_MK_LaguerreMultiPeriodV2

//+------------------------------------------------------------------+
//|                                     MK_LaguerreMultiPeriodV2.mq4 |
//|                    Copyright 2016, Mikhail <Sepulca>  Kozhemyako |
//|                                                ua3xcm@obninsk.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, Mikhail <Sepulca>  Kozhemyako"
#property link      "ua3xcm@obninsk.ru"
#property version   "2.00"
#property strict
#define  drawLaguerre DRAW_LINE
#define clrM1  clrCoral
#define clrM5  clrMediumBlue
#define clrM15 clrDarkOrchid
#define clrM30 clrTurquoise
#define clrH1  clrViolet
#define clrH4  clrDeepPink
#define clrD1  clrYellow
#define clrW1  clrGreen
#define clrMN1 clrRed
#property indicator_separate_window
#property indicator_buffers 9
#property indicator_minimum -0.3
#property indicator_maximum 1.15
//---- input parameters
input double gamma=0.66;
input ENUM_TIMEFRAMES    OldestTF=PERIOD_D1;
//
int usedTF[9],oldbar[9];
double L0[9],L1[9],L2[9],L3[9],L0A[9],L1A[9],L2A[9],L3A[9];
double LaguerreM1[];
double LaguerreM5[];
double LaguerreM15[];
double LaguerreM30[];
double LaguerreH1[];
double LaguerreH4[];
double LaguerreD1[];
double LaguerreW1[];
double LaguerreMN1[];
string shortname=StringConcatenate("LaguerreMulti(",DoubleToString(gamma,3),")");
//| Custom indicator initialization function                         |
int OnInit()
  {
   int width=1,InpX=0,InpY=0,oldesttf;
   IndicatorShortName(shortname);
   IndicatorSetInteger(INDICATOR_LEVELS,9);IndicatorSetDouble(INDICATOR_LEVELVALUE,1,0);IndicatorSetDouble(INDICATOR_LEVELVALUE,2,1);
   ArrayFill(usedTF,0,9,0);ArrayFill(L0,0,9,0);ArrayFill(L1,0,9,0);ArrayFill(L2,0,9,0);ArrayFill(L3,0,9,0);
   if(OldestTF<=PERIOD_CURRENT)oldesttf=Period();else oldesttf=OldestTF;
   if(oldesttf>=PERIOD_M1 && Period()<=PERIOD_M1)
      {
       LabelCreate(0,shortname+"M1",ChartWindowFind(),InpX,InpY,CORNER_LEFT_LOWER,"M1","Arial",20,clrM1,0,ANCHOR_LEFT_LOWER,false,false,true,0); 
       usedTF[8]=PERIOD_M1;
       SetIndexBuffer(8,LaguerreM1);
       SetIndexArrow(8,108);
       SetIndexStyle(8,drawLaguerre,EMPTY,width,clrM1);
       SetIndexLabel(8,"M1 Laguerre");
       width+=2;InpX+=60;
      }
   else SetIndexLabel(8,"M1 Not Used");
   if(oldesttf>=PERIOD_M5 && Period()<=PERIOD_M5)
      {
       LabelCreate(0,shortname+"M5",ChartWindowFind(),InpX,InpY,CORNER_LEFT_LOWER,"M5","Arial",20,clrM5,0,ANCHOR_LEFT_LOWER,false,false,true,0); 
       usedTF[7]=PERIOD_M5;
       SetIndexBuffer(7,LaguerreM5);
       SetIndexStyle(7,drawLaguerre,EMPTY,width,clrM5);
       SetIndexLabel(7,"M5 Laguerre");
       width+=2;InpX+=60;
      }
   else SetIndexLabel(7,"M5 Not Used");
   if(oldesttf>=PERIOD_M15 && Period()<=PERIOD_M15)
      {
       LabelCreate(0,shortname+"M15",ChartWindowFind(),InpX,InpY,CORNER_LEFT_LOWER,"M15","Arial",20,clrM15,0,ANCHOR_LEFT_LOWER,false,false,true,0); 
       usedTF[6]=PERIOD_M15;
       SetIndexBuffer(6,LaguerreM15);
       SetIndexStyle(6,drawLaguerre,EMPTY,width,clrM15);
       SetIndexLabel(6,"M15 Laguerre");
       width+=2;InpX+=60;
      }
   else SetIndexLabel(6,"M15 Not Used");
   if(oldesttf>=PERIOD_M30 && Period()<=PERIOD_M30)
      {
       LabelCreate(0,shortname+"M30",ChartWindowFind(),InpX,InpY,CORNER_LEFT_LOWER,"M30","Arial",20,clrM30,0,ANCHOR_LEFT_LOWER,false,false,true,0); 
       usedTF[5]=PERIOD_M30;
       SetIndexBuffer(5,LaguerreM30);
       SetIndexStyle(5,drawLaguerre,EMPTY,width,clrM30);
       SetIndexLabel(5,"M30 Laguerre");
       width+=2;InpX+=60;
      }
   else SetIndexLabel(5,"M30 Not Used");
   if(oldesttf>=PERIOD_H1 && Period()<=PERIOD_H1)
      {
       LabelCreate(0,shortname+"H1",ChartWindowFind(),InpX,InpY,CORNER_LEFT_LOWER,"H1","Arial",20,clrH1,0,ANCHOR_LEFT_LOWER,false,false,true,0); 
       usedTF[4]=PERIOD_H1;
       SetIndexBuffer(4,LaguerreH1);
       SetIndexStyle(4,drawLaguerre,EMPTY,width,clrH1);
       SetIndexLabel(4,"H1 Laguerre");
       width+=2;InpX+=60;
      }
   else SetIndexLabel(4,"H1 Not Used");
   if(oldesttf>=PERIOD_H4 && Period()<=PERIOD_H4)
      {
       LabelCreate(0,shortname+"H4",ChartWindowFind(),InpX,InpY,CORNER_LEFT_LOWER,"H4","Arial",20,clrH4,0,ANCHOR_LEFT_LOWER,false,false,true,0); 
       usedTF[3]=PERIOD_H4;
       SetIndexBuffer(3,LaguerreH4);
       SetIndexStyle(3,drawLaguerre,EMPTY,width,clrH4);
       SetIndexLabel(3,"H4 Laguerre");
       width+=2;InpX+=60;
      }
   else SetIndexLabel(3,"H4 Not Used");
   if(oldesttf>=PERIOD_D1 && Period()<=PERIOD_D1)
      {
       LabelCreate(0,shortname+"D1",ChartWindowFind(),InpX,InpY,CORNER_LEFT_LOWER,"D1","Arial",20,clrD1,0,ANCHOR_LEFT_LOWER,false,false,true,0); 
       usedTF[2]=PERIOD_D1;
       SetIndexBuffer(2,LaguerreD1);
       SetIndexStyle(2,drawLaguerre,EMPTY,width,clrD1);
       SetIndexLabel(2,"D1 Laguerre");
       width+=4;InpX+=60;
      }
   else SetIndexLabel(2,"D1 Not Used");
   if(oldesttf>=PERIOD_W1 && Period()<=PERIOD_W1)
      {
       LabelCreate(0,shortname+"W1",ChartWindowFind(),InpX,InpY,CORNER_LEFT_LOWER,"W1","Arial",20,clrW1,0,ANCHOR_LEFT_LOWER,false,false,true,0); 
       usedTF[1]=PERIOD_W1;
       SetIndexBuffer(1,LaguerreW1);
       SetIndexStyle(1,drawLaguerre,EMPTY,width,clrW1);
       SetIndexLabel(1,"W1 Laguerre");
       width+=4;InpX+=60;
      }
   else SetIndexLabel(1,"W1 Not Used");
   if(oldesttf>=PERIOD_MN1 && Period()<=PERIOD_MN1)
      {
       LabelCreate(0,shortname+"MN1",ChartWindowFind(),InpX,InpY,CORNER_LEFT_LOWER,"MN1","Arial",20,clrMN1,0,ANCHOR_LEFT_LOWER,false,false,true,0); 
       usedTF[0]=PERIOD_MN1;
       SetIndexBuffer(0,LaguerreMN1);
       SetIndexStyle(0,drawLaguerre,EMPTY,width,clrMN1);
       SetIndexLabel(0,"MN1 Laguerre");
      }
   else SetIndexLabel(0,"MN1 Not Used");
   IndicatorDigits(Digits());
   return(INIT_SUCCEEDED);
  }
void OnDeinit(const int reason)
   {
    ObjectDelete(shortname+"M1");ObjectDelete(shortname+"M15");ObjectDelete(shortname+"M30");
    ObjectDelete(shortname+"H1");ObjectDelete(shortname+"H4");ObjectDelete(shortname+"D1");
    ObjectDelete(shortname+"W1");ObjectDelete(shortname+"MN1");ObjectDelete(shortname+"M5");
   }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,       //  êîëè÷åñòâî áàðîâ, äîñòóïíûõ èíäèêàòîðó äëÿ ðàñ÷åòà
                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[])
  {
   double LRSI=0,CU=0,CD=0;
   int i,limit,k,bar;
//--- last counted bar will be recounted
   limit=rates_total-prev_calculated;
   if(prev_calculated>0) limit++;
   for(k=0;k<9;k++)

      {
       if(usedTF[k]==0)continue;
       for(i=limit-1; i>=0; i--)
         {
          if(oldbar[k]<iBars(NULL,usedTF[k]) || prev_calculated==0)
            { 
             oldbar[k]=iBars(NULL,usedTF[k]);
             L0A[k] = L0[k];
             L1A[k] = L1[k];
             L2A[k] = L2[k];
             L3A[k] = L3[k];
            }
          bar=iBarShift(NULL,usedTF[k],iTime(NULL,Period(),i));
          L0[k] = (1 - gamma)*iClose(NULL,usedTF[k],bar) + gamma*L0A[k];//Close[i]
          L1[k] = - gamma *L0[k] + L0A[k] + gamma *L1A[k];
          L2[k] = - gamma *L1[k] + L1A[k] + gamma *L2A[k];
          L3[k] = - gamma *L2[k] + L2A[k] + gamma *L3A[k];
          CU = 0;
          CD = 0;
          if (L0[k] >= L1[k]) CU = L0[k] - L1[k]; else CD = L1[k] - L0[k];
          if (L1[k] >= L2[k]) CU = CU + L1[k] - L2[k]; else CD = CD + L2[k] - L1[k];
          if (L2[k] >= L3[k]) CU = CU + L2[k] - L3[k]; else CD = CD + L3[k] - L2[k];
          if (CU + CD != 0) LRSI = CU / (CU + CD);
          switch(k)
            {
             case 8: LaguerreM1[i]=LRSI;break;
             case 7: LaguerreM5[i]=LRSI;break;
             case 6: LaguerreM15[i]=LRSI;break;
             case 5: LaguerreM30[i]=LRSI;break;
             case 4: LaguerreH1[i]=LRSI;break;
             case 3: LaguerreH4[i]=LRSI;break;
             case 2: LaguerreD1[i]=LRSI;break;
             case 1: LaguerreW1[i]=LRSI;break;
             case 0: LaguerreMN1[i]=LRSI;break;
             default:break;
            }
         }
      }   
   return(rates_total);
  }
//+------------------------------------------------------------------+ 
//| Ñîçäàåò òåêñòîâóþ ìåòêó                                          | 
//+------------------------------------------------------------------+ 
bool LabelCreate(const long              chart_ID=0,               // ID ãðàôèêà 
                 const string            name="Label",             // èìÿ ìåòêè 
                 const int               sub_window=0,             // íîìåð ïîäîêíà 
                 const int               x=0,                      // êîîðäèíàòà ïî îñè X 
                 const int               y=0,                      // êîîðäèíàòà ïî îñè Y 
                 const ENUM_BASE_CORNER  corner=CORNER_LEFT_UPPER, // óãîë ãðàôèêà äëÿ ïðèâÿçêè 
                 const string            text="Label",             // òåêñò 
                 const string            font="Arial",             // øðèôò 
                 const int               font_size=10,             // ðàçìåð øðèôòà 
                 const color             clr=clrRed,               // öâåò 
                 const double            angle=0.0,                // íàêëîí òåêñòà 
                 const ENUM_ANCHOR_POINT anchor=ANCHOR_LEFT_UPPER, // ñïîñîá ïðèâÿçêè 
                 const bool              back=false,               // íà çàäíåì ïëàíå 
                 const bool              selection=false,          // âûäåëèòü äëÿ ïåðåìåùåíèé 
                 const bool              hidden=true,              // ñêðûò â ñïèñêå îáúåêòîâ 
                 const long              z_order=0)                // ïðèîðèòåò íà íàæàòèå ìûøüþ 
  { 
//--- ñáðîñèì çíà÷åíèå îøèáêè 
   ResetLastError(); 
//--- ñîçäàäèì òåêñòîâóþ ìåòêó 
   if(!ObjectCreate(chart_ID,name,OBJ_LABEL,sub_window,0,0)) 
     { 
      Print(__FUNCTION__, 
            ": íå óäàëîñü ñîçäàòü òåêñòîâóþ ìåòêó! Êîä îøèáêè = ",GetLastError()); 
      return(false); 
     } 
//--- óñòàíîâèì êîîðäèíàòû ìåòêè 
   ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x); 
   ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y); 
//--- óñòàíîâèì óãîë ãðàôèêà, îòíîñèòåëüíî êîòîðîãî áóäóò îïðåäåëÿòüñÿ êîîðäèíàòû òî÷êè 
   ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner); 
//--- óñòàíîâèì òåêñò 
   ObjectSetString(chart_ID,name,OBJPROP_TEXT,text); 
//--- óñòàíîâèì øðèôò òåêñòà 
   ObjectSetString(chart_ID,name,OBJPROP_FONT,font); 
//--- óñòàíîâèì ðàçìåð øðèôòà 
   ObjectSetInteger(chart_ID,name,OBJPROP_FONTSIZE,font_size); 
//--- óñòàíîâèì óãîë íàêëîíà òåêñòà 
   ObjectSetDouble(chart_ID,name,OBJPROP_ANGLE,angle); 
//--- óñòàíîâèì ñïîñîá ïðèâÿçêè 
   ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor); 
//--- óñòàíîâèì öâåò 
   ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr); 
//--- îòîáðàçèì íà ïåðåäíåì (false) èëè çàäíåì (true) ïëàíå 
   ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back); 
//--- âêëþ÷èì (true) èëè îòêëþ÷èì (false) ðåæèì ïåðåìåùåíèÿ ìåòêè ìûøüþ 
   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection); 
   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection); 
//--- ñêðîåì (true) èëè îòîáðàçèì (false) èìÿ ãðàôè÷åñêîãî îáúåêòà â ñïèñêå îáúåêòîâ 
   ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden); 
//--- óñòàíîâèì ïðèîðèòåò íà ïîëó÷åíèå ñîáûòèÿ íàæàòèÿ ìûøè íà ãðàôèêå 
   ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order); 
//--- óñïåøíîå âûïîëíåíèå 
   return(true); 
  }