//+------------------------------------------------------------------+ //| Laguerre_ROC.mq4 | //| Emerald King , MTE&I | //+------------------------------------------------------------------+ #property indicator_separate_window #property indicator_color1 Red #property indicator_level2 1.00 #property indicator_level3 0.75 #property indicator_level4 0.50 #property indicator_level5 0.25 #property indicator_level6 0.00 #property indicator_maximum 1.10 #property indicator_minimum -0.10 //---- input parameters extern int vPeriod = 5; extern double gamma = 0.500; extern int CountBars = 3000; double ROC = 0; double L0 = 0; double L1 = 0; double L2 = 0; double L3 = 0; double L0A = 0; double L1A = 0; double L2A = 0; double L3A = 0; double LROC = 0; double CU = 0; double CD = 0; double val1[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators //---- SetIndexBuffer(0,val1); return(0); } //+------------------------------------------------------------------+ //| Custor indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- TODO: add your code here //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { if (CountBars>Bars) CountBars=Bars; SetIndexDrawBegin(0,Bars-CountBars); int i; int counted_bars=IndicatorCounted(); i = CountBars-1; while(i>=0) { L0A = L0; L1A = L1; L2A = L2; L3A = L3; ROC = (((Close[i] - Close[i + vPeriod]) / Close[i + vPeriod]) + Point); L0 = ((1 - gamma)*(ROC)) + (gamma*L0A); L1 = - gamma *L0 + L0A + gamma *L1A; L2 = - gamma *L1 + L1A + gamma *L2A; L3 = - gamma *L2 + L2A + gamma *L3A; CU = 0; CD = 0; if (L0 >= L1) CU = L0 - L1; else CD = L1 - L0; if (L1 >= L2) CU = CU + L1 - L2; else CD = CD + L2 - L1; if (L2 >= L3) CU = CU + L2 - L3; else CD = CD + L3 - L2; if (CU + CD != 0) LROC = CU / (CU + CD); val1[i] = LROC; i--; } return(0); } //+------------------------------------------------------------------+