//+------------------------------------------------------------------+
//| VarMA_v1.mq4 |
//| Copyright © 2007, Forex-TSD.com |
//| Written by IgorAD,igorad2003@yahoo.co.uk |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, Forex-TSD.com "
#property link "http://www.forex-tsd.com/"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 LightBlue
#property indicator_width1 2
//---- input parameters
extern int MA_Length = 1; // Period of MA
extern int VarMA_Length = 4; // Period of VarMA
extern int ADX_Length = 8; // Period of ADX
extern int ADX_Type = 0; // ADX Type: 0-ADX,1-ADXR
extern int MA_Mode = 1; // MA's Mode: 0-SMA,1-EMA,2-SMMA,3-LWMA
//---- buffers
double MA[];
double VarMA[];
double VMA[];
double ADX[];
double ADXR[];
double sPDI[];
double sMDI[];
double STR[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(8);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,MA);
SetIndexBuffer(1,VarMA);
SetIndexBuffer(2,VMA);
SetIndexBuffer(3,ADX);
SetIndexBuffer(4,ADXR);
SetIndexBuffer(5,sPDI);
SetIndexBuffer(6,sMDI);
SetIndexBuffer(7,STR);
//---- name for DataWindow and indicator subwindow label
string short_name="VarMA("+VarMA_Length+","+ADX_Length+","+ADX_Type+","+MA_Mode+")";
IndicatorShortName(short_name);
SetIndexLabel(0,"VarMA");
//----
SetIndexDrawBegin(0,2*(MA_Length+ADX_Length+MA_Length));
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int shift, limit, counted_bars=IndicatorCounted();
double alfa = 1.0/ADX_Length;
//----
if ( counted_bars < 0 ) return(-1);
if ( counted_bars ==0 ) limit=Bars-1;//limit=Bars-MA_Length-VarMA_Length-ADX_Length-1;
if ( counted_bars < 1 )
for(int i=1;i<2*(MA_Length+VarMA_Length+ADX_Length);i++)
{
VMA[Bars-i]=Close[Bars-i];
VarMA[Bars-i]=Close[Bars-i];
MA[Bars-i]=Close[Bars-i];
STR[Bars-i] = High[Bars-i]-Low[Bars-i];
sPDI[Bars-i] = 0;
sMDI[Bars-i] = 0;
ADX[Bars-i]=0;
ADXR[Bars-i]=0;
}
if(counted_bars>0) limit=Bars-counted_bars;
limit--;
for( shift=limit; shift>=0; shift--)
{
double Hi = High[shift];
double Hi1 = High[shift+1];
double Lo = Low[shift];
double Lo1 = Low[shift+1];
double Close1= Close[shift+1];
double Bulls = 0.5*(MathAbs(Hi-Hi1)+(Hi-Hi1));
double Bears = 0.5*(MathAbs(Lo1-Lo)+(Lo1-Lo));
if (Bulls > Bears) Bears = 0;
else
if (Bulls < Bears) Bulls = 0;
else
if (Bulls == Bears) {Bulls = 0;Bears = 0;}
sPDI[shift] = sPDI[shift+1] + alfa * (Bulls - sPDI[shift+1]);
sMDI[shift] = sMDI[shift+1] + alfa * (Bears - sMDI[shift+1]);
double TR = MathMax(Hi-Lo,Hi-Close1);
STR[shift] = STR[shift+1] + alfa * (TR - STR[shift+1]);
if(STR[shift]>0 )
{
double PDI = 100*sPDI[shift]/STR[shift];
double MDI = 100*sMDI[shift]/STR[shift];
}
if((PDI + MDI) > 0)
double DX = 100*MathAbs(PDI - MDI)/(PDI + MDI);
else DX = 0;
ADX[shift] = ADX[shift+1] + alfa * (DX - ADX[shift+1]);
ADXR[shift] = 0.5*(ADX[shift] + ADX[shift+ADX_Length]);
if (ADX_Type == 0) double vADX = ADX[shift]; else vADX = ADXR[shift];
if(VarMA_Length > 0) double MaInd = 2.0/(1.0+VarMA_Length); else MaInd = 0.2;
double ADXmin = 1000000;
for (i=0; i<=ADX_Length-1;i++)
{
if (ADX_Type == 0) ADXmin = MathMin(ADXmin,ADX[shift+i]);
else ADXmin = MathMin(ADXmin,ADXR[shift+i]);
}
double ADXmax = -1;
for (i=0; i<=ADX_Length-1;i++)
{
if (ADX_Type == 0) ADXmax = MathMax(ADXmax,ADX[shift+i]);
else ADXmax = MathMax(ADXmax,ADXR[shift+i]);
}
double Diff = ADXmax - ADXmin;
if(Diff > 0) double Const = (vADX- ADXmin)/Diff; else Const = MaInd;
if(Const>MaInd) Const = MaInd; else Const = Const;
VMA[shift] = (1 - Const) * VMA[shift+1] + Const *Close[shift];
VarMA[shift] = (VMA[shift] + VMA[shift+1])/2;
}
for( shift=limit; shift>=0; shift--)
MA[shift] = iMAOnArray(VarMA,0,MA_Length,0,MA_Mode,shift);
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: