Modification of gamma parameter in Laguerre Filter

• 05/10/2019 at 11:08 AM #98165
  Blue Sky

  Hi,

  Does anyone know how you could modify the code of this indicator to parameterize the gamma you want as you can do that in the version of this indicator in metatrader4?
  for example, gamma = 0.7

  https://www.prorealcode.com/prorealtime-indicators/laguerre-filter-price/ (link to the original indicator PRT)

  Laguerre Filter price ProRealTime

  Laguerre Filter on price

  //parameters : //length = 20 //Elements = 5 Price = (High+Low+Open+Close)/4 Diff = ABS(Price - Filt[1]) HH = Diff LL = Diff FOR count = 0 TO Length - 1 IF Diff[count] > HH THEN HH = Diff[count] ENDIF IF Diff[count] < LL THEN LL = Diff[count] ENDIF NEXT If Barindex > Length AND HH - LL <> 0 THEN Calcul = (Diff - LL) / (HH - LL) // Calculate MEDIAN with 5 Elements. Vary at will Data = Calcul NrElements = Elements FOR X = 0 TO NrElements-1 M = Data[X] SmallPart = 0 LargePart = 0 FOR Y = 0 TO NrElements-1 IF Data[Y] < M THEN SmallPart = SmallPart + 1 ELSIF Data[Y] > M THEN LargePart = LargePart + 1 ENDIF IF LargePart = SmallPart AND Y = NrElements-1 THEN Median = M BREAK ENDIF NEXT NEXT alpha = Median L0 = alpha*Price + (1 - alpha)*L0[1] L1 = -(1 - alpha)*L0 + L0[1] + (1 - alpha)*L1[1] L2 = -(1 - alpha)*L1 + L1[1] + (1 - alpha)*L2[1] L3 = -(1 - alpha)*L2 + L2[1] + (1 - alpha)*L3[1] FILT = (L0 + 2*L1 + 2*L2 + L3) / 6 ENDIF IF Barindex < 1 THEN FILT = Price ENDIF RETURN Filt AS "Laguerre1"

  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

  //parameters : //length = 20 //Elements = 5 Price = (High+Low+Open+Close)/4 Diff = ABS(Price - Filt[1]) HH = Diff LL = Diff FOR count = 0 TO Length - 1 IF Diff[count] > HH THEN   HH = Diff[count] ENDIF IF Diff[count] < LL THEN   LL = Diff[count] ENDIF NEXT If Barindex > Length AND HH - LL <> 0 THEN Calcul = (Diff - LL) / (HH - LL) // Calculate MEDIAN with 5 Elements. Vary at will Data = Calcul NrElements = Elements FOR X = 0 TO NrElements-1   M = Data[X]   SmallPart = 0   LargePart = 0 FOR Y = 0 TO NrElements-1   IF Data[Y] < M THEN    SmallPart = SmallPart + 1   ELSIF Data[Y] > M THEN    LargePart = LargePart + 1   ENDIF   IF LargePart = SmallPart AND Y = NrElements-1 THEN    Median = M    BREAK   ENDIF NEXT NEXT alpha = Median L0 = alpha*Price + (1 - alpha)*L0[1] L1 = -(1 - alpha)*L0 + L0[1] + (1 - alpha)*L1[1] L2 = -(1 - alpha)*L1 + L1[1] + (1 - alpha)*L2[1] L3 = -(1 - alpha)*L2 + L2[1] + (1 - alpha)*L3[1] FILT = (L0 + 2*L1 + 2*L2 + L3) / 6 ENDIF IF Barindex < 1 THEN FILT = Price ENDIF RETURN Filt AS "Laguerre1"

  Laguerre Filter price MetaTrader4

  Laguerre Filter MT4

  //+------------------------------------------------------------------+ //| LaguerreFilter.mq4 | //| Copyright © 2006, Forex-TSD.com | //| Written by IgorAD,igorad2003@yahoo.co.uk | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Forex-TSD.com " #property link "http://www.forex-tsd.com/" #property indicator_chart_window #property indicator_color1 Yellow //---- input parameters extern double gamma = 0.7; extern int Price_Type = 0; //---- buffers double Filter[]; double L0[]; double L1[]; double L2[]; double L3[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(5); //---- indicators SetIndexStyle(0, DRAW_LINE); SetIndexDrawBegin(0, 1); SetIndexLabel(0, "LaguerreFilter"); SetIndexBuffer(0, Filter); SetIndexBuffer(1, L0); SetIndexBuffer(2, L1); SetIndexBuffer(3, L2); SetIndexBuffer(4, L3); //---- string short_name="LaguerreFilter(" + DoubleToStr(gamma, 2) + ")"; IndicatorShortName(short_name); return(0); } //+------------------------------------------------------------------+ //| Custor indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int limit; int counted_bars = IndicatorCounted(); double CU, CD; //---- last counted bar will be recounted if (counted_bars>0) counted_bars--; else counted_bars = 1; limit = Bars - counted_bars; //---- computations for RSI for (int i=limit; i>=0; i--) { double Price=iMA(NULL,0,1,0,0,Price_Type,i); L0[i] = (1.0 - gamma)*Price + gamma*L0[i+1]; L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1]; L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1]; L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1]; CU = 0; CD = 0; if (L0[i] >= L1[i]) CU = L0[i] - L1[i]; else CD = L1[i] - L0[i]; if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i]; else CD = CD + L2[i] - L1[i]; if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i]; else CD = CD + L3[i] - L2[i]; if (CU + CD != 0) Filter[i] = (L0[i] + 2 * L1[i] + 2 * L2[i] + L3[i]) / 6.0; } return(0); } //+------------------------------------------------------------------+

  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

  //+------------------------------------------------------------------+ //|                                               LaguerreFilter.mq4 | //|                                  Copyright © 2006, Forex-TSD.com | //|                         Written by IgorAD,igorad2003@yahoo.co.uk |   //|            http://finance.groups.yahoo.com/group/TrendLaboratory |                                       //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Forex-TSD.com " #property link      "http://www.forex-tsd.com/" #property indicator_chart_window   #property indicator_color1 Yellow   //---- input parameters extern double    gamma      = 0.7; extern int       Price_Type = 0; //---- buffers double Filter[]; double L0[]; double L1[]; double L2[]; double L3[];   //+------------------------------------------------------------------+ //| Custom indicator initialization function                         | //+------------------------------------------------------------------+ int init() {    IndicatorBuffers(5); //---- indicators    SetIndexStyle(0, DRAW_LINE);    SetIndexDrawBegin(0, 1); SetIndexLabel(0, "LaguerreFilter"); SetIndexBuffer(0, Filter);    SetIndexBuffer(1, L0);    SetIndexBuffer(2, L1);    SetIndexBuffer(3, L2);    SetIndexBuffer(4, L3); //----    string short_name="LaguerreFilter(" + DoubleToStr(gamma, 2) + ")";    IndicatorShortName(short_name);    return(0); }   //+------------------------------------------------------------------+ //| Custor indicator deinitialization function                       | //+------------------------------------------------------------------+ int deinit() {    return(0); }   //+------------------------------------------------------------------+ //| Custom indicator iteration function                              | //+------------------------------------------------------------------+ int start() { int    limit; int    counted_bars = IndicatorCounted(); double CU, CD; //---- last counted bar will be recounted if (counted_bars>0) counted_bars--; else counted_bars = 1; limit = Bars - counted_bars; //---- computations for RSI for (int i=limit; i>=0; i--) { double Price=iMA(NULL,0,1,0,0,Price_Type,i); L0[i] = (1.0 - gamma)*Price + gamma*L0[i+1]; L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1]; L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1]; L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1]; CU = 0; CD = 0; if (L0[i] >= L1[i]) CU = L0[i] - L1[i]; else CD = L1[i] - L0[i]; if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i]; else CD = CD + L2[i] - L1[i]; if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i]; else CD = CD + L3[i] - L2[i];   if (CU + CD != 0) Filter[i] = (L0[i] + 2 * L1[i] + 2 * L2[i] + L3[i]) / 6.0; }    return(0); } //+------------------------------------------------------------------+

   

  Many thanks

  

  Blue Sky

  Participant

  Topics: 2

  Replies: 0

  Been thanked: 0 times
  05/10/2019 at 1:59 PM #98171
  Nicolas

  I recoded it from scratch from the MT4 version, here it is:

  //parameters : gamma = 0.7 Price = customclose If Barindex > 2 THEN L0 = (1.0 - gamma)*Price + gamma*L0[1] L1 = -gamma*L0[0] + L0[1] + gamma*L1[1] L2 = -gamma*L1[0] + L1[1] + gamma*L2[1] L3 = -gamma*L2[0] + L2[1] + gamma*L3[1] CU = 0 CD = 0 if (L0 >= L1) then CU = L0[0] - L1[0] else CD = L1[0] - L0[0] endif if (L1[0] >= L2[0]) then CU = CU + L1[0] - L2[0] else CD = CD + L2[0] - L1[0] endif if (L2[0] >= L3[0]) then CU = CU + L2[0] - L3[0] else CD = CD + L3[0] - L2[0] endif if (CU + CD <> 0) then Filter = (L0[0] + 2 * L1[0] + 2 * L2[0] + L3[0]) / 6.0 ENDIF endif RETURN Filter AS "Laguerre1"

  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

  //parameters : gamma = 0.7 Price = customclose If Barindex > 2 THEN   L0 = (1.0 - gamma)*Price + gamma*L0[1] L1 = -gamma*L0[0] + L0[1] + gamma*L1[1] L2 = -gamma*L1[0] + L1[1] + gamma*L2[1] L3 = -gamma*L2[0] + L2[1] + gamma*L3[1] CU = 0 CD = 0 if (L0 >= L1) then CU = L0[0] - L1[0] else CD = L1[0] - L0[0] endif if (L1[0] >= L2[0]) then CU = CU + L1[0] - L2[0] else CD = CD + L2[0] - L1[0] endif if (L2[0] >= L3[0]) then CU = CU + L2[0] - L3[0] else CD = CD + L3[0] - L2[0] endif if (CU + CD <> 0) then Filter = (L0[0] + 2 * L1[0] + 2 * L2[0] + L3[0]) / 6.0 ENDIF endif RETURN Filter AS "Laguerre1"

  You can now adjust the gamma as desired.

  1 user thanked author for this post.

  Blue Sky

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
• Author
  Posts