diff --git a/Indicators/MyIndicators/AMA.mq5 b/Indicators/MyIndicators/AMA.mq5 new file mode 100644 index 0000000..449a1d7 --- /dev/null +++ b/Indicators/MyIndicators/AMA.mq5 @@ -0,0 +1,139 @@ +//+------------------------------------------------------------------+ +//| AMA.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "1.01" // Corrected standard version +#property description "Adaptive Moving Average (AMA) by Perry Kaufman" + +//--- Indicator Window and Plot Properties --- +#property indicator_chart_window +#property indicator_buffers 1 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 +#property indicator_label1 "AMA" + +//--- Input Parameters --- +input int InpAmaPeriod = 10; // AMA Efficiency Ratio Period +input int InpFastEmaPeriod= 2; // Fast EMA Period for scaling +input int InpSlowEmaPeriod= 30; // Slow EMA Period for scaling +input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price + +//--- Indicator Buffers --- +double BufferAMA[]; + +//--- Global Variables --- +int g_ExtAmaPeriod; +int g_ExtFastEmaPeriod; +int g_ExtSlowEmaPeriod; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + g_ExtAmaPeriod = (InpAmaPeriod < 1) ? 1 : InpAmaPeriod; + g_ExtFastEmaPeriod = (InpFastEmaPeriod < 1) ? 1 : InpFastEmaPeriod; + g_ExtSlowEmaPeriod = (InpSlowEmaPeriod < 1) ? 1 : InpSlowEmaPeriod; + + SetIndexBuffer(0, BufferAMA, INDICATOR_DATA); + ArraySetAsSeries(BufferAMA, false); + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAmaPeriod); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("AMA(%d,%d,%d)", g_ExtAmaPeriod, g_ExtFastEmaPeriod, g_ExtSlowEmaPeriod)); + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Adaptive 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[]) + { + if(rates_total <= g_ExtAmaPeriod) + return(0); + +//--- STEP 1: Prepare the source price array + double price_source[]; + ArrayResize(price_source, rates_total); + for(int i=0; i g_ExtAmaPeriod) + { + // --- Calculate Efficiency Ratio (ER) --- + double direction = MathAbs(price_source[i] - price_source[i - g_ExtAmaPeriod]); + double volatility = 0; + for(int j = 0; j < g_ExtAmaPeriod; j++) + { + volatility += MathAbs(price_source[i - j] - price_source[i - j - 1]); + } + double er = (volatility > 0) ? direction / volatility : 0; + + // --- Calculate Scaled Smoothing Constant (SSC) --- + double ssc = er * (fast_sc - slow_sc) + slow_sc; + double ssc_sq = ssc * ssc; + + // --- Calculate Final AMA --- + BufferAMA[i] = BufferAMA[i-1] + ssc_sq * (price_source[i] - BufferAMA[i-1]); + } + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+