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DigFiltr.mq4

Time: 2011-02-15 | Download file:DigFiltr.mq4

//+------------------------------------------------------------------+
//|                                                         FATL.mq4 |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Violet
#property indicator_color2 Aquamarine
#property indicator_color3 Wheat
#property indicator_color4 IndianRed
//---- buffers
double FATLBuffer[];
double RFTLBuffer[];
double SATLBuffer[];
double RSTLBuffer[];
//+------------------------------------------------------------------+
//| FATL weights                                                     |
//+------------------------------------------------------------------+
#define FATLPeriods 39 
#define RFTLPeriods 44  
#define SATLPeriods 65 
#define RSTLPeriods 91 

double g_FATLKoef[FATLPeriods]=
  { 0.4360409450,    0.3658689069,    0.2460452079,    0.1104506886,   -0.0054034585,
   -0.0760367731,   -0.0933058722,   -0.0670110374,   -0.0190795053,    0.0259609206,
    0.0502044896,    0.0477818607,    0.0249252327,   -0.0047706151,   -0.0272432537,
   -0.0338917071,   -0.0244141482,   -0.0055774838,    0.0128149838,    0.0226522218,
    0.0208778257,    0.0100299086,   -0.0036771622,   -0.0136744850,   -0.0160483392,
   -0.0108597376,   -0.0016060704,    0.0069480557,    0.0110573605,    0.0095711419,
    0.0040444064,   -0.0023824623,   -0.0067093714,   -0.0072003400,   -0.0047717710,
    0.0005541115,    0.0007860160,    0.0130129076,    0.0040364019  };

double g_RFTLKoef[RFTLPeriods]=
 {-0.0025097319, +0.0513007762 , +0.1142800493 , +0.1699342860 , +0.2025269304 ,
  +0.2025269304, +0.1699342860 , +0.1142800493 , +0.0513007762 , -0.0025097319 ,
  -0.0353166244, -0.0433375629 , -0.0311244617 , -0.0088618137 , +0.0120580088 ,
  +0.0233183633, +0.0221931304 , +0.0115769653 , -0.0022157966 , -0.0126536111 ,
  -0.0157416029, -0.0113395830 , -0.0025905610 , +0.0059521459 , +0.0105212252 ,
  +0.0096970755, +0.0046585685 , -0.0017079230 , -0.0063513565 , -0.0074539350 ,
  -0.0050439973, -0.0007459678 , +0.0032271474 , +0.0051357867 , +0.0044454862 ,
  +0.0018784961, -0.0011065767 , -0.0031162862 , -0.0033443253 , -0.0022163335 ,
  +0.0002573669, +0.0003650790 , +0.0060440751 , +0.0018747783 };
  
double g_SATLKoef[SATLPeriods]=
 {0.0982862174 ,+0.0975682269 ,+0.0961401078 ,+0.0940230544 ,+0.0912437090 ,+0.0878391006 ,
 +0.0838544303 ,+0.0793406350 ,+0.0743569346 ,+0.0689666682 ,+0.0632381578 ,+0.0572428925 ,
 +0.0510534242 ,+0.0447468229 ,+0.0383959950 ,+0.0320735368 ,+0.0258537721 ,+0.0198005183 ,
 +0.0139807863 ,+0.0084512448 ,+0.0032639979 ,-0.0015350359 ,-0.0059060082 ,-0.0098190256 ,
 -0.0132507215 ,-0.0161875265 ,-0.0186164872 ,-0.0205446727 ,-0.0219739146 ,-0.0229204861 ,
 -0.0234080863 ,-0.0234566315 ,-0.0231017777 ,-0.0223796900 ,-0.0213300463 ,-0.0199924534 ,
 -0.0184126992 ,-0.0166377699 ,-0.0147139428 ,-0.0126796776 ,-0.0105938331 ,-0.0084736770 ,
 -0.0063841850 ,-0.0043466731 ,-0.0023956944 ,-0.0005535180 ,+0.0011421469 ,+0.0026845693 ,
 +0.0040471369 ,+0.0052380201 ,+0.0062194591 ,+0.0070340085 ,+0.0076266453 ,+0.0080376628 ,
 +0.0083037666 ,+0.0083694798 ,+0.0082901022 ,+0.0080741359 ,+0.0077543820 ,+0.0073260526 ,
 +0.0068163569 ,+0.0062325477 ,+0.0056078229 ,+0.0049516078,+0.0161380976 };


  
double g_RSTLKoef[RSTLPeriods]=
 {-0.0074151919,-0.0060698985,-0.0044979052,-0.0027054278,-0.0007031702,+0.0014951741,
  +0.0038713513,+0.0064043271,+0.0090702334,+0.0118431116,+0.0146922652,+0.0175884606, 
  +0.0204976517,+0.0233865835,+0.0262218588,+0.0289681736,+0.0315922931,+0.0340614696,
  +0.0363444061,+0.0384120882,+0.0402373884,+0.0417969735,+0.0430701377,+0.0440399188,
  +0.0446941124,+0.0450230100,+0.0450230100,+0.0446941124,+0.0440399188,+0.0430701377,
  +0.0417969735,+0.0402373884,+0.0384120882,+0.0363444061,+0.0340614696,+0.0315922931,
  +0.0289681736,+0.0262218588,+0.0233865835,+0.0204976517,+0.0175884606,+0.0146922652,
  +0.0118431116,+0.0090702334,+0.0064043271,+0.0038713513,+0.0014951741,-0.0007031702,
  -0.0027054278,-0.0044979052,-0.0060698985,-0.0074151919,-0.0085278517,-0.0094111161,
  -0.0100658241,-0.0104994302,-0.0107227904,-0.0107450280,-0.0105824763,-0.0102517019,
  -0.0097708805,-0.0091581551,-0.0084345004,-0.0076214397,-0.0067401718,-0.0058083144,
  -0.0048528295,-0.0038816271,-0.0029244713,-0.0019911267,-0.0010974211,-0.0002535559,
  +0.0005231953,+0.0012297491,+0.0018539149,+0.0023994354,+0.0028490136,+0.0032221429,
  +0.0034936183,+0.0036818974,+0.0038037944,+0.0038338964,+0.0037975350,+0.0036986051,
  +0.0035521320,+0.0033559226,+0.0031224409,+0.0028550092,+0.0025688349,+0.0022682355, 
  +0.0073925495 };



//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   IndicatorBuffers(4);
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(0, FATLBuffer);
   SetIndexDrawBegin(0,39);
   
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,1);
   SetIndexBuffer(1, RFTLBuffer);
   SetIndexDrawBegin(1,44);
   
   SetIndexStyle(2,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(2, SATLBuffer);
   SetIndexDrawBegin(2,65);
   
   SetIndexStyle(3,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(3, RSTLBuffer);
   SetIndexDrawBegin(3,91);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//---- TODO: add your code here
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
{
   int    counted_bars=IndicatorCounted();
//---- TODO: add your code here
  
   int    j,pos;
   double sum1,sum2,sum3,sum4;
//----  
   if(counted_bars<0)  return(-1);
   //if (counted_bars>0) counted_bars--;
   
   
//---- main calculation loop
   for (pos=Bars-counted_bars-1;pos>=0;pos--)
     {
      
      sum1=0;          // zero summary
	for(j=0;jFARFPrev) string FAR="UP"; else FAR="DOWN";  
	   
	   int FASA=MathRound((sum1-sum3)/Point);
	   int FASAPrev=MathRound((FATLBuffer[pos+1]-SATLBuffer[pos+1])/Point);
	   if (FASA>FASAPrev) string FAS="UP"; else FAS="DOWN";
	   
	   int SARS=MathRound((sum3-sum4)/Point);
	   int SARSPrev=MathRound((SATLBuffer[pos+1]-RSTLBuffer[pos+1])/Point);  
	   if (SARS>SARSPrev) string SAS="UP"; else SAS="DOWN";
	   
	   
     }
   /*Comment("   FARF = ",FARF ,"         ", FAR, "\n",
           "   FASA = ",FASA ,"         ", FAS, "\n",
           "   SARS = ",SARS ,"         ", SAS, "\n",
           "   RSTL= ",sum4 );*/
   return(0);
}
//+------------------------------------------------------------------+

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