Gaus_MA_v1

//+-----------------------------------------------------------------------------+
//|                                                                 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()
  {
   int counted_bars = IndicatorCounted();
   if(counted_bars < 0)  return(-1);
   if(counted_bars > 0)   counted_bars--;
   int limit = Bars - counted_bars;
   if(counted_bars==0) limit-=1+period;
   
//Ñîáñòâåííî ñãëàæèâàíèå   
   for(int i=limit;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);
  }
//+------------------------------------------------------------------+