Modified MACD for MT5 inf problem

Dadas 2021.10.10 10:37

Hello everybody!

There is this 3-10 Oscillator for MT4 which works like this:

   for(int i=0; i<limit; i++)
      ThreeTenBuffer[i]=iMA(NULL,0,FastSMA,0,MODE_SMA,PRICE_CLOSE,i)-iMA(NULL,0,SlowSMA,0,MODE_SMA,PRICE_CLOSE,i);
   //---- signal line counted in the 2nd buffer
   for(i=0; i<limit; i++)
      SignalBuffer[i]=iMAOnArray(ThreeTenBuffer,Bars,SignalSMA,0,MODE_SMA,i);

It uses the MODE_SMA for Fast & Slow MA's instead of the MODE_EMA in the standard MACD indicator.

Theoretically, it should be simple to modify the MACD.mq5 in the same mode.
I used the following code:

//+------------------------------------------------------------------+
//|                                                         MACD.mq5 |
//|                        Copyright 2009, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   ""
#property link        ""
#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_HISTOGRAM
#property indicator_type2   DRAW_LINE
#property indicator_color1  Silver
#property indicator_color2  Red
#property indicator_width1  2
#property indicator_width2  1
#property indicator_label1  "MACD"
#property indicator_label2  "Signal"
//--- input parameters
input int                InpFastEMA=12;               // Fast EMA period
input int                InpSlowEMA=26;               // Slow EMA period
input int                InpSignalSMA=9;              // 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_EMA,InpAppliedPrice);
   ExtSlowMaHandle=iMA(NULL,0,InpSlowEMA,0,MODE_EMA,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 &TickVolume[],
                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);
  }
//+------------------------------------------------------------------+

Thus, I do this:

//--- get MA handles
   ExtFastMaHandle=iMA(NULL,0,InpFastEMA,0,MODE_SMA,InpAppliedPrice);
   ExtSlowMaHandle=iMA(NULL,0,InpSlowEMA,0,MODE_SMA,InpAppliedPrice);

And the indicator stops working!
I get a blank picture, as in the atttached image, with "inf" & "-inf".
I wasn't able to get around this problem.
Asking for help!

Files:

2021-10-10_121448.jpg 24 kb

Vladimir Karputov 2021.10.10 14:12 #1

All indicators are supplied with the terminal and indicators are supplied in open source code. MACD lies here: [data folder] \ MQL5 \ Indicators \ Examples \ MACD.mq5

Dadas 2021.10.10 16:49 #2

Vladimir Karputov #:
All indicators are supplied with the terminal and indicators are supplied in open source code. MACD lies here: [data folder] \ MQL5 \ Indicators \ Examples \ MACD.mq5

Thank you for your advice.
It was useless.
I used the one you suggested and got exactly the same result, meaning nothing.
Exactly the same result as described by me, above.
The indicator in the Examples is exactly the same one I used.
It only works in the MODE_EMA for the MA handles.
In any other of the available MA_METHOD's it does not work.