diff --git a/Indicators/MyIndicators/SMI.mq5 b/Indicators/MyIndicators/SMI.mq5 new file mode 100644 index 0000000..feffae5 --- /dev/null +++ b/Indicators/MyIndicators/SMI.mq5 @@ -0,0 +1,203 @@ +//+------------------------------------------------------------------+ +//| SMI.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "1.00" +#property description "Stochastic Momentum Index (SMI)" + +#include + +//--- Indicator Window and Level Properties --- +#property indicator_separate_window +#property indicator_level1 40.0 +#property indicator_level2 0.0 +#property indicator_level3 -40.0 +#property indicator_levelstyle STYLE_DOT + +//--- Buffers and Plots --- +#property indicator_buffers 8 // SMI, Signal, and 6 calculation buffers +#property indicator_plots 2 + +//--- Plot 1: SMI line +#property indicator_label1 "SMI" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrBlue +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 + +//--- Plot 2: Signal line (EMA of SMI) +#property indicator_label2 "Signal" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrOrange +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 + +//--- Input Parameters --- +input int InpLengthK = 10; // %K Length +input int InpLengthD = 3; // %D Length (for double smoothing) +input int InpLengthEMA = 3; // EMA Length (for signal line) +input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price + +//--- Indicator Buffers --- +double BufferSMI[]; // Final SMI line +double BufferSignal[]; // Signal line (EMA of SMI) +// Calculation buffers +double BufferHighestHigh[]; +double BufferLowestLow[]; +double BufferHighestLowestRange[]; +double BufferRelativeRange[]; +double BufferEmaEma_Relative[]; // Double EMA of Relative Range +double BufferEmaEma_Range[]; // Double EMA of Highest-Lowest Range + +//--- Global Variables --- +int ExtLengthK, ExtLengthD, ExtLengthEMA; + +//--- Forward declarations for helper functions --- +double Highest(const double &array[], int period, int current_pos); +double Lowest(const double &array[], int period, int current_pos); + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- Validate and store inputs + ExtLengthK = (InpLengthK < 1) ? 1 : InpLengthK; + ExtLengthD = (InpLengthD < 1) ? 1 : InpLengthD; + ExtLengthEMA = (InpLengthEMA < 1) ? 1 : InpLengthEMA; + +//--- Map the buffers + SetIndexBuffer(0, BufferSMI, INDICATOR_DATA); + SetIndexBuffer(1, BufferSignal, INDICATOR_DATA); + SetIndexBuffer(2, BufferHighestHigh, INDICATOR_CALCULATIONS); + SetIndexBuffer(3, BufferLowestLow, INDICATOR_CALCULATIONS); + SetIndexBuffer(4, BufferHighestLowestRange, INDICATOR_CALCULATIONS); + SetIndexBuffer(5, BufferRelativeRange, INDICATOR_CALCULATIONS); + SetIndexBuffer(6, BufferEmaEma_Relative, INDICATOR_CALCULATIONS); + SetIndexBuffer(7, BufferEmaEma_Range, INDICATOR_CALCULATIONS); + +//--- FIX: Set all buffers to non-timeseries manually --- + ArraySetAsSeries(BufferSMI, false); + ArraySetAsSeries(BufferSignal, false); + ArraySetAsSeries(BufferHighestHigh, false); + ArraySetAsSeries(BufferLowestLow, false); + ArraySetAsSeries(BufferHighestLowestRange, false); + ArraySetAsSeries(BufferRelativeRange, false); + ArraySetAsSeries(BufferEmaEma_Relative, false); + ArraySetAsSeries(BufferEmaEma_Range, false); + +//--- Set indicator properties + IndicatorSetInteger(INDICATOR_DIGITS, 2); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtLengthK + ExtLengthD - 2); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtLengthK + ExtLengthD + ExtLengthEMA - 3); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SMI(%d,%d,%d)", ExtLengthK, ExtLengthD, ExtLengthEMA)); + } + +//+------------------------------------------------------------------+ +//| Stochastic Momentum Index 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 for enough data + if(rates_total < ExtLengthK + ExtLengthD) + return(0); + +//--- STEP 1-4: Calculate Highest, Lowest, and Ranges + for(int i = ExtLengthK - 1; i < rates_total; i++) + { + BufferHighestHigh[i] = Highest(high, ExtLengthK, i); + BufferLowestLow[i] = Lowest(low, ExtLengthK, i); + BufferHighestLowestRange[i] = BufferHighestHigh[i] - BufferLowestLow[i]; + BufferRelativeRange[i] = close[i] - (BufferHighestHigh[i] + BufferLowestLow[i]) / 2.0; + } + +//--- STEP 5: Double EMA Smoothing +// First EMA pass + double temp_ema1[], temp_ema2[]; + ArrayResize(temp_ema1, rates_total); + ArrayResize(temp_ema2, rates_total); + + for(int i = 1; i < rates_total; i++) + { + if(i < ExtLengthK - 1) + continue; + // EMA on RelativeRange + temp_ema1[i] = ExponentialMA(i, ExtLengthD, temp_ema1[i-1], BufferRelativeRange); + // EMA on HighestLowestRange + temp_ema2[i] = ExponentialMA(i, ExtLengthD, temp_ema2[i-1], BufferHighestLowestRange); + } + +// Second EMA pass (EMA of EMA) + for(int i = 1; i < rates_total; i++) + { + if(i < ExtLengthK + ExtLengthD - 2) + continue; + BufferEmaEma_Relative[i] = ExponentialMA(i, ExtLengthD, BufferEmaEma_Relative[i-1], temp_ema1); + BufferEmaEma_Range[i] = ExponentialMA(i, ExtLengthD, BufferEmaEma_Range[i-1], temp_ema2); + } + +//--- STEP 6: Calculate final SMI value + for(int i = ExtLengthK + ExtLengthD - 2; i < rates_total; i++) + { + if(BufferEmaEma_Range[i] != 0) + BufferSMI[i] = 200 * (BufferEmaEma_Relative[i] / BufferEmaEma_Range[i]); + else + BufferSMI[i] = 0; + } + +//--- STEP 7: Calculate the signal line (EMA of SMI) + for(int i = ExtLengthK + ExtLengthD + ExtLengthEMA - 3; i < rates_total; i++) + { + BufferSignal[i] = ExponentialMA(i, ExtLengthEMA, BufferSignal[i-1], BufferSMI); + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| Finds the highest value in a given period of an array. | +//+------------------------------------------------------------------+ +double Highest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res < array[index]) + res = array[index]; + } + return(res); + } + +//+------------------------------------------------------------------+ +//| Finds the lowest value in a given period of an array. | +//+------------------------------------------------------------------+ +double Lowest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res > array[index]) + res = array[index]; + } + return(res); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+