Displaying VDV_Auto_Stoch_Oscillator_V_1_0 Pastie For Amibroker (AFL)

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k = Param("k", 0.3, 0.1, 2, 0.1);
function IIR2( input, f0, f1, f2 )
{
  IIR[ 0 ] = input[ 0 ];
  IIR[ 1 ] = input[ 1 ];
for( i = 2; i < BarCount; i++ )
  {
   IIR[ i ] = f0 * input[ i ] + f1 * IIR[ i - 1 ] + f2 * IIR[ i - 2 ];
  }
return IIR;
}
y=IIR2( Close, 0.3, 1.2+K, -0.5-K);
Convex = (y - Ref(y, -1)) >= (y-Ref(y, -2))/2;
Concave = NOT(Convex);Up = y>=Ref(y, -1);
Down= NOT(Up);
StartU = Convex AND Up;
FinishU = Concave AND Up;
StartD = Concave AND Down;
FinishD = Convex AND Down;
U = IIf(StartU == 1 AND Ref(FinishD == 1,-1), 1, 0);
D = IIf(StartD == 1 AND Ref(FinishU == 1,-1), 1, 0);
bar = BarIndex();
dot[0] = 0;
rep[0] = 0;
for(i = 1; i < BarCount; i++)
    {
    dot[i] = dot[i-1];
    rep[i] = rep[i-1];
    if(D[i] == 1)
        {
        dot[i] = i;
        }
    if(dot[i] > dot[i-1])
        {
        rep[i] = i - dot[i-1];
        }
    }
 
f1 = WMA(rep/2, rep); // можно подбирать разные виды осреднения
  
FF = WMA((C-L)/(H-L), f1); // неплохо MA((C - Ref(C,-1)) / (H - L), f1); WMA((C - Ref(C,-1)) / (H - L), f1); и др.
 
Plot(FF,"VDV_Auto_Stoch_Oscillator" , colorPink, styleLine);
 
WriteVal(FF,1.4);

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VDV_Auto_Stoch_Oscillator_V_1_0 for Amibroker (AFL)