246 lines
18 KiB
Plaintext
246 lines
18 KiB
Plaintext
//+------------------------------------------------------------------+
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//| AMACD.mq5 |
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//| Copyright 2018, MetaQuotes Software Corp. |
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//| https://mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2018, MetaQuotes Software Corp."
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#property link "https://mql5.com"
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#property version "1.00"
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#property indicator_separate_window
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#property indicator_buffers 5
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#property indicator_plots 3
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//--- plot MACD
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#property indicator_label1 "MACD"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrLimeGreen,clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- plot Signal
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#property indicator_label2 "Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrBlue
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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 uint InpPeriodFastAMA=6; // Period of the Fast AMA
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input uint InpFastFastAMA = 2; // Fast EMA of the Fast AMA
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input uint InpSlowFastAMA = 13; // Slow EMA of the Fast AMA
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input uint InpPeriodSlowAMA = 13; // Period of the Slow AMA
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input uint InpFastSlowAMA = 6; // Fast EMA of the Slow AMA
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input uint InpSlowSlowAMA = 30; // Slow EMA of the Slow AMA
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input uint InpPeriodSignal = 5; // The signal line period
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input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
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//--- indicator buffers
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double BufferMACD[];
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double BufferColors[];
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double BufferSignal[];
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double BufferFastAMA[];
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double BufferSlowAMA[];
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//--- global variables
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int period_fast_ama;
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int fast_fast_ama;
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int slow_fast_ama;
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int period_slow_ama;
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int fast_slow_ama;
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int slow_slow_ama;
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int period_signal;
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int handle_fast_ama;
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int handle_slow_ama;
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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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//--- setting global variables
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period_fast_ama=int(InpPeriodFastAMA<1 ? 1 : InpPeriodFastAMA);
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period_slow_ama=int(InpPeriodSlowAMA<=(uint)period_fast_ama ? period_fast_ama+1 : InpPeriodSlowAMA);
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fast_fast_ama=int(InpFastFastAMA<1 ? 1 : InpFastFastAMA);
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slow_fast_ama=int(InpSlowFastAMA<1 ? 1 : InpSlowFastAMA);
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fast_slow_ama=int(InpFastSlowAMA<1 ? 1 : InpFastSlowAMA);
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slow_slow_ama=int(InpSlowSlowAMA<1 ? 1 : InpSlowSlowAMA);
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period_signal=int(InpPeriodSignal<1 ? 1 : InpPeriodSignal);
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string short_name="AMACD("+(string)period_fast_ama+","+
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(string)fast_fast_ama+","+
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(string)slow_fast_ama+","+
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(string)period_slow_ama+","+
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(string)fast_slow_ama+","+
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(string)slow_slow_ama+","+
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(string)period_signal+")";
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferMACD,INDICATOR_DATA);
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SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2,BufferSignal,INDICATOR_DATA);
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SetIndexBuffer(3,BufferFastAMA,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,BufferSlowAMA,INDICATOR_CALCULATIONS);
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//--- settings indicators parameters
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IndicatorSetInteger(INDICATOR_DIGITS,Digits());
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(BufferMACD,true);
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ArraySetAsSeries(BufferColors,true);
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ArraySetAsSeries(BufferSignal,true);
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ArraySetAsSeries(BufferFastAMA,true);
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ArraySetAsSeries(BufferSlowAMA,true);
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//--- Creating the AMA handles
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ResetLastError();
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handle_fast_ama=iAMA(Symbol(),PERIOD_CURRENT,period_fast_ama,fast_fast_ama,slow_fast_ama,0,InpAppliedPrice);
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if(handle_fast_ama==INVALID_HANDLE)
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{
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Print("The iAMA(",(string)period_fast_ama,") object was not created: Error ",GetLastError());
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return INIT_FAILED;
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}
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ResetLastError();
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handle_slow_ama=iAMA(Symbol(),PERIOD_CURRENT,period_slow_ama,fast_slow_ama,slow_slow_ama,0,InpAppliedPrice);
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if(handle_fast_ama==INVALID_HANDLE)
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{
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Print("The iAMA(",(string)period_slow_ama,") object was not created: Error ",GetLastError());
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return INIT_FAILED;
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}
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration 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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//--- Проверка на минимальное количество баров для расчёта
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if(rates_total<period_slow_ama) return 0;
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//--- Проверка и расчёт количества просчитываемых баров
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int limit=rates_total-prev_calculated;
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if(limit>1)
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{
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limit=rates_total-1;
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ArrayInitialize(BufferMACD,EMPTY_VALUE);
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ArrayInitialize(BufferColors,0);
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ArrayInitialize(BufferSignal,EMPTY_VALUE);
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ArrayInitialize(BufferFastAMA,EMPTY_VALUE);
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ArrayInitialize(BufferSlowAMA,EMPTY_VALUE);
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}
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//--- Подготовка данных
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int copied=0,count=(limit==0 ? 1 : rates_total);
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copied=CopyBuffer(handle_fast_ama,0,0,count,BufferFastAMA);
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if(copied!=count) return 0;
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copied=CopyBuffer(handle_slow_ama,0,0,count,BufferSlowAMA);
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if(copied!=count) return 0;
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for(int i=limit; i>=0; i--)
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BufferMACD[i]=BufferFastAMA[i]-BufferSlowAMA[i];
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for(int i=limit; i>=0; i--)
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{
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BufferSignal[i]=iMAOnArray(BufferMACD,0,period_signal,0,MODE_SMA,i);
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double hist=BufferMACD[i]-BufferSignal[i];
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if(hist<0)
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BufferColors[i]=1;
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else
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BufferColors[i]=0;
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| iMAOnArray() https://www.mql5.com/ru/articles/81 |
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//+------------------------------------------------------------------+
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double iMAOnArray(double &array[],int total,int period,int ma_shift,int ma_method,int shift)
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{
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double buf[],arr[];
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if(total==0) total=ArraySize(array);
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if(total>0 && total<=period) return(0);
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if(shift>total-period-ma_shift) return(0);
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//---
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switch(ma_method)
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{
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case MODE_SMA :
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{
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total=ArrayCopy(arr,array,0,shift+ma_shift,period);
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if(ArrayResize(buf,total)<0) return(0);
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double sum=0;
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int i,pos=total-1;
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for(i=1;i<period;i++,pos--)
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sum+=arr[pos];
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while(pos>=0)
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{
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sum+=arr[pos];
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buf[pos]=sum/period;
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sum-=arr[pos+period-1];
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pos--;
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}
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return(buf[0]);
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}
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case MODE_EMA :
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{
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if(ArrayResize(buf,total)<0) return(0);
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double pr=2.0/(period+1);
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int pos=total-2;
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while(pos>=0)
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{
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if(pos==total-2) buf[pos+1]=array[pos+1];
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buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr);
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pos--;
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}
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return(buf[shift+ma_shift]);
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}
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case MODE_SMMA :
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{
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if(ArrayResize(buf,total)<0) return(0);
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double sum=0;
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int i,k,pos;
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pos=total-period;
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while(pos>=0)
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{
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if(pos==total-period)
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{
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for(i=0,k=pos;i<period;i++,k++)
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{
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sum+=array[k];
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buf[k]=0;
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}
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}
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else sum=buf[pos+1]*(period-1)+array[pos];
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buf[pos]=sum/period;
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pos--;
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}
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return(buf[shift+ma_shift]);
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}
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case MODE_LWMA :
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{
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if(ArrayResize(buf,total)<0) return(0);
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double sum=0.0,lsum=0.0;
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double price;
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int i,weight=0,pos=total-1;
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for(i=1;i<=period;i++,pos--)
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{
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price=array[pos];
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sum+=price*i;
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lsum+=price;
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weight+=i;
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}
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pos++;
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i=pos+period;
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while(pos>=0)
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{
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buf[pos]=sum/weight;
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if(pos==0) break;
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pos--;
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i--;
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price=array[pos];
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sum=sum-lsum+price*period;
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lsum-=array[i];
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lsum+=price;
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}
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return(buf[shift+ma_shift]);
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}
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default: return(0);
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}
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return(0);
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}
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//+------------------------------------------------------------------+
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