295 行
11 KiB
MQL5
295 行
11 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| SmartMA MT5 - The Self-Explaining Context MA |
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//| Author: Steve Rosenstock |
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//| Repository: https://forge.mql5.io/steverosenstock/SmartMA |
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//| Git: https://forge.mql5.io/steverosenstock/SmartMA.git |
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//| Version: 1.0 (2025-07-20) |
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//+------------------------------------------------------------------+
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#property copyright "Steve Rosenstock"
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#property link "https://forge.mql5.io/steverosenstock/SmartMA"
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#property version "1.0"
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#property indicator_chart_window
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#property indicator_buffers 4
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#property indicator_plots 3
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#property indicator_label1 "SmartMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_width1 2
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#property indicator_label2 "GhostMA"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrGray
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#property indicator_width2 1
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#property indicator_label3 "RiskBand"
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#property indicator_type3 DRAW_FILLING
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#property indicator_color3 clrLightYellow, clrLightYellow
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#property indicator_width3 2
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//--- INPUT PARAMETERS
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input int MA_Period = 20; // Base MA period (auto-adapting)
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input int ATR_Period = 14; // ATR for risk band
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input bool Use_Volume = true; // Volume-weighted MA
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input bool Use_News = true; // Integrate MT5 news events
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input bool Show_Risk_Band = true; // Show SmartATR band (+/-)
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input bool Show_Ghost = true; // Show "Ghost" MA (w/o news)
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input bool Enable_Alerts = true; // Alert on regime/news change
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//--- BUFFERS
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double SmartMABuffer[]; // Main SmartMA output
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double GhostMABuffer[]; // "Ghost" MA (no news)
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double RiskBandTop[]; // Top of ATR band
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double RiskBandBottom[]; // Bottom of ATR band
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//--- GLOBALS
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int lastRegime = -1;
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string lastSession = "";
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datetime lastExplained = 0;
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double lastATR = 0;
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datetime lastNewsAlert = 0;
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//+------------------------------------------------------------------+
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//| Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, SmartMABuffer, INDICATOR_DATA);
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SetIndexBuffer(1, GhostMABuffer, INDICATOR_DATA);
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SetIndexBuffer(2, RiskBandTop, INDICATOR_DATA);
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SetIndexBuffer(3, RiskBandBottom, INDICATOR_DATA);
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PlotIndexSetString(0, PLOT_LABEL, "SmartMA");
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PlotIndexSetString(1, PLOT_LABEL, "GhostMA");
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PlotIndexSetString(2, PLOT_LABEL, "RiskBand");
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IndicatorSetString(INDICATOR_SHORTNAME, "SmartMA MT5");
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IndicatorSetInteger(INDICATOR_DIGITS, 5);
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ArrayInitialize(SmartMABuffer, 0.0);
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ArrayInitialize(GhostMABuffer, 0.0);
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ArrayInitialize(RiskBandTop, 0.0);
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ArrayInitialize(RiskBandBottom, 0.0);
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Print("SmartMA MT5 initialized!");
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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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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if(rates_total < MathMax(MA_Period, ATR_Period) + 2)
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return(0);
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int currentRegime = -1; // 0=range, 1=trend, 2=neutral
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string regimeText = "";
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string session = "";
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int dynamic_period;
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double atr, vAvg;
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bool isNews, highVol;
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for(int i=0; i<rates_total; i++)
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{
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//--- 1. Detect context
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session = DetectSession(time[i]);
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isNews = (Use_News) ? IsEconomicNewsEvent(time[i]) : false;
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highVol = (Use_Volume && tick_volume[i] > GetAvgVolume(tick_volume, i, 20) * 1.5);
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atr = CalculateATR(i, ATR_Period, high, low, close);
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vAvg = GetAvgVolume(tick_volume, i, MA_Period);
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// Regime detection (Trend/Range)
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double rollingATR = CalculateATR(i, 30, high, low, close);
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if(atr > rollingATR*1.3) { regimeText="Trend"; currentRegime=1; }
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else if(atr < rollingATR*0.7){ regimeText="Range"; currentRegime=0; }
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else { regimeText="Neutral"; currentRegime=2; }
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//--- 2. Dynamic MA period
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dynamic_period = MA_Period;
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if(currentRegime==1) dynamic_period = MathMax(7, MA_Period-6);
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if(currentRegime==0) dynamic_period = MathMin(50, MA_Period+8);
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if(session=="London") dynamic_period = MathMax(7, dynamic_period-2);
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if(session=="Asia") dynamic_period = MathMin(50, dynamic_period+4);
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//--- 3. MA calculation (EMA, volume-weighted if enabled)
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if(isNews)
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{
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SmartMABuffer[i] = (i>0) ? SmartMABuffer[i-1] : close[i];
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if(i>0)
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GhostMABuffer[i] = GhostMABuffer[i-1];
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else
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GhostMABuffer[i] = close[i];
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// Alert for news bar (once per bar)
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if(Enable_Alerts && time[i]!=lastNewsAlert)
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{
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Alert("SmartMA: News event detected (", TimeToString(time[i]), ") - MA frozen");
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lastNewsAlert = time[i];
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}
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}
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else
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{
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SmartMABuffer[i] = AdaptiveEMA(i, dynamic_period, close, tick_volume, Use_Volume, SmartMABuffer);
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GhostMABuffer[i] = AdaptiveEMA_Ghost(i, dynamic_period, close, tick_volume, Use_Volume, time, GhostMABuffer);
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}
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//--- 4. Risk Band (±ATR)
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if(Show_Risk_Band)
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{
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RiskBandTop[i] = SmartMABuffer[i] + atr;
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RiskBandBottom[i] = SmartMABuffer[i] - atr;
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}
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else
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{
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RiskBandTop[i] = 0.0;
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RiskBandBottom[i] = 0.0;
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}
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//--- 5. Self-Explaining Comment (latest bar only)
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if(i == rates_total-1 && (time[i] != lastExplained))
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{
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string info = "SmartMA: " + regimeText + ", " + session;
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info += ", Period=" + IntegerToString(dynamic_period);
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if(isNews) info += ", NEWS EVENT (MA frozen)";
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else if(highVol) info += ", High Volume";
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Comment(info);
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// Regime/Session change Alert
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if(Enable_Alerts && (currentRegime!=lastRegime || session!=lastSession))
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{
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Alert("SmartMA: Context changed to " + regimeText + " / " + session + " ("+TimeToString(time[i])+")");
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lastRegime = currentRegime;
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lastSession = session;
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}
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lastExplained = time[i];
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Helper: Session detection |
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//+------------------------------------------------------------------+
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string DetectSession(datetime t)
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{
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int hour = TimeHour(t);
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if(hour>=0 && hour<7) return("Asia");
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if(hour>=7 && hour<15) return("London");
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if(hour>=15 && hour<=23)return("NewYork");
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return("Other");
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}
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//+------------------------------------------------------------------+
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//| Helper: News event detection (MT5 Economic Calendar) |
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//+------------------------------------------------------------------+
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bool IsEconomicNewsEvent(datetime bartime)
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{
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MqlCalendarValue news[];
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datetime fromTime = bartime - 60;
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datetime toTime = bartime + 60;
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int count = CalendarValueHistory(news, fromTime, toTime);
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if(count>0)
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{
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for(int i=0; i<count; i++)
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{
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if(news[i].impact>=CALENDAR_IMPORTANCE_MEDIUM)
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return(true);
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}
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}
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return(false);
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}
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//+------------------------------------------------------------------+
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//| Helper: Rolling average volume |
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//+------------------------------------------------------------------+
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double GetAvgVolume(const long &volume[], int index, int window)
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{
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double sum = 0; int n = 0;
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for(int i=index; i>index-window && i>=0; i--)
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{ sum += volume[i]; n++; }
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return (n>0) ? sum/n : 0;
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}
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//+------------------------------------------------------------------+
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//| Helper: ATR calculation |
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//+------------------------------------------------------------------+
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double CalculateATR(int i, int period, const double &high[], const double &low[], const double &close[])
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{
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if(i<period) return 0;
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double sum = 0;
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for(int j=0; j<period; j++)
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{
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double tr1 = high[i-j] - low[i-j];
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double tr2 = MathAbs(high[i-j] - close[i-j-1]);
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double tr3 = MathAbs(low[i-j] - close[i-j-1]);
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double tr = MathMax(tr1, MathMax(tr2,tr3));
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sum += tr;
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}
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return sum/period;
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}
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//+------------------------------------------------------------------+
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//| Adaptive EMA (volume-weighted, context-sensitive) |
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//+------------------------------------------------------------------+
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double AdaptiveEMA(int i, int period, const double &close[], const long &volume[], bool useVolume, double &buffer[])
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{
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if(i==0) return close[i];
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double alpha = 2.0/(period+1);
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double vWeight = 1.0;
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if(useVolume && volume[i]>0)
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vWeight = (double)volume[i]/GetAvgVolume(volume, i, period);
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return alpha*vWeight*close[i] + (1-alpha*vWeight)*buffer[i-1];
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}
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//+------------------------------------------------------------------+
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//| Adaptive EMA for Ghost MA (skips news bars) |
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//+------------------------------------------------------------------+
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double AdaptiveEMA_Ghost(int i, int period, const double &close[], const long &volume[], bool useVolume, const datetime &time[], double &buffer[])
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{
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if(i==0) return close[i];
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bool isNews = IsEconomicNewsEvent(time[i]);
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if(isNews) return buffer[i-1];
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double alpha = 2.0/(period+1);
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double vWeight = 1.0;
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if(useVolume && volume[i]>0)
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vWeight = (double)volume[i]/GetAvgVolume(volume, i, period);
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return alpha*vWeight*close[i] + (1-alpha*vWeight)*buffer[i-1];
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}
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//+------------------------------------------------------------------+
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//| Developer Notes & Hooks |
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//| - Community Profiles, Color Themes, Multi-Alerts: Add here! |
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//+------------------------------------------------------------------+
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/*
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README FOR DEVELOPERS
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SmartMA MT5 is a fully open, context-adaptive, self-explaining Moving Average for MetaTrader 5.
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- Context-detection: Sessions, News, Regime (trend/range/neutral)
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- Adaptive period and volume weighting
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- "Ghost" MA for comparison (w/o news bars)
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- ATR-based risk band
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- Self-explaining chart overlay and alerts
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Ready for profiles, color themes, regime modules, and more.
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Fork, improve, and help build the next-generation Moving Average!
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Repository: https://forge.mql5.io/steverosenstock/SmartMA
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Git: https://forge.mql5.io/steverosenstock/SmartMA.git
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MIT License
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Author: Steve Rosenstock
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*/
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