//+------------------------------------------------------------------+ //| ADXdon.mq4 | //| Copyright © 2005, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright © 2004, MetaQuotes Software Corp." #property link "http://www.metaquotes.net/" #property indicator_separate_window #property indicator_buffers 8 #property indicator_color1 Green #property indicator_color2 LimeGreen #property indicator_color3 Red #property indicator_color8 Lime #property indicator_level1 35 #property indicator_level2 15 #property indicator_level3 5 //#property indicator_level4 10 //#property indicator_level5 12.5 #property indicator_maximum 50 #property indicator_minimum -10 //---- input parameters extern int ADXPeriod=14, DiPlusPeriod = 34, DiMinusPeriod=34; extern double levelADX=15.0; //---- buffers double ADXBufferTrend[]; double ADXBufferOtkat[]; double PlusDiBuffer[]; double MinusDiBuffer[]; double PlusSdiBuffer[]; double MinusSdiBuffer[]; double TRBuffer[]; double TempBuffer[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- 3 additional buffers are used for counting. IndicatorBuffers(8); //---- indicator buffers SetIndexBuffer(0,ADXBufferTrend); SetIndexBuffer(1,PlusDiBuffer); SetIndexBuffer(2,MinusDiBuffer); SetIndexBuffer(3,PlusSdiBuffer); SetIndexBuffer(4,MinusSdiBuffer); SetIndexBuffer(5,TempBuffer); SetIndexBuffer(6, TRBuffer ); SetIndexBuffer(7,ADXBufferOtkat); //---- name for DataWindow and indicator subwindow label IndicatorShortName("ADX("+ADXPeriod+", DI-: "+DiMinusPeriod+", DI+: "+DiPlusPeriod+")"); SetIndexLabel(0,"ADX"); SetIndexLabel(1,"+DI"); SetIndexLabel(2,"-DI"); //---- SetIndexDrawBegin(0,ADXPeriod); SetIndexDrawBegin(1,ADXPeriod); SetIndexDrawBegin(2,ADXPeriod); //---- SetIndexStyle(0, DRAW_HISTOGRAM,0,2); SetIndexStyle(7, DRAW_HISTOGRAM,0,2); SetIndexStyle(1, DRAW_NONE); SetIndexStyle(2, DRAW_NONE); return(0); } //+------------------------------------------------------------------+ //| Average Directional Movement Index | //+------------------------------------------------------------------+ int start() { double tmp=0.0, tmpold=0.0; double pdm,mdm,tr; double price_high,price_low; int starti,i,counted_bars=IndicatorCounted(); //---- //int limit=Bars-2; int limit=Bars-counted_bars; if(counted_bars>0) limit++; i = limit; starti = i; //---- while(i>=0) { price_low=Low[i]; price_high=High[i]; //---- pdm = 0.0; mdm = 0.0; if ( price_high > High[i+1] ) pdm = price_high - High[i+1]; if ( price_low < Low[i+1] ) mdm = Low[i+1] - price_low; if ( pdm < mdm ) pdm = 0.0; else if ( mdm < pdm ) mdm = 0.0; //---- absolute true range double num1=MathAbs(price_high-price_low); double num2=MathAbs(price_high-Close[i+1]); double num3=MathAbs(price_low-Close[i+1]); tr=MathMax(num1,num2); tr=MathMax(tr,num3); //---- counting plus/minus direction PlusSdiBuffer[i]=pdm; MinusSdiBuffer[i]=mdm; TRBuffer[i] = tr; //---- i--; } //---- apply EMA to +DI for(i=0; i<limit; i++) { //---- apply EMA to TR TRBuffer[i]=iMAOnArray(TRBuffer,0,ADXPeriod,0,MODE_EMA,i); PlusDiBuffer[i] = PlusDiBuffer[i+1]; MinusDiBuffer[i] = MinusDiBuffer[i+1]; if ( TRBuffer[i] != 0 ) { PlusDiBuffer[i]=iMAOnArray(PlusSdiBuffer,Bars,DiPlusPeriod,0,MODE_EMA,i) / TRBuffer[i]; //---- apply EMA to -DI MinusDiBuffer[i]=iMAOnArray(MinusSdiBuffer,Bars,DiMinusPeriod,0,MODE_EMA,i) / TRBuffer[i]; } } //---- Directional Movement (DX) i=Bars-2; //TempBuffer[i+1]=0; i=starti; while(i>=0) { double div=MathAbs(PlusDiBuffer[i]+MinusDiBuffer[i]); if(div==0.00) TempBuffer[i]=TempBuffer[i+1]; else TempBuffer[i]=MathAbs(PlusDiBuffer[i]-MinusDiBuffer[i]) / div; i--; } //---- ADX is exponential moving average on DX for(i=0; i<limit; i++) { tmp=(iMAOnArray(TempBuffer,0,ADXPeriod,0,MODE_EMA,i) * 100.0)-levelADX; if (tmp>tmpold){ ADXBufferTrend[i]=tmp; ADXBufferOtkat[i]=0.0; } if (tmp<=tmpold){ ADXBufferTrend[i]=0.0; ADXBufferOtkat[i]=tmp; } tmpold=tmp; // PlusDiBuffer[i] = PlusDiBuffer[i] * 100.0; // MinusDiBuffer[i] = MinusDiBuffer[i] * 100.0; } //---- return(0); } //+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_NONE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: