grfleadingedgemov_v1

//+------------------------------------------------------------------+
//|                                            GRFLeadingEdgeMov.mq5 | 
//|                                  Copyright © 2007, GammaRatForex | 
//|                                   http://www.gammarat.com/Forex/ | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, GammaRatForex"
#property link "http://www.gammarat.com/Forex/"
/*
 * LSQ line fitting to the a number of samples.
 * The trendline is the leading point in the fit;
 * the bands are calculated somewhat differently, check the math below and adapt to 
 * your own needs as appropriate
 * also the point estimate is given by the geometric mean
 * MathPow(HCCC,.025) (see function "get_avg" below) rather than 
 * more standard estimates.
 * It's computationally fairly intensive
 */
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 1
#property indicator_buffers 1 
//---- èñïîëüçîâàíî âñåãî 1 ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí DeepPink öâåò
#property indicator_color1 clrDeepPink
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input uint Samples=12;
input int  LookAhead=0;
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int PriceShift=0; // Ñäâèã èíäèêàòîðà ïî âåðòèêàëè â ïóíêòàõ
//+-----------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double LeadingEdgeBuffer[];
//---- îáúÿâëåíèå ïåðåìåííîé çíà÷åíèÿ âåðòèêàëüíîãî ñäâèãà ñêîëüçÿùåé ñðåäíåé
double dPriceShift;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+   
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=int(Samples);
//---- èíèöèàëèçàöèÿ ñäâèãà ïî âåðòèêàëè
   dPriceShift=_Point*PriceShift;
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,LeadingEdgeBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â DataWindow
   PlotIndexSetString(0,PLOT_LABEL,"LeadingEdge Trend");
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"LeadingEdge Trend");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| Custom indicator iteration function                              | 
//+------------------------------------------------------------------+ 
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                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[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(rates_total<min_rates_total) return(0);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé
   double c0,c1,alpha,beta,b[2][2];
   static double base_det,a[2][2];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ
   int first,bar,kkk;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      first=min_rates_total; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      ArrayInitialize(a,0);
      for(int iii=0; iii<int(Samples); iii++)
        {
         a[0][0]+=iii*iii;
         a[0][1]+=iii;
         a[1][0]+=iii;
         a[1][1]++;
        }
      //----
      base_det=det2(a);
     }
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      c0=0;
      c1=0;
      for(kkk=0; kkk<int(Samples); kkk++)
        {
         double res=get_avg(bar-kkk,high,low,close);
         c0+=kkk*res;
         c1+=res;
        }
      //----
      ArrayCopy(b,a);
      b[0][0]=c0;
      b[1][0]=c1;
      alpha=det2(b)/base_det;
      //----
      ArrayCopy(b,a);
      b[0][1]=c0;
      b[1][1]=c1;
      beta=det2(b)/base_det;
      //----
      LeadingEdgeBuffer[bar]=(beta-alpha*LookAhead)*_Point+dPriceShift;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double get_avg(int index,const double &High[],const double &Low[],const double &Close[])
  {
//----
   return(MathPow((High[index]*Low[index]*Close[index]*Close[index]),1/4.0)/_Point);
  }
//+------------------------------------------------------------------+
//| Point and figure                                                 |
//+------------------------------------------------------------------+       
double det2(double &a[][2])
  {
//----
   return(a[0][0]*a[1][1]-a[1][0]*a[0][1]);
  }
//+------------------------------------------------------------------+