//+------------------------------------------------------------------+ //| AMA_TrendActivity.mq5 | //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "1.00" #property description "Measures the trend activity (slope) of an AMA line using Arctan normalization." #property description "High values suggest a trending market, low values suggest a flat/ranging market." //--- Indicator Window and Plot Properties --- #property indicator_separate_window #property indicator_buffers 1 #property indicator_plots 1 #property indicator_type1 DRAW_HISTOGRAM #property indicator_color1 clrDodgerBlue #property indicator_width1 2 #property indicator_label1 "Activity" #property indicator_minimum 0.0 #property indicator_maximum 0.5 //--- Input Parameters --- input group "AMA Settings" input int InpAmaPeriod = 10; input int InpFastEmaPeriod= 2; input int InpSlowEmaPeriod= 30; input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; input group "Activity Calculation Settings" input int InpAtrPeriod = 14; input int InpSmoothingPeriod = 5; //--- Indicator Buffers --- double BufferActivity[]; //--- Global Variables --- int g_ExtAmaPeriod, g_ExtFastEmaPeriod, g_ExtSlowEmaPeriod, g_ExtAtrPeriod, g_ExtSmoothingPeriod; double g_M_PI_2; //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { g_ExtAmaPeriod = (InpAmaPeriod < 1) ? 1 : InpAmaPeriod; g_ExtFastEmaPeriod = (InpFastEmaPeriod < 1) ? 1 : InpFastEmaPeriod; g_ExtSlowEmaPeriod = (InpSlowEmaPeriod < 1) ? 1 : InpSlowEmaPeriod; g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod; g_ExtSmoothingPeriod = (InpSmoothingPeriod < 1) ? 1 : InpSmoothingPeriod; g_M_PI_2 = M_PI / 2.0; SetIndexBuffer(0, BufferActivity, INDICATOR_DATA); ArraySetAsSeries(BufferActivity, false); int draw_begin = g_ExtAmaPeriod + g_ExtAtrPeriod + g_ExtSmoothingPeriod; PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("AMA Activity(%d,%d,%d)", g_ExtAmaPeriod, g_ExtAtrPeriod, g_ExtSmoothingPeriod)); IndicatorSetInteger(INDICATOR_DIGITS, 4); IndicatorSetDouble(INDICATOR_MINIMUM, 0.0); IndicatorSetDouble(INDICATOR_MAXIMUM, 0.5); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| AMA Trend Activity 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_ExtAmaPeriod + g_ExtAtrPeriod + g_ExtSmoothingPeriod; if(rates_total <= start_pos) return(0); //--- STEP 1: Prepare the source price array for AMA double price_source[]; ArrayResize(price_source, rates_total); for(int i=0; i g_ExtAmaPeriod) { 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; double ssc = er * (fast_sc - slow_sc) + slow_sc; double ssc_sq = ssc * ssc; buffer_ama[i] = buffer_ama[i-1] + ssc_sq * (price_source[i] - buffer_ama[i-1]); } } //--- STEP 3: Calculate ATR double buffer_atr[]; ArrayResize(buffer_atr, rates_total); double tr[]; ArrayResize(tr, rates_total); for(int i = 1; i < rates_total; i++) { tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]); } for(int i = 1; i < rates_total; i++) { if(i == g_ExtAtrPeriod) { double sum_tr = 0; for(int j = 1; j <= g_ExtAtrPeriod; j++) sum_tr += tr[j]; buffer_atr[i] = sum_tr / g_ExtAtrPeriod; } else if(i > g_ExtAtrPeriod) { buffer_atr[i] = (buffer_atr[i-1] * (g_ExtAtrPeriod - 1) + tr[i]) / g_ExtAtrPeriod; } } //--- STEP 4: Calculate Raw Activity and Scale it using MathArctan double scaled_activity[]; ArrayResize(scaled_activity, rates_total); for(int i = g_ExtAmaPeriod + 1; i < rates_total; i++) { if(buffer_atr[i] > 0) { double raw_activity = MathAbs(buffer_ama[i] - buffer_ama[i-1]) / buffer_atr[i]; scaled_activity[i] = MathArctan(raw_activity) / g_M_PI_2; } } //--- STEP 5: Calculate Final Oscillator (SMA of Scaled Activity) double sum = 0; int final_start_pos = g_ExtAmaPeriod + g_ExtSmoothingPeriod; for(int i = g_ExtAmaPeriod + 1; i < rates_total; i++) { sum += scaled_activity[i]; if(i >= final_start_pos) { if(i > final_start_pos) { sum -= scaled_activity[i - g_ExtSmoothingPeriod]; } BufferActivity[i] = sum / g_ExtSmoothingPeriod; } } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+