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- #property indicator_chart_window
- #property indicator_buffers 3
- #property indicator_color1 Yellow
- #property indicator_color2 Gray
- #property indicator_color3 Gray
- extern int NMA_period = 40;
- extern bool Show_SD = true;
- extern int SD_len = 30;
- extern double SD_up = 2;
- extern double SD_dn = 2;
- double NMA[];
- double SDup[];
- double SDdn[];
- int init()
- {
- string nmaname = "NMA(" + NMA_period + ")";
- string sdname = "NMA_SD(" + SD_len + ")";
- IndicatorShortName(nmaname);
- IndicatorBuffers(3);
- SetIndexBuffer(0, NMA);
- SetIndexLabel(0, nmaname);
- SetIndexBuffer(1, SDup);
- SetIndexLabel(1, sdname+"_up");
- SetIndexBuffer(2, SDdn);
- SetIndexLabel(2, sdname+"_dn");
- return(0);
- }
- int start()
- {
- int limit, i, ii, counted_bars = IndicatorCounted();
- if(Bars <= MathMax(NMA_period, SD_len)) return(0);
- if(counted_bars < 0) counted_bars = 0;
- if(counted_bars > MathMax(NMA_period, SD_len)) limit = Bars - counted_bars;
- else limit = Bars - MathMax(NMA_period, SD_len) - 1;
- for(i = limit; i >= 0; i--)
- {
- double sum, abssum, ratio;
- sum = (MathLog(Close[i]) - MathLog(Close[i+1])) + (MathLog(Close[i+1]) - MathLog(Close[i+2])) * (MathSqrt(2)-1);
- for(ii = 2; ii < NMA_period; ii++)
- sum += (MathLog(Close[i+ii]) - MathLog(Close[i+ii+1])) * (MathSqrt(ii+1) - MathSqrt(ii));
- abssum = MathAbs(sum);
- sum = 0;
- for(ii = 0; ii < NMA_period; ii++)
- sum += MathAbs(MathLog(Close[i+ii]) - MathLog(Close[i+ii+1]));
- if(sum != 0) ratio = abssum / sum;
- NMA[i] = NMA[i+1] + (Close[i] - NMA[i+1]) * ratio;
- if(Show_SD)
- {
- SDup[i] = NMA[i] + SD_up * iStdDev(Symbol(), Period(), SD_len, 0, 0, PRICE_CLOSE, i);
- SDdn[i] = NMA[i] - SD_dn * iStdDev(Symbol(), Period(), SD_len, 0, 0, PRICE_CLOSE, i);
- }
- }
- return(0);
- }
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