//|                                                         Gregory A. Kakhiani |
//|                                                         gkakhiani@gmail.com |
//+-----------------------------------------------------------------------------+
//Óñðåäíåíèå (Ñãëàæèâàíèå êðèâîé öåí) öåí ïðè ïîìîùè ìîäèôèöèðîâàííîãî àëãîðèòìà|
//ëèíåéíî-âçâåøåííîãî ñêîëüçÿùåãî ñðåäíåãî ãäå êîýôôèöèåíòû ñãëàæèâàíèÿ         |
//ðàñ÷èòûâàþòñÿ ïðè ïîìîùè ðàäèàëüíî-áàçèñíîé ôóíêöè (ôóíêöèÿ ãàóñà)            |
//+-----------------------------------------------------------------------------+
#property copyright "Gregory A. Kakhiani"
#property link      "gkakhiani@gmail.com"

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red

//---- input parameters
extern int       period=10;      //Ïåðèîä óñðåäíåíèÿ 
extern double    N=2;            //Ñòåïåíü ýêñïîíåíòû
extern double    A=-0.001;       //Êîýôèöèåíò ñòåïåíè å
extern bool      Vol=false;      //Óìíîæèòü íà îáúåì
extern int       applied_price=0;//Èñïîëüçóåìàÿ öåíîâàÿ êîíñòàíòà - èñïîëüçóþòñÿ ñòàíäàðòíûå öåíîâûå êîíñòàíòû
extern int       ma_shift=0;     //Ñäâèã èíäèêàòîðà îòíîñèòåëüíî öåíîâîãî ãðàôèêà
extern int       koef_shift=0;   //Ñäâèã èíäåêñà ìàñèâà êîåôôèöèåíòîâ

//---- buffers
double GaussAverage[];

//Ãëîáàëüíûå ïåðåìåííûå
   int MaxBars=10000; //Êîëè÷åñòâî àíàëèçèðóåìûõ áàðîâ
    
   double Coefs[50]; //Ìàññèâ äëÿ õðàíåíèÿ êîýôôèöèåíòîâ
 
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,GaussAverage);
   
    SetIndexLabel(0,"GaussAverage") ;

 if(applied_price>6) applied_price=0;

  //îôîðìëÿåì èíäèêàòîð  
 string applied_priceText="";
 switch(applied_price)
 {
  case PRICE_CLOSE:// 0 Öåíà çàêðûòèÿ
   {applied_priceText="Close";}break;   
  case PRICE_OPEN://1 Öåíà îòêðûòèÿ 
   {applied_priceText="Open";}break;
  case PRICE_HIGH://2 Ìàêñèìàëüíàÿ öåíà 
   {applied_priceText="High";}break;
  case PRICE_LOW://3 Ìèíèìàëüíàÿ öåíà 
   {applied_priceText="Low";}break;
  case PRICE_MEDIAN://4 Ñðåäíÿÿ öåíà, (high+low)/2 
   {applied_priceText="Median price";}break;
  case PRICE_TYPICAL://5 Òèïè÷íàÿ öåíà, (high+low+close)/3 
   {applied_priceText="Typical price";}break;
  case PRICE_WEIGHTED:// 6 Âçâåøåííàÿ öåíà çàêðûòèÿ, (high+low+close+close)/4 
   {applied_priceText="Weighted price";}break;
 }
    
    
   IndicatorShortName("GaussAverage("+A+","+N+","+period+","+applied_priceText+",koef_shift="+koef_shift+", Shift="+ma_shift+")");
    
    //Çàïîëíåíèå ìàññèâà êîýôèöèåíòîâ 
    CalcCoefs(A, N, period);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   //Ñîáñòâåííî ñãëàæèâàíèå   
   for(int i=MaxBars;i>=0;i--)
   {
    GaussAverage[i+ma_shift]=GetGausAverage(period, applied_price, Vol, koef_shift,i);
   }
//----
   return(0);
  }
  
  
//+------------------------------------------------------------------+
//Âîçâðàùàåò öåíó â çàâèñèìîñòè îò PriceType ñî ñäâèãîì Index        |
//+------------------------------------------------------------------+
double GetPrice(int Index,int PriceType)
{
 switch(PriceType)
 {
  case PRICE_CLOSE:// 0 Öåíà çàêðûòèÿ
   {return (Close[Index]);}
  case PRICE_OPEN://1 Öåíà îòêðûòèÿ 
   {return (Open[Index]);}
  case PRICE_HIGH://2 Ìàêñèìàëüíàÿ öåíà 
   {return (High[Index]);}
  case PRICE_LOW://3 Ìèíèìàëüíàÿ öåíà 
   {return (Low[Index]);}
  case PRICE_MEDIAN://4 Ñðåäíÿÿ öåíà, (high+low)/2 
   {return ((High[Index]+Low[Index])/2);}
  case PRICE_TYPICAL://5 Òèïè÷íàÿ öåíà, (high+low+close)/3 
   {return ((High[Index]+Low[Index]+Close[Index])/3);}
  case PRICE_WEIGHTED:// 6 Âçâåøåííàÿ öåíà çàêðûòèÿ, (high+low+close+close)/4 
   {return ((High[Index]+Low[Index]+Close[Index]+Close[Index])/4);}
  default:
   {return (Close[Index]);}
}
 return (0);
}


//+-----------------------------------------------------------------+
//Ôóíêöèÿ ñãëàæèâàíèÿ                                               |
//Ìîäèôèöèðîâàííûé àëãîðèòì ëèíåéíî-âçâåøåííîãî ñêîëüçÿùåãî ñðåäíåãî|
//+-----------------------------------------------------------------+
//AvPeriod - ïåðèîä ñãëàæèâàíèÿ                                     |
//applied_price - Èñïîëüçóåìàÿ öåíîâàÿ êîíñòàíòà                    |
//Vol - Óìíîæèòü íà îáúåì                                           |
//Sh - Ñäâèã                                                        |
//+-----------------------------------------------------------------+
double GetGausAverage(double AvPeriod, int applied_price, bool Vol, int koef_shift,int Sh)
{
 double sum=0; //Âðåìåííûå ïåðåìåííûå äëÿ ñóìì 
 double W=0;   //ó÷àñòâóþùèõ â èñëèòåëå è çíàìåíàòåëå
 
 for(int j=AvPeriod;j>=0;j--)
  {
   if(Vol==true)
    {
     sum+=GetPrice(Sh+j,applied_price)*Volume[Sh]*Coefs[j+koef_shift];
     W+=Coefs[j+koef_shift]*Volume[Sh];
    } else {
            sum+=GetPrice(Sh+j,applied_price)*Coefs[j+koef_shift]; 
            W+=Coefs[j+koef_shift];
           }
  }
 return (sum/W);
}

//
//+-----------------------------------------------------------------+
//Ðàñ÷¸ò êîýôôèöèåíòîâ äëÿ ðàäèàëüíî-áàçèñíîé ôóíêöèè ñãëàæèâàíèÿ   |
//+-----------------------------------------------------------------+
//AvPeriod - ïåðèîä ñãëàæèâàíèÿ                                     |
//A - Êîýôèöèåíò ñòåïåíè å                                          |
//N - Ñòåïåíü ýêñïîíåíòû                                            |
//+-----------------------------------------------------------------+
double CalcCoefs(double A, double N, double AvPeriod)
{
    //Ïðîâåðêà ïàðàìåòðîâ
    if(AvPeriod>=50) AvPeriod=49;
    if(MathAbs(N)>5) N=5;
    
    //Çàïîëíåíèå ìàññèâà êîåôôèöèåíòîâ
    for(int i=0;i<=AvPeriod;i++)
     Coefs[i]=MathExp(A*MathPow(i,N));     
 return (0);
}