Artur
159 lines
6.2 KiB
Plaintext
159 lines
6.2 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| MACD.mq5 |
|
|
//| Copyright 2009, MetaQuotes Software Corp. |
|
|
//| http://www.mql5.com |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "2009, MetaQuotes Software Corp."
|
|
#property link "http://www.mql5.com"
|
|
#property description "Moving Average Convergence/Divergence"
|
|
#include <MovingAverages.mqh>
|
|
//--- indicator settings
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 6
|
|
#property indicator_plots 3
|
|
#property indicator_type1 DRAW_HISTOGRAM
|
|
#property indicator_type2 DRAW_HISTOGRAM
|
|
#property indicator_type3 DRAW_LINE
|
|
#property indicator_color1 Lime
|
|
#property indicator_color2 Red
|
|
#property indicator_color3 Red
|
|
#property indicator_width1 2
|
|
#property indicator_width2 2
|
|
#property indicator_width3 2
|
|
#property indicator_label1 "MACD Up"
|
|
#property indicator_label2 "MACD Down"
|
|
#property indicator_label3 "MACD Signal"
|
|
//--- input parameters
|
|
input int InpFastEMA=12; // Fast EMA period
|
|
input int InpSlowEMA=26; // Slow EMA period
|
|
input int InpSignalSMA=9; // Signal SMA period
|
|
//--- indicator buffers
|
|
double ExtMacdBufferUp[];
|
|
double ExtMacdBufferDn[];
|
|
double ExtSignalBuffer[];
|
|
double ExtFastMaBuffer[];
|
|
double ExtSlowMaBuffer[];
|
|
double ExtMacdBuffer[];
|
|
|
|
//
|
|
|
|
#include <AZ-INVEST/CustomBarConfig.mqh>
|
|
|
|
//
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnInit()
|
|
{
|
|
//--- indicator buffers mapping
|
|
SetIndexBuffer(0,ExtMacdBufferUp,INDICATOR_DATA);
|
|
SetIndexBuffer(1,ExtMacdBufferDn,INDICATOR_DATA);
|
|
SetIndexBuffer(2,ExtSignalBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(3,ExtFastMaBuffer,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(4,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(5,ExtMacdBuffer,INDICATOR_CALCULATIONS);
|
|
|
|
//--- sets first bar from what index will be drawn
|
|
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,InpSignalSMA-1);
|
|
//--- name for Dindicator subwindow label
|
|
IndicatorSetString(INDICATOR_SHORTNAME,"MACD("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalSMA)+")");
|
|
//--- initialization done
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Moving Averages Convergence/Divergence |
|
|
//+------------------------------------------------------------------+
|
|
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 &TickVolume[],
|
|
const long &Volume[],
|
|
const int &Spread[])
|
|
{
|
|
//
|
|
// Process data through MedianRenko indicator
|
|
//
|
|
|
|
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
|
return(0);
|
|
|
|
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
|
return(0);
|
|
|
|
//
|
|
// Make the following modifications in the code below:
|
|
//
|
|
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
|
//
|
|
// customChartIndicator.Open[] should be used instead of open[]
|
|
// customChartIndicator.Low[] should be used instead of low[]
|
|
// customChartIndicator.High[] should be used instead of high[]
|
|
// customChartIndicator.Close[] should be used instead of close[]
|
|
//
|
|
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
|
//
|
|
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
|
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
|
//
|
|
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
|
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
|
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
|
//
|
|
// customChartIndicator.Price[] should be used instead of Price[]
|
|
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
|
//
|
|
|
|
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//--- check for data
|
|
if(rates_total<InpSignalSMA)
|
|
return(0);
|
|
//--- we can copy not all data
|
|
int to_copy;
|
|
if(_prev_calculated>rates_total || _prev_calculated<0) to_copy=rates_total;
|
|
else
|
|
{
|
|
to_copy=rates_total-_prev_calculated;
|
|
if(_prev_calculated>0) to_copy++;
|
|
}
|
|
//--- get Fast EMA buffer
|
|
if(IsStopped()) return(0); //Checking for stop flag
|
|
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpFastEMA,customChartIndicator.Close,ExtFastMaBuffer);
|
|
//--- get SlowSMA buffer
|
|
if(IsStopped()) return(0); //Checking for stop flag
|
|
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpSlowEMA,customChartIndicator.Close,ExtSlowMaBuffer);
|
|
//---
|
|
int limit;
|
|
if(_prev_calculated==0)
|
|
limit=0;
|
|
else limit=_prev_calculated-1;
|
|
//--- calculate MACD
|
|
|
|
for(int i=limit;i<rates_total && !IsStopped();i++)
|
|
{
|
|
ExtMacdBuffer[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
|
|
if(ExtMacdBuffer[i] > 0)
|
|
{
|
|
ExtMacdBufferUp[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
|
|
ExtMacdBufferDn[i] = 0;
|
|
}
|
|
else if(ExtMacdBuffer[i] < 0)
|
|
{
|
|
ExtMacdBufferDn[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
|
|
ExtMacdBufferUp[i] = 0;
|
|
}
|
|
}
|
|
//--- calculate Signal
|
|
SimpleMAOnBuffer(rates_total,_prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);
|
|
//--- OnCalculate done. Return new _prev_calculated.
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|