gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-08-14 21:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor:

Browse Source
This commit is contained in:
Toh4iem9
2025-08-19 16:22:10 +02:00
parent b0002f6d36
commit b77c81ba2c
1 changed files with 58 additions and 53 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Indicators/MyIndicators/McGinleyDynamic.mq5
+58 -53
View File
@@ -1,15 +1,13 @@
//+------------------------------------------------------------------+
//| McGinleyDynamic.mq5 |
//| McGinleyDynamic.mq5 |
//| Copyright 2025, xxxxxxxx |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "1.00"
#property version "2.01" // Corrected array handling for MQL5 syntax
#property description "McGinley Dynamic Indicator"
#include <MovingAverages.mqh>
//--- Indicator Window and Plot Properties ---
#property indicator_chart_window
#property indicator_buffers 1
@@ -23,42 +21,33 @@
#property indicator_width1 2
//--- Input Parameters ---
input int InpLength = 14; // Period
input int InpLength = 14; // Period
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price
//--- Indicator Buffers ---
double BufferMcGinley[];
double BufferPrice[];
//--- Global Variables ---
int ExtLength;
int price_handle;
int g_ExtLength;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
void OnInit()
int OnInit()
{
//--- Validate and store input
ExtLength = (InpLength < 1) ? 1 : InpLength;
g_ExtLength = (InpLength < 1) ? 1 : InpLength;
//--- Map the buffers and set as non-timeseries
//--- Map the buffer and set as non-timeseries
SetIndexBuffer(0, BufferMcGinley, INDICATOR_DATA);
SetIndexBuffer(1, BufferPrice, INDICATOR_CALCULATIONS);
ArraySetAsSeries(BufferMcGinley, false);
ArraySetAsSeries(BufferPrice, false);
//--- Create a handle to get the source price data
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, ExtLength);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("McGinley(%d)", ExtLength));
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 1);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("McGinley(%d)", g_ExtLength));
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
@@ -75,60 +64,76 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
//--- Check for enough data
if(rates_total < ExtLength)
if(rates_total < 2)
return(0);
//--- Check if the source indicator is ready
if(BarsCalculated(price_handle) < rates_total)
return(0);
//--- STEP 1: Prepare the source price array
double price_source[];
ArrayResize(price_source, rates_total);
//--- Copy the source price data into our buffer
if(CopyBuffer(price_handle, 0, 0, rates_total, BufferPrice) != rates_total)
return(0);
//--- Main calculation loop (full recalculation for stability)
for(int i = 1; i < rates_total; i++) // Start from 1 to access i-1
switch(InpAppliedPrice)
{
// Skip until we have enough data
if(i < ExtLength)
{
BufferMcGinley[i] = EMPTY_VALUE;
continue;
}
case PRICE_OPEN:
ArrayCopy(price_source, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(price_source, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(price_source, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
case PRICE_TYPICAL:
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
{
switch(InpAppliedPrice)
{
case PRICE_MEDIAN:
price_source[i] = (high[i] + low[i]) / 2.0;
break;
case PRICE_TYPICAL:
price_source[i] = (high[i] + low[i] + close[i]) / 3.0;
break;
case PRICE_WEIGHTED:
price_source[i] = (high[i] + low[i] + 2*close[i]) / 4.0;
break;
}
}
break;
default: // PRICE_CLOSE
ArrayCopy(price_source, close, 0, 0, rates_total);
break;
}
//--- STEP 2: Main calculation loop for McGinley Dynamic
for(int i = 0; i < rates_total; i++)
{
// --- Initialization Step ---
// The first McGinley value is an EMA of the source price
if(i == ExtLength)
if(i == 0)
{
// To calculate the first EMA, we need an SMA as a starting point
BufferMcGinley[i] = SimpleMA(i, ExtLength, BufferPrice);
continue; // Move to the next bar
BufferMcGinley[i] = price_source[i];
continue;
}
// --- Recursive Calculation Step ---
double prev_mg = BufferMcGinley[i-1];
double source = BufferPrice[i];
// Avoid division by zero if previous value is 0
if(prev_mg == 0)
{
BufferMcGinley[i] = source; // Fallback to the current price
BufferMcGinley[i] = price_source[i];
continue;
}
// The core McGinley Dynamic formula
double ratio = source / prev_mg;
double denominator = ExtLength * MathPow(ratio, 4);
double denominator = g_ExtLength * MathPow(price_source[i] / prev_mg, 4);
// Another check to avoid division by zero
if(denominator == 0)
{
BufferMcGinley[i] = prev_mg; // Keep the previous value
BufferMcGinley[i] = prev_mg;
continue;
}
BufferMcGinley[i] = prev_mg + (source - prev_mg) / denominator;
BufferMcGinley[i] = prev_mg + (price_source[i] - prev_mg) / denominator;
}
return(rates_total);