//+------------------------------------------------------------------+
//| AMA optimized.mq4 |
//| Copyright © 2006, MetaQuotes Software Corp. |
//|AMA optimized final Copyright © 2004, by konKop,wellx |
//+------------------------------------------------------------------+
//mod slope
#property copyright "Copyright © 2006, MetaQuotes Software Corp."
#property link "optimized by Rosh"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Gray
#property indicator_color2 Blue
#property indicator_color3 Red
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 1
//---- 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; //deltaAMA 0:(dK*Point) 1:dK*StdAMA
//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
extern string note_Price_ = "0C 1O 2H 3L 4Md 5Tp 6WghC: Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6";
extern string Trend_Type_ = "deltaAMA: dK*Point(0) dK*StdAM(1)";
//---- buffers
double AMAbuffer[];
double upAMA[];
double downAMA[];
double AbsBuffer[];
double AMA2Buffer[];
double SumAMABuffer[];
double StdAMA[];
double AMASlopeBuffer[];
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(8);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,AMASlopeBuffer);
SetIndexStyle(1,DRAW_ARROW);
SetIndexArrow(1,159);
SetIndexBuffer(1,upAMA);
SetIndexEmptyValue(1,0.0);
SetIndexStyle(2,DRAW_ARROW);
SetIndexArrow(2,159);
SetIndexBuffer(2,downAMA);
SetIndexEmptyValue(2,0.0);
SetIndexBuffer(3,AbsBuffer);
SetIndexBuffer(4,AMA2Buffer);
SetIndexBuffer(5,SumAMABuffer);
SetIndexBuffer(6,StdAMA);
SetIndexBuffer(7,AMAbuffer);
slowSC=(2.0 /(nslow+1));
fastSC=(2.0 /(nfast+1));
dFS=fastSC-slowSC;
IndicatorShortName("AMAopt Slope ("+periodAMA+")");
//----
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;
limit2=Bars-periodAMA-1;
}
limit--;
limit2--;
for (i=limit;i>=0;i--)
{
AbsBuffer[i]=MathAbs(Price(i)-Price(i+1));
}
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];
AMASlopeBuffer[i]=AMAbuffer[i]-AMAbuffer[i+1];
}
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;
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);
}
}
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=AMASlopeBuffer[i];
else val2=AMASlopeBuffer[i];
}
}
else
{
if (MathAbs(AMAbuffer[i]-AMAbuffer[i+1])>dK*StdAMA[i])
{
if (AMAbuffer[i]-AMAbuffer[i+1]>0) val1=AMASlopeBuffer[i];
else val2=AMASlopeBuffer[i];
}
}
upAMA[i]=val1;
downAMA[i]=val2;
}
//----
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: