//+------------------------------------------------------------------+ //| ALMA.mq5| //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "1.01" // Corrected MQL5 syntax for data handling #property description "Arnaud Legoux Moving Average (ALMA)" //--- Indicator Window and Plot Properties --- #property indicator_chart_window #property indicator_buffers 1 #property indicator_plots 1 //--- Plot 1: ALMA line #property indicator_label1 "ALMA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrMediumVioletRed #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- Input Parameters --- input int InpAlmaPeriod = 9; // Window size (period) input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price input double InpAlmaOffset = 0.85; // Offset (0 to 1) input double InpAlmaSigma = 6.0; // Sigma (smoothness) //--- Indicator Buffers --- double BufferALMA[]; double price_buffer[]; // A buffer to store the source price data //--- Global Variables --- int ExtAlmaPeriod; double ExtAlmaOffset; double ExtAlmaSigma; int price_handle; // Handle for the source price indicator (iMA) //--- Forward Declaration --- double CalculateALMA(const int position, const double &price_array[]); //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ void OnInit() { //--- Validate and store input parameters ExtAlmaPeriod = (InpAlmaPeriod < 1) ? 1 : InpAlmaPeriod; ExtAlmaOffset = InpAlmaOffset; ExtAlmaSigma = (InpAlmaSigma <= 0) ? 0.01 : InpAlmaSigma; //--- Map the buffer and set its properties SetIndexBuffer(0, BufferALMA, INDICATOR_DATA); ArraySetAsSeries(BufferALMA, false); // We also need to set our calculation buffer as a non-timeseries SetIndexBuffer(1, price_buffer, INDICATOR_CALCULATIONS); ArraySetAsSeries(price_buffer, false); //--- Create a handle to get the source price data --- // Using iMA with period 1 is a standard trick to get any APPLIED_PRICE series 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, ExtAlmaPeriod - 1); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ALMA(%d, %.2f, %.1f)", ExtAlmaPeriod, ExtAlmaOffset, ExtAlmaSigma)); } //+------------------------------------------------------------------+ //| Arnaud Legoux 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[]) { //--- Check if there is enough historical data if(rates_total < ExtAlmaPeriod) return(0); //--- Copy the source price data into our buffer --- if(CopyBuffer(price_handle, 0, 0, rates_total, price_buffer) != rates_total) { Print("Error copying source price data."); return(0); } //--- Main calculation loop (full recalculation for stability) for(int i = ExtAlmaPeriod - 1; i < rates_total; i++) { // Calculate ALMA for the current bar 'i' using the copied price data BufferALMA[i] = CalculateALMA(i, price_buffer); } return(rates_total); } //+------------------------------------------------------------------+ //| Calculates a single ALMA value for a given position. | //+------------------------------------------------------------------+ double CalculateALMA(const int position, const double &price_array[]) { double m = ExtAlmaOffset * (ExtAlmaPeriod - 1.0); double s = (double)ExtAlmaPeriod / ExtAlmaSigma; double sum = 0.0; double norm = 0.0; for(int j = 0; j < ExtAlmaPeriod; j++) { double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s)); sum += price_array[position - ExtAlmaPeriod + 1 + j] * weight; norm += weight; } if(norm > 0) return(sum / norm); else return(0.0); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+