#property copyright "kitgain 2015.12.25 Q7318875"

#property link      "http://qun.yunpan.360.cn/1265799"

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_color1 Yellow

#property indicator_width1 2

#property indicator_color2 RoyalBlue

#property indicator_width2 2

#property indicator_color3 Red

#property indicator_width3 2

//---- input parameters

extern int     Price          = 0; //Apply to Price(0-Close;1-Open;2-High;3-Low;4-Median price;5-Typical price;6-Weighted Close) 

extern int     Length         = 10;//Period of NonLagMA

extern int     Displace       = 0; //DispLace or Shift

extern int     Filter         = 0; //Dynamic filter in decimal

extern int     Color          = 1; //选0，第一种颜色，选1，有颜色

extern int     ColorBarBack   = 2; //Bar back for color mode  回退变色

extern double  Deviation      = 0; //Up/down deviation         

double Cycle =  4;

//---- indicator buffers

double MABuffer[];

double UpBuffer[];

double DnBuffer[];

double price[];

double trend[];

  int init()

  {

//int ft=0;

   string short_name;

//---- indicator line

   IndicatorBuffers(5);

   SetIndexStyle(0,DRAW_ARROW);

   SetIndexBuffer(0,MABuffer);

   SetIndexStyle(1,DRAW_ARROW);

   SetIndexBuffer(1,UpBuffer);

   SetIndexStyle(2,DRAW_ARROW);

   SetIndexBuffer(2,DnBuffer);

   SetIndexBuffer(3,price);

   SetIndexBuffer(4,trend);

   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));

   SetIndexArrow(0,159);

   SetIndexArrow(1,159);

   SetIndexArrow(2,159);

   SetIndexArrow(3,159);//点

//---- name for DataWindow and indicator subwindow label

   short_name="NonLagDot("+Length+")";

   IndicatorShortName(short_name);

   SetIndexLabel(0,"NLD");

   SetIndexLabel(1,"Up");

   SetIndexLabel(2,"Dn");

//----

   SetIndexShift(0,Displace);

   SetIndexShift(1,Displace);

   SetIndexShift(2,Displace);

   SetIndexDrawBegin(0,Length*Cycle+Length);

   SetIndexDrawBegin(1,Length*Cycle+Length);

   SetIndexDrawBegin(2,Length*Cycle+Length);  //10*4+10

//----

   return(0);

  }

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

//| NonLagMA_v4                                                     |

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

int start()

{

   int    i,shift, counted_bars=IndicatorCounted(),limit;

   double alfa, beta, t, Sum, Weight, g;

   double pi    = 3.1415926535;    

   double Coeff = 3*pi;                       //1.5Hz

   int    Phase = Length-1;                   //10-1=9

   double Len   = Length*Cycle + Phase;       //10*4+9

   if ( counted_bars > 0 )  limit=Bars-counted_bars;

   if ( counted_bars < 0 )  return(0);

   if ( counted_bars ==0 )  limit=Bars-Len-1; //Bars-49-1

   if ( counted_bars < 1 ) 

   for(i=1;i<Length*Cycle+Length;i++)         //i<50

   {

      MABuffer[Bars-i]=0;    

      UpBuffer[Bars-i]=0;  

      DnBuffer[Bars-i]=0;  

   }

   for(shift=limit;shift>=0;shift--) 

   {

      Weight=0; Sum=0; t=0;

      for (i=0;i<=Len-1;i++)         //Len=49

   { 

         g = 1.0/(Coeff*t+1);        // 1/(3π*t+1)

         if (t <= 0.5 ) g = 1;       // 最近4柱g=1

         beta = MathCos(pi*t);

         alfa = g * beta;            // 正常波动函数cos(πt)/(3πt+1)

         //if (shift>=1) price[i] = iMA(NULL,0,Per,Displace,Mode,Price,shift+i); 

         //else

         price[i] = iMA(NULL,0,1,0,MODE_SMA,Price,shift+i); //收盘价Price=0，即PRICE_CLOSE

         Sum += alfa*price[i];       //量和

         Weight += alfa;             //权重和

         if(t<1) t += 1.0/(Phase-1); //递加0.125  8Hz

         else if(t<Len-1)  t += (2*Cycle-1)/(Cycle*Length-1);//t<48的情况下，t递加7/39=0.179   5.57Hz

      }

   if (Weight > 0) MABuffer[shift] = (1.0+Deviation/100)*Sum/Weight;  //0

      if (Filter>0)

      {

         if( MathAbs(MABuffer[shift]-MABuffer[shift+1]) < Filter*Point ) MABuffer[shift]=MABuffer[shift+1];

      } 

      if (Color>0)

      {

         trend[shift]=trend[shift+1];

         if (MABuffer[shift]-MABuffer[shift+1] > Filter*Point) trend[shift]= 1; 

         if (MABuffer[shift+1]-MABuffer[shift] > Filter*Point) trend[shift]=-1; 

         if (trend[shift]>0)

         {  

            UpBuffer[shift] = MABuffer[shift];

            if (trend[shift+ColorBarBack]<0) UpBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack];

            DnBuffer[shift] = EMPTY_VALUE;

         }

         if (trend[shift]<0) 

         {

            DnBuffer[shift] = MABuffer[shift];

            if (trend[shift+ColorBarBack]>0) DnBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack];

            UpBuffer[shift] = EMPTY_VALUE;

         }

      }

   }

return(0);

}

这个指标用于交叉盘最佳，H4以上最佳。

ColorBarBack用于回退变色（有点像重绘），可设置为0，不变色；

Length代表周期，默认10柱。

在前5柱，权重g一直为1；

t在1.0之前按1/8递增，其后按7/39递增；

beta使用余弦函数；

最终alfa表示使用了余弦函数在第一象限的快速下跌图象，到第5柱之后，使用衰减震荡平面波动函数cos(πt）/(3πt+1)...

部分计算结果如下：

综合函数图象如下，

上图显示，原作者构造的函数，现柱权限为1.0，前五柱按余弦函数第一象限快速下跌，随后惯性下跌为负相关到倒数第7柱（不含现柱），之后是震荡衰减模式，整体上基本合理。