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//-------------------------------------------------------------------
// ZeroLag Stochastic function - self-contained, no iCustom dependency
// mode: 0 = Main line (ZeroLag %K), 1 = Signal line (ZeroLag %D)
//-------------------------------------------------------------------
double iZeroLagStoch(const string symbol, int timeframe, int kperiod, int slowing, int dperiod, int mode, int index)
{
   int n, s;
   double sum, ema;
   
   // Need enough history for the full chain of smoothing
   int depth = kperiod + slowing*2 + dperiod*2 + 5;
   
   // Step 1: Compute raw %K for enough bars
   double rawK[];
   ArrayResize(rawK, depth);
   for (n = 0; n < depth; n++)
   {
      int shift = index + n;
      double hi = iHigh(symbol, timeframe, iHighest(symbol, timeframe, MODE_HIGH, kperiod, shift));
      double lo = iLow (symbol, timeframe, iLowest (symbol, timeframe, MODE_LOW,  kperiod, shift));
      if (hi != lo)
         rawK[n] = 100.0 * (iClose(symbol, timeframe, shift) - lo) / (hi - lo);
      else
         rawK[n] = 0;
   }
   
   // Step 2: SMA of rawK (Slowing) => smoothK
   int smoothLen = depth - slowing + 1;
   double smoothK[];
   ArrayResize(smoothK, smoothLen);
   for (n = 0; n < smoothLen; n++)
   {
      sum = 0;
      for (s = 0; s < slowing; s++)
         sum += rawK[n + s];
      smoothK[n] = sum / slowing;
   }
   
   // Step 3: ZeroLag Main = 2*smoothK - SMA(smoothK, slowing)
   int mainLen = smoothLen - slowing + 1;
   double mainLine[];
   ArrayResize(mainLine, mainLen);
   for (n = 0; n < mainLen; n++)
   {
      sum = 0;
      for (s = 0; s < slowing; s++)
         sum += smoothK[n + s];
      ema = sum / slowing;
      mainLine[n] = smoothK[n] + smoothK[n] - ema;
   }
   
   if (mode == 0)
      return(mainLine[0]);  // Main line at requested index
   
   // Step 4: SMA of mainLine (DPeriod) => smoothD
   int smoothDLen = mainLen - dperiod + 1;
   double smoothD[];
   ArrayResize(smoothD, smoothDLen);
   for (n = 0; n < smoothDLen; n++)
   {
      sum = 0;
      for (s = 0; s < dperiod; s++)
         sum += mainLine[n + s];
      smoothD[n] = sum / dperiod;
   }
   
   // Step 5: ZeroLag Signal = 2*smoothD - SMA(smoothD, dperiod)
   int sigLen = smoothDLen - dperiod + 1;
   if (sigLen < 1) return(0);
   
   sum = 0;
   for (s = 0; s < dperiod; s++)
      sum += smoothD[s];
   ema = sum / dperiod;
   
   return(smoothD[0] + smoothD[0] - ema);  // Signal line at requested index
}
//-------------------------------------------------------------------

Code: Select all

//-------------------------------------------------------------------
// ZeroLag MACD function - self-contained, no iCustom dependency
// mode: 0 = MACD line, 1 = Signal line
// Uses double-EMA (EMA of EMA) for zero-lag filtering on fast, slow, and signal
//-------------------------------------------------------------------
double iZeroLagMACD(const string symbol, int timeframe, int fastPeriod, int slowPeriod, int signalPeriod, int priceType, int mode, int index)
{
   // EMA needs enough warm-up bars for convergence
   int depth = MathMax(slowPeriod, fastPeriod) * 10;
   int totalBars = iBars(symbol, timeframe);
   if (depth > totalBars - index) depth = totalBars - index;
   if (depth < 2) return(0);
   
   double alpha1 = 2.0 / (1.0 + fastPeriod);
   double alpha2 = 2.0 / (1.0 + slowPeriod);
   double alpha3 = 2.0 / (1.0 + signalPeriod);
   
   // Work arrays: ema11=fast EMA1, ema12=fast EMA2, ema21=slow EMA1, ema22=slow EMA2
   double ema11, ema12, ema21, ema22, ema31, ema32;
   double macdVal, signalVal;
   int n;
   
   // Start from the oldest bar and iterate forward
   int startBar = index + depth - 1;
   double price = iMA(symbol, timeframe, 1, 0, MODE_SMA, priceType, startBar);
   ema11 = price;
   ema12 = price;
   ema21 = price;
   ema22 = price;
   macdVal = 0;
   ema31 = 0;
   ema32 = 0;
   
   for (n = startBar - 1; n >= index; n--)
   {
      price = iMA(symbol, timeframe, 1, 0, MODE_SMA, priceType, n);
      ema11 = ema11 + alpha1 * (price  - ema11);
      ema12 = ema12 + alpha1 * (ema11  - ema12);
      ema21 = ema21 + alpha2 * (price  - ema21);
      ema22 = ema22 + alpha2 * (ema21  - ema22);
      macdVal = (2.0 * ema11 - ema12) - (2.0 * ema21 - ema22);
      ema31 = ema31 + alpha3 * (macdVal - ema31);
      ema32 = ema32 + alpha3 * (ema31   - ema32);
   }
   
   if (mode == 0)
      return(macdVal);  // MACD line
   
   signalVal = 2.0 * ema31 - ema32;
   return(signalVal);   // Signal line
}
//-------------------------------------------------------------------