#property icon "\\Images\\browser.ico"

#property description "Торговля на финансовых рынках сопряжена с высочайшим риском потерь. Статистика свидетельствует, что 95% участников торгов на финансовых рынках теряют свои деньги и больше никогда не возвращаются в трейдинг."

//+------------------------------------------------------------------+
//|                                                     Laguerre.mq4 |
//|                                                     Emerald King |
//|                                     mailto:info@emerald-king.com |
//+------------------------------------------------------------------+
#property copyright "Emerald King"
#property link      "mailto:info@emerald-king.com" 

#property indicator_separate_window
#property indicator_color1 Magenta
#property indicator_level2 0.75
#property indicator_level3 0.45
#property indicator_level4 0.15
#property indicator_buffers 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[];
datetime LastTime=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
      
int init()
  {
//---- indicators
//----
   SetIndexBuffer(0,val1);
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//---- TODO: add your code here
   Comment("");     
//----
   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--;
        }
        
      if(val1[2]>0.75 && val1[1]<0.75  && Time[1]!= LastTime) {Alert(Symbol()," Dn Signal");LastTime = Time[1];}
      if(val1[2]<0.15 && val1[1]>0.15  && Time[1]!= LastTime) {Alert(Symbol()," Up Signal");LastTime = Time[1];}
      
      //Comment("\n  Val 1 = ",val1[1],
              //"\n  Val 2 = ",val1[2]);      
      
   return(0);
 }
//+------------------------------------------------------------------+

double f0_5(int A_shift_0) 
  {
   return (iStochastic(NULL, 0, G_period_264, G_period_268, G_slowing_272, G_ma_method_284, G_price_field_296, MODE_MAIN, A_shift_0));
  }