//+------------------------------------------------------------------+
//| JMA.mq4 |
//| Weld, Jurik Research |
//| http://weld.torguem.net |
//+------------------------------------------------------------------+
#property copyright "Weld"
#property link "http://weld.torguem.net"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Aqua
//---- input parameters
extern int Length = 14;
extern int Phase = 0;
//---- buffers
double JMABuffer [];
double fC0Buffer [];
double fA8Buffer [];
double fC8Buffer [];
double list[128], ring1[128], ring2[11], buffer[62];
bool initial;
int s28, s30, s48, s68, s50, s70, fF0, s58, s60, s40, s38, v5, v6, fD8, fE8, fE0;
double vv, v1, v2, v3, v4, s8, s10, s18, s20, f8, f10, f18, f20, f28, f30, f38, f40, f48, f50, f58, f60, f68,
f70, f78, f80, f88, f90, f98, fA0, fB0, fB8, fC0, fD0, fF8, JMA, series;
//+------------------------------------------------------------------+
//| JMA initialization function |
//+------------------------------------------------------------------+
int init()
{
int i;
//---- 2 additional buffers are used for counting.
IndicatorBuffers(4);
//---- drawing settings
SetIndexStyle (0, DRAW_LINE, STYLE_SOLID, 2);
SetIndexDrawBegin(0, 30);
//---- 2 indicator buffers mapping
SetIndexBuffer (0, JMABuffer);
SetIndexBuffer (1, fC0Buffer);
SetIndexBuffer (2, fA8Buffer);
SetIndexBuffer (3, fC8Buffer);
//---- name for DataWindow and indicator subwindow label
IndicatorShortName ("JMA(" + Length + "," + Phase + ")");
SetIndexLabel (0, "JMA");
//---- initial part
s28 = 63; s30 = 64;
for (i = 0; i <= s28; i++) list [i] = -1000000;
for (i = s30; i <= 127; i++) list [i] = 1000000;
initial = true;
if (Length < 1.0000000002) f80 = 0.0000000001;
else f80 = (Length - 1) / 2.0;
if (Phase < -100) f10 = 0.5;
else if (Phase > 100) f10 = 2.5;
else f10 = Phase / 100.0 + 1.5;
v1 = MathLog (MathSqrt (f80));
v2 = v1;
if (v1 / MathLog(2.0) + 2.0 < 0) v3 = 0;
else v3 = v2 / MathLog (2.0) + 2.0;
f98 = v3;
if (0.5 <= f98 - 2.0) f88 = f98 - 2.0;
else f88 = 0.5;
f78 = MathSqrt(f80) * f98;
f90 = f78 / (f78 + 1.0);
f80 = f80 * 0.9;
f50 = f80 / (f80 + 2.0);
return;
}
//+------------------------------------------------------------------+
//| JMA iteration function |
//+------------------------------------------------------------------+
int start()
{
int ii, jj, shift, limit;
int counted_bars = IndicatorCounted();
//---- check for possible errors
if (counted_bars < 0) return (-1);
limit = Bars - counted_bars - 1;
//----
for (shift = limit; shift >= 0; shift--) {
series = Close [shift];
if (fF0 < 61) {
fF0++;
buffer [fF0] = series;
}
if (fF0 > 30) {
if (initial) {
initial = false;
v5 = 0;
for (ii = 1; ii <= 29; ii++) {
if (buffer [ii+1] != buffer[ii]) v5 = 1;
}
fD8 = v5 * 30;
if (fD8 == 0) f38 = series;
else f38 = buffer[1];
f18 = f38;
if (fD8 > 29) fD8 = 29;
} else
fD8 = 0;
//---- big cycle
for (ii = fD8; ii >= 0; ii--) {
if (ii == 0) f8 = series; else f8 = buffer [31 - ii];
f28 = f8 - f18;
f48 = f8 - f38;
if (MathAbs (f28) > MathAbs (f48)) v2 = MathAbs(f28); else v2 = MathAbs(f48);
fA0 = v2;
vv = fA0 + 0.0000000001; //1.0e-10;
if (s48 <= 1) s48 = 127; else s48--;
if (s50 <= 1) s50 = 10; else s50--;
if (s70 < 128) s70++;
s8 += (vv - ring2 [s50]);
ring2 [s50] = vv;
if (s70 > 10) s20 = s8 / 10.0; else s20 = s8 / s70;
if (s70 > 127) {
s10 = ring1 [s48];
ring1 [s48] = s20;
s68 = 64; s58 = s68;
while (s68 > 1) {
if (list [s58] < s10) {
s68 = s68 / 2.0;
s58 += s68;
} else
if (list [s58] <= s10) {
s68 = 1;
} else {
s68 = s68 / 2.0;
s58 -= s68;
}
}
} else {
ring1 [s48] = s20;
if ((s28 + s30) > 127) {
s30--;
s58 = s30;
} else {
s28++;
s58 = s28;
}
if (s28 > 96) s38 = 96; else s38 = s28;
if (s30 < 32) s40 = 32; else s40 = s30;
}
s68 = 64;
s60 = s68;
while (s68 > 1) {
if (list [s60] >= s20) {
if (list [s60 - 1] <= s20) {
s68 = 1;
}
else {
s68 = s68 / 2.0;
s60 -= s68;
}
}
else {
s68 = s68 / 2.0;
s60 += s68;
}
if ((s60 == 127) && (s20 > list[127])) s60 = 128;
}
if (s70 > 127) {
if (s58 >= s60) {
if (((s38 + 1) > s60) && ((s40 - 1) < s60))
s18 += s20;
else if ((s40 > s60) && ((s40 - 1) < s58))
s18 += list [s40 - 1];
}
else if (s40 >= s60) {
if (((s38 + 1) < s60) && ((s38 + 1) > s58))
s18 += list[s38 + 1];
}
else if ((s38 + 2) > s60)
s18 += s20;
else if (((s38 + 1) < s60) && ((s38 + 1) > s58))
s18 += list[s38 + 1];
if (s58 > s60) {
if (((s40 - 1) < s58) && ((s38 + 1) > s58))
s18 -= list [s58];
else if ((s38 < s58) && ((s38 + 1) > s60))
s18 -= list [s38];
}
else {
if (((s38 + 1) > s58) && ((s40 - 1) < s58))
s18 -= list [s58];
else if ((s40 > s58) && (s40 < s60))
s18 -= list [s40];
}
}
if (s58 <= s60) {
if (s58 >= s60) list[s60] = s20; else {
for (jj = s58 + 1; jj <= (s60 - 1); jj++) {
list [jj - 1] = list[jj];
}
list [s60 - 1] = s20;
}
} else {
for (jj = s58 - 1; jj >= s60; jj--) {
list [jj + 1] = list [jj];
}
list[s60] = s20;
}
if (s70 <= 127) {
s18 = 0;
for (jj = s40; jj <= s38; jj++) {
s18 += list[jj];
}
}
f60 = s18 / (s38 - s40 + 1);
//----
if ((fF8 + 1) > 31) fF8 = 31; else fF8++;
if (fF8 <= 30) {
if (f28 > 0) f18 = f8; else f18 = f8 - f28 * f90;
if (f48 < 0) f38 = f8; else f38 = f8 - f48 * f90;
fB8 = series;
if (fF8 == 30) {
fC0Buffer [shift] = series;
if (MathCeil(f78) >= 1) v4 = MathCeil(f78); else v4 = 1;
fE8 = IntPortion (v4);
if (MathFloor(f78) >= 1) v2 = MathFloor(f78); else v2 = 1;
fE0 = IntPortion (v2);
if (fE8 == fE0) f68 = 1;
else {
v4 = fE8 - fE0;
f68 = (f78 - fE0) / v4;
}
if (fE0 <= 29) v5 = fE0; else v5 = 29;
if (fE8 <= 29) v6 = fE8; else v6 = 29;
fA8Buffer [shift] = (series - buffer[fF0 - v5]) * (1 - f68) / fE0 + (series - buffer[fF0 - v6]) * f68 / fE8;
}
}
//----
else {
if (f98 >= MathPow(fA0/f60, f88)) v1 = MathPow (fA0/f60, f88); else v1 = f98;
if (v1 < 1) v2 = 1;
else {
if (f98 >= MathPow (fA0/f60, f88)) v3 = MathPow (fA0/f60, f88); else v3 = f98;
v2 = v3;
}
f58 = v2;
f70 = MathPow (f90, MathSqrt(f58));
if (f28 > 0) f18 = f8; else f18 = f8 - f28 * f70;
if (f48 < 0) f38 = f8; else f38 = f8 - f48 * f70;
}
}
// ---- end of big cycle
if (fF8 > 30) {
fB8 = JMABuffer [shift + 1];
f30 = MathPow (f50, f58);
fC0 = (1 - f30) * series + f30 * fC0Buffer [shift + 1];
fC8Buffer [shift] = (series - fC0) * (1 - f50) + f50 * fC8Buffer [shift + 1];
fD0 = f10 * fC8Buffer [shift] + fC0;
f20 = f30 * (-2.0);
f40 = f30 * f30;
fB0 = f20 + f40 + 1;
fA8Buffer [shift] = (fD0 - fB8) * fB0 + f40 * fA8Buffer [shift + 1];
fB8 += fA8Buffer [shift];
fC0Buffer [shift] = fC0;
}
JMA = fB8;
}
if (fF0 <= 30) JMA = 0;
JMABuffer [shift] = JMA;
//---- End of main cycle "for"
}
return;
}
//+------------------------------------------------------------------+
int IntPortion (double param) {
if (param > 0) return (MathFloor (param));
if (param < 0) return (MathCeil (param));
return (0.0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: