| //+------------------------------------------------------------------+
|
| //| FrAMA.mq5 |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
| #property link "https://www.mql5.com"
|
| #property description "Fractal Adaptive Moving Average"
|
| //--- indicator settings
|
| #property indicator_chart_window
|
| #property indicator_buffers 1
|
| #property indicator_plots 1
|
| #property indicator_type1 DRAW_LINE
|
| #property indicator_color1 clrDarkBlue
|
| #property indicator_width1 1
|
| #property indicator_label1 "FrAMA"
|
| #property indicator_applied_price PRICE_CLOSE
|
| //--- input parameters
|
| input int InpPeriodFrAMA=14; // FrAMA period
|
| input int InpShift=0; // Indicator's shift
|
| //--- indicator buffer
|
| double FrAmaBuffer[];
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator initialization function |
|
| //+------------------------------------------------------------------+
|
| void OnInit()
|
| {
|
| //--- indicator buffers mapping
|
| SetIndexBuffer(0,FrAmaBuffer,INDICATOR_DATA);
|
| //--- sets first bar from what index will be drawn
|
| PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,2*InpPeriodFrAMA-1);
|
| //--- sets indicator shift
|
| PlotIndexSetInteger(0,PLOT_SHIFT,InpShift);
|
| //--- name for labels
|
| string short_name=StringFormat("FrAMA(%d)",InpPeriodFrAMA);
|
| IndicatorSetString(INDICATOR_SHORTNAME,short_name);
|
| PlotIndexSetString(0,PLOT_LABEL,short_name);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Fractal Adaptive Moving Average |
|
| //+------------------------------------------------------------------+
|
| int OnCalculate(const int rates_total,
|
| const int prev_calculated,
|
| const int begin,
|
| const double &price[])
|
| {
|
| if(rates_total<2*InpPeriodFrAMA)
|
| return(0);
|
|
|
| int start;
|
| //--- start calculations
|
| if(prev_calculated==0)
|
| {
|
| start=2*InpPeriodFrAMA-1;
|
| for(int i=0; i<=start; i++)
|
| FrAmaBuffer[i]=price[i];
|
| }
|
| else
|
| start=prev_calculated-1;
|
| //--- main cycle
|
| double math_log_2=MathLog(2.0);
|
| for(int i=start; i<rates_total && !IsStopped(); i++)
|
| {
|
| double hi1=iHigh(_Symbol,_Period,iHighest(_Symbol,_Period,MODE_HIGH,InpPeriodFrAMA,rates_total-i-1));
|
| double lo1=iLow(_Symbol,_Period,iLowest(_Symbol,_Period,MODE_LOW,InpPeriodFrAMA,rates_total-i-1));
|
| double hi2=iHigh(_Symbol,_Period,iHighest(_Symbol,_Period,MODE_HIGH,InpPeriodFrAMA,rates_total-i+InpPeriodFrAMA-1));
|
| double lo2=iLow(_Symbol,_Period,iLowest(_Symbol,_Period,MODE_LOW,InpPeriodFrAMA,rates_total-i+InpPeriodFrAMA-1));
|
| double hi3=iHigh(_Symbol,_Period,iHighest(_Symbol,_Period,MODE_HIGH,2*InpPeriodFrAMA,rates_total-i-1));
|
| double lo3=iLow(_Symbol,_Period,iLowest(_Symbol,_Period,MODE_LOW,2*InpPeriodFrAMA,rates_total-i-1));
|
| double n1=(hi1-lo1)/InpPeriodFrAMA;
|
| double n2=(hi2-lo2)/InpPeriodFrAMA;
|
| double n3=(hi3-lo3)/(2*InpPeriodFrAMA);
|
| double d=(MathLog(n1+n2)-MathLog(n3))/math_log_2;
|
| double alfa=MathExp(-4.6*(d-1.0));
|
| //---
|
| FrAmaBuffer[i]=alfa*price[i]+(1-alfa)*FrAmaBuffer[i-1];
|
| }
|
| //--- OnCalculate done. Return new prev_calculated.
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
