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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
140 lines
4.9 KiB
Plaintext
140 lines
4.9 KiB
Plaintext
//+------------------------------------------------------------------+
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//| AMA.mq5 |
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "1.01" // Corrected standard version
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#property description "Adaptive Moving Average (AMA) by Perry Kaufman"
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//--- Indicator Window and Plot Properties ---
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_label1 "AMA"
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//--- Input Parameters ---
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input int InpAmaPeriod = 10; // AMA Efficiency Ratio Period
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input int InpFastEmaPeriod= 2; // Fast EMA Period for scaling
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input int InpSlowEmaPeriod= 30; // Slow EMA Period for scaling
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price
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//--- Indicator Buffers ---
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double BufferAMA[];
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//--- Global Variables ---
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int g_ExtAmaPeriod;
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int g_ExtFastEmaPeriod;
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int g_ExtSlowEmaPeriod;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_ExtAmaPeriod = (InpAmaPeriod < 1) ? 1 : InpAmaPeriod;
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g_ExtFastEmaPeriod = (InpFastEmaPeriod < 1) ? 1 : InpFastEmaPeriod;
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g_ExtSlowEmaPeriod = (InpSlowEmaPeriod < 1) ? 1 : InpSlowEmaPeriod;
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SetIndexBuffer(0, BufferAMA, INDICATOR_DATA);
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ArraySetAsSeries(BufferAMA, false);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAmaPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("AMA(%d,%d,%d)", g_ExtAmaPeriod, g_ExtFastEmaPeriod, g_ExtSlowEmaPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Adaptive Moving Average calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total <= g_ExtAmaPeriod)
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return(0);
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//--- STEP 1: Prepare the source price array
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double price_source[];
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ArrayResize(price_source, rates_total);
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for(int i=0; i<rates_total; i++)
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{
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switch(InpAppliedPrice)
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{
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case PRICE_OPEN:
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price_source[i] = open[i];
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break;
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case PRICE_HIGH:
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price_source[i] = high[i];
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break;
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case PRICE_LOW:
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price_source[i] = low[i];
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break;
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case PRICE_MEDIAN:
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price_source[i] = (high[i] + low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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price_source[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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price_source[i]= (high[i] + low[i] + 2*close[i]) / 4.0;
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break;
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default:
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price_source[i] = close[i];
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break;
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}
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}
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//--- STEP 2: Main calculation loop
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double fast_sc = 2.0 / (g_ExtFastEmaPeriod + 1.0);
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double slow_sc = 2.0 / (g_ExtSlowEmaPeriod + 1.0);
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for(int i = 1; i < rates_total; i++)
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{
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// --- Initialization Step ---
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if(i == g_ExtAmaPeriod)
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{
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// The first AMA value is simply the current price
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BufferAMA[i] = price_source[i];
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continue;
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}
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if(i > g_ExtAmaPeriod)
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{
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// --- Calculate Efficiency Ratio (ER) ---
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double direction = MathAbs(price_source[i] - price_source[i - g_ExtAmaPeriod]);
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double volatility = 0;
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for(int j = 0; j < g_ExtAmaPeriod; j++)
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{
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volatility += MathAbs(price_source[i - j] - price_source[i - j - 1]);
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}
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double er = (volatility > 0) ? direction / volatility : 0;
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// --- Calculate Scaled Smoothing Constant (SSC) ---
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double ssc = er * (fast_sc - slow_sc) + slow_sc;
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double ssc_sq = ssc * ssc;
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// --- Calculate Final AMA ---
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BufferAMA[i] = BufferAMA[i-1] + ssc_sq * (price_source[i] - BufferAMA[i-1]);
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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