//+------------------------------------------------------------------+ //| EMA_With_Trend_Adjustment.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property description "Exponential Smoothing with Trend Adjustment indicator" #property indicator_chart_window #property indicator_buffers 3 #property indicator_plots 1 //--- plot EMATA #property indicator_label1 "EMATA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- enums enum ENUM_INPUT_YES_NO { INPUT_YES = 1, // Yes INPUT_NO = 0 // No }; //--- input parameters input double InpAlpha = 0.2; // Alpha input double InpBeta = 0.3; // Beta input ENUM_INPUT_YES_NO InpEnableTA = INPUT_YES; // Use Trend Adjustment input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferEMATA[]; double BufferMA[]; double BufferTA[]; //--- global variables double alpha; double beta; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables alpha=(InpAlpha<0.05 ? 0.05 : InpAlpha); beta=(InpBeta<0.05 ? 0.05 : InpBeta); //--- indicator buffers mapping SetIndexBuffer(0,BufferEMATA,INDICATOR_DATA); SetIndexBuffer(1,BufferMA,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferTA,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"EMATA ("+DoubleToString(alpha,2)+","+DoubleToString(beta,2)+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting plot buffer parameters PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferEMATA,true); ArraySetAsSeries(BufferMA,true); ArraySetAsSeries(BufferTA,true); //--- create MA's handles ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice); if(handle_ma==INVALID_HANDLE) { Print("The iMA(1) object was not created: Error ",GetLastError()); return INIT_FAILED; } //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //--- Проверка и расчёт количества просчитываемых баров if(rates_total<4 || Point()==0) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-2; ArrayInitialize(BufferEMATA,0); ArrayInitialize(BufferMA,0); ArrayInitialize(BufferTA,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferEMATA[i]=alpha*BufferMA[i+1]+(1.0-alpha)*(BufferEMATA[i+1]+BufferTA[i+1]); BufferTA[i]=(InpEnableTA ? beta*(BufferEMATA[i]-BufferEMATA[i+1])+(1.0-beta)*BufferTA[i+1] : 0); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+