指标: Nema MACD
亲爱的作者
请问如何才能查看所支持的每项 MA 的完整列表？
谢谢！
请参阅说明--那里有解释
谢谢。
上面写着
- 1 -> EMA
- 2 -> DEMA
- 3 -> TEMA
- ....
- 10 -> DecEMA
- ....
- 50 -> 该指标计算的最大深度
谢谢。
上面写着
- 1 -> EMA
- 2 -> DEMA
- 3 -> TEMA
- ....
- 10 -> DecEMA
- ....
- 50 -> 该指标计算的最大深度
三角形 MA 不是 EMA 的后代 - 请阅读第一句话
三角形 MA 是一种完全不同的计算方式
三角形 MA 并非 EMA 的后代 - 也请阅读第一句话
三角形 MA 是一种完全不同的计算方法
好的:)
请问深度 4 至 50 的 EMA 后代是什么？(不包括深度 10）
In the "Price" option, add the option to reference the closing price of the "range highest and lowest",However, the following warning appears, please do not hesitate to ask for advice, thank you!
//------------------------------------------------------------------
#property copyright "© mladen, 2016, MetaQuotes Software Corp."
#property link "www.forex-tsd.com, www.mql5.com"
//------------------------------------------------------------------
#property indicator_separate_window
//#property indicator_buffers 6
#property indicator_buffers 9
#property indicator_plots 3
#property indicator_label1 "OSMA filling"
#property indicator_type1 DRAW_FILLING
#property indicator_color1 clrLightBlue,clrPeachPuff
#property indicator_label2 "MACD"
#property indicator_type2 DRAW_COLOR_LINE
#property indicator_color2 clrSilver,clrDodgerBlue,clrSandyBrown
#property indicator_style2 STYLE_SOLID
#property indicator_width2 3
#property indicator_label3 "MACD signal"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrSalmon
#property indicator_style3 STYLE_DOT
//
//
//
//
//
enum enPrices
{
pr_close, // Close
pr_open, // Open
pr_high, // High
pr_low, // Low
pr_median, // Median
pr_typical, // Typical
pr_weighted, // Weighted
pr_average, // Average (high+low+open+close)/4
pr_medianb, // Average median body (open+close)/2
pr_tbiased, // Trend biased price
pr_tbiased2, // Trend biased (extreme) price
pr_haclose, // Heiken ashi close
pr_haopen , // Heiken ashi open
pr_hahigh, // Heiken ashi high
pr_halow, // Heiken ashi low
pr_hamedian, // Heiken ashi median
pr_hatypical, // Heiken ashi typical
pr_haweighted, // Heiken ashi weighted
pr_haaverage, // Heiken ashi average
pr_hamedianb, // Heiken ashi median body
pr_hatbiased, // Heiken ashi trend biased price
pr_hatbiased2, // Heiken ashi trend biased (extreme) price
pr_zoneclose, // Reference to the closing price of the high and low points of the range ((pr_close-pr_lowest)/(pr_highest-pr_lowest)*100)
pr_zonehigh, // Highest point of the interval (iHighest(NULL,0,MODE_HIGH,9,0))
pr_zonelow, // Lowest point in the range (iLowest(NULL,0,MODE_LOW,9,0))
};
input ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame
input int MacdFast = 12; // Fast period
input int MacdSlow = 26; // Slow period
input int MacdSignal = 9; // Signal period
input enPrices NemaPrice = pr_close; // Price
input int NemaDepth = 1; // NEMA depth
input bool AlertsOn = false; // Turn alerts on?
input bool AlertsOnCurrent = true; // Alert on current bar?
input bool AlertsMessage = true; // Display messageas on alerts?
input bool AlertsSound = false; // Play sound on alerts?
input bool AlertsEmail = false; // Send email on alerts?
input bool AlertsNotify = false; // Send push notification on alerts?
input bool Interpolate = true; // Interpolate mtf data ?
//
//
//
//
//
double macd[],macdc[],signal[],fillu[],filld[],count[];
int _mtfHandle = INVALID_HANDLE; ENUM_TIMEFRAMES timeFrame;
#define _mtfCall iCustom(_Symbol,timeFrame,getIndicatorName(),PERIOD_CURRENT,MacdFast,MacdSlow,MacdSignal,NemaPrice,NemaDepth,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsEmail,AlertsNotify)
double zonelow[],zonehigh[],zoneclose[];
int zonelow_handle; //--- Customized "interval low price" handler
int zonehigh_handle; //--- Customized "high interval" handler
int zoneclose_handle; //--- Customized "Interval Closing Price" Handler
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
int OnInit()
{
SetIndexBuffer(0,fillu ,INDICATOR_DATA);
SetIndexBuffer(1,filld ,INDICATOR_DATA);
SetIndexBuffer(2,macd ,INDICATOR_DATA);
SetIndexBuffer(3,macdc ,INDICATOR_COLOR_INDEX);
SetIndexBuffer(4,signal ,INDICATOR_DATA);
SetIndexBuffer(5,count ,INDICATOR_CALCULATIONS);
SetIndexBuffer(6,zonelow,INDICATOR_DATA);
SetIndexBuffer(7,zonehigh,INDICATOR_DATA);
SetIndexBuffer(8,zoneclose,INDICATOR_DATA);
timeFrame = MathMax(_Period,TimeFrame);
IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(timeFrame)+" nema macd ("+(string)MacdFast+","+(string)MacdSlow+","+(string)MacdSignal+","+(string)NemaDepth+")");
zonelow_handle = iLow(NULL,0,iLowest(NULL,0,MODE_LOW,9,0));
zonehigh_handle = iHigh(NULL,0,iHighest(NULL,0,MODE_HIGH,9,0));
zoneclose_handle = ((pr_close-zonelow_handle)/(zonehigh_handle-zonelow_handle))*100;
return(0);
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
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[])
{
//---Copy the indicator custom "range" value to the indicator buffer
int COPY_RATES_LOW=CopyBuffer(zonelow_handle,0,0,rates_total,zonelow);
int COPY_RATES_HIGH=CopyBuffer(zonehigh_handle,0,0,rates_total,zonehigh);
int COPY_RATES_CLOSE=CopyBuffer(zoneclose_handle,0,0,rates_total,zoneclose);
if (Bars(_Symbol,_Period)<rates_total) return(-1);
//
//
//
//
//
if (timeFrame!=_Period)
{
double result[]; datetime currTime[],nextTime[];
if (!timeFrameCheck(timeFrame,time)) return(0);
if (_mtfHandle==INVALID_HANDLE) _mtfHandle = _mtfCall;
if (_mtfHandle==INVALID_HANDLE) return(0);
if (CopyBuffer(_mtfHandle,5,0,1,result)==-1) return(0);
//
//
//
//
//
#define _mtfRatio PeriodSeconds(timeFrame)/PeriodSeconds(_Period)
int i,k,n,limit = MathMin(MathMax(prev_calculated-1,0),MathMax(rates_total-(int)result[0]*_mtfRatio-1,0));
for (i=limit; i<rates_total && !_StopFlag; i++ )
{
#define _mtfCopy(_buff,_buffNo) if (CopyBuffer(_mtfHandle,_buffNo,time[i],1,result)==-1) break; _buff[i] = result[0]
_mtfCopy(fillu ,0); filld[i] = 0;
_mtfCopy(macd ,2);
_mtfCopy(macdc ,3);
_mtfCopy(signal,4);
_mtfCopy(zonelow,5);
_mtfCopy(zonehigh,6);
_mtfCopy(zoneclose,7);
//
//
//
//
//
if (!Interpolate) continue; CopyTime(_Symbol,timeFrame,time[i ],1,currTime);
if (i<(rates_total-1)) { CopyTime(_Symbol,timeFrame,time[i+1],1,nextTime); if (currTime[0]==nextTime[0]) continue; }
for(n=1; (i-n)> 0 && time[i-n] >= currTime[0]; n++) continue;
for(k=1; (i-k)>=0 && k<n; k++)
{
#define _mtfInterpolate(_buff) _buff[i-k] = _buff[i]+(_buff[i-n]-_buff[i])*k/n
_mtfInterpolate(fillu );
_mtfInterpolate(macd );
_mtfInterpolate(signal);
_mtfInterpolate(zoneclose);
_mtfInterpolate(zonehigh);
_mtfInterpolate(zonelow);
}
}
return(i);
}
//
//
//
//
//
int i=(int)MathMax(prev_calculated-1,0); for (; i<rates_total && !_StopFlag; i++)
{
double price = getPrice(NemaPrice,open,close,high,low,i,rates_total);
macd[i] = iNema(price,MacdFast,NemaDepth,i,rates_total,0)-iNema(price,MacdSlow,NemaDepth,i,rates_total,1);
signal[i] = iNema(macd[i],MacdSignal,NemaDepth,i,rates_total,2);
macdc[i] = (macd[i]>signal[i]) ? 1 : (macd[i]<signal[i]) ? 2 : (i>0) ? macdc[i-1] : 0;
fillu[i] = macd[i]-signal[i];
filld[i] = 0;
}
count[rates_total-1] = MathMax(rates_total-prev_calculated+1,1);
manageAlerts(time,macdc,rates_total);
return(rates_total);
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
#define _nemaInstances 3
#define _nemaInstancesSize 51
#define _nemcInstancesSize 51
#define _nema 50
double _workNema[][_nemaInstances*_nemaInstancesSize];
double _workNemc[][ _nemcInstancesSize];
double iNema(double value, double period, int depth, int i, int bars, int instanceNo=0)
{
depth = MathMax(MathMin(depth,_nemcInstancesSize-1),1);
int cInstance = instanceNo; instanceNo *= _nemaInstancesSize;
if (ArrayRange(_workNema,0) != bars) ArrayResize(_workNema,bars);
if (ArrayRange(_workNemc,0) < cInstance+1) { ArrayResize(_workNemc,cInstance+1); _workNemc[cInstance][0]=-1; }
if (_workNemc[cInstance][0] != depth)
{_workNemc[cInstance][0] = depth; for(int k=1; k<=depth; k++) _workNemc[cInstance][k] = factorial(depth)/(factorial(depth-k)*factorial(k)); }
//
//
//
//
//
_workNema[i][instanceNo+_nema] = value;
if (period>1)
{
double alpha = 2.0/(1.0+period), sign=1; _workNema[i][instanceNo+_nema] = 0;
for (int k=0; k<depth; k++, sign *= -1)
{
_workNema[i][instanceNo+k ] = (i>0) ? _workNema[i-1][instanceNo+k]+alpha*(value-_workNema[i-1][instanceNo+k]) : value; value = _workNema[i][instanceNo+k];
_workNema[i][instanceNo+_nema] += value*sign*_workNemc[cInstance][k+1];
}
}
return(_workNema[i][instanceNo+_nema]);
}
double factorial(int n) { double a=1; for(int i=1; i<=n; i++) a*=i; return(a); }
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
//
#define priceInstances 1
double zoneLow = iLow(NULL,0,iLowest(NULL,0,MODE_LOW,9,0));
double zoneHigh = iHigh(NULL,0,iHighest(NULL,0,MODE_HIGH,9,0));
double zoneClose = ((pr_close-zoneLow)/(zoneHigh-zoneLow))*100;
double workHa[][priceInstances*4];
double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i,int _bars, int instanceNo=0)
{
if (tprice>=pr_haclose)
{
if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); instanceNo*=4;
//
//
//
//
//
double haOpen;
if (i>0)
haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0;
else haOpen = (open[i]+close[i])/2;
double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;
double haHigh = MathMax(high[i], MathMax(haOpen,haClose));
double haLow = MathMin(low[i] , MathMin(haOpen,haClose));
if(haOpen <haClose) { workHa[i][instanceNo+0] = haLow; workHa[i][instanceNo+1] = haHigh; }
else { workHa[i][instanceNo+0] = haHigh; workHa[i][instanceNo+1] = haLow; }
workHa[i][instanceNo+2] = haOpen;
workHa[i][instanceNo+3] = haClose;
//
//
//
//
//
switch (tprice)
{
case pr_haclose: return(haClose);
case pr_haopen: return(haOpen);
case pr_hahigh: return(haHigh);
case pr_halow: return(haLow);
case pr_hamedian: return((haHigh+haLow)/2.0);
case pr_hamedianb: return((haOpen+haClose)/2.0);
case pr_hatypical: return((haHigh+haLow+haClose)/3.0);
case pr_haweighted: return((haHigh+haLow+haClose+haClose)/4.0);
case pr_haaverage: return((haHigh+haLow+haClose+haOpen)/4.0);
case pr_hatbiased:
if (haClose>haOpen)
return((haHigh+haClose)/2.0);
else return((haLow+haClose)/2.0);
case pr_hatbiased2:
if (haClose>haOpen) return(haHigh);
if (haClose<haOpen) return(haLow);
return(haClose);
case pr_zoneclose: return(zoneClose);
case pr_zonehigh: return(zoneHigh);
case pr_zonelow: return(zoneLow);
}
}
//
//
//
//
//
switch (tprice)
{
case pr_close: return(close[i]);
case pr_open: return(open[i]);
case pr_high: return(high[i]);
case pr_low: return(low[i]);
case pr_median: return((high[i]+low[i])/2.0);
case pr_medianb: return((open[i]+close[i])/2.0);
case pr_typical: return((high[i]+low[i]+close[i])/3.0);
case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0);
case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0);
case pr_tbiased:
if (close[i]>open[i])
return((high[i]+close[i])/2.0);
else return((low[i]+close[i])/2.0);
case pr_tbiased2:
if (close[i]>open[i]) return(high[i]);
if (close[i]<open[i]) return(low[i]);
return(close[i]);
case pr_zoneclose: return(zoneclose[i]);
case pr_zonehigh: return(zonehigh[i]);
case pr_zonelow: return(zonelow[i]);
}
return(0);
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
void manageAlerts(const datetime& atime[], double& atrend[], int bars)
{
if (!AlertsOn) return;
int whichBar = bars-1; if (!AlertsOnCurrent) whichBar = bars-2; datetime time1 = atime[whichBar];
if (atrend[whichBar] != atrend[whichBar-1])
{
if (atrend[whichBar] == 1) doAlert(time1,"up");
if (atrend[whichBar] == 2) doAlert(time1,"down");
}
}
//
//
//
//
//
void doAlert(datetime forTime, string doWhat)
{
static string previousAlert="nothing";
static datetime previousTime;
string message;
if (previousAlert != doWhat || previousTime != forTime)
{
previousAlert = doWhat;
previousTime = forTime;
//
//
//
//
//
message = timeFrameToString(_Period)+" "+_Symbol+" at "+TimeToString(TimeLocal(),TIME_SECONDS)+" nema macd state changed to "+doWhat;
if (AlertsMessage) Alert(message);
if (AlertsEmail) SendMail(_Symbol+" nema macd",message);
if (AlertsNotify) SendNotification(message);
if (AlertsSound) PlaySound("alert2.wav");
}
}
//-------------------------------------------------------------------
//
//-------------------------------------------------------------------
//
//
//
//
//
string getIndicatorName()
{
string path = MQL5InfoString(MQL5_PROGRAM_PATH);
string data = TerminalInfoString(TERMINAL_DATA_PATH)+"\\MQL5\\Indicators\\";
string name = StringSubstr(path,StringLen(data));
return(name);
}
//
//
//
//
//
int _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1};
string _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"};
string timeFrameToString(int period)
{
if (period==PERIOD_CURRENT)
period = _Period;
int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;
return(_tfsStr[i]);
}
//
//
//
//
//
bool timeFrameCheck(ENUM_TIMEFRAMES _timeFrame,const datetime& time[])
{
static bool warned=false;
if (time[0]<SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE))
{
datetime startTime,testTime[];
if (SeriesInfoInteger(_Symbol,PERIOD_M1,SERIES_TERMINAL_FIRSTDATE,startTime))
if (startTime>0) { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); }
if (startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); }
}
if (warned) { Comment(""); warned=false; }
return(true);
}
======================================================================================================================================================================
Description:
possible loss of data due to type conversion from 'double' to 'int' Nema_MACD.mq5 109 21
0 errors, 2 warnings, 212 msec elapsed 1 3
==================================================================================
95 int OnInit()
96 {
109 zonelow_handle = iLow(NULL,0,iLowest(NULL,0,MODE_LOW,9,0));
110 zonehigh_handle = iHigh(NULL,0,iHighest(NULL,0,MODE_HIGH,9,0));
111 zoneclose_handle = ((pr_close-zonelow_handle)/(zonehigh_handle-zonelow_handle))*100;
Price_zoneClose
Nema MACD:
使用 NEMA 来计算得到的 MACD 。
作者： Mladen Rakic