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2026-07-27 20:47:44 +00:00 · 2025-08-13 16:34:45 +02:00
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+//+------------------------------------------------------------------+
+//|                                           McGinleyDynamic.mq5    |
+//|                      Copyright 2025, xxxxxxxx                    |
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property link      ""
+#property version   "1.00"
+#property description "McGinley Dynamic Indicator"
+
+#include <MovingAverages.mqh>
+
+//--- Indicator Window and Plot Properties ---
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+
+//--- Plot 1: McGinley Dynamic line
+#property indicator_label1  "McGinley"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrCrimson
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+//--- Input Parameters ---
+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;
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- Validate and store input
+   ExtLength = (InpLength < 1) ? 1 : InpLength;
+
+//--- Map the buffers 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));
+  }
+
+//+------------------------------------------------------------------+
+//| McGinley Dynamic 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 < ExtLength)
+      return(0);
+
+//--- Check if the source indicator is ready
+   if(BarsCalculated(price_handle) < rates_total)
+      return(0);
+
+//--- 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
+     {
+      // Skip until we have enough data
+      if(i < ExtLength)
+        {
+         BufferMcGinley[i] = EMPTY_VALUE;
+         continue;
+        }
+
+      // --- Initialization Step ---
+      // The first McGinley value is an EMA of the source price
+      if(i == ExtLength)
+        {
+         // 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
+        }
+
+      // --- 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
+         continue;
+        }
+
+      // The core McGinley Dynamic formula
+      double ratio = source / prev_mg;
+      double denominator = ExtLength * MathPow(ratio, 4);
+
+      // Another check to avoid division by zero
+      if(denominator == 0)
+        {
+         BufferMcGinley[i] = prev_mg; // Keep the previous value
+         continue;
+        }
+
+      BufferMcGinley[i] = prev_mg + (source - prev_mg) / denominator;
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+