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//+------------------------------------------------------------------+
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//| Blau_Ergodic_MACD.mq5 |
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "2.02" // Separated from Oscillator
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#property description "Ergodic MACD Oscillator by William Blau (Lines)."
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#property description "Applies double EMA smoothing to the classic MACD and Signal lines."
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//--- Indicator Window and Plot Properties ---
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#property indicator_separate_window
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#property indicator_buffers 2 // Ergodic MACD and Ergodic Signal
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#property indicator_plots 2
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#property indicator_level1 0.0
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#property indicator_levelstyle STYLE_DOT
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//--- Plot 1: Smoothed MACD Line
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#property indicator_label1 "Ergodic MACD"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: Smoothed Signal Line
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#property indicator_label2 "Ergodic Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrangeRed
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Input Parameters ---
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input group "Classic MACD Settings"
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input int InpFastEMAPeriod = 12;
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input int InpSlowEMAPeriod = 26;
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input int InpSignalEMAPeriod = 9;
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE;
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input group "Ergodic Smoothing Settings"
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input int InpSlowSmoothPeriod = 20;
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input int InpFastSmoothPeriod = 5;
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//--- Indicator Buffers ---
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double BufferErgodicMACD[];
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double BufferErgodicSignal[];
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//--- Global Variables ---
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int g_ExtFastEMA, g_ExtSlowEMA, g_ExtSignalEMA, g_ExtSlowSmooth, g_ExtFastSmooth;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_ExtFastEMA = (InpFastEMAPeriod < 1) ? 1 : InpFastEMAPeriod;
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g_ExtSlowEMA = (InpSlowEMAPeriod < 1) ? 1 : InpSlowEMAPeriod;
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g_ExtSignalEMA = (InpSignalEMAPeriod < 1) ? 1 : InpSignalEMAPeriod;
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g_ExtSlowSmooth = (InpSlowSmoothPeriod < 1) ? 1 : InpSlowSmoothPeriod;
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g_ExtFastSmooth = (InpFastSmoothPeriod < 1) ? 1 : InpFastSmoothPeriod;
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if(g_ExtFastEMA > g_ExtSlowEMA)
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{
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int temp = g_ExtFastEMA;
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g_ExtFastEMA = g_ExtSlowEMA;
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g_ExtSlowEMA = temp;
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}
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SetIndexBuffer(0, BufferErgodicMACD, INDICATOR_DATA);
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SetIndexBuffer(1, BufferErgodicSignal, INDICATOR_DATA);
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ArraySetAsSeries(BufferErgodicMACD, false);
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ArraySetAsSeries(BufferErgodicSignal, false);
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int draw_begin = g_ExtSlowEMA + g_ExtSignalEMA + g_ExtSlowSmooth + g_ExtFastSmooth - 3;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Ergodic MACD(%d,%d,%d,%d,%d)", g_ExtFastEMA, g_ExtSlowEMA, g_ExtSignalEMA, g_ExtSlowSmooth, g_ExtFastSmooth));
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Ergodic MACD calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int start_pos = g_ExtSlowEMA + g_ExtSignalEMA + g_ExtSlowSmooth + g_ExtFastSmooth - 3;
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if(rates_total <= start_pos)
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return(0);
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//--- STEP 1: Calculate Classic MACD Line and Signal Line (internal buffers) ---
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double classic_macd_line[], classic_signal_line[];
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ArrayResize(classic_macd_line, rates_total);
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ArrayResize(classic_signal_line, rates_total);
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// Calculate Classic MACD Line
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{
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double price_source[];
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ArrayResize(price_source, rates_total);
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for(int i=0; i<rates_total; i++)
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{
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switch(InpAppliedPrice)
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{
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case PRICE_OPEN:
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price_source[i] = open[i];
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break;
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case PRICE_HIGH:
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price_source[i] = high[i];
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break;
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case PRICE_LOW:
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price_source[i] = low[i];
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break;
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default:
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price_source[i] = close[i];
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break;
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}
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}
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double fast_ema[], slow_ema[];
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ArrayResize(fast_ema, rates_total);
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ArrayResize(slow_ema, rates_total);
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double pr_fast = 2.0/(g_ExtFastEMA+1.0);
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for(int i=g_ExtFastEMA-1; i<rates_total; i++)
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{
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if(i==g_ExtFastEMA-1)
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{
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double sum=0;
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for(int j=0;j<g_ExtFastEMA;j++)
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sum+=price_source[i-j];
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fast_ema[i]=sum/g_ExtFastEMA;
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}
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else
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fast_ema[i] = price_source[i]*pr_fast + fast_ema[i-1]*(1.0-pr_fast);
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}
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double pr_slow = 2.0/(g_ExtSlowEMA+1.0);
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for(int i=g_ExtSlowEMA-1; i<rates_total; i++)
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{
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if(i==g_ExtSlowEMA-1)
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{
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double sum=0;
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for(int j=0;j<g_ExtSlowEMA;j++)
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sum+=price_source[i-j];
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slow_ema[i]=sum/g_ExtSlowEMA;
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}
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else
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slow_ema[i] = price_source[i]*pr_slow + slow_ema[i-1]*(1.0-pr_slow);
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}
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for(int i=g_ExtSlowEMA-1; i<rates_total; i++)
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classic_macd_line[i] = fast_ema[i] - slow_ema[i];
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}
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// Calculate Classic Signal Line
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{
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double pr_signal = 2.0/(g_ExtSignalEMA+1.0);
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int signal_start = g_ExtSlowEMA + g_ExtSignalEMA - 2;
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for(int i=signal_start; i<rates_total; i++)
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{
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if(i==signal_start)
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{
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double sum=0;
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for(int j=0;j<g_ExtSignalEMA;j++)
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sum+=classic_macd_line[i-j];
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classic_signal_line[i]=sum/g_ExtSignalEMA;
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}
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else
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classic_signal_line[i] = classic_macd_line[i]*pr_signal + classic_signal_line[i-1]*(1.0-pr_signal);
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}
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}
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//--- STEP 2: First Ergodic Smoothing (Slow Period) on Classic Lines ---
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double ema1_macd[], ema1_signal[];
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ArrayResize(ema1_macd, rates_total);
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ArrayResize(ema1_signal, rates_total);
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double pr_slow_smooth = 2.0 / (g_ExtSlowSmooth + 1.0);
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int ema1_start_pos = g_ExtSlowEMA + g_ExtSignalEMA + g_ExtSlowSmooth - 3;
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for(int i = ema1_start_pos; i < rates_total; i++)
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{
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if(i == ema1_start_pos)
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{
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double sum_macd=0, sum_signal=0;
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for(int j=0; j<g_ExtSlowSmooth; j++)
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{
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sum_macd += classic_macd_line[i-j];
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sum_signal += classic_signal_line[i-j];
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}
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ema1_macd[i] = sum_macd / g_ExtSlowSmooth;
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ema1_signal[i] = sum_signal / g_ExtSlowSmooth;
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}
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else
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{
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ema1_macd[i] = classic_macd_line[i] * pr_slow_smooth + ema1_macd[i-1] * (1.0 - pr_slow_smooth);
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ema1_signal[i] = classic_signal_line[i] * pr_slow_smooth + ema1_signal[i-1] * (1.0 - pr_slow_smooth);
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}
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}
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//--- STEP 3: Second Ergodic Smoothing (Fast Period) on EMA1 ---
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double pr_fast_smooth = 2.0 / (g_ExtFastSmooth + 1.0);
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int ema2_start_pos = ema1_start_pos + g_ExtFastSmooth - 1;
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for(int i = ema2_start_pos; i < rates_total; i++)
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{
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if(i == ema2_start_pos)
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{
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double sum_macd=0, sum_signal=0;
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for(int j=0; j<g_ExtFastSmooth; j++)
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{
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sum_macd += ema1_macd[i-j];
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sum_signal += ema1_signal[i-j];
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}
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BufferErgodicMACD[i] = sum_macd / g_ExtFastSmooth;
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BufferErgodicSignal[i] = sum_signal / g_ExtFastSmooth;
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}
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else
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{
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BufferErgodicMACD[i] = ema1_macd[i] * pr_fast_smooth + BufferErgodicMACD[i-1] * (1.0 - pr_fast_smooth);
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BufferErgodicSignal[i] = ema1_signal[i] * pr_fast_smooth + BufferErgodicSignal[i-1] * (1.0 - pr_fast_smooth);
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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