Add a Moving Average to MACD
danizani95:
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.
At your example that histogram is osma (not macd)
You should use osma as a buffer for iMAOnaArray() not macd if you want it to be the same but then you have to add one more value displayed (since you have to have signal buffer or else you are not going to have data to calculate the osma)
Actually I edited it as follow.. What's wrong o what miss ? Thank you mladen
//+------------------------------------------------------------------+//| 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);
}
danizani95:
Actually I edited it as follow.. What's wrong o what miss ? Thank you mladen
//+------------------------------------------------------------------+//| 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);
}
Your indicator can display 6 buffers
Your sma buffer is buffer number 9 (8 in the MQL numbering). Change the buffer numbers for buffer 5 and buffer 8 in the init (make the buffer 5 to be buffer 8 and make the buffer 8 to be buffer 5)
mladen:
Mmm I tried to what you say but the sma is not showing... Any other suggestions ?Your indicator can display 6 buffers
Your sma buffer is buffer number 9 (8 in the MQL numbering). Change the buffer numbers for buffer 5 and buffer 8 in the init (make the buffer 5 to be buffer 8 and make the buffer 8 to be buffer 5)
danizani95:
Mmm I tried to what you say but the sma is not showing... Any other suggestions ?
Mmm I tried to what you say but the sma is not showing... Any other suggestions ?
Use this
PS: please do not paste the code as you do. Simply attach the file (if the code is long) or, if the code is short, paste it using the source tool. This way nobody can read those posts
Files:
mladen:
ok thank you very much mladen :) !
Use this
PS: please do not paste the code as you do. Simply attach the file (if the code is long) or, if the code is short, paste it using the source tool. This way nobody can read those posts
Why adding average to OSMA? isn't that just adding lag?
Hello. For some reason when the parameter value Nslow - 1 and for large periods of the indicator signals is inverted. Where the price goes in the top of the indicator down signals and Vice versa. This is evident by the pink and blue lines, they are below zero when the price is rising and higher when decreases.
is this normal or can I do differently?
is this normal or can I do differently?
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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.