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iMACD

The function returns the handle of the Moving Averages Convergence/Divergence indicator. In systems where OsMA is called MACD Histogram, this indicator is shown as two lines. In the client terminal the Moving Averages Convergence/Divergence looks like a histogram.

int  iMACD(
   string              symbol,              // symbol name
   ENUM_TIMEFRAMES     period,              // period
   int                 fast_ema_period,     // period for Fast average calculation
   int                 slow_ema_period,     // period for Slow average calculation
   int                 signal_period,       // period for their difference averaging
   ENUM_APPLIED_PRICE  applied_price        // type of price or handle
   );

Parameters

symbol

[in] The symbol name of the security, the data of which should be used to calculate the indicator. The NULL value means the current symbol.

period

[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current timeframe.

fast_ema_period

[in]  Period for Fast Moving Average calculation.

slow_ema_period

[in]  Period for Slow Moving Average calculation.

signal_period

[in]  Period for Signal line calculation.

applied_price

[in]  The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of another indicator.

Return Value

Returns the handle of a specified technical indicator,  in case of failure returns INVALID_HANDLE. The computer memory can be freed from an indicator that is no more utilized, using the IndicatorRelease() function, to which the indicator handle is passed.

Note

The buffer numbers are the following: 0 - MAIN_LINE, 1 - SIGNAL_LINE.

Example:

//+------------------------------------------------------------------+
//|                                                   Demo_iMACD.mq5 |
//|                        Copyright 2011, MetaQuotes Software Corp. |
//|                                              https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iMACD technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (function type)."
#property description "All other parameters like in the standard MACD."
 
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots   2
//--- the MACD plot
#property indicator_label1  "MACD"
#property indicator_type1   DRAW_HISTOGRAM
#property indicator_color1  clrSilver
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- the Signal plot
#property indicator_label2  "Signal"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrRed
#property indicator_style2  STYLE_DOT
#property indicator_width2  1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation                    |
//+------------------------------------------------------------------+
enum Creation
  {
   Call_iMACD,             // use iMACD
   Call_IndicatorCreate    // use IndicatorCreate
  };
//--- input parameters
input Creation             type=Call_iMACD;           // type of the function 
input int                  fast_ema_period=12;        // period of fast ma
input int                  slow_ema_period=26;        // period of slow ma
input int                  signal_period=9;           // period of averaging of difference
input ENUM_APPLIED_PRICE   applied_price=PRICE_CLOSE// type of price  
input string               symbol=" ";                // symbol 
input ENUM_TIMEFRAMES      period=PERIOD_CURRENT;     // timeframe
//--- indicator buffers
double         MACDBuffer[];
double         SignalBuffer[];
//--- variable for storing the handle of the iMACD indicator
int    handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Moving Averages Convergence/Divergence indicator
int    bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- assignment of arrays to indicator buffers
   SetIndexBuffer(0,MACDBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,SignalBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
   name=symbol;
//--- delete spaces to the right and to the left
   StringTrimRight(name);
   StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
   if(StringLen(name)==0)
     {
      //--- take the symbol of the chart the indicator is attached to
      name=_Symbol;
     }
//--- create handle of the indicator
   if(type==Call_iMACD)
      handle=iMACD(name,period,fast_ema_period,slow_ema_period,signal_period,applied_price);
   else
     {
      //--- fill the structure with parameters of the indicator     
      MqlParam pars[4];
      //--- period of fast ma
      pars[0].type=TYPE_INT;
      pars[0].integer_value=fast_ema_period;
      //--- period of slow ma
      pars[1].type=TYPE_INT;
      pars[1].integer_value=slow_ema_period;
      //--- period of averaging of difference between the fast and the slow moving average
      pars[2].type=TYPE_INT;
      pars[2].integer_value=signal_period;
      //--- type of price
      pars[3].type=TYPE_INT;
      pars[3].integer_value=applied_price;
      handle=IndicatorCreate(name,period,IND_MACD,4,pars);
     }
//--- if the handle is not created
   if(handle==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iMACD indicator for the symbol %s/%s, error code %d",
                  name,
                  EnumToString(period),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
     }
//--- show the symbol/timeframe the Moving Average Convergence/Divergence indicator is calculated for
   short_name=StringFormat("iMACD(%s/%s,%d,%d,%d,%s)",name,EnumToString(period),
                           fast_ema_period,slow_ema_period,signal_period,EnumToString(applied_price));
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator  
   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[])
  {
//--- number of values copied from the iMACD indicator
   int values_to_copy;
//--- determine the number of values calculated in the indicator
   int calculated=BarsCalculated(handle);
   if(calculated<=0)
     {
      PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
      return(0);
     }
//--- if it is the first start of calculation of the indicator or if the number of values in the iMACD indicator changed
//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)
   if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
     {
      //--- if the MACDBuffer array is greater than the number of values in the iMACD indicator for symbol/period, then we don't copy everything 
      //--- otherwise, we copy less than the size of indicator buffers
      if(calculated>rates_total) values_to_copy=rates_total;
      else                       values_to_copy=calculated;
     }
   else
     {
      //--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()
      //--- for calculation not more than one bar is added
      values_to_copy=(rates_total-prev_calculated)+1;
     }
//--- fill the arrays with values of the iMACD indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operation
   if(!FillArraysFromBuffers(MACDBuffer,SignalBuffer,handle,values_to_copy)) return(0);
//--- form the message
   string comm=StringFormat("%s ==>  Updated value in the indicator %s: %d",
                            TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
                            short_name,
                            values_to_copy);
//--- display the service message on the chart
   Comment(comm);
//--- memorize the number of values in the Moving Averages indicator Convergence/Divergence
   bars_calculated=calculated;
//--- return the prev_calculated value for the next call
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iMACD indicator               |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &macd_buffer[],    // indicator buffer of MACD values
                           double &signal_buffer[],  // indicator buffer of the signal line of MACD 
                           int ind_handle,           // handle of the iMACD indicator
                           int amount                // number of copied values
                           )
  {
//--- reset error code
   ResetLastError();
//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index
   if(CopyBuffer(ind_handle,0,0,amount,macd_buffer)<0)
     {
      //--- if the copying fails, tell the error code
      PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(false);
     }
 
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
   if(CopyBuffer(ind_handle,1,0,amount,signal_buffer)<0)
     {
      //--- if the copying fails, tell the error code
      PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(false);
     }
//--- everything is fine
   return(true);
  }
//+------------------------------------------------------------------+
//| Indicator deinitialization function                              |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- clear the chart after deleting the indicator
   Comment("");
  }


Updated: 2015.12.03