Laguerre MT4 MT5指标源码[MT5公式]

Laguerre MetaTrader 指标 MT4 MT5指标 — 该指标适用于MT4和MT5。一种不依赖标准MT4/MT5指标的完全自定义的指标。它在一个单独的图表窗口显示了加权趋势线。可用作简单的进出场信号。

输入参数：

gamma (默认 = 0.7) — 乘数，用于计算趋势线的水平。此数值越高，趋势线越平滑。

CountBars (默认 = 950) — 计算该指标的最大天数。如果您希望该指标准确率更高，请设置尽可能高的数值。

当此线自下方接近0.2的水平时，Laguerre可用于做多，当此线自上方接近0.5的水平时，可关闭多头头寸。当此线自上方穿过0.8的水平时，做空；当此线自下方穿过0.5的水平时，关闭空头头寸。

标签:MT4 MT5指标源码

MT4源码：
//+------------------------------------------------------------------+ //| Laguerre.mq4 | //| Emerald King | //| www.cxh99.com | //+------------------------------------------------------------------+ #property copyright "www.cxh99.com" #property link "http://www.cxh99.com" #property indicator_separate_window #property indicator_color1 Magenta #property indicator_level1 0.80 #property indicator_level2 0.50 #property indicator_level3 0.20 #property indicator_minimum 0 #property indicator_maximum 1 //---- input parameters extern double gamma=0.7; extern int CountBars=950; double L0 = 0; double L1 = 0; double L2 = 0; double L3 = 0; double L0A = 0; double L1A = 0; double L2A = 0; double L3A = 0; double LRSI = 0; double CU = 0; double CD = 0; double val1[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators //---- SetIndexBuffer(0,val1); return(0); } //+------------------------------------------------------------------+ //| Custor indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- TODO: add your code here //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { if (CountBars>Bars) CountBars=Bars; SetIndexDrawBegin(0,Bars-CountBars); int i; int counted_bars=IndicatorCounted(); //if(CountBars<=Lookback) return(0); //---- initial zero //if(counted_bars<1) //{ // for(i=1;i<=Lookback;i++) val1[CountBars-i]=0.0; //} i=CountBars-1; while(i>=0) { L0A = L0; L1A = L1; L2A = L2; L3A = L3; L0 = (1 - gamma)*Close[i] + gamma*L0A; L1 = - gamma *L0 + L0A + gamma *L1A; L2 = - gamma *L1 + L1A + gamma *L2A; L3 = - gamma *L2 + L2A + gamma *L3A; CU = 0; CD = 0; if (L0 >= L1) CU = L0 - L1; else CD = L1 - L0; if (L1 >= L2) CU = CU + L1 - L2; else CD = CD + L2 - L1; if (L2 >= L3) CU = CU + L2 - L3; else CD = CD + L3 - L2; if (CU + CD != 0) LRSI = CU / (CU + CD); val1[i] = LRSI; i--; } return(0); } //+------------------------------------------------------------------+
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MT5源码：//+------------------------------------------------------------------+ //| Laguerre | //| Copyright � 2009, EarnForex | //| http://www.cxh99.com/ | //| Based on Laguerre.mq4 by Emerald King | //+------------------------------------------------------------------+ #property copyright "www.cxh99.com" #property link "http://www.cxh99.com" #property version "1.01" #property description "Laguerre - shows weighted trend-line in a separate indicator window." #property indicator_separate_window #property indicator_buffers 1 #property indicator_plots 1 #property indicator_minimum 0 #property indicator_maximum 1 #property indicator_type1 DRAW_LINE #property indicator_style1 STYLE_SOLID #property indicator_width1 1 #property indicator_color1 Magenta #property indicator_level1 0.80 #property indicator_level2 0.50 #property indicator_level3 0.20 //---- input parameters input double gamma = 0.7; input int CountBars = 950; double L0 = 0; double L1 = 0; double L2 = 0; double L3 = 0; double L0A = 0; double L1A = 0; double L2A = 0; double L3A = 0; double LRSI = 0; double CU = 0; double CD = 0; double val1[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { IndicatorSetString(INDICATOR_SHORTNAME, "Laguerre"); SetIndexBuffer(0, val1, INDICATOR_DATA); } //+------------------------------------------------------------------+ //| Data Calculation Function for Indicator | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &Close[], const long &tick_volume[], const long &volume[], const int &spread[]) { int limit = CountBars; if (CountBars > rates_total) limit = rates_total; ArraySetAsSeries(Close, true); int i = limit - 1; while(i >= 0) { L0A = L0; L1A = L1; L2A = L2; L3A = L3; L0 = (1 - gamma) * Close[i] + gamma * L0A; L1 = - gamma * L0 + L0A + gamma * L1A; L2 = - gamma * L1 + L1A + gamma * L2A; L3 = - gamma * L2 + L2A + gamma * L3A; CU = 0; CD = 0; if (L0 >= L1) CU = L0 - L1; else CD = L1 - L0; if (L1 >= L2) CU = CU + L1 - L2; else CD = CD + L2 - L1; if (L2 >= L3) CU = CU + L2 - L3; else CD = CD + L3 - L2; if (CU + CD != 0) LRSI = CU / (CU + CD); val1[rates_total - i - 1] = LRSI; i--; } return(rates_total); } //+------------------------------------------------------------------+
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