//+------------------------------------------------------------------+ //| VIDYA.mq5 | //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "1.00" #property description "Variable Index Dynamic Average by Tushar Chande" //--- 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 "VIDYA" //--- Input Parameters --- input int InpPeriodCMO = 9; // Chande Momentum Oscillator Period input int InpPeriodEMA = 12; // EMA Period for smoothing input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price //--- Indicator Buffers --- double BufferVIDYA[]; //--- Global Variables --- int g_ExtPeriodCMO; int g_ExtPeriodEMA; //--- Forward declarations --- double CalculateCMO(int position, int period, const double &price_array[]); //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { g_ExtPeriodCMO = (InpPeriodCMO < 1) ? 1 : InpPeriodCMO; g_ExtPeriodEMA = (InpPeriodEMA < 1) ? 1 : InpPeriodEMA; SetIndexBuffer(0, BufferVIDYA, INDICATOR_DATA); ArraySetAsSeries(BufferVIDYA, false); int draw_begin = g_ExtPeriodCMO + g_ExtPeriodEMA; PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA(%d,%d)", g_ExtPeriodCMO, g_ExtPeriodEMA)); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Variable Index Dynamic 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[]) { int start_pos = g_ExtPeriodCMO + g_ExtPeriodEMA; if(rates_total <= start_pos) return(0); //--- STEP 1: Prepare the source price array double price_source[]; ArrayResize(price_source, rates_total); for(int i=0; i start_pos) { // --- Recursive Calculation Step --- double cmo = MathAbs(CalculateCMO(i, g_ExtPeriodCMO, price_source)); BufferVIDYA[i] = price_source[i] * alpha * cmo + BufferVIDYA[i-1] * (1 - alpha * cmo); } } return(rates_total); } //+------------------------------------------------------------------+ //| Calculates Chande Momentum Oscillator (CMO) for a given position | //+------------------------------------------------------------------+ double CalculateCMO(int position, int period, const double &price_array[]) { if(position < period) return 0.0; double sum_up = 0.0; double sum_down = 0.0; for(int i = 0; i < period; i++) { double diff = price_array[position - i] - price_array[position - i - 1]; if(diff > 0.0) sum_up += diff; else sum_down += (-diff); } if(sum_up + sum_down == 0.0) return 0.0; return (sum_up - sum_down) / (sum_up + sum_down); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+