Kaufman Adaptive Moving Average

[Mohammad Bidabadi]

IF you see in MT5 you could find this indicator. I have attached it here.

There are similar ones in MT4. My problem is that I want to apply it to "Low" or "High" not only to close. You could do this in MT5, But because my broker is using MT4 I need to do it in this platform.

Can Anybody help?

I appreciate your time,

Regards,

[Simon Gniadkowski]

It's going to be quicker for someone to modify the MQL4 code than to port the MQL5 code to MQL4 . . . probably.

[William Roeder]

1. You could SEARCH for kama+mql4, get the indicator, and call iCustom.

2. int init(){
       OnInitKama();
       :
   }
   //+------------------------------------------------------------------+
   //| Perry Kaufman's Adaptive Moving Average                          |
   //+------------------------------------------------------------------+
   #define FASTEST_PERIOD  2
   #define SLOWEST_PERIOD 99
   #define LOOKBACK       10
   double  kama.High.value,    kama.Low.value,
           fastestAlpha,       slowestAlpha;
   int     KamaCounted;    void OnInitKama(){  
       KamaCounted = 0;    
       fastestAlpha = 2. / (FASTEST_PERIOD + 1),
       slowestAlpha = 2. / (SLOWEST_PERIOD + 1);
   }
   void KamaUpdate(){
       int iKama = Bars - 1 - KamaCounted;
       if (KamaCounted == 0){
           iKama = Bars - 1 - LOOKBACK;
           kama.High.value = High[iKama];
           kama.Low.value  = Low[iKama];
       }
       for(; iKama > 0; iKama--)
           KamaUpdatePrice(kama.High.value, High, iKama)
           KamaUpdatePrice(kama.Low.value, Low, iKama)
       }
       KamaCounted = Bars - 1; // Haven't done bar zero
   }
   void KamaUpdatePrice(double& value, double price[], int iBar){
       int     iLimit = iBar + LOOKBACK;     double  noise=0.00000001,
           signal  = MathAbs( price[iLimit] - price[iBar] );
       for (; iLimit > iBar; iLimit--){
           noise  += MathAbs( price[iLimit] - price[iLimit-1] ); }
       double  alpha = signal/noise * (fastestAlpha - slowestAlpha) + slowestAlpha;
       kama.value += alpha * (price[iBar] - kama.value);
   }
   int start(){
       KamaUpdate();
   }