Laguerre by Popov
47800 downloads / 4916 views / Created: 01.06.2013
Average Rating: 0
Indicator Description
This is a version of Laguerre build for Forex Strategy Builder and Forex Strategy Trader.
To install the indicator put it in the Indicators folder. When you start the program it will load the indicator alone. If the program is running, press Ctrl + I in order to reload the custom indicators.
Link to forum topick: Laguerre indicator
To install the indicator put it in the Indicators folder. When you start the program it will load the indicator alone. If the program is running, press Ctrl + I in order to reload the custom indicators.
Link to forum topick: Laguerre indicator
Comments
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//==============================================================
// Forex Strategy Builder
// Copyright (c) Miroslav Popov. All rights reserved.
//==============================================================
// THIS CODE IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND,
// EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO
// THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
// A PARTICULAR PURPOSE.
//==============================================================
using System;
using System.Drawing;
using ForexStrategyBuilder.Infrastructure.Entities;
using ForexStrategyBuilder.Infrastructure.Enums;
using ForexStrategyBuilder.Infrastructure.Interfaces;
namespace ForexStrategyBuilder.Indicators.Store
{
public class Laguerre : Indicator
{
public Laguerre()
{
IndicatorName = "Laguerre";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
SeparatedChartMinValue = 0;
SeparatedChartMaxValue = 1;
IsDiscreteValues = true; // This is because the indicator can be 0 or 1 for several consecutive bars.
IndicatorAuthor = "Miroslav Popov";
IndicatorVersion = "2.0";
IndicatorDescription = "Laguerre custom indicator for FSB and FST.";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new string[]
{
"The Laguerre rises",
"The Laguerre falls",
"The Laguerre is higher than the Level line",
"The Laguerre is lower than the Level line",
"The Laguerre crosses the Level line upward",
"The Laguerre crosses the Level line downward",
"The Laguerre changes its direction upward",
"The Laguerre changes its direction downward"
};
IndParam.ListParam[0].Index = 0;
IndParam.ListParam[0].Text = IndParam.ListParam[0].ItemList[IndParam.ListParam[0].Index];
IndParam.ListParam[0].Enabled = true;
IndParam.ListParam[0].ToolTip = "Logic of application of the indicator.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Gamma";
IndParam.NumParam[0].Value = 0.65;
IndParam.NumParam[0].Min = 0.50;
IndParam.NumParam[0].Max = 0.90;
IndParam.NumParam[0].Point = 2;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "A coefficient of the Laguerre line.";
IndParam.NumParam[1].Caption = "Level";
IndParam.NumParam[1].Value = 0.2;
IndParam.NumParam[1].Min = 0.0;
IndParam.NumParam[1].Max = 1.0;
IndParam.NumParam[1].Point = 2;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "A critical level (for the appropriate logic).";
// The CheckBox parameters
IndParam.CheckParam[0].Caption = "Use previous bar value";
IndParam.CheckParam[0].Enabled = true;
IndParam.CheckParam[0].ToolTip = "Use the indicator value from the previous bar.";
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
double dGamma = IndParam.NumParam[0].Value;
double dLevel = IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = 2;
double[] adLaguerre = new double[Bars];
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;
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
L0A = L0;
L1A = L1;
L2A = L2;
L3A = L3;
L0 = (1 - dGamma) * Close[iBar] + dGamma * L0A;
L1 = -dGamma * L0 + L0A + dGamma * L1A;
L2 = -dGamma * L1 + L1A + dGamma * L2A;
L3 = -dGamma * L2 + L2A + dGamma * 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);
adLaguerre[iBar] = LRSI;
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Laguerre";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.RoyalBlue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adLaguerre;
Component[1] = new IndicatorComp();
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = new double[Bars];
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
// Sets the Component's type
if (SlotType == SlotTypes.OpenFilter)
{
Component[1].DataType = IndComponentType.AllowOpenLong;
Component[1].CompName = "Is long entry allowed";
Component[2].DataType = IndComponentType.AllowOpenShort;
Component[2].CompName = "Is short entry allowed";
}
else if (SlotType == SlotTypes.CloseFilter)
{
Component[1].DataType = IndComponentType.ForceCloseLong;
Component[1].CompName = "Close out long position";
Component[2].DataType = IndComponentType.ForceCloseShort;
Component[2].CompName = "Close out short position";
}
// Calculation of the logic
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The Laguerre rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 0.5 };
break;
case "The Laguerre falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 0.5 };
break;
case "The Laguerre is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, 1 - dLevel };
break;
case "The Laguerre is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, 1 - dLevel };
break;
case "The Laguerre crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, 1 - dLevel };
break;
case "The Laguerre crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, 1 - dLevel };
break;
case "The Laguerre changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 0.5 };
break;
case "The Laguerre changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 0.5 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adLaguerre, dLevel, 1 - dLevel, ref Component[1], ref Component[2], indLogic);
}
public override void SetDescription()
{
string sLevelLong = IndParam.NumParam[1].ValueToString;
string sLevelShort = IndParam.NumParam[1].AnotherValueToString(1 - IndParam.NumParam[1].Value);
EntryFilterLongDescription = "the " + ToString() + " ";
EntryFilterShortDescription = "the " + ToString() + " ";
ExitFilterLongDescription = "the " + ToString() + " ";
ExitFilterShortDescription = "the " + ToString() + " ";
switch (IndParam.ListParam[0].Text)
{
case "The Laguerre rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "The Laguerre falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "The Laguerre is higher than the Level line":
EntryFilterLongDescription += "is higher than the Level " + sLevelLong;
EntryFilterShortDescription += "is lower than the Level " + sLevelShort;
ExitFilterLongDescription += "is higher than the Level " + sLevelLong;
ExitFilterShortDescription += "is lower than the Level " + sLevelShort;
break;
case "The Laguerre is lower than the Level line":
EntryFilterLongDescription += "is lower than the Level " + sLevelLong;
EntryFilterShortDescription += "is higher than the Level " + sLevelShort;
ExitFilterLongDescription += "is lower than the Level " + sLevelLong;
ExitFilterShortDescription += "is higher than the Level " + sLevelShort;
break;
case "The Laguerre crosses the Level line upward":
EntryFilterLongDescription += "crosses the Level " + sLevelLong + " upward";
EntryFilterShortDescription += "crosses the Level " + sLevelShort + " downward";
ExitFilterLongDescription += "crosses the Level " + sLevelLong + " upward";
ExitFilterShortDescription += "crosses the Level " + sLevelShort + " downward";
break;
case "The Laguerre crosses the Level line downward":
EntryFilterLongDescription += "crosses the Level " + sLevelLong + " downward";
EntryFilterShortDescription += "crosses the Level " + sLevelShort + " upward";
ExitFilterLongDescription += "crosses the Level " + sLevelLong + " downward";
ExitFilterShortDescription += "crosses the Level " + sLevelShort + " upward";
break;
case "The Laguerre changes its direction upward":
EntryFilterLongDescription += "changes its direction upward";
EntryFilterShortDescription += "changes its direction downward";
ExitFilterLongDescription += "changes its direction upward";
ExitFilterShortDescription += "changes its direction downward";
break;
case "The Laguerre changes its direction downward":
EntryFilterLongDescription += "changes its direction downward";
EntryFilterShortDescription += "changes its direction upward";
ExitFilterLongDescription += "changes its direction downward";
ExitFilterShortDescription += "changes its direction upward";
break;
default:
break;
}
}
public override string ToString()
{
return IndicatorName +
(IndParam.CheckParam[0].Checked ? "* (" : " (") +
IndParam.NumParam[0].ValueToString + ")"; // Gamma
}
}
}
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186//+--------------------------------------------------------------------+ //| Copyright: (C) 2014, Miroslav Popov - All rights reserved! | //| Website: http://forexsb.com/ | //| Support: http://forexsb.com/forum/ | //| License: Proprietary under the following circumstances: | //| | //| This code is a part of Forex Strategy Builder. It is free for | //| use as an integral part of Forex Strategy Builder. | //| One can modify it in order to improve the code or to fit it for | //| personal use. This code or any part of it cannot be used in | //| another applications without a permission. Contact information | //| cannot be changed. | //| | //| NO LIABILITY FOR CONSEQUENTIAL DAMAGES | //| | //| In no event shall the author be liable for any damages whatsoever | //| (including, without limitation, incidental, direct, indirect and | //| consequential damages, damages for loss of business profits, | //| business interruption, loss of business information, or other | //| pecuniary loss) arising out of the use or inability to use this | //| product, even if advised of the possibility of such damages. | //+--------------------------------------------------------------------+ #property copyright "Copyright 2014, Miroslav Popov" #property link "http://forexsb.com" #property version "1.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class Laguerre : public Indicator { public: Laguerre(SlotTypes slotType) { SlotType=slotType; IndicatorName="Laguerre"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = true; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void Laguerre::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters double dGamma = NumParam[0].Value; double dLevel = NumParam[1].Value; int iPrvs = CheckParam[0].Checked ? 1 : 0; // Calculation int iFirstBar=2; double adLaguerre[]; ArrayResize(adLaguerre,Data.Bars); ArrayInitialize(adLaguerre, 0); 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; for(int iBar=iFirstBar; iBar<Data.Bars; iBar++) { L0A = L0; L1A = L1; L2A = L2; L3A = L3; L0 = (1 - dGamma) * Data.Close[iBar] + dGamma * L0A; L1 = -dGamma * L0 + L0A + dGamma * L1A; L2 = -dGamma * L1 + L1A + dGamma * L2A; L3 = -dGamma * L2 + L2A + dGamma * 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); adLaguerre[iBar]=LRSI; } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Laguerre"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,adLaguerre); ArrayResize(Component[1].Value,Data.Bars); Component[1].FirstBar=iFirstBar; ArrayResize(Component[2].Value,Data.Bars); Component[2].FirstBar=iFirstBar; // Sets the Component's type if(SlotType==SlotTypes_OpenFilter) { Component[1].DataType = IndComponentType_AllowOpenLong; Component[1].CompName = "Is long entry allowed"; Component[2].DataType = IndComponentType_AllowOpenShort; Component[2].CompName = "Is short entry allowed"; } else if(SlotType==SlotTypes_CloseFilter) { Component[1].DataType = IndComponentType_ForceCloseLong; Component[1].CompName = "Close out long position"; Component[2].DataType = IndComponentType_ForceCloseShort; Component[2].CompName = "Close out short position"; } // Calculation of the logic IndicatorLogic indLogic=IndicatorLogic_It_does_not_act_as_a_filter; if(ListParam[0].Text=="The Laguerre rises") { indLogic=IndicatorLogic_The_indicator_rises; } else if(ListParam[0].Text=="The Laguerre falls") { indLogic=IndicatorLogic_The_indicator_falls; } else if(ListParam[0].Text=="The Laguerre is higher than the Level line") { indLogic=IndicatorLogic_The_indicator_is_higher_than_the_level_line; } else if(ListParam[0].Text=="The Laguerre is lower than the Level line") { indLogic=IndicatorLogic_The_indicator_is_lower_than_the_level_line; } else if(ListParam[0].Text=="The Laguerre crosses the Level line upward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_upward; } else if(ListParam[0].Text=="The Laguerre crosses the Level line downward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_downward; } else if(ListParam[0].Text=="The Laguerre changes its direction upward") { indLogic=IndicatorLogic_The_indicator_changes_its_direction_upward; } else if(ListParam[0].Text=="The Laguerre changes its direction downward") { indLogic=IndicatorLogic_The_indicator_changes_its_direction_downward; } OscillatorLogic(iFirstBar,iPrvs,adLaguerre,dLevel,1-dLevel,Component[1],Component[2],indLogic); } //+------------------------------------------------------------------+
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Copyright © 2006 - 2025, Forex Software Ltd.;
Copyright © 2006 - 2025, Forex Software Ltd.;