//+------------------------------------------------------------------+ //| LaguerreFilter.mq4 | //| | //| Laguerre Filter | //| | //| Algorithm taken from book | //| "Cybernetics Analysis for Stock and Futures" | //| by John F. Ehlers | //| | //| contact@mqlsoft.com | //| http://www.mqlsoft.com/ | //+------------------------------------------------------------------+ #property copyright "Coded by Witold Wozniak (www.mqlsoft.com)" #property link "http://www.mqlsoft.com" #property version "2.0" #property description "The algorithm was taken from the book " #property description "\"Cybernetics Analysis for Stock and Futures\" " #property description "by John F. Ehlers" #property strict #property indicator_chart_window #property indicator_buffers 2 #property indicator_color1 clrRed #property indicator_color2 clrBlue input double Gamma = 0.8; double Filter[]; double FIR[]; double L0[]; double L1[]; double L2[]; double L3[]; int buffers = 0; int drawBegin = 8; int init() { IndicatorBuffers(6); initBuffer(Filter, "Laguerre Filter", DRAW_LINE); initBuffer(FIR, "FIR", DRAW_LINE); initBuffer(L0); initBuffer(L1); initBuffer(L2); initBuffer(L3); IndicatorShortName("Laguerre Filter [" + DoubleToStr(Gamma, 2) + "]"); return (0); } int start() { if (Bars <= drawBegin) return (0); int countedBars = IndicatorCounted(); if (countedBars < 0) return (-1); if (countedBars > 0) countedBars--; int s, limit = MathMin(Bars - countedBars - 1, Bars - drawBegin); for (s = limit; s >= 0; s--) { L0[s] = (1.0 - Gamma) * P(s) + Gamma * L0[s + 1]; L1[s] = -Gamma * L0[s] + L0[s + 1] + Gamma * L1[s + 1]; L2[s] = -Gamma * L1[s] + L1[s + 1] + Gamma * L2[s + 1]; L3[s] = -Gamma * L2[s] + L2[s + 1] + Gamma * L3[s + 1]; Filter[s] = (L0[s] + 2.0 * L1[s] + 2.0 * L2[s] + L3[s]) / 6.0; FIR[s] = (P(s) + 2.0 * P(s + 1) + 2.0 * P(s + 2) + P(s + 3)) / 6.0; if (s > Bars - drawBegin - 2) { L0[s] = P(s); L1[s] = P(s); L2[s] = P(s); L3[s] = P(s); Filter[s] = P(s); } } return (0); } double P(int index) { if (index >= Bars) { return ((High[Bars - 1] + Low[Bars - 1]) / 2.0); } return ((High[index] + Low[index]) / 2.0); } void initBuffer(double& array[], string label = "", int type = DRAW_NONE, int arrow = 0, int style = EMPTY, int width = EMPTY, color clr = CLR_NONE) { SetIndexBuffer(buffers, array); SetIndexLabel(buffers, label); SetIndexEmptyValue(buffers, 0); SetIndexDrawBegin(buffers, drawBegin); SetIndexShift(buffers, 0); SetIndexStyle(buffers, type, style, width); SetIndexArrow(buffers, arrow); buffers++; }