_SECTION_BEGIN("Lagurre");

ishort = Param("Short",0.4, 0.1,1,0.1);

ilong = Param("Long",0.8, 0.1,1,0.1);
emalen = Param("Length of EMA",20,2,30,1);

function lag(gamma,price) {

L0[0] = 0;
L1[0] = 0;
L2[0] = 0;
L3[0] = 0;
f[0] = 0;

for(i=1;i<=BarCount-1;i++)
{
L0[i] = (1-gamma)*price[i]+gamma*L0[i-1];
L1[i] = -gamma*L0[i]+L0[i-1]+gamma*L1[i-1];
L2[i] = -gamma*L1[i]+L1[i-1]+gamma*L2[i-1];
L3[i] = -gamma*L2[i]+L2[i-1]+gamma*L3[i-1];
f[i] = (L0[i]+2*L1[i]+ 2*L2[i] + L3[i])/6;
}

return f;

hl2 = (H+L)/2;

lmas = lag(ishort, hl2);

lmal = lag(ilong,hl2);
ppo = ((lmas - lmal)/lmal)*100;
emasig = EMA(ppo,emalen);

Plot(ppo, "PPO", colorGreen);

Plot(emasig, "Signal", colorRed);
Plot(ppo-emasig, "Hist",colorBlue,styleHistogram | styleThick);

_SECTION_END();