mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-08 10:07:45 +00:00
Toh4iem9
227 lines
8.5 KiB
Plaintext
227 lines
8.5 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| SMI.mq5 |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
#property link ""
|
|
#property version "2.00" // Refactored for stability and clarity
|
|
#property description "Stochastic Momentum Index (SMI)"
|
|
|
|
//--- Indicator Window and Level Properties ---
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 8 // SMI, Signal, and 6 calculation buffers
|
|
#property indicator_plots 2
|
|
#property indicator_level1 40.0
|
|
#property indicator_level2 0.0
|
|
#property indicator_level3 -40.0
|
|
#property indicator_levelstyle STYLE_DOT
|
|
|
|
//--- Plot 1: SMI line
|
|
#property indicator_label1 "SMI"
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrBlue
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 1
|
|
|
|
//--- Plot 2: Signal line (EMA of SMI)
|
|
#property indicator_label2 "Signal"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_color2 clrOrange
|
|
#property indicator_style2 STYLE_DOT
|
|
#property indicator_width2 1
|
|
|
|
//--- Input Parameters ---
|
|
input int InpLengthK = 10; // %K Length
|
|
input int InpLengthD = 3; // %D Length (for double smoothing)
|
|
input int InpLengthEMA = 3; // EMA Length (for signal line)
|
|
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price
|
|
|
|
//--- Indicator Buffers ---
|
|
double BufferSMI[];
|
|
double BufferSignal[];
|
|
double BufferHighestLowestRange[];
|
|
double BufferRelativeRange[];
|
|
double BufferEma_Relative[];
|
|
double BufferEma_Range[];
|
|
double BufferEmaEma_Relative[];
|
|
double BufferEmaEma_Range[];
|
|
|
|
//--- Global Variables ---
|
|
int g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA;
|
|
|
|
//--- Forward declarations for helper functions ---
|
|
double Highest(const double &array[], int period, int current_pos);
|
|
double Lowest(const double &array[], int period, int current_pos);
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function. |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
//--- Validate and store inputs
|
|
g_ExtLengthK = (InpLengthK < 1) ? 1 : InpLengthK;
|
|
g_ExtLengthD = (InpLengthD < 1) ? 1 : InpLengthD;
|
|
g_ExtLengthEMA = (InpLengthEMA < 1) ? 1 : InpLengthEMA;
|
|
|
|
//--- Map the buffers
|
|
SetIndexBuffer(0, BufferSMI, INDICATOR_DATA);
|
|
SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
|
|
SetIndexBuffer(2, BufferHighestLowestRange, INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(3, BufferRelativeRange, INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(4, BufferEma_Relative, INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(5, BufferEma_Range, INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(6, BufferEmaEma_Relative, INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(7, BufferEmaEma_Range, INDICATOR_CALCULATIONS);
|
|
|
|
//--- Set all buffers to non-timeseries
|
|
ArraySetAsSeries(BufferSMI, false);
|
|
ArraySetAsSeries(BufferSignal, false);
|
|
ArraySetAsSeries(BufferHighestLowestRange, false);
|
|
ArraySetAsSeries(BufferRelativeRange, false);
|
|
ArraySetAsSeries(BufferEma_Relative, false);
|
|
ArraySetAsSeries(BufferEma_Range, false);
|
|
ArraySetAsSeries(BufferEmaEma_Relative, false);
|
|
ArraySetAsSeries(BufferEmaEma_Range, false);
|
|
|
|
//--- Set indicator properties
|
|
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
|
int smi_draw_begin = g_ExtLengthK + g_ExtLengthD + g_ExtLengthD - 3; // K + D + (D-1) for 2nd EMA
|
|
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, smi_draw_begin);
|
|
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, smi_draw_begin + g_ExtLengthEMA - 1);
|
|
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SMI(%d,%d,%d)", g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA));
|
|
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Stochastic Momentum Index 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_ExtLengthK + g_ExtLengthD + g_ExtLengthD + g_ExtLengthEMA - 4;
|
|
if(rates_total <= start_pos)
|
|
return(0);
|
|
|
|
//--- STEP 1: Calculate Highest, Lowest, and Ranges
|
|
for(int i = g_ExtLengthK - 1; i < rates_total; i++)
|
|
{
|
|
double highest_high = Highest(high, g_ExtLengthK, i);
|
|
double lowest_low = Lowest(low, g_ExtLengthK, i);
|
|
BufferHighestLowestRange[i] = highest_high - lowest_low;
|
|
BufferRelativeRange[i] = close[i] - (highest_high + lowest_low) / 2.0;
|
|
}
|
|
|
|
//--- STEP 2-6: Calculate all smoothed values and final SMI in a single loop
|
|
double pr_d = 2.0 / (g_ExtLengthD + 1.0);
|
|
double pr_ema = 2.0 / (g_ExtLengthEMA + 1.0);
|
|
|
|
int ema1_start = g_ExtLengthK + g_ExtLengthD - 2;
|
|
int ema2_start = ema1_start + g_ExtLengthD - 1;
|
|
int signal_start = ema2_start + g_ExtLengthEMA - 1;
|
|
|
|
for(int i = g_ExtLengthK - 1; i < rates_total; i++)
|
|
{
|
|
// --- 1st EMA Smoothing ---
|
|
if(i == g_ExtLengthK - 1) // Initialization
|
|
{
|
|
BufferEma_Relative[i] = BufferRelativeRange[i];
|
|
BufferEma_Range[i] = BufferHighestLowestRange[i];
|
|
}
|
|
else // Recursive
|
|
{
|
|
BufferEma_Relative[i] = BufferRelativeRange[i] * pr_d + BufferEma_Relative[i-1] * (1.0 - pr_d);
|
|
BufferEma_Range[i] = BufferHighestLowestRange[i] * pr_d + BufferEma_Range[i-1] * (1.0 - pr_d);
|
|
}
|
|
|
|
// --- 2nd EMA Smoothing ---
|
|
if(i == ema2_start) // Initialization with manual SMA
|
|
{
|
|
double sum_rel=0, sum_ran=0;
|
|
for(int j=0; j<g_ExtLengthD; j++)
|
|
{
|
|
sum_rel += BufferEma_Relative[i-j];
|
|
sum_ran += BufferEma_Range[i-j];
|
|
}
|
|
BufferEmaEma_Relative[i] = sum_rel / g_ExtLengthD;
|
|
BufferEmaEma_Range[i] = sum_ran / g_ExtLengthD;
|
|
}
|
|
else
|
|
if(i > ema2_start) // Recursive
|
|
{
|
|
BufferEmaEma_Relative[i] = BufferEma_Relative[i] * pr_d + BufferEmaEma_Relative[i-1] * (1.0 - pr_d);
|
|
BufferEmaEma_Range[i] = BufferEma_Range[i] * pr_d + BufferEmaEma_Range[i-1] * (1.0 - pr_d);
|
|
}
|
|
|
|
// --- Final SMI Value ---
|
|
if(i >= ema2_start)
|
|
{
|
|
if(BufferEmaEma_Range[i] != 0)
|
|
BufferSMI[i] = 100 * (BufferEmaEma_Relative[i] / (BufferEmaEma_Range[i] / 2.0));
|
|
else
|
|
BufferSMI[i] = 0;
|
|
}
|
|
|
|
// --- Signal Line ---
|
|
if(i == signal_start) // Initialization with manual SMA
|
|
{
|
|
double sum_smi=0;
|
|
for(int j=0; j<g_ExtLengthEMA; j++)
|
|
sum_smi += BufferSMI[i-j];
|
|
BufferSignal[i] = sum_smi / g_ExtLengthEMA;
|
|
}
|
|
else
|
|
if(i > signal_start) // Recursive
|
|
{
|
|
BufferSignal[i] = BufferSMI[i] * pr_ema + BufferSignal[i-1] * (1.0 - pr_ema);
|
|
}
|
|
}
|
|
|
|
return(rates_total);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Finds the highest value in a given period of an array. |
|
|
//+------------------------------------------------------------------+
|
|
double Highest(const double &array[], int period, int current_pos)
|
|
{
|
|
double res = array[current_pos];
|
|
for(int i = 1; i < period; i++)
|
|
{
|
|
int index = current_pos - i;
|
|
if(index < 0)
|
|
break;
|
|
if(res < array[index])
|
|
res = array[index];
|
|
}
|
|
return(res);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Finds the lowest value in a given period of an array. |
|
|
//+------------------------------------------------------------------+
|
|
double Lowest(const double &array[], int period, int current_pos)
|
|
{
|
|
double res = array[current_pos];
|
|
for(int i = 1; i < period; i++)
|
|
{
|
|
int index = current_pos - i;
|
|
if(index < 0)
|
|
break;
|
|
if(res > array[index])
|
|
res = array[index];
|
|
}
|
|
return(res);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|