| //+------------------------------------------------------------------+
|
| //| VIDYA.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 "Variable Index Dynamic Average"
|
| //--- indicator settings
|
| #property indicator_chart_window
|
| #property indicator_buffers 1
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| #property indicator_plots 1
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| #property indicator_type1 DRAW_LINE
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| #property indicator_color1 clrRed
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| #property indicator_width1 1
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| #property indicator_label1 "VIDYA"
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| #property indicator_applied_price PRICE_CLOSE
|
| //--- input parameters
|
| input int InpPeriodCMO=9; // Period CMO
|
| input int InpPeriodEMA=12; // Period EMA
|
| input int InpShift=0; // Indicator's shift
|
| //--- indicator buffer
|
| double VIDYA_Buffer[];
|
|
|
| double ExtF; // smooth factor
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator initialization function |
|
| //+------------------------------------------------------------------+
|
| void OnInit()
|
| {
|
| //--- indicator buffers mapping
|
| SetIndexBuffer(0,VIDYA_Buffer,INDICATOR_DATA);
|
| //--- sets first bar from what index will be drawn
|
| PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpPeriodEMA+InpPeriodCMO-1);
|
| //--- sets indicator shift
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| PlotIndexSetInteger(0,PLOT_SHIFT,InpShift);
|
| //--- name for indicator label
|
| string short_name=StringFormat("VIDYA(%d,%d)",InpPeriodCMO,InpPeriodEMA);
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| IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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| PlotIndexSetString(0,PLOT_LABEL,short_name);
|
| //--- calculate smooth factor
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| ExtF=2.0/(1.0+InpPeriodEMA);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Variable Index Dynamic Average |
|
| //+------------------------------------------------------------------+
|
| int OnCalculate(const int rates_total,
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| const int prev_calculated,
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| const int begin,
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| const double &price[])
|
| {
|
| if(rates_total<InpPeriodEMA+InpPeriodCMO-1)
|
| return(0);
|
| //---
|
| int i,start;
|
| if(prev_calculated<InpPeriodEMA+InpPeriodCMO-1)
|
| {
|
| start=InpPeriodEMA+InpPeriodCMO-1;
|
| for(i=0; i<start; i++)
|
| VIDYA_Buffer[i]=price[i];
|
| }
|
| else
|
| start=prev_calculated-1;
|
| //--- main cycle
|
| for(i=start; i<rates_total && !IsStopped(); i++)
|
| {
|
| double mul_CMO=MathAbs(CalculateCMO(i,InpPeriodCMO,price));
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| //--- calculate VIDYA
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| VIDYA_Buffer[i]=price[i]*ExtF*mul_CMO+VIDYA_Buffer[i-1]*(1-ExtF*mul_CMO);
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| }
|
| //--- OnCalculate done. Return new prev_calculated.
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| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Chande Momentum Oscillator |
|
| //+------------------------------------------------------------------+
|
| double CalculateCMO(int pos,const int period,const double &price[])
|
| {
|
| double res=0.0;
|
| double sum_up=0.0,sum_down=0.0;
|
| //---
|
| if(pos>=period && pos<ArraySize(price))
|
| {
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| for(int i=0; i<period; i++)
|
| {
|
| double diff=price[pos-i]-price[pos-i-1];
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| if(diff>0.0)
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| sum_up+=diff;
|
| else
|
| sum_down+=(-diff);
|
| }
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| if(sum_up+sum_down!=0.0)
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| res=(sum_up-sum_down)/(sum_up+sum_down);
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| }
|
| //---
|
| return(res);
|
| }
|
| //+------------------------------------------------------------------+
|
