Conversion from MT5 Nadaraya-Watson Envelope

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//| nd.mq5 |
//| Copyright 2022, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+——————————————————————+
#property copyright “Copyright 2022, Grasco.”
#property version “1.00”
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 2
#property indicator_type1 DRAW_LINE
#property indicator_type2 DRAW_LINE
#property indicator_width1 2
#property indicator_width2 2
#property indicator_color1 Blue
#property indicator_color2 Red
#property indicator_applied_price PRICE_WEIGHTED
//— input parameters
input int Length=500; // Bars Count
input int Bandwidth=17; // Bandwidth
input double Multiplayer=1.5;
// n = get the bar index

//— indicator buffers
double ExtUpBuffer[];
double ExtDownBuffer[];
double ExtCABuffer[];
double y[]; // for calculation
int ExtBarsHandle;
int k = 2;
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//| Custom indicator initialization function |
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int OnInit(){
//— indicator buffers mapping
SetIndexBuffer(0,ExtUpBuffer);
SetIndexBuffer(1,ExtDownBuffer);
SetIndexBuffer(2,y,INDICATOR_CALCULATIONS);
//—
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//— sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,0);
PlotIndexGetInteger(1,PLOT_DRAW_BEGIN,0);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);
//— name for DataWindow
string short_name=StringFormat(“Nadraya”,Length);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
PlotIndexSetString(0,PLOT_LABEL,short_name+” Upper”);
PlotIndexSetString(1,PLOT_LABEL,short_name+” Lower”);

ExtBarsHandle = iMA(_Symbol,_Period,Length,0,MODE_EMA,PRICE_WEIGHTED);
return(INIT_SUCCEEDED);
}
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//| Custom indicator iteration function |
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int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double &price[])
{
//—
if(IsStopped()) return 0;
int calculated=BarsCalculated(ExtBarsHandle);
if(rates_total<calculated) return(0);
if(rates_total<Length)
return(0);

int copyBars = 0;
if (prev_calculated>rates_total || prev_calculated<=0){
copyBars = rates_total;
}
else{
copyBars = rates_total-prev_calculated;
if(prev_calculated>0) copyBars++;
}
int start=prev_calculated-1;
if(start<Length)
start=Length;

double sum_e = 0.0;
for(int i=rates_total-Length; i<rates_total && !IsStopped(); i++){
double sum = 0.0;
double sumw= 0.0;
for(int j = rates_total-Length;j<rates_total-1;j++){
double w = MathExp(-(MathPow(i-j,2)/(Bandwidth*Bandwidth*2)));
sum += price[j]*w;
sumw += w;
}
double y2 = sum/sumw;
sum_e += (MathAbs(price[i]-y2));
y[i] = y2;
}
double mae = sum_e/Length*Multiplayer;
for(int i=rates_total-Length+1; i<rates_total && !IsStopped(); i++){
double y2 = y[i];
double y1 = y[i-1];

ExtUpBuffer[i]=y2+mae;
ExtDownBuffer[i]=y2-mae;
//Print(mae);
//Print(y[i]);
}
//— return value of prev_calculated for next call
return(rates_total);
}
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