// +——————————————————————————————————————————————————————————————————————————————————————————————+
// ¦ Ultimate MACD UltimateMACD.mq4 ¦
// ¦ Èíäèêàòîð MACD ñ áîëåå øèðîêèì ôóíêöèîíàëîì, ÷åì âåðñèÿ, çàëîæåííàÿ â MT4. ¦
// ¦ Êîíå÷íî æå, ÿ âëîæèë òîëüêî òå âîçìîæíîñòè, êîòîðûå ñ÷åë îáúåêòèâíî ïîëåçíûìè, è ñîçäàâàë ¦
// ¦ ýòó ðåàëèçàöèþ ïðåèìóùåñòâåííî äëÿ ëè÷íîãî èñïîëüçîâàíèÿ. Ïîýòîìó, íàçâàíèå íè â êîåì ñëó÷àå ¦
// ¦ íå ïðåòåíäóåò íà îáúåêòèâíîñòü :) ¦
// ¦ Íà äàííûé ìîìåíò, â ïëàíàõ äàëüíåéøåå ðàçâèòèå èíäèêàòîðà, íî ýòî íå ïåðâîî÷åðåäíàÿ çàäà÷à. ¦
// ¦ Îãðîìíàÿ ïðîñüáà ðàñïðîñòðàíÿòü èíäèêàòîð òîëüêî â èñõîäíèêå (.mq4), è íå èçìåíÿòü òåêñò ¦
// ¦ ýòîãî çàãîëîâêà. ¦
// ¦----------------------------------------------------------------------------------------------¦
// ¦ [release 1] 05.09.2009 ¦
// ¦ (•)Ïåðâûé ðåëèç. Ïðåäëîæåíèÿ ïî óëó÷øåíèÿì ïðèâåòñòâóþòñÿ ¦
// ¦ (+)Âûáîð èíñòðóìåíòà è ÒÔ ðàñ÷åòíûõ äàííûõ ¦
// ¦ (!)Ïî-óìîë÷àíèþ, ñèãíàëüíàÿ ëèíèÿ ðàñ÷èòûâàåòñÿ ïî ìåòîäó EMA (êàê â êëàññè÷åñêîì âàðèàíòå) ¦
// ¦ (+)Âîçìîæíîñòü èñïîëüçîâàòü â êà÷åñòâå äàííûõ ïîêàçàíèÿ èíäèêàòîðîâ ("íàëîæåíèå" MACD) ¦
// ¦ (+)Âîçìîæíîñòü ïðèìåíåíèÿ àëãîðèòìà ZeroLag MA, äëÿ áîëåå ÷åòêîãî îòîáðàæåíèÿ C/D ñ öåíîé ¦
// ¦ (+)Îòîáðàæåíèå ëèíèè èíäèêàòîðà êàê â ëèíåéíîé êëàññè÷åñêîé ôîðìå, òàê è ãèñòîãðàììîé ¦
// ¦ (+)Âûáîð ìåòîäà óñðåäíåíèÿ è èñïîëüçóåìîé öåíû, îòäåëüíî _________________________________¦
// ¦ äëÿ êàæäîãî MA | © xp3rienced, Ekaterinburg 2009 ¦
// +——————————————————————————————————————————————————————————————————————————————————————————————+
#property copyright "© xp3rienced"
#property link "no4ta[at]inbox.ru"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 CadetBlue
#property indicator_color2 Red
#property indicator_width1 2
#property indicator_width2 1
//#property indicator_style2 STYLE_DOT
//====[ ïàðàìåòðû èíäèêàòîðà ]====
extern int FastMA_Period = 12; // Ïåðèîä "áûñòðîé" ÌÀ
extern int SlowMA_Period = 26; // Ïåðèîä "ìåäëåííîé" ÌÀ
extern int SignalMA_Period = 9; // Ïåðèîä ñèãíàëüíîé ëèíèè èíäèêàòîðà
extern int FastMA_Method = 1; // Ìåòîä óñðåäíåíèÿ "áûñòðîé" ÌÀ (äîïóñòèìûå çíà÷åíèÿ ìåòîäîâ: 0-SMA, 1-EMA, 2-SMMA, 3-LWMA)
extern int SlowMA_Method = 1; // Ìåòîä óñðåäíåíèÿ "ìåäëåííîé" ÌÀ
extern int SignalMA_Method = 1; // Ìåòîä óñðåäíåíèÿ ñèãíàëüíîé ëèíèè èíäèêàòîðà
extern int FastMA_Price = 0; // Èñïîëüçóåìàÿ öåíà "áûñòðîé" ÌÀ
extern int SlowMA_Price = 0; // Èñïîëüçóåìàÿ öåíà "ìåäëåííîé" ÌÀ
extern bool Linear = false; // true - ëèíåéíîå ïðåäñòàâëåíèå èíäèêàòîðà; false - ãèñòîãðàììà
extern bool ZeroLag_Algorithm = false; // Èñïîëüçîâàíèå àëãîðèòìà ZeroLag MA
extern string _Symbol = ""; // Èìÿ èíñòðóìåíòà. Ïóñòàÿ ñòðîêà - èñïîëüçîâàíèå òåêóùåãî èíñòðóìåíòà
extern int TimeFrame = 0; // Òàéìôðåéì. Çíà÷åíèå - âðåìÿ â ìèíóòàõ, 0 äëÿ ÒÔ òåêóùåãî ãðàôèêà
/* Äëÿ èñïîëüçîâàíèÿ ïîêàçàíèé êàêîãî-ëèáî èíäèêàòîðà âìåñòî öåíû, íàñòðîéòå ýòè ïàðàìåòðû. /
/ Èíäèêàòîð-"èñòî÷íèê" íå äîëæåí ñîäåðæàòü ïàðàìåòðû ñòðîêîâîãî òèïà, è îáùåå êîëè÷åñòâî /
/ åãî ïàðàìåòðîâ íå äîëæíî áûòü áîëüøå ñåìè. */
extern string CI_Name = ""; // Èìÿ èíäèêàòîðà, ïîêàçàíèÿ êîòîðîãî áóäóò èñïîëüçîâàòüñÿ êàê âõîäíûå äàííûå. Ïóñòàÿ ñòðîêà - èñïîëüçîâàíèå öåíû
extern int CI_LineNum = 0; // Èíäåêñ ëèíèè èíäèêàòîðà
extern int CI_ParamCount = 0; // Êîëè÷åñòâî ïàðàìåòðîâ, ïåðåäàâàåìûõ èíäèêàòîðó
extern double CI_Param1 = 0; // -.
extern double CI_Param2 = 0; // |
extern double CI_Param3 = 0; // |
extern double CI_Param4 = 0; // > ïåðåäàâàåìûå èíäèêàòîðó ïàðàìåòðû, â ïîðÿäêå èõ îïèñàíèÿ
extern double CI_Param5 = 0; // |
extern double CI_Param6 = 0; // |
extern double CI_Param7 = 0; // -'
//====[ áóôåðû èíäèêàòîðà ]====
double MACD[];
double SignalLine[];
double FastMA[];
double SlowMA[];
double CI_Buffer[];
double ZL_SignalLine[];
//====[ ãëîáàëüíûå ïåðåìåííûå èíäèêàòîðà ]====
string symbol;
double ZL_EMA, ZL_EMA_P, ZL_EMA_Q; // Ïåðåìåííûå, èñïîëüçóþùèåñÿ â ðàñ÷åòàõ ïî àëãîðèòìó ZeroLag
//+------------------------------------------------------------------+
//| Ôóíêöèÿ èíèöèàëèçàöèè èíäèêàòîðà |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(6);
IndicatorDigits(Digits + 1);
//---- íàçíà÷åíèå èíäåêñîâ áóôåðàì
SetIndexBuffer(0, MACD);
SetIndexBuffer(1, SignalLine);
SetIndexBuffer(2, FastMA);
SetIndexBuffer(3, SlowMA);
SetIndexBuffer(4, CI_Buffer);
SetIndexBuffer(5, ZL_SignalLine);
//---- óñòàíîâêè îòðèñîâêè
if(Linear) SetIndexStyle(0, DRAW_LINE); else SetIndexStyle(0, DRAW_HISTOGRAM);
SetIndexStyle(1, DRAW_LINE);
SetIndexDrawBegin(1, SignalMA_Period);
//---- èìÿ äëÿ Îêíà Äàííûõ, è íàäïèñè ïîäîêíà èíäèêàòîðà
string ShortName = StringConcatenate("Ultimate MACD(", FastMA_Period, ",", SlowMA_Period, ",", SignalMA_Period);
if(ZeroLag_Algorithm) ShortName = StringConcatenate(ShortName, ",ZeroLag)");
else ShortName = StringConcatenate(ShortName, ")");
if(CI_Name != "") ShortName = StringConcatenate(ShortName, " on ", CI_Name);
if(_Symbol != "") symbol = _Symbol;
else symbol = Symbol();
ShortName = StringConcatenate(ShortName, " [", symbol, ",", TimeFrameStr(TimeFrame), "]");
IndicatorShortName(ShortName);
SetIndexLabel(0, "MACD");
SetIndexLabel(1, "Signal");
//---- èíèöèàëèçàöèÿ çàâåðøåíà
return(0);
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ äåèíèöèàëèçàöèè èíäèêàòîðà |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ èòåðàöèè èíäèêàòîðà |
//+------------------------------------------------------------------+
int start()
{
int limit = Bars - IndicatorCounted();
if(limit < Bars) limit++; // ïåðåñ÷åò ïîñëåäíåãî ïîñ÷èòàííîãî áàðà
//---- ñíà÷àëà "ñòðîèì" ñêîëüçÿùèå ñðåäíèå
CalcMA(limit);
//---- çàòåì, ðàñ÷åò íåïîñðåäñòâåííî ñàìîãî èíäèêàòîðà..
if(ZeroLag_Algorithm) CalcZeroLagMACD(limit); // ..èëè ïî àëãîðèòìó ZeroLag MA
else CalcMACD(limit); // ..èëè ïî êëàññè÷åñêîé ôîðìóëå
//----
return(0);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Ôóíêöèÿ ïîñòðîåíèÿ ñêîëüçÿùèõ ñðåäíèõ |
//+------------------------------------------------------------------+
void CalcMA(int limit)
{
if(CI_Name != "") // åñëè ñ÷èòàåì ïî èíäèêàòîðó, ñòðîèì ÌÀ ïî åãî äàííûì
{
for(int i=0; i<limit; i++) CI_Buffer[i] = GetIndicatorData(i);
for(i=0; i<limit; i++)
{
FastMA[i] = iMAOnArray(CI_Buffer, Bars, FastMA_Period, 0, FastMA_Method, i);
SlowMA[i] = iMAOnArray(CI_Buffer, Bars, SlowMA_Period, 0, SlowMA_Method, i);
}
}
else // èíà÷å ñòðîèì ñðåäíèå ïî öåíîâûì äàííûì
{
for(i=0; i<limit; i++)
{
FastMA[i] = iMA(symbol, TimeFrame, FastMA_Period, 0, FastMA_Method, FastMA_Price, i);
SlowMA[i] = iMA(symbol, TimeFrame, SlowMA_Period, 0, SlowMA_Method, SlowMA_Price, i);
}
}
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ ðàñ÷åòà MACD ïî ZeroLag MA |
//+------------------------------------------------------------------+
void CalcZeroLagMACD(int limit)
{
for(int i=0; i<limit; i++)
{
ZL_EMA = iMAOnArray(FastMA, Bars, FastMA_Period, 0, FastMA_Method, i);
ZL_EMA_P = FastMA[i] + FastMA[i] - ZL_EMA;
ZL_EMA = iMAOnArray(SlowMA, Bars, SlowMA_Period, 0, SlowMA_Method, i);
ZL_EMA_Q = SlowMA[i] + SlowMA[i] - ZL_EMA;
MACD[i] = ZL_EMA_P - ZL_EMA_Q;
}
for(i=0; i<limit; i++)
ZL_SignalLine[i] = iMAOnArray(MACD, Bars, SignalMA_Period, 0, SignalMA_Method, i);
for(i=0; i<limit; i++)
{
ZL_EMA = iMAOnArray(ZL_SignalLine, Bars, SignalMA_Period, 0, MODE_EMA, i);
SignalLine[i] = ZL_SignalLine[i] + ZL_SignalLine[i] - ZL_EMA;
}
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ ðàñ÷åòà MACD ïî SMA/EMA/SMMA/LWMA |
//+------------------------------------------------------------------+
void CalcMACD(int limit)
{
for(int i=0; i<limit; i++) MACD[i] = FastMA[i] - SlowMA[i];
for(i=0; i<limit; i++)
SignalLine[i] = iMAOnArray(MACD, Bars, SignalMA_Period, 0 ,SignalMA_Method, i);
}
double GetIndicatorData(int shift)
{
//---- êîøìàðíûé êîä :-!
switch(CI_ParamCount)
{
case 1: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_LineNum, shift));
case 2: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_LineNum, shift));
case 3: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_LineNum, shift));
case 4: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_Param4, CI_LineNum, shift));
case 5: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_Param4, CI_Param5, CI_LineNum, shift));
case 6: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_Param4, CI_Param5, CI_Param6, CI_LineNum, shift));
case 7: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_Param4, CI_Param5, CI_Param6, CI_Param7, CI_LineNum, shift));
default: return(iCustom(symbol, TimeFrame, CI_Name, CI_LineNum, shift));
}
}
string TimeFrameStr(int period)
{
switch(period)
{
case 0: return(TimeFrameStr(Period()));
case 1: return("M1");
case 5: return("M5");
case 15: return("M15");
case 30: return("M30");
case 60: return("H1");
case 240: return("H4");
case 1440: return("D1");
case 10080: return("W1");
case 43200: return("MN");
}
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Moving average indicator
Custom Indicators Used:
CI_Name
Order Management characteristics:
Other Features: