//+------------------------------------------------------------------+
//| Adaptive Moving Average |
//| Denis Janulis |
//+------------------------------------------------------------------+
#property copyright "Denis Janulis"
#property link "denis.j@mits.lv"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- indicator parameters
extern int n = 10;
extern int p = 2;
extern int q = 30;
//---- indicator buffers
double AMA[];
//----
int ExtCountedBars=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
int draw_begin;
string short_name;
//---- drawing settings
SetIndexStyle(0,DRAW_LINE);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
SetIndexDrawBegin(0,draw_begin);
//---- indicator buffers mapping
SetIndexBuffer(0,AMA);
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
double FC;
double SC;
double ER;
double SSC;
double c;
int i = Bars-1;
AMA[i+1] = Close[i];
while(i>=0)
{
//-----
FC = (p+1);
SC = (q+1);
FC = 2/FC;
SC = 2/SC;
double V = 0;
double D = Close[i]-Close[i+n];
for (int s = i; s <= i+n; s++) V = V + MathAbs(Close[s]-Close[s+1]);
ER = D/V;
SSC = ER*(FC-SC)+SC;
c = SSC*SSC;
//-----
AMA[i] = AMA[i+1]+c*(Close[i]-AMA[i+1]);
i--;
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: