needs for help i cannot find where is wrong。。。

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dawei li 2015.06.27 16:27

//+------------------------------------------------------------------+

//| IRB.mq5 |

//| David Lee |

//+------------------------------------------------------------------+

#property copyright "David Lee"

#property version "1.00"

#property indicator_chart_window

#property indicator_buffers 5

#property indicator_plots 5

#property indicator_color1 Red

#property indicator_color2 Orange

#property indicator_color3 Yellow

#property indicator_color4 Green

#property indicator_color5 Aqua

#property indicator_type1 DRAW_LINE

#property indicator_type2 DRAW_LINE

#property indicator_type3 DRAW_LINE

#property indicator_type4 DRAW_LINE

#property indicator_type5 DRAW_LINE

#property indicator_label1 "rpc"

#property indicator_label1 "sqh"

#property indicator_label1 "sql"

#property indicator_label1 "sqh2"

#property indicator_label1 "sql2"

#property indicator_style1 STYLE_SOLID

#property indicator_style2 STYLE_SOLID

#property indicator_style3 STYLE_SOLID

#property indicator_style4 STYLE_SOLID

#property indicator_style5 STYLE_SOLID

//---- input parameters

input int degree=3;

input int period=120;

input double strdDev=1.62;

input double strdDev2=2;

//---- indicator buffers

double prc[];

double sqh[];

double sql[];

double sql2[];

double sqh2[];

double ai[10,10];

double b[10];

double x[10];

double sx[10];

double sum;

int ip;

int p;

int n;

int f;

double qq;

double mm;

double tt;

int ii;

int jj;

int kk;

int ll;

int nn;

double sq;

double sq2;

int i0 = 0;

int mi;

//+------------------------------------------------------------------+

//| Custom indicator initialization function |

//+------------------------------------------------------------------+

void OnInit(void)

{

//---- 3 indicator buffers mapping

SetIndexBuffer(0,prc,INDICATOR_DATA);

SetIndexBuffer(1,sqh,INDICATOR_DATA);

SetIndexBuffer(2,sql,INDICATOR_DATA);

SetIndexBuffer(3,sql2,INDICATOR_DATA);

SetIndexBuffer(4,sqh2,INDICATOR_DATA);

IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,0);

PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,0);

PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,0);

PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,0);

PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,0);

//---- index labels

PlotIndexSetString(0,PLOT_LABEL,"prc");

PlotIndexSetString(1,PLOT_LABEL,"sqh");

PlotIndexSetString(1,PLOT_LABEL,"sql");

PlotIndexSetString(1,PLOT_LABEL,"sqh2");

PlotIndexSetString(1,PLOT_LABEL,"sql2");

}

//+------------------------------------------------------------------+

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=rates_total-prev_calculated;

//---- main loop

ip = period; // 120

p = ip; //120

sx[1] = p + 1; //121

nn = degree + 1; // 4

//----------------------sx-------------------------------------------------------------------

for (mi = 1; mi <= nn * 2 - 2; mi++)

{

sum = 0;

for (n = i0; n <= i0 + p; n++) //i0=0 120

{

sum += MathPow(n, mi);

}

sx[mi + 1] = sum;

}

//----------------------syx-----------

for (mi = 1; mi <= nn; mi++)

{

sum = 0.0;

for (n = i0; n <= i0 + p; n++)

{

if (mi == 1)

sum += close[n];

else

sum += close[n] * MathPow(n, mi - 1);

}

b[mi] = sum;

}

//===============Matrix=======================================================================================================

for (jj = 1; jj <= nn; jj++)

{

for (ii = 1; ii <= nn; ii++)

{

kk = ii + jj - 1;

ai[ii, jj] = sx[kk];

}

//===============Gauss========================================================================================================

for (kk = 1; kk <= nn - 1; kk++)

{

ll = 0;

mm = 0;

for (ii = kk; ii <= nn; ii++)

{

if (MathAbs(ai[ii, kk]) > mm)

{

mm = MathAbs(ai[ii, kk]);

ll = ii;

}

if (ll == 0)

return 0;

if (ll != kk)

{

for (jj = 1; jj <= nn; jj++)

{

tt = ai[kk, jj];

ai[kk, jj] = ai[ll, jj];

ai[ll, jj] = tt;

}

tt = b[kk];

b[kk] = b[ll];

b[ll] = tt;

}

for (ii = kk + 1; ii <= nn; ii++)

{

qq = ai[ii, kk] / ai[kk, kk];

for (jj = 1; jj <= nn; jj++)

{

if (jj == kk)

ai[ii, jj] = 0;

else

ai[ii, jj] = ai[ii, jj] - qq * ai[kk, jj];

}

b[ii] = b[ii] - qq * b[kk];

}

x[nn] = b[nn] / ai[nn, nn];

for (ii = nn - 1; ii >= 1; ii--)

{

tt = 0;

for (jj = 1; jj <= nn - ii; jj++)

{

tt = tt + ai[ii, ii + jj] * x[ii + jj];

x[ii] = (1 / ai[ii, ii]) * (b[ii] - tt);

}

sq = 0.0;

sq2 = 0.0;

for (n = i0; n <= i0 + p; n++)

{

sum = 0;

for (kk = 1; kk <= degree; kk++)

{

sum += x[kk + 1] * MathPow(n, kk);

}

prc[n] = (x[1] + sum);

sq += MathPow(close[n] - prc[n], 2);

sq2 += MathPow(close[n] - prc[n], 2);

}

sq = MathSqrt(sq / (p + 1)) * strdDev;

sq2 = MathSqrt(sq2 / (p + 1)) * strdDev2;

for (n = i0; n <= i0 + p; n++)

{

sqh[n] = (prc[n] + sq);

sql[n] = (prc[n] - sq);

sqh2[n] = (prc[n] + sq2);

sql2[n] = (prc[n] - sq2);

}

//---- done

return(rates_total);

}

//+------------------------------------------------------------------+

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