Приношу свои глубочайшие извинения уважаемому 3Qu

#property description «RunningBB»
//---
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_plots 4
#property indicator_type1 DRAW_LINE
#property indicator_type2 DRAW_LINE
#property indicator_type3 DRAW_LINE
#property indicator_label1 «RBB middle»
#property indicator_label2 «RBB upper»
#property indicator_label3 «RBB lower»
#property indicator_label4 «RBB ATR»

class RunningMovingAverage
{
private:
int count;
double sum;

public:
RunningMovingAverage(): count(0), sum(0) {}

double AddData(const double& x)
{
if(count == 0)
sum = x;
else
sum += x;
count++;
return GetMovingAverage();
}

double GetMovingAverage()
{
if(count == 0)
return 0;
return sum / count;
}
};
class RunningVariance
{
private:
int count;
double mean;
double M2;

public:
RunningVariance(): count(0), mean(0), M2(0) {}

double AddData(const double& x)
{
count++;
double delta = x — mean;
mean += delta / count;
double delta2 = x — mean;
M2 += delta * delta2;
return GetVariance();
}

double GetVariance()
{
if(count < 2)
return 0;
return M2 / (count — 1);
}

double GetStandardDeviation()
{
return sqrt(GetVariance());
}
};

 

//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
delete rv;
delete rma;
}

//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0, buffer1);
SetIndexBuffer(1, buffer2);
SetIndexBuffer(2, buffer3);
SetIndexBuffer(3, buffer4);
PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_LINE);
PlotIndexSetInteger(1,PLOT_DRAW_TYPE,DRAW_LINE);
PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_LINE);
PlotIndexSetInteger(3,PLOT_DRAW_TYPE,DRAW_LINE);

//--- initialize running variance objects
rv = new RunningVariance();
rma = new RunningMovingAverage();

return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
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[])
{
//--- calculate running standard deviation and moving average of the close prices
for(int i = prev_calculated; i < rates_total; i++)
{
rv.AddData(close[i]);
double stdev = rv.GetStandardDeviation();
rma.AddData(close[i]);
double ma = rma.GetMovingAverage();

buffer1[i] = ma + 2.0 * stdev;
buffer2[i] = ma;
buffer3[i] = ma — 2.0 * stdev;
buffer4[i] = buffer1[i] — buffer3[i];
}

return(rates_total);
}

//+------------------------------------------------------------------+
//| Indicator buffers |
//+------------------------------------------------------------------+
double buffer1[];
double buffer2[];
double buffer3[];
double buffer4[];
RunningVariance* rv;
RunningMovingAverage* rma;

Данный пост написан в обуздание моего гонора и обозначение технического гения уважаемого 3Qu.