//+------------------------------------------------------------------+
//| KAMA.mq4 |
//| Copyright? 2009, Walter Choy. |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright? 2009, Walter Choy."
#property link ""
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_color2 Red
#property indicator_color3 Red
//---- input parameters
extern int kama_period = 10;
extern double fast_ma_period = 2.0;
extern double slow_ma_period = 30.0;
//---- buffers
double KAMA[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,KAMA);
SetIndexLabel(0, "KAMA");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
//----
int i = Bars - counted_bars;
double fastest = 2 / (fast_ma_period + 1);
double slowest = 2 / (slow_ma_period + 1);
while(i>0){
double er = 1;
double signal = MathAbs(Close[i] - Close[i+kama_period]);
double noise = 0;
for (int j=0; j<kama_period; j++)
noise += MathAbs(Close[i+j] - Close[i+j+1]);
if (noise > 0)
er = signal / noise;
double sc = MathPow((er * (fastest - slowest) + slowest), 2);
KAMA[i] = KAMA[i+1] + sc * (Close[i] - KAMA[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: