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IncAMAOnArray - library for MetaTrader 5

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votes: 17
2011.12.26 10:48
2016.11.22 07:32

CAMAOnArray class is designed for calculation of AMA (Adaptive Moving Average) values on indicator buffers.


Init() method with the following parameters is called in the OnInit() function:

  • int aPeriod - efficiency ratio calculation period;
  • int aFastPeriod - EMA minimum period;
  • int aSlowPeriod - EMA maximum period.

Solve() method with the following parameters is called in the OnCalculate() function:

  • const int aRatesTotal is a rates_total variable from the OnCalculate() function parameters;
  • const int aPrevCalc - prev_calculated variable from the OnCalculate() function;
  • double aData[] - data buffer for the indicator calculation;
  • double aAMA[] - the buffer with AMA calculated value.

Additional methods:

int BarsRequired() - returns the minimum number of bars for the indicator calculation;
string Name() - returns the line with the indicator name.

Test_AMAOnArray.mq5 - is a sample indicator showing CAMAOnArray class use. IncAMAOnArray file must be placed to MQL5\Include\IncOnArray of the terminal data folder (IncOnArray folder must be created).

Adaptive Moving Average (AMA) Technical Indicator is used for constructing a moving average with low sensitivity to price series noises and is characterized by the minimal lag for trend detection. This indicator was developed and described by Perry Kaufman in his book "Smarter Trading".

Example of use of CAMAOnArray class

Translated from Russian by MetaQuotes Software Corp.
Original code:

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