First commit [09/03/2018]
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//+------------------------------------------------------------------+
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//| TRIX.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property description "Triple Exponential Average"
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#include <MovingAverages.mqh>
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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 Red
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#property indicator_width1 1
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#property indicator_label1 "TRIX"
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#property indicator_applied_price PRICE_CLOSE
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//--- input parameters
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input int InpPeriodEMA=14; // EMA period
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//--- indicator buffers
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double TRIX_Buffer[];
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double EMA[];
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double SecondEMA[];
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double ThirdEMA[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,TRIX_Buffer,INDICATOR_DATA);
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SetIndexBuffer(1,EMA,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,SecondEMA,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,ThirdEMA,INDICATOR_CALCULATIONS);
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,3*InpPeriodEMA-3);
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//--- name for index label
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PlotIndexSetString(0,PLOT_LABEL,"TRIX("+string(InpPeriodEMA)+")");
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//--- name for indicator label
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IndicatorSetString(INDICATOR_SHORTNAME,"TRIX("+string(InpPeriodEMA)+")");
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//--- indicator digits
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IndicatorSetInteger(INDICATOR_DIGITS,5);
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//--- initialization done
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}
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//+------------------------------------------------------------------+
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//| Triple Exponential Average |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const int begin,
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const double &price[])
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{
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//--- check for data
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if(rates_total<3*InpPeriodEMA-3)
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return(0);
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//---
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int limit;
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if(prev_calculated==0)
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{
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limit=3*(InpPeriodEMA-1);
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for(int i=0;i<limit;i++)
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TRIX_Buffer[i]=EMPTY_VALUE;
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}
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else limit=prev_calculated-1;
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//--- calculate EMA
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ExponentialMAOnBuffer(rates_total,prev_calculated,0,InpPeriodEMA,price,EMA);
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//--- calculate EMA on EMA array
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ExponentialMAOnBuffer(rates_total,prev_calculated,InpPeriodEMA-1,InpPeriodEMA,EMA,SecondEMA);
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//--- calculate EMA on EMA array on EMA array
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ExponentialMAOnBuffer(rates_total,prev_calculated,2*InpPeriodEMA-2,InpPeriodEMA,SecondEMA,ThirdEMA);
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//--- calculate TRIX
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for(int i=limit;i<rates_total && !IsStopped();i++)
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{
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if(ThirdEMA[i-1]!=0.0)
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TRIX_Buffer[i]=(ThirdEMA[i]-ThirdEMA[i-1])/ThirdEMA[i-1];
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else
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TRIX_Buffer[i]=0.0;
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}
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//--- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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