VininI_CMA





//+------------------------------------------------------------------+
//|                                                          CMA.mq4 |
//|                                                             Raff |
//|                                          just_raff1410@yahoo.com |
//+------------------------------------------------------------------+

// "Modify 2008, Victor Nicolev"
// link "vinin.ucoz.ru"
// Óáðàë âñå ÿâíûå îøèáêè, òåïåðü èíäèêòîð ìîæíî èñïîëüçîâàòü â ñîâåòíèêå
// Ïðè èñïîëüçîâàíèè â îñâåòíèêå îáðàùàòüñÿ ê íóëåâîìó áóôôåðó



#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_color2 Green
#property indicator_color3 Red
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2

extern int     Ma_Period = 5;
extern int     Ma_Method = 0;
extern int     Ma_Price = 0;
extern double  Koef=1.0;
//---- buffers
double CA[];
double DIR[];
double UpBuffer[];
double DnBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexBuffer(0,CA);
   SetIndexBuffer(1,UpBuffer);
   SetIndexBuffer(2,DnBuffer);
   SetIndexDrawBegin(0,Ma_Period);
   SetIndexDrawBegin(1,Ma_Period);
   SetIndexDrawBegin(2,Ma_Period);
   
   IndicatorShortName("CMA("+Ma_Period+")");
   SetIndexLabel(1,"UP");
   SetIndexLabel(2,"DN");



//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start() {
   double K, v1, v2, MA;

   int counted_bars = IndicatorCounted(); 

   if(counted_bars < 0) return(-1); 
   if (counted_bars > 0) counted_bars--;   
   
   int i, limit;
   
   limit=Bars - counted_bars-1;
   
   for(i=limit;i>=0;i--) {
      if (CA[i+1]==0) CA[i+1]=Price(Ma_Price,i+1);
      MA=iMA(NULL,0,Ma_Period,0,Ma_Method,Ma_Price,i);
      v1=Koef*MathSqrt(iStdDev(NULL,0,Ma_Period,0,Ma_Method,Ma_Price,i));
      v2=MathSqrt(MathAbs(CA[i+1]-MA));
      if (v2<v1 || v2==0) {K=0;} else {K=1-(v1/v2);}

      CA[i]=CA[i+1]+K*(MA-CA[i+1]);
      
      DnBuffer[i] = EMPTY_VALUE;
      UpBuffer[i] = EMPTY_VALUE;
      
      if (CA[i]-CA[i+1] > 0) UpBuffer[i] = CA[i];
      if (CA[i+1]-CA[i] > 0) DnBuffer[i] = CA[i];
   }
   return(0);
}
//+------------------------------------------------------------------+

double Price(int mode, int pos){
   switch (mode) {
      case PRICE_CLOSE     : return(Close[pos]);
      case PRICE_OPEN      : return(Open[pos]);
      case PRICE_HIGH      : return(High[pos]);
      case PRICE_LOW       : return(Low[pos]);
      case PRICE_MEDIAN    : return((High[pos]+Low[pos])/2.0); 
      case PRICE_TYPICAL   : return((High[pos]+Low[pos]+Close[pos])/3.0);
      case PRICE_WEIGHTED  : return((High[pos]+Low[pos]+2.0*Close[pos])/4.0);
   }
   return(-1);
}



Sample





Analysis



Market Information Used:

Series array that contains close prices for each bar
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


Indicator Curves created:

Implements a curve of type DRAW_LINE


Indicators Used:

Moving average indicator
Standard Deviation indicator


Custom Indicators Used:

Order Management characteristics:

Other Features: