| //+------------------------------------------------------------------+
|
| //| AMA.mq5 |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
| #property link "https://www.mql5.com"
|
| #property version "1.00"
|
| #property description "Adaptive Moving Average"
|
|
|
| #property indicator_chart_window
|
| #property indicator_buffers 1
|
| #property indicator_plots 1
|
| //--- plot ExtAMABuffer
|
| #property indicator_label1 "AMA"
|
| #property indicator_type1 DRAW_LINE
|
| #property indicator_color1 clrRed
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| #property indicator_style1 STYLE_SOLID
|
| #property indicator_width1 1
|
| //--- default applied price
|
| #property indicator_applied_price PRICE_OPEN
|
| //--- input parameters
|
| input int InpPeriodAMA=10; // AMA period
|
| input int InpFastPeriodEMA=2; // Fast EMA period
|
| input int InpSlowPeriodEMA=30; // Slow EMA period
|
| input int InpShiftAMA=0; // AMA shift
|
| //--- indicator buffer
|
| double ExtAMABuffer[];
|
|
|
| double ExtFastSC;
|
| double ExtSlowSC;
|
| int ExtPeriodAMA;
|
| int ExtSlowPeriodEMA;
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| int ExtFastPeriodEMA;
|
| //+------------------------------------------------------------------+
|
| //| AMA initialization function |
|
| //+------------------------------------------------------------------+
|
| void OnInit()
|
| {
|
| //--- check for input values
|
| if(InpPeriodAMA<=0)
|
| {
|
| ExtPeriodAMA=10;
|
| PrintFormat("Input parameter InpPeriodAMA has incorrect value (%d). Indicator will use value %d for calculations.",
|
| InpPeriodAMA,ExtPeriodAMA);
|
| }
|
| else
|
| ExtPeriodAMA=InpPeriodAMA;
|
| if(InpSlowPeriodEMA<=0)
|
| {
|
| ExtSlowPeriodEMA=30;
|
| PrintFormat("Input parameter InpSlowPeriodEMA has incorrect value (%d). Indicator will use value %d for calculations.",
|
| InpSlowPeriodEMA,ExtSlowPeriodEMA);
|
| }
|
| else
|
| ExtSlowPeriodEMA=InpSlowPeriodEMA;
|
| if(InpFastPeriodEMA<=0)
|
| {
|
| ExtFastPeriodEMA=2;
|
| PrintFormat("Input parameter InpFastPeriodEMA has incorrect value (%d). Indicator will use value %d for calculations.",
|
| InpFastPeriodEMA,ExtFastPeriodEMA);
|
| }
|
| else
|
| ExtFastPeriodEMA=InpFastPeriodEMA;
|
| //--- indicator buffers mapping
|
| SetIndexBuffer(0,ExtAMABuffer,INDICATOR_DATA);
|
| //--- set accuracy
|
| IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
|
| //--- sets first bar from what index will be drawn
|
| PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodAMA);
|
| //--- set index shift
|
| PlotIndexSetInteger(0,PLOT_SHIFT,InpShiftAMA);
|
| //--- set shortname and change label
|
| string short_name=StringFormat("AMA(%d,%d,%d)",ExtPeriodAMA,ExtFastPeriodEMA,ExtSlowPeriodEMA);
|
| IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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| PlotIndexSetString(0,PLOT_LABEL,short_name);
|
| //--- calculate ExtFastSC & ExtSlowSC
|
| ExtFastSC=2.0/(ExtFastPeriodEMA+1.0);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| AMA iteration function |
|
| //+------------------------------------------------------------------+
|
| int OnCalculate(const int rates_total,
|
| const int prev_calculated,
|
| const int begin,
|
| const double &price[])
|
| {
|
| int i;
|
| //--- check for rates count
|
| if(rates_total<ExtPeriodAMA+begin)
|
| return(0);
|
| //--- draw begin may be corrected
|
| if(begin!=0)
|
| PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodAMA+begin);
|
| //--- detect position
|
| int pos=prev_calculated-1;
|
| //--- first calculations
|
| if(pos<ExtPeriodAMA+begin)
|
| {
|
| pos=ExtPeriodAMA+begin;
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| for(i=0; i<pos-1; i++)
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| ExtAMABuffer[i]=0.0;
|
| ExtAMABuffer[pos-1]=price[pos-1];
|
| }
|
| //--- main cycle
|
| for(i=pos; i<rates_total && !IsStopped(); i++)
|
| {
|
| //--- calculate SSC
|
| double currentSSC=(CalculateER(i,price)*(ExtFastSC-ExtSlowSC))+ExtSlowSC;
|
| //--- calculate AMA
|
| double prevAMA=ExtAMABuffer[i-1];
|
| ExtAMABuffer[i]=MathPow(currentSSC,2)*(price[i]-prevAMA)+prevAMA;
|
| }
|
| //--- return value of prev_calculated for next call
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Calculate ER value |
|
| //+------------------------------------------------------------------+
|
| double CalculateER(const int pos,const double& price[])
|
| {
|
| double signal=MathAbs(price[pos]-price[pos-ExtPeriodAMA]);
|
| double noise=0.0;
|
| for(int delta=0; delta<ExtPeriodAMA; delta++)
|
| noise+=MathAbs(price[pos-delta]-price[pos-delta-1]);
|
| if(noise!=0.0)
|
| return(signal/noise);
|
| return(0.0);
|
| }
|
| //+------------------------------------------------------------------+
|
