amirghadiri1987
85 lines
7.3 KiB
Plaintext
85 lines
7.3 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RingBuffer.mqh |
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//| Copyright 2016, Vasiliy Sokolov. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2016, Vasiliy Sokolov."
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#property link "http://www.mql5.com"
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#include "RiBuffDbl.mqh"
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#include "RiSMA.mqh"
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#include "RiEMA.mqh"
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//+------------------------------------------------------------------+
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//| Calculate moving average in the ring buffer |
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//+------------------------------------------------------------------+
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class CRiMACD
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{
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private:
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CRiEMA m_slow_macd; // Fast exponential moving average
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CRiEMA m_fast_macd; // Slow exponential moving average
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CRiSMA m_signal_macd; // Signal line
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double m_delta; // Difference between fast and slow EMAs
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public:
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double Macd(void);
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double Signal(void);
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void ChangeLast(double new_value);
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void SetFastPeriod(int period);
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void SetSlowPeriod(int period);
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void SetSignalPeriod(int period);
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void AddValue(double value);
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};
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//+------------------------------------------------------------------+
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//| Re-calculate MACD |
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//+------------------------------------------------------------------+
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void CRiMACD::AddValue(double value)
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{
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m_slow_macd.AddValue(value);
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m_fast_macd.AddValue(value);
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m_delta = m_slow_macd.EMA() - m_fast_macd.EMA();
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m_signal_macd.AddValue(m_delta);
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}
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//+------------------------------------------------------------------+
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//| Change MACD |
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//+------------------------------------------------------------------+
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void CRiMACD::ChangeLast(double new_value)
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{
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m_slow_macd.ChangeValue(m_slow_macd.GetTotal()-1, new_value);
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m_fast_macd.ChangeValue(m_fast_macd.GetMaxTotal()-1, new_value);
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m_delta = m_slow_macd.EMA() - m_fast_macd.EMA();
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m_signal_macd.ChangeValue(m_slow_macd.GetTotal()-1, m_delta);
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}
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//+------------------------------------------------------------------+
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//| Get MACD histogram |
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//+------------------------------------------------------------------+
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double CRiMACD::Macd(void)
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{
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return m_delta;
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}
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//+------------------------------------------------------------------+
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//| Get the signal line |
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//+------------------------------------------------------------------+
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double CRiMACD::Signal(void)
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{
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return m_signal_macd.SMA();
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}
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//+------------------------------------------------------------------+
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//| Get the fast period |
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//+------------------------------------------------------------------+
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void CRiMACD::SetFastPeriod(int period)
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{
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m_slow_macd.SetMaxTotal(period);
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}
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//+------------------------------------------------------------------+
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//| Set the slow period |
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//+------------------------------------------------------------------+
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void CRiMACD::SetSlowPeriod(int period)
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{
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m_fast_macd.SetMaxTotal(period);
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}
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//+------------------------------------------------------------------+
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//| Set the signal line period |
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//+------------------------------------------------------------------+
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void CRiMACD::SetSignalPeriod(int period)
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{
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m_signal_macd.SetMaxTotal(period);
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} |