//+------------------------------------------------------------------+ //| AMA optimized.mq4 | //| Copyright © 2006, MetaQuotes Software Corp. | //| Copyright © 2004, by konKop,wellx | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, MetaQuotes Software Corp." #property link "optimized by Rosh" #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 Gray #property indicator_color2 Blue #property indicator_color3 Red //---- input parameters extern int periodAMA=10; extern double nfast=2.0; extern double nslow=30.0; extern double G=2.0; extern double dK=2.0; extern int PriceType=0; // öåíà, îò êîòîðîé ñòðîèòñÿ extern int AMA_Trend_Type=1; //PRICE_CLOSE 0 Öåíà çàêðûòèÿ //PRICE_OPEN 1 Öåíà îòêðûòèÿ //PRICE_HIGH 2 Ìàêñèìàëüíàÿ öåíà //PRICE_LOW 3 Ìèíèìàëüíàÿ öåíà //PRICE_MEDIAN 4 Ñðåäíÿÿ öåíà, (high+low)/2 //PRICE_TYPICAL 5 Òèïè÷íàÿ öåíà, (high+low+close)/3 //PRICE_WEIGHTED 6 Âçâåøåííàÿ öåíà çàêðûòèÿ, (high+low+close+close)/4 //---- buffers double AMAbuffer[]; double upAMA[]; double downAMA[]; double AbsBuffer[]; double AMA2Buffer[]; double SumAMABuffer[]; double StdAMA[]; double slowSC,fastSC,dFS; //+------------------------------------------------------------------+ //| âîçâðàùàåò öåíó | //+------------------------------------------------------------------+ double Price(int shift) { //---- double res; //---- switch (PriceType) { case PRICE_OPEN: res=Open[shift]; break; case PRICE_HIGH: res=High[shift]; break; case PRICE_LOW: res=Low[shift]; break; case PRICE_MEDIAN: res=(High[shift]+Low[shift])/2.0; break; case PRICE_TYPICAL: res=(High[shift]+Low[shift]+Close[shift])/3.0; break; case PRICE_WEIGHTED: res=(High[shift]+Low[shift]+2*Close[shift])/4.0; break; default: res=Close[shift];break; } return(res); } //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators IndicatorBuffers(7); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0,AMAbuffer); SetIndexStyle(1,DRAW_ARROW,0,2); SetIndexArrow(1,159); SetIndexBuffer(1,upAMA); SetIndexEmptyValue(1,0.0); SetIndexStyle(2,DRAW_ARROW,0,2); SetIndexArrow(2,159); SetIndexBuffer(2,downAMA); SetIndexEmptyValue(2,0.0); SetIndexBuffer(3,AbsBuffer); SetIndexBuffer(4,AMA2Buffer); SetIndexBuffer(5,SumAMABuffer); SetIndexBuffer(6,StdAMA); slowSC=(2.0 /(nslow+1)); fastSC=(2.0 /(nfast+1)); dFS=fastSC-slowSC; //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int counted_bars=IndicatorCounted(); //---- int i,limit,limit2; double Noise,ER,SSC; double SredneeAMA,SumKvadratAMA; double val1,val2; double dipersion; static bool debug=false; if (debug) return; if (counted_bars>0) { limit=Bars-counted_bars; limit2=limit; } if (counted_bars==0) { ArrayInitialize(AMAbuffer,0); ArrayInitialize(upAMA,0); ArrayInitialize(downAMA,0); ArrayInitialize(AbsBuffer,0); ArrayInitialize(AMA2Buffer,0); ArrayInitialize(SumAMABuffer,0); ArrayInitialize(StdAMA,0); limit=Bars-1; /* for (i=limit;i>=0;i--) { AMAbuffer[i]=0; upAMA[i]=0; downAMA[i]=0; AbsBuffer[i]=0; NoiseBuffer[i]=0; ERBuffer[i]=0; SSCBuffer[i]=0; StdAMA[i]=0; } ArrayInitialize(,) */ limit2=Bars-periodAMA-1; } limit--; limit2--; //Print("limit=",limit); //Print("Ïîøåë Abs"); for (i=limit;i>=0;i--) { AbsBuffer[i]=MathAbs(Price(i)-Price(i+1)); } //Print("Ïîøåë Noise"); for (i=limit2;i>=0;i--) { Noise=iMAOnArray(AbsBuffer,0,periodAMA,0,MODE_SMA,i)*periodAMA; if (Noise!=0) ER=MathAbs(Price(i)-Price(i+periodAMA))/Noise; else ER=0; SSC=MathPow(ER*dFS+slowSC,G); AMAbuffer[i]=Price(i)*SSC+AMAbuffer[i+1]*(1-SSC); AMA2Buffer[i]=AMAbuffer[i]*AMAbuffer[i]+AMA2Buffer[i+1];// íàêàïëèâàåì ñóììó êâàäðàòîâ ÀÌû SumAMABuffer[i]=SumAMABuffer[i+1]+AMAbuffer[i]; } //Print("Ïîøåë Std"); for (i=limit2;i>=0;i--) { val1=0; val2=0; SredneeAMA=(SumAMABuffer[i]-SumAMABuffer[i+periodAMA])/periodAMA; SumKvadratAMA=AMA2Buffer[i]-AMA2Buffer[i+periodAMA]; dipersion=SumKvadratAMA/periodAMA-SredneeAMA*SredneeAMA; if (dipersion<0) { StdAMA[i]=0; //Print("Îòðèöàòåëüíàÿ äèñïåðñèÿ! çíà÷åíèå:",DoubleToStr(dipersion,8)); //Print("periodAMA=",periodAMA," Bars=",Bars," i=",i); //Print("Bar;Price;AbsBuffer;AMAbuffer;AMA2Buffer;SumAMABuffer;SredneeAMA"); // Print(i,";",Price(i),";",AbsBuffer[i],";",AMAbuffer[i],";",AMA2Buffer[i],";",SumAMABuffer[i],";",(SumAMABuffer[i]-SumAMABuffer[i+periodAMA])/periodAMA); if (IsTesting()&&false) { Print("Bar;Price;AbsBuffer;AMAbuffer;AMA2Buffer;SumAMABuffer;SredneeAMA"); for (int Z=Bars-1;Z>=i;Z--) Print(Z,";",Price(Z),";",AbsBuffer[Z],";",AMAbuffer[Z],";",AMA2Buffer[Z],";",SumAMABuffer[Z],";",(SumAMABuffer[Z]-SumAMABuffer[Z+periodAMA])/periodAMA); } //debug=true; } else StdAMA[i]=MathSqrt(dipersion); if (AMA_Trend_Type!=0) { if (MathAbs(AMAbuffer[i]-AMAbuffer[i+1])>dK*Point) { if (AMAbuffer[i]-AMAbuffer[i+1]>0) val1=AMAbuffer[i]; else val2=AMAbuffer[i]; } } else { if (MathAbs(AMAbuffer[i]-AMAbuffer[i+1])>dK*StdAMA[i]) { if (AMAbuffer[i]-AMAbuffer[i+1]>0) val1=AMAbuffer[i]; else val2=AMAbuffer[i]; } } upAMA[i]=val1; downAMA[i]=val2; } //Print("Çàêîí÷èëè"); //---- return(0); } //+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_ARROW
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: