mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-13 12:28:05 +00:00
143 lines
4.5 KiB
Plaintext
143 lines
4.5 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| McGinleyDynamic.mq5 |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
#property link ""
|
|
#property version "2.01" // Corrected array handling for MQL5 syntax
|
|
#property description "McGinley Dynamic Indicator"
|
|
|
|
//--- Indicator Window and Plot Properties ---
|
|
#property indicator_chart_window
|
|
#property indicator_buffers 1
|
|
#property indicator_plots 1
|
|
|
|
//--- Plot 1: McGinley Dynamic line
|
|
#property indicator_label1 "McGinley"
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrCrimson
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 2
|
|
|
|
//--- Input Parameters ---
|
|
input int InpLength = 14; // Period
|
|
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price
|
|
|
|
//--- Indicator Buffers ---
|
|
double BufferMcGinley[];
|
|
|
|
//--- Global Variables ---
|
|
int g_ExtLength;
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function. |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
//--- Validate and store input
|
|
g_ExtLength = (InpLength < 1) ? 1 : InpLength;
|
|
|
|
//--- Map the buffer and set as non-timeseries
|
|
SetIndexBuffer(0, BufferMcGinley, INDICATOR_DATA);
|
|
ArraySetAsSeries(BufferMcGinley, false);
|
|
|
|
//--- Set indicator display properties
|
|
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
|
|
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 1);
|
|
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("McGinley(%d)", g_ExtLength));
|
|
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| McGinley Dynamic 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 < 2)
|
|
return(0);
|
|
|
|
//--- STEP 1: Prepare the source price array
|
|
double price_source[];
|
|
ArrayResize(price_source, rates_total);
|
|
|
|
switch(InpAppliedPrice)
|
|
{
|
|
case PRICE_OPEN:
|
|
ArrayCopy(price_source, open, 0, 0, rates_total);
|
|
break;
|
|
case PRICE_HIGH:
|
|
ArrayCopy(price_source, high, 0, 0, rates_total);
|
|
break;
|
|
case PRICE_LOW:
|
|
ArrayCopy(price_source, low, 0, 0, rates_total);
|
|
break;
|
|
case PRICE_MEDIAN:
|
|
case PRICE_TYPICAL:
|
|
case PRICE_WEIGHTED:
|
|
for(int i=0; i<rates_total; i++)
|
|
{
|
|
switch(InpAppliedPrice)
|
|
{
|
|
case PRICE_MEDIAN:
|
|
price_source[i] = (high[i] + low[i]) / 2.0;
|
|
break;
|
|
case PRICE_TYPICAL:
|
|
price_source[i] = (high[i] + low[i] + close[i]) / 3.0;
|
|
break;
|
|
case PRICE_WEIGHTED:
|
|
price_source[i] = (high[i] + low[i] + 2*close[i]) / 4.0;
|
|
break;
|
|
}
|
|
}
|
|
break;
|
|
default: // PRICE_CLOSE
|
|
ArrayCopy(price_source, close, 0, 0, rates_total);
|
|
break;
|
|
}
|
|
|
|
//--- STEP 2: Main calculation loop for McGinley Dynamic
|
|
for(int i = 0; i < rates_total; i++)
|
|
{
|
|
// --- Initialization Step ---
|
|
if(i == 0)
|
|
{
|
|
BufferMcGinley[i] = price_source[i];
|
|
continue;
|
|
}
|
|
|
|
// --- Recursive Calculation Step ---
|
|
double prev_mg = BufferMcGinley[i-1];
|
|
|
|
if(prev_mg == 0)
|
|
{
|
|
BufferMcGinley[i] = price_source[i];
|
|
continue;
|
|
}
|
|
|
|
double denominator = g_ExtLength * MathPow(price_source[i] / prev_mg, 4);
|
|
|
|
if(denominator == 0)
|
|
{
|
|
BufferMcGinley[i] = prev_mg;
|
|
continue;
|
|
}
|
|
|
|
BufferMcGinley[i] = prev_mg + (price_source[i] - prev_mg) / denominator;
|
|
}
|
|
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|