//+------------------------------------------------------------------+ //| forecast osc.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 SteelBlue #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); }