Probability Density Function (PDF)

//+------------------------------------------------------------------+
//|                                        PDF.mq4 |
//|                  Copyright ?2006, Luis Guilherme Damiani |
//|                         http://www.damianifx.com.br |
//+------------------------------------------------------------------+
#property copyright Copyright ?2006, Luis Guilherme Damiani
#property link      http://www.damianifx.com.br
//----
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 MediumSeaGreen
//----
double pdf[];
//---- input parameters
extern int      ch_size=20;
//extern int limit_value=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                  |
//+------------------------------------------------------------------+
int init()
 {
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,pdf);
//----
   return(0);
 }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function               |
//+------------------------------------------------------------------+
int deinit()
 {
//----
//----
   return(0);
 }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                     |
//+------------------------------------------------------------------+
int start()
 {
//----
//---- indicators
   int counter[100];
   int totBars=Bars;
   int value=0;
   int    counted_bars=IndicatorCounted();
   if(counted_bars 0) return(-1);
   ArrayInitialize(counter,0);
   for(int i =Bars-1-ch_size;i i--)
   {
     value=MathCeil(iStochastic(NULL,0,ch_size, 2,1,MODE_SMA,0,MODE_MAIN,i));
     counter[100-value]=counter[100-value]+1;
     //if(counter[100-value] limit_value limit_value!=0)counter[100-value]=limit_value;
   }
   pdf[0]=0;
   for(i=100;i i--)
   {
     pdf[i]=counter[i];
     // Print(pdf[i]);
   }
//----
   return(0);
 }
//+------------------------------------------------------------------+复制代码

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