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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
244 lines
9.3 KiB
Plaintext
244 lines
9.3 KiB
Plaintext
//+------------------------------------------------------------------+
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//| SMI.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 "1.00"
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#property description "Stochastic Momentum Index (SMI)"
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#include <MovingAverages.mqh>
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//--- Indicator Window and Level Properties ---
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#property indicator_separate_window
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#property indicator_level1 40.0
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#property indicator_level2 0.0
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#property indicator_level3 -40.0
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#property indicator_levelstyle STYLE_DOT
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//--- Buffers and Plots ---
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#property indicator_buffers 8 // SMI, Signal, and 6 calculation buffers
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#property indicator_plots 2
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//--- Plot 1: SMI line
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#property indicator_label1 "SMI"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: Signal line (EMA of SMI)
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#property indicator_label2 "Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrange
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Input Parameters ---
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input int InpLengthK = 10; // %K Length
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input int InpLengthD = 3; // %D Length (for double smoothing)
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input int InpLengthEMA = 3; // EMA Length (for signal line)
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price
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//--- Indicator Buffers ---
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double BufferSMI[]; // Final SMI line
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double BufferSignal[]; // Signal line (EMA of SMI)
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// Calculation buffers
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double BufferHighestHigh[];
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double BufferLowestLow[];
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double BufferHighestLowestRange[];
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double BufferRelativeRange[];
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double BufferEmaEma_Relative[]; // Double EMA of Relative Range
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double BufferEmaEma_Range[]; // Double EMA of Highest-Lowest Range
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//--- Global Variables ---
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int ExtLengthK, ExtLengthD, ExtLengthEMA;
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//--- Forward declarations for helper functions ---
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- Validate and store inputs
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ExtLengthK = (InpLengthK < 1) ? 1 : InpLengthK;
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ExtLengthD = (InpLengthD < 1) ? 1 : InpLengthD;
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ExtLengthEMA = (InpLengthEMA < 1) ? 1 : InpLengthEMA;
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//--- Map the buffers
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SetIndexBuffer(0, BufferSMI, INDICATOR_DATA);
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SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
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SetIndexBuffer(2, BufferHighestHigh, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferLowestLow, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferHighestLowestRange, INDICATOR_CALCULATIONS);
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SetIndexBuffer(5, BufferRelativeRange, INDICATOR_CALCULATIONS);
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SetIndexBuffer(6, BufferEmaEma_Relative, INDICATOR_CALCULATIONS);
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SetIndexBuffer(7, BufferEmaEma_Range, INDICATOR_CALCULATIONS);
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//--- FIX: Set all buffers to non-timeseries manually ---
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ArraySetAsSeries(BufferSMI, false);
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ArraySetAsSeries(BufferSignal, false);
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ArraySetAsSeries(BufferHighestHigh, false);
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ArraySetAsSeries(BufferLowestLow, false);
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ArraySetAsSeries(BufferHighestLowestRange, false);
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ArraySetAsSeries(BufferRelativeRange, false);
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ArraySetAsSeries(BufferEmaEma_Relative, false);
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ArraySetAsSeries(BufferEmaEma_Range, false);
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//--- Set indicator properties
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtLengthK + ExtLengthD - 2);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtLengthK + ExtLengthD + ExtLengthEMA - 3);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SMI(%d,%d,%d)", ExtLengthK, ExtLengthD, ExtLengthEMA));
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}
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//+------------------------------------------------------------------+
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//| Stochastic Momentum Index 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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//--- Check for enough data
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if(rates_total < ExtLengthK + ExtLengthD)
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return(0);
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//--- STEP 1-4: Calculate Highest, Lowest, and Ranges
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for(int i = ExtLengthK - 1; i < rates_total; i++)
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{
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BufferHighestHigh[i] = Highest(high, ExtLengthK, i);
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BufferLowestLow[i] = Lowest(low, ExtLengthK, i);
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BufferHighestLowestRange[i] = BufferHighestHigh[i] - BufferLowestLow[i];
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BufferRelativeRange[i] = close[i] - (BufferHighestHigh[i] + BufferLowestLow[i]) / 2.0;
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}
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//--- STEP 5: Double EMA Smoothing (Robust Manual Calculation)
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// Temporary buffers for the first EMA pass
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double temp_ema_relative[], temp_ema_range[];
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ArrayResize(temp_ema_relative, rates_total);
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ArrayResize(temp_ema_range, rates_total);
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double pr = 2.0 / (ExtLengthD + 1.0); // EMA smoothing factor
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// --- First EMA Pass ---
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for(int i = 1; i < rates_total; i++)
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{
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if(i < ExtLengthK - 1)
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continue; // Not enough data for ranges yet
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if(i == ExtLengthK - 1) // First EMA value is the raw value itself
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{
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temp_ema_relative[i] = BufferRelativeRange[i];
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temp_ema_range[i] = BufferHighestLowestRange[i];
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}
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else // Subsequent values are calculated recursively
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{
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temp_ema_relative[i] = BufferRelativeRange[i] * pr + temp_ema_relative[i-1] * (1.0 - pr);
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temp_ema_range[i] = BufferHighestLowestRange[i] * pr + temp_ema_range[i-1] * (1.0 - pr);
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}
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}
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// --- Second EMA Pass (EMA of EMA) ---
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for(int i = 1; i < rates_total; i++)
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{
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if(i < ExtLengthK + ExtLengthD - 2)
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continue; // Not enough data for the second pass
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if(i == ExtLengthK + ExtLengthD - 2) // First double EMA value
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{
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// To be robust, the first value is a simple average of the first EMA buffer
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double sum_rel=0, sum_ran=0;
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for(int j=i-ExtLengthD+1; j<=i; j++)
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{
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sum_rel += temp_ema_relative[j];
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sum_ran += temp_ema_range[j];
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}
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BufferEmaEma_Relative[i] = sum_rel / ExtLengthD;
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BufferEmaEma_Range[i] = sum_ran / ExtLengthD;
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}
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else // Subsequent values are calculated recursively
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{
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BufferEmaEma_Relative[i] = temp_ema_relative[i] * pr + BufferEmaEma_Relative[i-1] * (1.0 - pr);
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BufferEmaEma_Range[i] = temp_ema_range[i] * pr + BufferEmaEma_Range[i-1] * (1.0 - pr);
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}
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}
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//--- STEP 6: Calculate final SMI value
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for(int i = ExtLengthK + ExtLengthD - 2; i < rates_total; i++)
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{
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if(BufferEmaEma_Range[i] != 0)
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BufferSMI[i] = 200 * (BufferEmaEma_Relative[i] / BufferEmaEma_Range[i]);
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else
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BufferSMI[i] = 0;
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}
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//--- STEP 7: Calculate the signal line (EMA of SMI)
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double pr_signal = 2.0 / (ExtLengthEMA + 1.0);
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for(int i = 1; i < rates_total; i++)
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{
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if(i < ExtLengthK + ExtLengthD + ExtLengthEMA - 3)
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continue;
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if(i == ExtLengthK + ExtLengthD + ExtLengthEMA - 3) // First signal value is an SMA of SMI
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{
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double sum_smi=0;
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for(int j=i-ExtLengthEMA+1; j<=i; j++)
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sum_smi += BufferSMI[j];
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BufferSignal[i] = sum_smi / ExtLengthEMA;
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}
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else
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{
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BufferSignal[i] = BufferSMI[i] * pr_signal + BufferSignal[i-1] * (1.0 - pr_signal);
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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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//| Finds the highest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Highest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Finds the lowest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Lowest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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