Add a Moving Average to MACD code
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Hi guys I'm trying to add a moving average to an adaptive macd code but I'm having some troubles. In particular the MA is showing but not like if I add it with navigator function (I need to implement a moving average in the MACD code to do another edit). I post a pic to show you the difference between what I want and what I actually have, the original macd adaptive mq4 and its code edited by me. I hope somebody could help me saying where I'm wrong. Thank you.
EDITED CODE :
//+------------------------------------------------------------------+
//| adaptivemacd 4 color mtf |
//| |
//+------------------------------------------------------------------+
#property copyright "www.forex-tsd.com"
#property link "www.forex-tsd.com"
#property description "edited by eevviill"
#property description "buf 3 to 1"
//
//
//
//
//
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color2 LimeGreen
#property indicator_color3 Red
#property indicator_color1 DimGray
#property indicator_color4 DeepSkyBlue
#property indicator_color5 PaleVioletRed
#property indicator_color6 Yellow
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 2
#property indicator_width6 1
#property indicator_level1 0
#property indicator_levelcolor Gold
#property indicator_levelstyle STYLE_DOT
#property indicator_style6 STYLE_DOT
//
//
//
//
//
extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT;
extern int FastMa = 12;
extern int FastMaMethod = 0;
extern ENUM_APPLIED_PRICE FastMaPrice = 0;
extern int AmaPeriod = 26;
extern ENUM_APPLIED_PRICE AmaPrice = PRICE_CLOSE;
extern int Nfast = 5;
extern int Nslow = 20;
extern double GCoeff = 2.0;
extern int SignalMa = 9;
extern ENUM_MA_METHOD SignalMaMode = 0;
extern int SignalSMA = 3;
extern bool alertsOn = true;
extern bool alertsOnCurrent = true;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;
extern string __ = "arrows settings";
extern bool ShowArrows = true;
extern string arrowsIdentifier = "rsima arrows";
extern color arrowsUpColor = Lime;
extern color arrowsDnColor = Orange;
extern bool Interpolate = true;
//
//
//
//
//
double osma[];
double green_buffer[];
double red_buffer[];
double macd[];
double sig[];
double kAMAbuffer[];
double diff[];
double trend[];
double sma[];
//
//
//
//
//
double fastend;
double slowend;
string indicatorFileName;
bool returnBars;
int timeFrame;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
IndicatorBuffers(9);
SetIndexBuffer(1,green_buffer); SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID);
SetIndexBuffer(2,red_buffer); SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID);
SetIndexBuffer(0,osma);
SetIndexBuffer(3,macd);
SetIndexBuffer(4,sig);
SetIndexBuffer(5,kAMAbuffer);
SetIndexBuffer(6,diff);
SetIndexBuffer(7,trend);
SetIndexBuffer(8,sma); SetIndexDrawBegin(8,SignalSMA);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+1);
fastend = (2.0 /(Nfast + 1));
slowend = (2.0 /(Nslow + 1));
//
//
//
//
//
indicatorFileName = WindowExpertName();
returnBars = TimeFrame==-99;
TimeFrame = MathMax(TimeFrame,_Period);
IndicatorShortName(timeFrameToString(TimeFrame)+" adaptive macd ("+FastMa+")"+getAverageName(FastMaMethod)+" ("+AmaPeriod+") "+(SignalSMA)+"");
return(0);
}
//
//
//
//
//
int deinit(){ if (ShowArrows) deleteArrows(); return(0); }
//
//
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
int i,n,k,x,limit;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { green_buffer[0] = limit+1; return(0); }
//
//
//
//
//
if (TimeFrame == Period())
{
for(i=limit; i>=0; i--)
{
double price = iMA(NULL,0,1,0,MODE_SMA,AmaPrice,i);
if (i > Bars-AmaPeriod) { kAMAbuffer[i] = price; continue; }
//
//
//
//
//
double efratio = 1.00;
double noise = 0.00;
double smooth;
double signal;
signal = MathAbs(price-iMA(NULL,0,1,0,MODE_SMA,AmaPrice,i+AmaPeriod));
diff[i] = MathAbs(price-iMA(NULL,0,1,0,MODE_SMA,AmaPrice,i+1));
for (k=0;k<AmaPeriod;k++)
noise += diff[i+k];
//
//
//
//
//
if (noise != 0) efratio = signal/noise;
smooth = MathPow(efratio*(fastend-slowend)+slowend,GCoeff);
kAMAbuffer[i] = kAMAbuffer[i+1] + smooth*(price-kAMAbuffer[i+1]);
macd[i] = iCustomMA(iMA(NULL,0,1,0,MODE_SMA,FastMaPrice,i),FastMa,FastMaMethod,i) - kAMAbuffer[i];
}
for (i=limit; i>=0; i--) sig[i] = iMAOnArray(macd,Bars,SignalMa,0,SignalMaMode,i);
//
//
//
//
//
//
for(i=limit; i>=0; i--)
sma[i]=iMAOnArray(osma,Bars,SignalSMA,0,MODE_SMA,i);
//
//
//
//
//
for (i=limit; i>=0; i--)
{
osma[i] = macd[i]- sig[i];
green_buffer[i] = 0;
red_buffer[i] = 0;
if(osma[i] > 0)
green_buffer[i] = osma[i];
else red_buffer[i] = osma[i];
trend[i] = trend[i+1];
if (macd[i] > sig[i] && macd[i+1] <= sig[i+1]) trend[i]= 1;
if (macd[i] < sig[i] && macd[i+1] >= sig[i+1]) trend[i]=-1;
manageArrow(i);
//
//
//
//
//
}
manageAlerts();
return(0);
}
//
//
//
//
//
limit = MathMax(limit,MathMin(Bars,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period()));
for (i=limit; i>=0; i--)
{
int y = iBarShift(NULL,TimeFrame,Time[i]);
osma[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,2,y);
green_buffer[i]= iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,0,y);
red_buffer[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,1,y);
macd[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,3,y);
sig[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,4,y);
trend[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,7,y);
sma[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,8,y);
if (!Interpolate || y==iBarShift(NULL,TimeFrame,Time[i-1])) continue;
//
//
//
//
//
datetime time = iTime(NULL,TimeFrame,y);
for(n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;
for(x = 1; x < n; x++)
{
osma[i+x] = osma[i] + (osma[i+n] - osma[i]) * x/n;
green_buffer[i+x] = green_buffer[i] + (green_buffer[i+n] - green_buffer[i]) * x/n;
red_buffer[i+x] = red_buffer[i] + (red_buffer[i+n] - red_buffer[i]) * x/n;
macd[i+x] = macd[i] + (macd[i+n] - macd[i]) * x/n;
sig[i+x] = sig[i] + (sig[i+n] - sig[i]) * x/n;
sma[i+x] = sig[i] + (sig[i+n] - sig[i]) * x/n;
}
}
return(0);
}
//
//
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void manageAlerts()
{
if (alertsOn)
{
if (alertsOnCurrent)
int whichBar = 0;
else whichBar = 1;
if (trend[whichBar] != trend[whichBar+1])
{
if (trend[whichBar] == 1) doAlert(whichBar,"up");
if (trend[whichBar] == -1) doAlert(whichBar,"down");
}
}
}
//
//
//
//
//
void doAlert(int forBar, string doWhat)
{
static string previousAlert="nothing";
static datetime previousTime;
string message;
if (previousAlert != doWhat || previousTime != Time[forBar]) {
previousAlert = doWhat;
previousTime = Time[forBar];
//
//
//
//
//
message = StringConcatenate(Symbol()," ",timeFrameToString(_Period)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," adaptive macd changed direction to ",doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol()," adaptive macd "),message);
if (alertsSound) PlaySound("alert2.wav");
}
}
//+-------------------------------------------------------------------
//|
//+-------------------------------------------------------------------
//
//
//
//
//
string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};
string timeFrameToString(int tf)
{
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tf==iTfTable[i]) return(sTfTable[i]);
return("");
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
double workPrices[];
double workResult[];
int r;
double iCustomMA(double price, int period, int method, int i)
{
if (ArraySize(workPrices)!= Bars) ArrayResize(workPrices,Bars);
r = Bars-i-1;
workPrices[r] = price;
//
//
//
//
//
switch(method)
{
case 0: return(iSma(price,period,i));
case 1: return(iEma(price,period,i));
case 2: return(iSmma(price,period,i));
case 3: return(iLwma(price,period,i));
case 4: return(iLsma(price,period,i));
case 5: return(iTma(price,period,i));
case 6: return(iSineWMA(price,period,i));
case 7: return(iVolumeWMA(price,period,i));
case 8: return(iHma(price,period,i));
case 9: return(iNonLagMa(price,period,i));
case 10: return(iLwmp(price,period,i));
}
return(EMPTY_VALUE);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
double iSma(double price, double period, int i)
{
double sum = 0;
for(int k=0; k<period && (r-k)>=0; k++) sum += workPrices[r-k];
if (k!=0)
return(sum/k);
else return(EMPTY_VALUE);
}
//
//
//
//
//
double iEma(double price, double period, int i)
{
if (ArraySize(workResult)!= Bars) ArrayResize(workResult,Bars);
double alpha = 2.0 / (1.0+period);
workResult[r] = workResult[r-1]+alpha*(price-workResult[r-1]);
return(workResult[r]);
}
//
//
//
//
//
double iSmma(double price, double period, int i)
{
if (ArraySize(workResult)!= Bars) ArrayResize(workResult,Bars);
if (i>=(Bars-period))
{
double sum = 0;
for(int k=0; k<period && (r-k)>=0; k++) sum += workPrices[r-k];
if (k!=0)
workResult[i] = sum/k;
else workResult[i] = EMPTY_VALUE;
}
else workResult[r] = (workResult[r-1]*(period-1)+price)/period;
return(workResult[r]);
}
//
//
//
//
//
double iLwma_prices[][3];
double iLwma(double price, double period, int i,int forValue=0)
{
if (ArrayRange(iLwma_prices,0)!= Bars) ArrayResize(iLwma_prices,Bars);
//
//
//
//
//
iLwma_prices[r][forValue] = price;
double sum = 0;
double sumw = 0;
for(int k=0; k<period && (r-k)>=0; k++)
{
double weight = period-k;
sumw += weight;
sum += weight*iLwma_prices[r-k][forValue];
}
if (sumw!=0)
return(sum/sumw);
else return(EMPTY_VALUE);
}
//
//
//
//
//
double iLwmp_prices[][3];
double iLwmp(double price, double period, int i,int forValue=0)
{
if (ArrayRange(iLwmp_prices,0)!= Bars) ArrayResize(iLwmp_prices,Bars);
//
//
//
//
//
iLwmp_prices[r][forValue] = price;
double sum = 0;
double sumw = 0;
for(int k=0; k<period && (r-k)>=0; k++)
{
double weight = (period-k)*(period-k);
sumw += weight;
sum += weight*iLwmp_prices[r-k][forValue];
}
if (sumw!=0)
return(sum/sumw);
else return(EMPTY_VALUE);
}
//
//
//
//
//
double iLsma(double price, double period, int i)
{
return(3.0*iLwma(price,period,i)-2.0*iSma(price,period,i));
}
//
//
//
//
//
double iHma(double price, double period, int i)
{
int HalfPeriod = MathFloor(period/2);
int HullPeriod = MathFloor(MathSqrt(period));
double price1 = 2.0*iLwma(price,HalfPeriod,i,0)-iLwma(price,period,i,1);
return (iLwma(price1,HullPeriod,i,2));
}
//
//
//
//
//
double iTma(double price, double period, int i)
{
double half = (period+1.0)/2.0;
double sum = 0;
double sumw = 0;
for(int k=0; k<period && (r-k)>=0; k++)
{
double weight = k+1; if (weight > half) weight = period-k;
sumw += weight;
sum += weight*workPrices[r-k];
}
if (sumw!=0)
return(sum/sumw);
else return(EMPTY_VALUE);
}
//
//
//
//
//
#define Pi 3.14159265358979323846
double iSineWMA(double price, int period, int i)
{
double sum = 0;
double sumw = 0;
for(int k=0; k<period && (r-k)>=0; k++)
{
double weight = MathSin(Pi*(k+1)/(period+1));
sumw += weight;
sum += weight*workPrices[r-k];
}
if (sumw!=0)
return(sum/sumw);
else return(EMPTY_VALUE);
}
//
//
//
//
//
double iVolumeWMA(double price, int period, int i)
{
double sum = 0;
double sumw = 0;
for(int k=0; k<period && (r-k)>=0; k++)
{
double weight = Volume[i+k];
sumw += weight;
sum += weight*workPrices[r-k];
}
if (sumw!=0)
return(sum/sumw);
else return(EMPTY_VALUE);
}
//+------------------------------------------------------------------
//|
//+------------------------------------------------------------------
//
//
//
//
//
#define _length 0
#define _len 1
#define _weight 2
#define numOfSeparateCalculations 1
double nlm_values[3][numOfSeparateCalculations];
double nlm_prices[ ][numOfSeparateCalculations];
double nlm_alphas[ ][numOfSeparateCalculations];
//
//
//
//
//
double iNonLagMa(double price, int length, int i, int forValue=0)
{
if (ArrayRange(nlm_prices,0) != Bars) ArrayResize(nlm_prices,Bars);
nlm_prices[r][forValue]=price;
if (length<3 || r<3) return(nlm_prices[r][forValue]);
//
//
//
//
//
if (nlm_values[_length][forValue] != length)
{
double Cycle = 4.0;
double Coeff = 3.0*Pi;
int Phase = length-1;
nlm_values[_length][forValue] = length;
nlm_values[_len ][forValue] = length*4 + Phase;
nlm_values[_weight][forValue] = 0;
if (ArrayRange(nlm_alphas,0) < nlm_values[_len][forValue]) ArrayResize(nlm_alphas,nlm_values[_len][forValue]);
for (int k=0; k<nlm_values[_len][forValue]; k++)
{
if (k<=Phase-1)
double t = 1.0 * k/(Phase-1);
else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*length-1.0);
double beta = MathCos(Pi*t);
double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1;
nlm_alphas[k][forValue] = g * beta;
nlm_values[_weight][forValue] += nlm_alphas[k][forValue];
}
}
//
//
//
//
//
if (nlm_values[_weight][forValue]>0)
{
double sum = 0;
for (k=0; k < nlm_values[_len][forValue]; k++) sum += nlm_alphas[k][forValue]*nlm_prices[r-k][forValue];
return( sum / nlm_values[_weight][forValue]);
}
else return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
string methodNames[] = {"SMA","EMA","SMMA","LWMA","LSMA","TriMA","SWMA","VWMA","HullMA","NonLagMA","LWM parabolic"};
string getAverageName(int& method)
{
method=MathMax(MathMin(method,10),0); return(methodNames[method]);
}
//
//
//
//
//
void manageArrow(int i)
{
if (ShowArrows)
{
deleteArrow(Time[i]);
if (trend[i]!=trend[i+1])
{
if (trend[i] == 1) drawArrow(i,arrowsUpColor,221,false);
if (trend[i] ==-1) drawArrow(i,arrowsDnColor,222,true);
}
}
}
//
//
//
//
//
void drawArrow(int i,color theColor,int theCode,bool up)
{
string name = arrowsIdentifier+":"+Time[i];
double gap = iATR(NULL,0,20,i);
//
//
//
//
//
ObjectCreate(name,OBJ_ARROW,0,Time[i],0);
ObjectSet(name,OBJPROP_ARROWCODE,theCode);
ObjectSet(name,OBJPROP_COLOR,theColor);
if (up)
ObjectSet(name,OBJPROP_PRICE1,High[i]+gap);
else ObjectSet(name,OBJPROP_PRICE1,Low[i] -gap);
}
//
//
//
//
//
void deleteArrows()
{
string lookFor = arrowsIdentifier+":";
int lookForLength = StringLen(lookFor);
for (int i=ObjectsTotal()-1; i>=0; i--)
{
string objectName = ObjectName(i);
if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName);
}
}
void deleteArrow(datetime time)
{
string lookFor = arrowsIdentifier+":"+time; ObjectDelete(lookFor);
}