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Simple SMA Difference Problem

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bdfranca
16
bdfranca  

Hello.

I'm looking for a simple indicator wich gives me the difference of two simple moving averages wich I could set the period of each one.

On this indicator I´ll apply two simple moving averages and that's all.

I already tried to modify some MACD formulas but if I change the code from EMA to SMA and try to take out the signal line (or just set it to 0 and the color no NONE) I can´t apply any moving averages over it. If I try to apply EMA, it shows nothing. If I try to apply SMA, it shows bugged. Funny thing is that if I set it as EMA, I can apply the moving averages.

Bellow is the code that I'm using (original MACD code from MT5). I tryed to take out the Signal Line without changing too much the code.

Thanks in advance.


///////////////////////////////////////////////////////////////////////////////////////////////////////////////

//+------------------------------------------------------------------+

//|                                                         MACD.mq5 |

//|                        Copyright 2009, MetaQuotes Software Corp. |

//|                                              http://www.mql5.com |

//+------------------------------------------------------------------+

#property copyright   "2009, MetaQuotes Software Corp."

#property link        "http://www.mql5.com"

#property description "Moving Average Convergence/Divergence"

#include <MovingAverages.mqh>

//--- indicator settings

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   2

#property indicator_type1   DRAW_LINE

//#property indicator_type2   DRAW_LINE

#property indicator_color1  YellowGreen

#property indicator_color2  CLR_NONE

#property indicator_width1  2

#property indicator_width2  1

#property indicator_label1  "MACD"

#property indicator_label2  "Signal"

//--- input parameters

input int                InpFastEMA=76;               // Fast EMA period

input int                InpSlowEMA=200;               // Slow EMA period

input int                InpSignalSMA=0;              // Signal SMA period

input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price

//--- indicator buffers

double                   ExtMacdBuffer[];

double                   ExtSignalBuffer[];

double                   ExtFastMaBuffer[];

double                   ExtSlowMaBuffer[];

//--- MA handles

int                      ExtFastMaHandle;

int                      ExtSlowMaHandle;

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

void OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,ExtMacdBuffer,INDICATOR_DATA);

   //SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtFastMaBuffer,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);

//--- sets first bar from what index will be drawn

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpSignalSMA-1);

//--- name for Dindicator subwindow label

   IndicatorSetString(INDICATOR_SHORTNAME,"MACD("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalSMA)+")");

//--- get MA handles

   ExtFastMaHandle=iMA(NULL,0,InpFastEMA,0,MODE_SMA,InpAppliedPrice);

   ExtSlowMaHandle=iMA(NULL,0,InpSlowEMA,0,MODE_SMA,InpAppliedPrice);

//--- initialization done

  }

//+------------------------------------------------------------------+

//| Moving Averages Convergence/Divergence                           |

//+------------------------------------------------------------------+

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[])

  {

//--- check for data

   if(rates_total<InpSignalSMA)

      return(0);

//--- not all data may be calculated

   int calculated=BarsCalculated(ExtFastMaHandle);

   if(calculated<rates_total)

     {

      Print("Not all data of ExtFastMaHandle is calculated (",calculated,"bars ). Error",GetLastError());

      return(0);

     }

   calculated=BarsCalculated(ExtSlowMaHandle);

   if(calculated<rates_total)

     {

      Print("Not all data of ExtSlowMaHandle is calculated (",calculated,"bars ). Error",GetLastError());

      return(0);

     }

//--- we can copy not all data

   int to_copy;

   if(prev_calculated>rates_total || prev_calculated<0) to_copy=rates_total;

   else

     {

      to_copy=rates_total-prev_calculated;

      if(prev_calculated>0) to_copy++;

     }

//--- get Fast EMA buffer

   if(IsStopped()) return(0); //Checking for stop flag

   if(CopyBuffer(ExtFastMaHandle,0,0,to_copy,ExtFastMaBuffer)<=0)

     {

      Print("Getting fast EMA is failed! Error",GetLastError());

      return(0);

     }

//--- get SlowSMA buffer

   if(IsStopped()) return(0); //Checking for stop flag

   if(CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer)<=0)

     {

      Print("Getting slow SMA is failed! Error",GetLastError());

      return(0);

     }

//---

   int limit;

   if(prev_calculated==0)

      limit=0;

   else limit=prev_calculated-1;

//--- calculate MACD

   for(int i=limit;i<rates_total && !IsStopped();i++)

      ExtMacdBuffer[i]=ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];

//--- calculate Signal

  // SimpleMAOnBuffer(rates_total,prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);

//--- OnCalculate done. Return new prev_calculated.

   return(rates_total);

  }

//+------------------------------------------------------------------+


Automated Trading and Strategy Testing
Automated Trading and Strategy Testing
  • www.mql5.com
MQL5: language of trade strategies built-in the MetaTrader 5 Trading Platform, allows writing your own trading robots, technical indicators, scripts and libraries of functions
Files:
MACD_EMA.png 250 kb
bdfranca
16
bdfranca  
Help please.
Philippe Houy
4984
Philippe Houy  
bdfranca:
Help please.


H i,


Signal period is only 1 not 0.

@+

Philippe Houy
4984
Philippe Houy  
Philippe Houy:


H i,


Signal period is only 1 not 0.

@+


Please check below indicator :
Files:
macdv1.mq5 5 kb
bdfranca
16
bdfranca  

Thanks a lot for your reply Philippe.
I tested your code and works fine but I still can´t apply a simples SMA over your MACD.

It happens the same thing that the picture (MACD_SMAoSMA.png )shows.

Is it possible to fix or it maybe a MT5 bug?

Philippe Houy
4984
Philippe Houy  
bdfranca:

Thanks a lot for your reply Philippe.
I tested your code and works fine but I still can´t apply a simples SMA over your MACD.

It happens the same thing that the picture (MACD_SMAoSMA.png )shows.

Is it possible to fix or it maybe a MT5 bug?


If you want a SMA signal, the best way is to use this indicator  colormacd.mq5.


https://www.mql5.com/en/code/398



ColorMACD
ColorMACD
  • votes: 14
  • 2011.08.18
  • Nikolay Kositsin
  • www.mql5.com
Colored MACD histogram with the signal line that changes its color according to the trend direction.
Files:
colormacd.mq5 18 kb
bdfranca
16
bdfranca  
MANY THANKS FRIEND!
Problem solved!
Mladen Rakic
61854
Mladen Rakic  
bdfranca:
MANY THANKS FRIEND!
Problem solved!
Or use your code with a small change
Files:
_test_2.mq5 6 kb
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