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2026-08-08 18:17:44 +00:00 · 2025-08-13 00:45:05 +02:00
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+//+------------------------------------------------------------------+
+//|                                                          ALMA.mq5|
+//|                      Copyright 2025, xxxxxxxx                    |
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property link      ""
+#property version   "1.01" // Corrected MQL5 syntax for data handling
+#property description "Arnaud Legoux Moving Average (ALMA)"
+
+//--- Indicator Window and Plot Properties ---
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+
+//--- Plot 1: ALMA line
+#property indicator_label1  "ALMA"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrMediumVioletRed
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+//--- Input Parameters ---
+input int                InpAlmaPeriod   = 9;       // Window size (period)
+input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price
+input double             InpAlmaOffset   = 0.85;    // Offset (0 to 1)
+input double             InpAlmaSigma    = 6.0;     // Sigma (smoothness)
+
+//--- Indicator Buffers ---
+double    BufferALMA[];
+double    price_buffer[]; // A buffer to store the source price data
+
+//--- Global Variables ---
+int       ExtAlmaPeriod;
+double    ExtAlmaOffset;
+double    ExtAlmaSigma;
+int       price_handle; // Handle for the source price indicator (iMA)
+
+//--- Forward Declaration ---
+double CalculateALMA(const int position, const double &price_array[]);
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- Validate and store input parameters
+   ExtAlmaPeriod = (InpAlmaPeriod < 1) ? 1 : InpAlmaPeriod;
+   ExtAlmaOffset = InpAlmaOffset;
+   ExtAlmaSigma  = (InpAlmaSigma <= 0) ? 0.01 : InpAlmaSigma;
+
+//--- Map the buffer and set its properties
+   SetIndexBuffer(0, BufferALMA, INDICATOR_DATA);
+   ArraySetAsSeries(BufferALMA, false);
+
+// We also need to set our calculation buffer as a non-timeseries
+   SetIndexBuffer(1, price_buffer, INDICATOR_CALCULATIONS);
+   ArraySetAsSeries(price_buffer, false);
+
+//--- Create a handle to get the source price data ---
+// Using iMA with period 1 is a standard trick to get any APPLIED_PRICE series
+   price_handle = iMA(_Symbol, _Period, 1, 0, MODE_SMA, InpAppliedPrice);
+   if(price_handle == INVALID_HANDLE)
+     {
+      Print("Error creating price source handle (iMA).");
+     }
+
+//--- Set indicator display properties
+   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtAlmaPeriod - 1);
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ALMA(%d, %.2f, %.1f)", ExtAlmaPeriod, ExtAlmaOffset, ExtAlmaSigma));
+  }
+
+//+------------------------------------------------------------------+
+//| Arnaud Legoux Moving Average calculation function.               |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+//--- Check if there is enough historical data
+   if(rates_total < ExtAlmaPeriod)
+      return(0);
+
+//--- Copy the source price data into our buffer ---
+   if(CopyBuffer(price_handle, 0, 0, rates_total, price_buffer) != rates_total)
+     {
+      Print("Error copying source price data.");
+      return(0);
+     }
+
+//--- Main calculation loop (full recalculation for stability)
+   for(int i = ExtAlmaPeriod - 1; i < rates_total; i++)
+     {
+      // Calculate ALMA for the current bar 'i' using the copied price data
+      BufferALMA[i] = CalculateALMA(i, price_buffer);
+     }
+
+   return(rates_total);
+  }
+
+//+------------------------------------------------------------------+
+//| Calculates a single ALMA value for a given position.             |
+//+------------------------------------------------------------------+
+double CalculateALMA(const int position, const double &price_array[])
+  {
+   double m = ExtAlmaOffset * (ExtAlmaPeriod - 1.0);
+   double s = (double)ExtAlmaPeriod / ExtAlmaSigma;
+
+   double sum = 0.0;
+   double norm = 0.0;
+
+   for(int j = 0; j < ExtAlmaPeriod; j++)
+     {
+      double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s));
+      sum += price_array[position - ExtAlmaPeriod + 1 + j] * weight;
+      norm += weight;
+     }
+
+   if(norm > 0)
+      return(sum / norm);
+   else
+      return(0.0);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+