AD Smoothing
Thanks for the answer. But i don´t get it.
what has the volume to do with this two smoothing MA´s.
It changes nothing, when i am going to calculate the indicator with tick volume...
what has the volume to do with this two smoothing MA´s.
It changes nothing, when i am going to calculate the indicator with tick volume...
//---Smoothed 2 #property indicator_label3 "Smoothed2" #property indicator_type3 DRAW_LINE #property indicator_color3 clrGreen #property indicator_style3 STYLE_SOLID #property indicator_width3 1
steyr6155:
Thanks for the answer. But i don´t get it.
what has the volume to do with this two smoothing MA´s.
It changes nothing, when i am going to calculate the indicator with tick volume...
Thanks for the answer. But i don´t get it.
what has the volume to do with this two smoothing MA´s.
It changes nothing, when i am going to calculate the indicator with tick volume...
here is your issue
switch(Double_Smoothed_Mode) { case MODE_EMA: ExponentialMAOnBuffer(rates_total, prev_calculated, 0, Double_Smoothed_Mode, SmoothedBuffer, DoubleSmoothedBuffer); break; case MODE_LWMA: LinearWeightedMAOnBuffer(rates_total, prev_calculated, 0, Double_Smoothed_Mode, SmoothedBuffer, DoubleSmoothedBuffer); break; case MODE_SMA: SimpleMAOnBuffer(rates_total, prev_calculated, 0, Double_Smoothed_Mode, SmoothedBuffer, DoubleSmoothedBuffer); break; case MODE_SMMA: SmoothedMAOnBuffer(rates_total, prev_calculated, 0, Double_Smoothed_Mode, SmoothedBuffer, DoubleSmoothedBuffer); break; }
Concerning the volume, that was just an idea to make it automatically...
omg. so obvious...
It must be Double_Smoothed_Period instead of Double_Smoothed_Mode
Thank you both!
If anyone needs it. Here is the correct file:
It must be Double_Smoothed_Period instead of Double_Smoothed_Mode
Thank you both!
If anyone needs it. Here is the correct file:
//+------------------------------------------------------------------+ //| AD.mq5 | //| Copyright 2009, MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "2009, MetaQuotes Software Corp." #property link "http://www.mql5.com" #property description "Accumulation/Distribution" #property indicator_separate_window #property indicator_buffers 3 #property indicator_plots 3 #property indicator_type1 DRAW_LINE #property indicator_color1 LightSeaGreen #property indicator_label1 "A/D" //---Smoothed #property indicator_label2 "Smoothed" #property indicator_type2 DRAW_LINE #property indicator_color2 clrRed #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //---Smoothed 2 #property indicator_label3 "Smoothed2" #property indicator_type3 DRAW_LINE #property indicator_color3 clrGreen #property indicator_style3 STYLE_SOLID #property indicator_width3 1 #include <MovingAverages.mqh> //--- input params input int Smoothed_Period = 18; input ENUM_MA_METHOD Smoothed_Mode = MODE_EMA; input int Double_Smoothed_Period = 30; input ENUM_MA_METHOD Double_Smoothed_Mode = MODE_SMA; input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volume type //---- buffers double ExtADbuffer[]; double SmoothedBuffer[]; double DoubleSmoothedBuffer[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //--- indicator digits IndicatorSetInteger(INDICATOR_DIGITS,0); //--- indicator short name IndicatorSetString(INDICATOR_SHORTNAME,"A/D"); //---- index buffer SetIndexBuffer(0,ExtADbuffer); //--- set index draw begin PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,1); // set index smoothed buffer SetIndexBuffer(1, SmoothedBuffer, INDICATOR_DATA); SetIndexBuffer(2, DoubleSmoothedBuffer, INDICATOR_DATA); //---- OnInit done } //+------------------------------------------------------------------+ //| Accumulation/Distribution | //+------------------------------------------------------------------+ 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 &TickVolume[], const long &Volume[], const int &Spread[]) { //--- check for bars count if(rates_total<2) return(0); //exit with zero result //--- get current position int pos=prev_calculated-1; if(pos<0) pos=0; //--- calculate with appropriate volumes Calculate(rates_total,pos,High,Low,Close,TickVolume); switch(Smoothed_Mode) { case MODE_EMA: ExponentialMAOnBuffer(rates_total, prev_calculated, 0, Smoothed_Period, ExtADbuffer, SmoothedBuffer); break; case MODE_LWMA: LinearWeightedMAOnBuffer(rates_total, prev_calculated, 0, Smoothed_Period, ExtADbuffer, SmoothedBuffer); break; case MODE_SMA: SimpleMAOnBuffer(rates_total, prev_calculated, 0, Smoothed_Period, ExtADbuffer, SmoothedBuffer); break; case MODE_SMMA: SmoothedMAOnBuffer(rates_total, prev_calculated, 0, Smoothed_Period, ExtADbuffer, SmoothedBuffer); break; } switch(Double_Smoothed_Mode) { case MODE_EMA: ExponentialMAOnBuffer(rates_total, prev_calculated, 0, Double_Smoothed_Period, SmoothedBuffer, DoubleSmoothedBuffer); break; case MODE_LWMA: LinearWeightedMAOnBuffer(rates_total, prev_calculated, 0, Double_Smoothed_Period, SmoothedBuffer, DoubleSmoothedBuffer); break; case MODE_SMA: SimpleMAOnBuffer(rates_total, prev_calculated, 0, Double_Smoothed_Period, SmoothedBuffer, DoubleSmoothedBuffer); break; case MODE_SMMA: SmoothedMAOnBuffer(rates_total, prev_calculated, 0, Double_Smoothed_Period, SmoothedBuffer, DoubleSmoothedBuffer); break; } return(rates_total); } //+------------------------------------------------------------------+ //| Calculating with selected volume | //+------------------------------------------------------------------+ void Calculate(const int rates_total,const int pos, const double &High[], const double &Low[], const double &Close[], const long &Volume[]) { double hi,lo,cl; //--- main cycle for(int i=pos;i<rates_total && !IsStopped();i++) { //--- get some data from arrays hi=High[i]; lo=Low[i]; cl=Close[i]; //--- calculate new AD double sum=(cl-lo)-(hi-cl); if(hi==lo) sum=0.0; else sum=(sum/(hi-lo))*Volume[i]; if(i>0) sum+=ExtADbuffer[i-1]; ExtADbuffer[i]=sum; } }
Haven't you had compiler warnings?
Take them serious... ;-)
Dominik Egert:
haha, no there wasn´t any errors :D. Haven't you had compiler warnings?
Take them serious... ;-)
I have another indicator which i want to smooth. It´s the ROC.
I am sure it´s none of the mistakes above...
Do you have any Idea, what possibly could be wrong in this code?
//+------------------------------------------------------------------+ //| ROC.mq5 | //| Copyright 2009, MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #include <MovingAverages.mqh> #property copyright "2009, MetaQuotes Software Corp." #property link "http://www.mql5.com" #property description "Rate of Change" //--- indicator settings #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 2 #property indicator_type1 DRAW_LINE #property indicator_color1 LightSeaGreen //--- input parameters input int InpRocPeriod=12; // Period input int Smoothed_Period = 18; input ENUM_MA_METHOD Smoothed_Mode = MODE_EMA; //---Smoothed #property indicator_label2 "Smoothed" #property indicator_type2 DRAW_LINE #property indicator_color2 clrRed #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- indicator buffers double ExtRocBuffer[]; double SmoothedBuffer[]; //--- global variable int ExtRocPeriod; //+------------------------------------------------------------------+ //| Rate of Change initialization function | //+------------------------------------------------------------------+ void OnInit() { //--- check for input if(InpRocPeriod<1) { ExtRocPeriod=12; Print("Incorrect value for input variable InpRocPeriod =",InpRocPeriod, "Indicator will use value =",ExtRocPeriod,"for calculations."); } else ExtRocPeriod=InpRocPeriod; //--- indicator buffers mapping SetIndexBuffer(0,ExtRocBuffer,INDICATOR_DATA); //--- set accuracy IndicatorSetInteger(INDICATOR_DIGITS,2); //--- name for DataWindow and indicator subwindow label IndicatorSetString(INDICATOR_SHORTNAME,"ROC("+string(ExtRocPeriod)+")"); //--- sets first bar from what index will be drawn PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtRocPeriod); SetIndexBuffer(1, SmoothedBuffer, INDICATOR_DATA); //--- initialization done } //+------------------------------------------------------------------+ //| Rate of Change | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total,const int prev_calculated,const int begin,const double &price[]) { //--- check for rates count if(rates_total<ExtRocPeriod) return(0); //--- preliminary calculations int pos=prev_calculated-1; // set calc position if(pos<ExtRocPeriod) pos=ExtRocPeriod; //--- the main loop of calculations for(int i=pos;i<rates_total && !IsStopped();i++) { if(price[i]==0.0) ExtRocBuffer[i]=0.0; else ExtRocBuffer[i]=(price[i]-price[i-ExtRocPeriod])/price[i]*100; } //--- OnCalculate done. Return new prev_calculated. switch(Smoothed_Mode) { case MODE_EMA: ExponentialMAOnBuffer(rates_total, prev_calculated, 0, Smoothed_Period, ExtRocBuffer, SmoothedBuffer); break; case MODE_LWMA: LinearWeightedMAOnBuffer(rates_total, prev_calculated, 0, Smoothed_Period, ExtRocBuffer, SmoothedBuffer); break; case MODE_SMA: SimpleMAOnBuffer(rates_total, prev_calculated, 0, Smoothed_Period, ExtRocBuffer, SmoothedBuffer); break; case MODE_SMMA: SmoothedMAOnBuffer(rates_total, prev_calculated, 0, Smoothed_Period, ExtRocBuffer, SmoothedBuffer); break; } return(rates_total); } //+------------------------------------------------------------------+PS.: the compiler says: 0 errors, 0 warnings ;D good to go!
steyr6155:
haha, no there wasn´t any errors :D.
I have another indicator which i want to smooth. It´s the ROC.
I am sure it´s none of the mistakes above...
Do you have any Idea, what possibly could be wrong in this code?
haha, no there wasn´t any errors :D.
I have another indicator which i want to smooth. It´s the ROC.
I am sure it´s none of the mistakes above...
Do you have any Idea, what possibly could be wrong in this code?
The argument of "LinearWeightedMAOnBuffer" is as follows on my "MovingAverages.mqh".
int LinearWeightedMAOnBuffer(const int rates_total,const int prev_calculated,const int begin, const int period,const double& price[],double& buffer[],int &weightsum)
In your program, the variable corresponding to "weightsum" is missing, so I also get an error.
Your mqh file may be different from ours.
you are right, my function is different "&weightsum" is missing. It´s a little strange, because it seems to work but i never had changed something. I just restarted the mt5...
int LinearWeightedMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,const int period,const double& price[],double& buffer[]) { //--- check period if(period<=1 || period>(rates_total-begin)) return(0); //--- save as_series flags bool as_series_price=ArrayGetAsSeries(price); bool as_series_buffer=ArrayGetAsSeries(buffer); ArraySetAsSeries(price,false); ArraySetAsSeries(buffer,false); //--- calculate start position int i,start_position; if(prev_calculated<=period+begin+2) // first calculation or number of bars was changed { //--- set empty value for first bars start_position=period+begin; for(i=0; i<start_position; i++) buffer[i]=0.0; } else start_position=prev_calculated-2; //--- calculate first visible value double sum=0.0,lsum=0.0; int l,weight=0; for(i=start_position-period,l=1; i<start_position; i++,l++) { sum +=price[i]*l; lsum +=price[i]; weight+=l; } buffer[start_position-1]=sum/weight; //--- main loop for(i=start_position; i<rates_total; i++) { sum =sum-lsum+price[i]*period; lsum =lsum-price[i-period]+price[i]; buffer[i]=sum/weight; }
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i have this AD indicator and want to apply two moving averages. The first moving average should use the price data from the AD. The second moving average should use the smoothed price data from the first moving average.
It´s easy to implement one moving average which uses the buffer from the AD, but the second indicator uses also the buffer from the AD, although i have used the buffer from the first moving average...
This is the code from the AD.mq5
There is some little part missing and i don´t know what it is. I would appreciate your help. And i know i am asking quite a lot since i have startet with mql5 but i do my best to answer the questions from others too.