VininI_Cyber_Cycle_V2_My4[1]

//+------------------------------------------------------------------+
//|                                                     VininI_Cyber |
//|                                Copyright © 2009, Victor Nicolaev |
//|                                            e-mail: vinin@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, Victor Nicolaev"
#property link      "e-mail: vinin@mail.ru"

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_color2 Green
#property indicator_color3 Red
#property indicator_level1  -0.5
#property indicator_level2   0
#property indicator_level3   0.5
#property indicator_minimum -1.05
#property indicator_maximum  1.05

//---- input parameters 

extern double alpha=0.01;
extern double betta=1.0;
extern int price_mode=4;
extern double NormalizeTarget=7.5; // èíòåðâàë [-NormalizeTarget,+NormalizeTarget]
                                   // íà êîòîðûé íîðìèðóåòñÿ çíà÷åíèå èíäèêàòîðà
extern int BarInWindow=1000;       // øèðèíà îêíà äëÿ íîðìèðîâêè â áàðàõ
extern  bool prn=false;            // âêëþ÷èò ïå÷àòü â æóðíàë 
//---- buffers 

double Cycle[];
double Smonth[];
double iCycle[];
double Buy[];
double Sell[];

//+------------------------------------------------------------------+ 
//| Custom indicator initialization function | 
//+------------------------------------------------------------------+ 
int init() { 
   IndicatorBuffers(5);
   SetIndexBuffer(0, iCycle); 
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(1, Buy); 
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(2, Sell); 
   SetIndexStyle(2,DRAW_LINE);

   SetIndexBuffer(3, Smonth);
   SetIndexBuffer(4, Cycle);  
   IndicatorShortName("VininI_Cyber_Cycle_Norm_Sym");  
  
   return(0); 
}  

int deinit() { return(0); } 


//+------------------------------------------------------------------+ 
//| Custom indicator iteration function | 
//+------------------------------------------------------------------+ 

int start() { 
  
   //---------çàäàåòñÿ øèðèíà îêíà ïî óìîë÷àíèþ 1000
   if( BarInWindow <= 0 )BarInWindow=1000;
   
   int counted_bars = IndicatorCounted(); 

   if (counted_bars < 0) return(-1); 
   if (counted_bars > 0) counted_bars--;
   
   int limit=Bars - counted_bars;
   for(int i = limit; i >= 0; i--)    {
      Smonth[i]=(Price(i)+2.0*Price(i+1)+2.0*Price(i+2)+Price(i+3))/6.0;
   }
   for(i = limit; i >= 0; i--)
      {
      //===!!!===Çäåñü ìîæíî âñòàâèòü âû÷èñëåíèå ëþáîãî èíäèêàòîðà, åñëè óäàëüèòü ïðåäûäóùèé öèêë
      Cycle[i]=betta*((1.0-0.5*alpha)*(1.0-0.5*alpha)*(Smonth[i]-2.0*Smonth[i+1]+Smonth[i+2])+2.0*(1.0-alpha)*Cycle[i+1]-(1.0-alpha)*(1.0-alpha)*Cycle[i+2]);
      //------êîíòðîëüíàÿ ïå÷àòü
      if( prn && i<2  )Print("j=",i," cycle ",Cycle[i]);
      }
   //------- Âû÷èñë. äèàïàçîí èçìåíåíèé èíäèêàòîðà â îêíå áàð [1,BarInWindow]
   int iMax =  ArrayMaximum(Cycle,BarInWindow,0);double Max=Cycle[iMax];
   int iMin =  ArrayMinimum(Cycle,BarInWindow,0);double Min=Cycle[iMin];
   //--------Êîíòðîëüíàÿ ïå÷àòü
   if( prn)Print( "Min ",Min," Max ",Max);
   //------ïðîâåðêà äåëåíèÿ íà íîëü
   if( Max == Min ) bool NoZerodevide = false; else NoZerodevide = true;
   
   for(i = limit; i >= 0; i--) {
      //-------ïðåîáðàçîâàíèå [Min,Max] -> [0,1] y=(x-a)/(b-a)
      if( NoZerodevide )double NCycle2 = (Cycle[i]-Min)/(Max-Min);
      //--------êîíòðîëüíàÿ ïå÷àòü
      if(prn && i<2 ) Print("i=",i,"[a,b]-> [0,1] ",Cycle[i],"  ",NCycle2);
      //-------ïðåîáðàçîâàíèå [0,1] -> [-NormalizeTarget,+NormalizeTarget] y = (b-a)x+a;
      double NCycle = 2*NormalizeTarget*NCycle2-NormalizeTarget;
      //--------êîíòðîëüíàÿ ïå÷àòü
      if(prn && i< 2 ) Print("i=",i,"[0,1]-> [-N,N] ",NCycle2,"  ",NCycle);
      //---------îáð. ïðåîáð.Ôèøåðà
      iCycle[i]=(MathExp(2.0*NCycle)-1.0)/(MathExp(2.0*NCycle)+1.0);
      //--------êîíòðîëüíàÿ ïå÷àòü
      if(prn && i< 2 ) Print("i=",i," [-N,N]->Ôèøåð ",NCycle,"   ",iCycle[i]);
      
      if (iCycle[i]>= 0.5) {Buy[i]=iCycle[i];Buy[i+1]=iCycle[i+1];}
      if (iCycle[i]<=-0.5) {Sell[i]=iCycle[i];Sell[i+1]=iCycle[i+1];}
   }
   return(0); 
} 
//+------------------------------------------------------------------+

double Price(int pos){
   switch (price_mode){
      case PRICE_CLOSE: return(Close[pos]);
      case PRICE_OPEN: return(Open[pos]);
      case PRICE_HIGH: return(High[pos]);
      case PRICE_LOW: return(Low[pos]);
      case PRICE_MEDIAN: return((High[pos]+Low[pos])/2.0); 
      case PRICE_TYPICAL: return((High[pos]+Low[pos]+Close[pos])/3.0);
      case PRICE_WEIGHTED: return((High[pos]+Low[pos]+Close[pos]+Close[pos])/4.0);
   }
}