RD-ForecastOsc_v5

//+------------------------------------------------------------------+
//|                                               RD-ForecastOsc.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 2
#property indicator_level1 0
#property indicator_color1 Blue
#property indicator_color2 Red
//---- input parameters
int    Regress = 15;
int    T3 = 3;
double B = 0.7;
//---- buffers
double Osc[];
double Osct3[];
//----
double HiSig[];
double LoSig[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
    SetIndexStyle(0, DRAW_LINE);
    SetIndexBuffer(0, Osc);
   
    SetIndexEmptyValue(0, 0);
    SetIndexStyle(1, DRAW_LINE);
    SetIndexBuffer(1, Osct3);
//----    
    return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
    return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
    int counted_bars = IndicatorCounted(), limit;  
//----
    if(counted_bars < 0) 
        return(-1);
//----
    if(counted_bars > 0) 
        counted_bars--;   
    limit = Bars - counted_bars;
    ForecastOsc(0, limit, Osc, Osct3, Regress, T3, B);
    return (0);
  }
//+------------------------------------------------------------------+
//| Calc forecast buffers  from lastbar down to offset               |
//+------------------------------------------------------------------+
void ForecastOsc(int offset, int lastbar, double &osc[], double &osct3[], 
                 int regress, int t3, double b)
  {
    int shift, length;
    double b2, b3, c1, c2, c3, c4, w1, w2, n, WT,
           forecastosc, t3_fosc, sum,
           e1, e2, e3, e4, e5, e6, tmp, tmp2;
    lastbar = MathMin(Bars - 31 - regress, lastbar);    
//----
    for(shift = lastbar + 30; shift >= offset; 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; 
        if(shift <= lastbar) 
          {   
            // don't put swing in cycle into the signal buffers
            osc[shift] = forecastosc;
            osct3[shift] = t3_fosc;
          }
      
      }
    return(0);
  }
//+------------------------------------------------------------------+