111 lines
4.5 KiB
MQL5
111 lines
4.5 KiB
MQL5
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//+------------------------------------------------------------------+
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//| Chart Window MACD.mq5 |
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//| Copyright 2022, MetaQuotes Ltd. |
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//| saeed.h.mashhadi@gmail.com |
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//+------------------------------------------------------------------+
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#property link "Author: saeed.h.mashhadi@gmail.com"
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#property version "1.1"
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#property description "The indicator is an equivalent \"Chart Window\" version of MACD."
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#property indicator_chart_window
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#property indicator_buffers 6
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#property indicator_plots 2
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#property indicator_label1 "Fast-Slow EMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrSilver
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#property indicator_label2 "MACD SMA"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrRed
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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//+------------------------------------------------------------------+
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//| Indicator inputs & global variables |
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//+------------------------------------------------------------------+
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input int InpFastEMA=12; // Fast EMA Period = 12
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input int InpSlowEMA=26; // Slow EMA Period = 26
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input int InpSignalSMA=9; // Signal SMA Period = 9
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input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied Price
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double Fast_Slow_Buffer[];
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double MACD_Buffer[];
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double ExtMacdBuffer[];
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double ExtSignalBuffer[];
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double ExtFastMaBuffer[];
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double ExtSlowMaBuffer[];
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int ExtFastMaHandle;
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int ExtSlowMaHandle;
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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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SetIndexBuffer(0,Fast_Slow_Buffer,INDICATOR_DATA);
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SetIndexBuffer(1,MACD_Buffer,INDICATOR_DATA);
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SetIndexBuffer(2,ExtMacdBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,ExtSignalBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,ExtFastMaBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(5,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpSignalSMA-1);
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IndicatorSetString(INDICATOR_SHORTNAME,"MACD("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalSMA)+")");
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ExtFastMaHandle=iMA(NULL,0,InpFastEMA,0,MODE_EMA,InpAppliedPrice);
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ExtSlowMaHandle=iMA(NULL,0,InpSlowEMA,0,MODE_EMA,InpAppliedPrice);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Indicator "Calculate" event handler 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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CopyBuffer(ExtFastMaHandle,0,0,rates_total,ExtFastMaBuffer);
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CopyBuffer(ExtSlowMaHandle,0,0,rates_total,ExtSlowMaBuffer);
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// Indicator
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int ii;
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for(ii=0;ii<rates_total && !IsStopped();ii++)
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{
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ExtMacdBuffer[ii]=ExtFastMaBuffer[ii]-ExtSlowMaBuffer[ii];
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Fast_Slow_Buffer[ii]=EMPTY_VALUE;
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MACD_Buffer[ii]=EMPTY_VALUE;
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}
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// Reverse Indicator
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for(ii=1;ii<rates_total;ii++)
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Fast_Slow_Buffer[ii]=((1-2/((double)InpFastEMA+1))*ExtFastMaBuffer[ii-1]-(1-2/((double)InpSlowEMA+1))*ExtSlowMaBuffer[ii-1])/(2/((double)InpSlowEMA+1)-2/((double)InpFastEMA+1));
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// Indicator
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for(ii=0;ii<InpSignalSMA-1;ii++)
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ExtSignalBuffer[ii]=0;
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double firstValue=0;
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for(ii=0;ii<InpSignalSMA;ii++)
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firstValue+=ExtMacdBuffer[ii];
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firstValue/=InpSignalSMA;
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ExtSignalBuffer[InpSignalSMA-1]=firstValue;
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for(ii=InpSignalSMA;ii<rates_total;ii++)
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ExtSignalBuffer[ii]=ExtSignalBuffer[ii-1]+(ExtMacdBuffer[ii]-ExtMacdBuffer[ii-InpSignalSMA])/InpSignalSMA;
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// Reverse Indicator
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for(ii=InpSignalSMA;ii<rates_total;ii++)
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MACD_Buffer[ii]=Fast_Slow_Buffer[ii]-(InpSignalSMA*ExtSignalBuffer[ii-1]-ExtMacdBuffer[ii-InpSignalSMA])/(2/((double)InpSlowEMA+1)-2/((double)InpFastEMA+1))/(InpSignalSMA-1);
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return(rates_total);
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}
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