NUNA/Logs/Indicators/Downloads/MA on Momentum.mq5
2026-01-06 05:44:21 +00:00

207 lines
20 KiB
MQL5

//+------------------------------------------------------------------+
//| MA on Momentum.mq5 |
//| Copyright © 2022, Vladimir Karputov |
//| https://www.mql5.com/en/users/barabashkakvn |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2022, Vladimir Karputov"
#property link "https://www.mql5.com/en/users/barabashkakvn"
#property version "1.000"
#property indicator_separate_window
#property indicator_level1 100
#property indicator_buffers 2
#property indicator_plots 2
//--- plot Momentum
#property indicator_label1 "Momentum"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- plot MA on Momentum
#property indicator_label2 "MA on Momentum"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrDodgerBlue
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
//--- input parameters
input group "Momentum"
input int Inp_Momentum_mom_period = 14; // Momentum: averaging period
input ENUM_APPLIED_PRICE Inp_Momentum_applied_price = PRICE_CLOSE; // Momentum: type of price
input group "MA"
input int Inp_MA_ma_period = 6; // MA: averaging period
input ENUM_MA_METHOD Inp_MA_ma_method = MODE_SMMA; // MA: smoothing type
//--- indicator buffers
double MomentumBuffer[];
double MAonMomentumBuffer[];
//---
int handle_iMomentum; // variable for storing the handle of the iMomentum indicator
int handle_iMA; // variable for storing the handle of the iMA indicator
int bars_calculated = 0; // we will keep the number of values in the Momentum and MA indicators
bool m_init_error = false; // error on InInit
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,MomentumBuffer,INDICATOR_DATA);
SetIndexBuffer(1,MAonMomentumBuffer,INDICATOR_DATA);
//--- set labels for the line
PlotIndexSetString(0,PLOT_LABEL,"Momentum"+"("+IntegerToString(Inp_Momentum_mom_period)+")");
PlotIndexSetString(1,PLOT_LABEL,"MA"+"("+IntegerToString(Inp_MA_ma_period)+")"+" on Momentum"+"("+IntegerToString(Inp_Momentum_mom_period)+")");
//--- number of digits of indicator value
IndicatorSetInteger(INDICATOR_DIGITS,3);
//--- create handle of the indicator iMomentum
handle_iMomentum=iMomentum(Symbol(),Period(),Inp_Momentum_mom_period,
Inp_Momentum_applied_price);
//--- if the handle is not created
if(handle_iMomentum==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMomentum indicator for the symbol %s/%s, error code %d",
Symbol(),
EnumToString(Period()),
GetLastError());
//--- the indicator is stopped early
m_init_error=true;
return(INIT_SUCCEEDED);
}
//--- create handle of the indicator iMA
handle_iMA=iMA(Symbol(),Period(),Inp_MA_ma_period,0,
Inp_MA_ma_method,handle_iMomentum);
//--- if the handle is not created
if(handle_iMA==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",
Symbol(),
EnumToString(Period()),
GetLastError());
//--- the indicator is stopped early
m_init_error=true;
return(INIT_SUCCEEDED);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration 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(m_init_error)
return(0);
//--- number of values copied from the iMA indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated_momentum=BarsCalculated(handle_iMomentum);
if(calculated_momentum<=0)
{
PrintFormat("BarsCalculated(Momentum) returned %d, error code %d",calculated_momentum,GetLastError());
return(0);
}
//--- determine the number of values calculated in the indicator
int calculated_ma=BarsCalculated(handle_iMA);
if(calculated_ma<=0)
{
PrintFormat("BarsCalculated(MA) returned %d, error code %d",calculated_ma,GetLastError());
return(0);
}
if(calculated_momentum!=calculated_ma)
{
PrintFormat("BarsCalculated(Momentum) returned %d, BarsCalculated(MA) returned %d",calculated_momentum,calculated_ma);
return(0);
}
int calculated=calculated_momentum;
//--- if it is the first start of calculation of the indicator or if the number of values in the indicator changed
//--- or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iMABuffer array is greater than the number of values in the iMA indicator for symbol/period, then we don't copy everything
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total)
values_to_copy=rates_total;
else
values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the MAonMomentumBuffer array with values of the Moving Average indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation
if(!FillArrayFromBufferMA(MAonMomentumBuffer,0,handle_iMA,values_to_copy))
return(0);
//--- fill the MomentumBuffer array with values of the Commodity Channel Index indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation
if(!FillArrayFromBufferMomentum(MomentumBuffer,handle_iMomentum,values_to_copy))
return(0);
//--- memorize the number of values in the Moving Average indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the MA indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBufferMA(double &values[], // indicator buffer of Moving Average values
int shift, // shift
int ind_handle, // handle of the iMA indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-shift,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMA indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iMomentum indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBufferMomentum(double &values[], // indicator buffer of Momentum values
int ind_handle, // handle of the iMomentum indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iCCIBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMomentum indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(handle_iMomentum!=INVALID_HANDLE)
IndicatorRelease(handle_iMomentum);
if(handle_iMA!=INVALID_HANDLE)
IndicatorRelease(handle_iMA);
}
//+------------------------------------------------------------------+