这是一款改编ZigZag未来MT4指标
| //+------------------------------------------------------------------+ //| NonLagZigZag_v2.mq4 | //| Copyright ?2006, TrendLaboratory | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //| E-mail: igorad2003@yahoo.co.uk | //+------------------------------------------------------------------+ #property copyright "Copyright ?2006, TrendLaboratory" #property link "http://finance.groups.yahoo.com/group/TrendLaboratory" //---- #property indicator_chart_window #property indicator_buffers 1 //---- #property indicator_color1 Gold #property indicator_width1 2 //---- input parameters extern int Price =0; //Apply to Price(0-Close;1-Open;2-High;3-Low;4-Median price;5-Typical price;6-Weighted Close) extern int Length =100; //Period of NonLagMA extern double PctFilter =2; //Dynamic filter in decimals //---- double ZZBuffer[]; double MABuffer[]; double trend[]; double Del[]; double AvgDel[]; //---- int ilow, ihigh, nlow, nhigh, prevnhigh,prevnlow, BarsBack; double alfa[]; datetime lotime,hitime; int i, Phase, Len, Cycle=4, Back=0; double Coeff, beta, t, Sum, Weight, g; double pi=3.1415926535; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(5); SetIndexStyle(0,DRAW_SECTION); SetIndexBuffer(0,ZZBuffer); SetIndexBuffer(1,MABuffer); SetIndexBuffer(2,trend); SetIndexBuffer(3,Del); SetIndexBuffer(4,AvgDel); string short_name; //---- indicator line IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)); //---- name for DataWindow and indicator subwindow label short_name="NonLagZigZag("+Length+")"; IndicatorShortName(short_name); SetIndexLabel(0,"NonLagZigZag"); //---- SetIndexEmptyValue(0,0.0); SetIndexDrawBegin(0,Length*Cycle+Length); //---- Coeff= 3*pi; Phase=Length-1; Len=Length*Cycle + Phase; ArrayResize(alfa,Len); Weight=0; for(i=0;i<Len-1;i++) { if (i<=Phase-1) t=1.0*i/(Phase-1); else t=1.0 + (i-Phase+1)*(2.0*Cycle-1.0)/(Cycle*Length-1.0); beta=MathCos(pi*t); g=1.0/(Coeff*t+1); if (t<=0.5)g=1; alfa[i]=g * beta; Weight+=alfa[i]; } //---- return(0); } //+------------------------------------------------------------------+ //| NonLagZigZag_v2 | //+------------------------------------------------------------------+ int start() { int i,shift,limit; double price,smin,smax; int counted_bars = IndicatorCounted(); if(counted_bars < 0) return(-1); if(counted_bars > 0) counted_bars--; limit = Bars - counted_bars; if(counted_bars==0) limit-=1+1+MathMax(Len,Length); for(shift=limit;shift>=0;shift--) { Sum=0; for(i=0;i<=Len-1;i++) { price=iMA(NULL,0,1,0,3,Price,i+shift); Sum+=alfa[i]*price; } if (Weight > 0) MABuffer[shift]=Sum/Weight; Del[shift]=MathAbs(MABuffer[shift] - MABuffer[shift+1]); //---- double sumdel=0; for(i=0;i<=Length-1;i++) sumdel+=Del[shift+i]; AvgDel[shift]=sumdel/Length; //---- double sumpow=0; for(i=0;i<=Length-1;i++) sumpow+=MathPow(Del[shift+i]-AvgDel[shift+i],2); double StdDev=MathSqrt(sumpow/Length); double Filter=PctFilter * StdDev; if (Filter < Point) Filter=Point; if(MathAbs(MABuffer[shift]-MABuffer[shift+1]) < Filter)MABuffer[shift]=MABuffer[shift+1]; //---- trend[shift]=trend[shift+1]; if (MABuffer[shift]-MABuffer[shift+1] > Filter) trend[shift]= 1; if (MABuffer[shift+1]-MABuffer[shift] > Filter) trend[shift]=-1; if(trend[shift]>0) { if(trend[shift]!=trend[shift+1]) { ilow=LowestBar(iBarShift(NULL,0,hitime,FALSE)-shift,shift); lotime=Time[ilow]; ZZBuffer[ilow]=Low[ilow]; } else if (shift==0) { int hilen=iBarShift(NULL,0,lotime,FALSE); nhigh=HighestBar(hilen,0); ZZBuffer[nhigh]=High[nhigh]; if (nhigh== 0) for(i=hilen-1;i>=1;i--) ZZBuffer[i]=0; if (nhigh > 0) for(i=nhigh-1;i>=0;i--) ZZBuffer[i]=0; } } if (trend[shift]<0) { if(trend[shift]!=trend[shift+1]) { ihigh=HighestBar(iBarShift(NULL,0,lotime,FALSE)-shift,shift); hitime=Time[ihigh]; ZZBuffer[ihigh]=High[ihigh]; } else if (shift==0) { int lolen=iBarShift(NULL,0,hitime,FALSE); nlow=LowestBar(lolen,0); ZZBuffer[nlow]=Low[nlow]; if (nlow==0) for(i=lolen-1;i>=1;i--) ZZBuffer[i]=0; if (nlow >0) for(i=nlow-1;i>=0;i--) ZZBuffer[i]=0; } } } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int LowestBar(int len,int k) { double min=10000000; int lobar; //---- for(int i=k+len-1;i>=k;i--) if(Low[i] < min) {min=Low[i]; lobar=i;} if(len<=0) lobar=k; return(lobar); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int HighestBar(int len,int k) { double max=-10000000; int hibar; for(int i=k+len-1;i>=k;i--) if(High[i] > max) {max=High[i]; hibar=i;} if(len<=0) hibar=k; return(hibar); } //+------------------------------------------------------------------+ |
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