81 lines
3.5 KiB
MQL5
81 lines
3.5 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| FrAMA.mq5 |
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//| Copyright 2000-2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2000-2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property description "Fractal Adaptive Moving Average"
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//--- indicator settings
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#property indicator_chart_window
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#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 clrDarkBlue
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#property indicator_width1 1
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#property indicator_label1 "FrAMA"
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#property indicator_applied_price PRICE_CLOSE
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//--- input parameters
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input int InpPeriodFrAMA=14; // FrAMA period
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input int InpShift=0; // Indicator's shift
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//--- indicator buffer
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double FrAmaBuffer[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,FrAmaBuffer,INDICATOR_DATA);
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,2*InpPeriodFrAMA-1);
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//--- sets indicator shift
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PlotIndexSetInteger(0,PLOT_SHIFT,InpShift);
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//--- name for labels
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string short_name=StringFormat("FrAMA(%d)",InpPeriodFrAMA);
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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PlotIndexSetString(0,PLOT_LABEL,short_name);
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}
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//+------------------------------------------------------------------+
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//| Fractal Adaptive Moving Average |
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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 int begin,
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const double &price[])
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{
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if(rates_total<2*InpPeriodFrAMA)
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return(0);
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int start;
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//--- start calculations
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if(prev_calculated==0)
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{
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start=2*InpPeriodFrAMA-1;
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for(int i=0; i<=start; i++)
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FrAmaBuffer[i]=price[i];
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}
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else
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start=prev_calculated-1;
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//--- main cycle
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double math_log_2=MathLog(2.0);
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for(int i=start; i<rates_total && !IsStopped(); i++)
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{
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double hi1=iHigh(_Symbol,_Period,iHighest(_Symbol,_Period,MODE_HIGH,InpPeriodFrAMA,rates_total-i-1));
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double lo1=iLow(_Symbol,_Period,iLowest(_Symbol,_Period,MODE_LOW,InpPeriodFrAMA,rates_total-i-1));
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double hi2=iHigh(_Symbol,_Period,iHighest(_Symbol,_Period,MODE_HIGH,InpPeriodFrAMA,rates_total-i+InpPeriodFrAMA-1));
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double lo2=iLow(_Symbol,_Period,iLowest(_Symbol,_Period,MODE_LOW,InpPeriodFrAMA,rates_total-i+InpPeriodFrAMA-1));
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double hi3=iHigh(_Symbol,_Period,iHighest(_Symbol,_Period,MODE_HIGH,2*InpPeriodFrAMA,rates_total-i-1));
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double lo3=iLow(_Symbol,_Period,iLowest(_Symbol,_Period,MODE_LOW,2*InpPeriodFrAMA,rates_total-i-1));
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double n1=(hi1-lo1)/InpPeriodFrAMA;
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double n2=(hi2-lo2)/InpPeriodFrAMA;
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double n3=(hi3-lo3)/(2*InpPeriodFrAMA);
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double d=(MathLog(n1+n2)-MathLog(n3))/math_log_2;
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double alfa=MathExp(-4.6*(d-1.0));
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//---
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FrAmaBuffer[i]=alfa*price[i]+(1-alfa)*FrAmaBuffer[i-1];
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}
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//--- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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