//+------------------------------------------------------------------+ //| AhrensMACD.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 "Ahrens Moving Average Convergence Divergence" #property indicator_separate_window #property indicator_buffers 7 #property indicator_plots 3 //--- plot Hist #property indicator_label1 "Ahrens Histogram" #property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_color1 clrDeepSkyBlue,clrDarkOrange,clrDarkGray #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- plot MACD #property indicator_label2 "Ahrens MACD" #property indicator_type2 DRAW_LINE #property indicator_color2 clrRed #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- plot Signal #property indicator_label3 "Ahrens Signal" #property indicator_type3 DRAW_LINE #property indicator_color3 clrGreen #property indicator_style3 STYLE_SOLID #property indicator_width3 1 //--- input parameters input uint InpPeriodFast = 12; // Fast Ahrens MA period input uint InpPeriodSlow = 26; // Slow Ahrens MA period input uint InpPeriodSig = 9; // Signal line period //--- indicator buffers double BufferHist[]; double BufferColors[]; double BufferMACD[]; double BufferSignal[]; double BufferFastAHRMA[]; double BufferSlowAHRMA[]; double BufferSignalAHRMA[]; //--- global variables int period_fast; int period_slow; int period_signal; int period_max; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_fast=int(InpPeriodFast<1 ? 1 : InpPeriodFast); period_slow=int(InpPeriodSlow==period_fast ? period_fast+1 : InpPeriodSlow<1 ? 1 : InpPeriodSlow); period_signal=int(InpPeriodSig<1 ? 1 : InpPeriodSig); period_max=fmax(period_fast,fmax(period_slow,period_signal)); //--- indicator buffers mapping SetIndexBuffer(0,BufferHist,INDICATOR_DATA); SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX); SetIndexBuffer(2,BufferMACD,INDICATOR_DATA); SetIndexBuffer(3,BufferSignal,INDICATOR_DATA); SetIndexBuffer(4,BufferFastAHRMA,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferSlowAHRMA,INDICATOR_CALCULATIONS); SetIndexBuffer(6,BufferSignalAHRMA,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Ahrens MACD ("+(string)period_fast+","+(string)period_slow+","+(string)period_signal+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferHist,true); ArraySetAsSeries(BufferColors,true); ArraySetAsSeries(BufferMACD,true); ArraySetAsSeries(BufferSignal,true); ArraySetAsSeries(BufferFastAHRMA,true); ArraySetAsSeries(BufferSlowAHRMA,true); ArraySetAsSeries(BufferSignalAHRMA,true); //--- 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[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); //--- Проверка и расчёт количества просчитываемых баров if(rates_total1) { limit=rates_total-period_max-2; ArrayInitialize(BufferHist,0); ArrayInitialize(BufferColors,2); ArrayInitialize(BufferMACD,0); ArrayInitialize(BufferSignal,0); ArrayInitialize(BufferFastAHRMA,0); ArrayInitialize(BufferSlowAHRMA,0); ArrayInitialize(BufferSignalAHRMA,0); } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double MedianPrice=(high[i]+low[i])/2.0; double MedianMA1=(BufferFastAHRMA[i+1]+BufferFastAHRMA[i+period_fast])/2.0; BufferFastAHRMA[i]=BufferFastAHRMA[i+1]+((MedianPrice-MedianMA1)/period_fast); //--- double MedianMA2=(BufferSlowAHRMA[i+1]+BufferSlowAHRMA[i+period_slow])/2.0; BufferSlowAHRMA[i]=BufferSlowAHRMA[i+1]+((MedianPrice-MedianMA2)/period_slow); BufferMACD[i]=BufferFastAHRMA[i]-BufferSlowAHRMA[i]; //--- double MedianMA3=(BufferSignal[i+1]+BufferSignal[i+period_signal])/2.0; BufferSignal[i]= BufferSignal[i+1]+((BufferMACD[i]-MedianMA3)/period_signal); BufferHist[i]=BufferMACD[i]-BufferSignal[i]; BufferColors[i]=(BufferHist[i]>BufferHist[i+1] ? 0 : BufferHist[i]