Settings= { Name = "Zigzag_MNK", -- название индикатора delta=1.0, -- дельта зигзага showperiod=5000,--колич баров за которые строится line= { { Name = "zigzagline2", Type =TYPE_LINE, Width = 2, Color = RGB(255,0, 0) } } } function Init() vMin = 0 vMax = 0 vMinindex = 0 vMaxindex = 0 voldMinindex = 0 voldMaxindex = 0 a1 = 0 a2 = 0 a3 = 0 a4 = 0 cind = 0 v = null vFrom=0 vsl = 0 return 1 end function calcmnk(index, vFrom, a1, a2, a3, a4, cind, vMinindex, vMaxindex) v = null v2 = null showperiod = Settings.showperiod if index-1 > 1 and vFrom > 1 and index > Size()-showperiod then --[[ for i=vFrom, index-1 do a1 = a1+i*C(i) a2 = a2+i a3 = a3+C(i) a4 = a4+i*i end for i=index, index do a01 = a1+i*C(i) a02 = a2+i a03 = a3+C(i) a04 = a4+i*i end n = index - vFrom + 1 if((n*a04 - a02*a02) ~= 0) then a = (n*a01 - a02*a03)/(n*a04 - a02*a02) b = (a03 - a*a02)/n v = a*index + b end --]] a1 = 0 a2 = 0 a3 = 0 a4 = 0 vto = index if vMinindex < vMaxindex then vto = vMaxindex end if vMinindex > vMaxindex then vto = vMinindex end for i=vFrom, vto do a1 = a1+i*C(i) a2 = a2+i a3 = a3+C(i) a4 = a4+i*i end n = vto - vFrom + 1 if((n*a4 - a2*a2) ~= 0) then a = (n*a1 - a2*a3)/(n*a4 - a2*a2) b = (a3 - a*a2)/n v = a*index + b end vmindel = 0 for i=vFrom, vto do y = a*i + b if vMinindex < vMaxindex and y - C(i) > vmindel then vmindel = y - C(i) end if vMinindex > vMaxindex and C(i) - y > vmindel then vmindel = C(i) - y end end y = a*index + b if vMinindex < vMaxindex then v2 = y - vmindel end if vMinindex > vMaxindex then v2 = y + vmindel end if vMinindex < vMaxindex and O(index) < v2 and vsl == 0 then vsl = C(vMaxindex) v2 = vsl end if vMinindex > vMaxindex and O(index) > v2 and vsl == 0 then vsl = C(vMinindex) v2 = vsl end if vsl ~= 0 then v2 = vsl end if vMinindex < vMaxindex and O(index) > vsl and vsl ~= 0 then vsl = 0 --v2 = y - vmindel end if vMinindex > vMaxindex and O(index) < vsl and vsl ~= 0 then vsl = 0 --v2 = y + vmindel end --[[ --]] cind = index end return v, v2 end function OnCalculate(index) v = null v2 = null if index < 3 then vMin = C(index) vMax = C(index) vMinindex = index vMaxindex = index voldMinindex = index voldMaxindex = index else --if index > 18000 then if voldMaxindex >= voldMinindex then if C(index) > (1 + Settings.delta/100)*vMin then vMin = C(index) vMax = C(index) vMaxindex = index voldMinindex = vMinindex vFrom = vMinindex vsl = 0 a1 = 0 a2 = 0 a3 = 0 a4 = 0 v, v2 = calcmnk(index, vFrom, a1, a2, a3, a4, cind, vMinindex, vMaxindex) --[[ for i=vFrom, index-1 do a1 = a1+i*C(i) a2 = a2+i a3 = a3+C(i) a4 = a4+i*i end for i=index, index do a01 = a1+i*C(i) a02 = a2+i a03 = a3+C(i) a04 = a4+i*i end n = index - vFrom + 1 if((n*a04 - a02*a02) ~= 0) then a = (n*a01 - a02*a03)/(n*a04 - a02*a02) b = (a03 - a*a02)/n v = a*index + b end cind = index --]] else if vMin > C(index) then vMin = C(index) vMinindex = index vFrom = voldMaxindex -- else -- vFrom = vMinindex end v, v2 = calcmnk(index, vFrom, a1, a2, a3, a4, cind, vMinindex, vMaxindex) --[[ if cind ~= index then for i=index-1, index-1 do a1 = a1+i*C(i) a2 = a2+i a3 = a3+C(i) a4 = a4+i*i end end for i=index, index do a01 = a1+i*C(i) a02 = a2+i a03 = a3+C(i) a04 = a4+i*i end n = index - vFrom + 1 if((n*a04 - a02*a02) ~= 0) then a = (n*a01 - a02*a03)/(n*a04 - a02*a02) b = (a03 - a*a02)/n v = a*index + b end cind = index --]] end else if voldMaxindex <= voldMinindex then if C(index) < (1 - Settings.delta/100)*vMax then vMax = C(index) vMin = C(index) vMinindex = index voldMaxindex = vMaxindex vFrom = vMaxindex vsl = 0 a1 = 0 a2 = 0 a3 = 0 a4 = 0 v, v2 = calcmnk(index, vFrom, a1, a2, a3, a4, cind, vMinindex, vMaxindex) --[[ for i=vFrom, index-1 do a1 = a1+i*C(i) a2 = a2+i a3 = a3+C(i) a4 = a4+i*i end for i=index, index do a01 = a1+i*C(i) a02 = a2+i a03 = a3+C(i) a04 = a4+i*i end n = index - vFrom + 1 if((n*a04 - a02*a02) ~= 0) then a = (n*a01 - a02*a03)/(n*a04 - a02*a02) b = (a03 - a*a02)/n v = a*index + b end cind = index --]] else if vMax < C(index) then vMax = C(index) vMaxindex = index vFrom = voldMinindex -- else -- vFrom = vMaxindex end v, v2 = calcmnk(index, vFrom, a1, a2, a3, a4, cind, vMinindex, vMaxindex) --[[ if cind ~= index then for i=index-1, index-1 do a1 = a1+i*C(i) a2 = a2+i a3 = a3+C(i) a4 = a4+i*i end end for i=index, index do a01 = a1+i*C(i) a02 = a2+i a03 = a3+C(i) a04 = a4+i*i end n = index - vFrom + 1 if((n*a04 - a02*a02) ~= 0) then a = (n*a01 - a02*a03)/(n*a04 - a02*a02) b = (a03 - a*a02)/n v = a*index + b end cind = index --]] end end end -- end --[[ a1 = 0 a2 = 0 a3 = 0 a4 = 0 for i=vFrom, index do a1 = a1+i*C(i) a2 = a2+i a3 = a3+C(i) a4 = a4+i*i end n = index - vFrom + 1 if((n*a4 - a2*a2) ~= 0) then a = (n*a1 - a2*a3)/(n*a4 - a2*a2) b = (a3 - a*a2)/n v = a*index + b end --]] --[[ for i = vFrom, index do k = (C(index)- C(vFrom))/(index- vFrom); v = i*k + C(index) - index*k SetValue(i, 1, v) end --]] end return v2 end