//+------------------------------------------------------------------+
//| AMkA.mq4 |
//| Copyright © 2006, D&S kiriyenko. |
//| http://groups.google.com/group/expert-developing |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, D&S Kiriyenko."
#property link "http://groups.google.com/group/expert-developing"
//----
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Green
#property indicator_width1 1
#property indicator_color2 Red
#property indicator_width2 2
#property indicator_color3 Blue
#property indicator_width3 2
//+------------------------------------------------------------------+
//| ìàêðîîïðåäåëåíèÿ |
//+------------------------------------------------------------------+
//---- ñòðîêîâûå êîíñòàíòû
#define INDICATOR_SHORT_NAME "AMkA"
#define MAIN "AMkA line"
#define UP "UpTrend point"
#define DOWN "DownTrend point"
//+------------------------------------------------------------------+
//| âíåøíèå ïåðåìåííûå |
//+------------------------------------------------------------------+
//---- ïåðèîäû
extern int periodAMA = 9; //ïåðèîä ðàñ÷¸òà ê-òà ýôôåêòèâíîñòè
extern double nfast = 2; //ïåðèîä EMA äëÿ ýôôåêòèâíîãî ðûíêà
extern double nslow = 30; //ïåðèîä EMA äëÿ íåýôôåêòèâíîãî ðûíêà
//---- ðàñ÷¸ò ñãëàæèâàþùåé êîíñòàíòû
extern double Pow = 2.0; //ñòåïåíü ýôôåêòèâíîñòè
//---- ôèëüòð ñèãíàëîâ
extern double dK = 1.0; //êîýôôèöèåíò äëÿ ôèëüòðà
extern bool use_stdev = true; //èñïîëüçîâàòü ñòàíäàðòíîå îòêëîíåíèå
//---- ïðèìåíÿòü ê öåíå
extern int app_price = 5; //ïî óìîë÷àíèþ - ê òèïè÷åñêîé
//+------------------------------------------------------------------+
//| ãëîáàëüíûå ïåðåìåííûå |
//+------------------------------------------------------------------+
//---- áóôåðû
double kAMAbuffer[];
double kAMAupsig[];
double kAMAdownsig[];
//---- ñãëàæèâàþùèå êîýôôèöèåíòû
double slowSC, fastSC;
//---- ïðèðàùåíèÿ èíäèêàòîðà
double ddAMA[];
//+------------------------------------------------------------------+
//| Âñòàâêà çíà÷åíèÿ â ìàññèâ ïðèðàùåíèé |
//+------------------------------------------------------------------+
bool InsertDif(double a)
{
//---- ïðîâåðêà, çàïîëíåí ëè ìàññèâ
for(int i = 0; i < periodAMA; i++) //äëÿ âñåõ ýëåìåíòîâ ìàññèâà
if(ddAMA[i] == 0) //åñëè ýëåìåíò ðàâåí íóëþ
{
ddAMA[i] = a; //ñîõðàíÿåì çíà÷åíèå â ýòîò ýëåìåíò
return (true); //è óäà÷íî çàâåðøàåìñÿ
}
//---- ìàññèâ óæå çàïîëíåí, íóæíî âñòàâëÿòü ýëåìåíò ñ êîíöà
for(i = 0; i < periodAMA-1; i++) //âñå ýëåìåíòû ìàññèâà, êðîìå ïîñëåäíåãî
ddAMA[i] = ddAMA[i+1]; //ñäâèãàåì âëåâî íà îäíó ïîçèöèþ
ddAMA[periodAMA-1] = a; //è çàïèñûâàåì çíà÷åíèå â ñàìóþ ïðàâóþ ïîçèöèþ
return (true); //ïîñëå ÷åãî óäà÷íî çàâåðøàåìñÿ
}
//+------------------------------------------------------------------+
//| Çàïðîñ öåíû áàðà |
//+------------------------------------------------------------------+
double Price(int i, int app = PRICE_TYPICAL)
{
switch(app)
{
case PRICE_CLOSE: return(Close[i]); break;
case PRICE_OPEN: return(Open[i]); break;
case PRICE_HIGH: return(High[i]); break;
case PRICE_LOW: return(Low[i]); break;
case PRICE_MEDIAN: return((High[i] + Low[i])/2); break;
case PRICE_TYPICAL: return((High[i] + Low[i] + Close[i])/3); break;
case PRICE_WEIGHTED: return((High[i] + Low[i] + Close[i]*2)/4); break;
}
}
//+------------------------------------------------------------------+
//| Èíèöèàëèçàöèÿ |
//+------------------------------------------------------------------+
int init()
{
//---- ãëàâíàÿ ëèíèÿ
SetIndexBuffer(0, kAMAbuffer);
SetIndexStyle(0, DRAW_LINE, 0, 2);
SetIndexLabel(0, MAIN);
SetIndexEmptyValue(0, 0.0);
//---- ïîäòâåðæäåíèå âîñõîäÿùåãî òðåíäà
SetIndexBuffer(1, kAMAupsig);
SetIndexStyle(1, DRAW_ARROW);
SetIndexArrow(1, 159);
SetIndexLabel(1, UP);
SetIndexEmptyValue(1, 0.0);
//---- ïîäòâåðæäåíèå íèñõîäÿùåãî òðåíäà
SetIndexBuffer(2, kAMAdownsig);
SetIndexStyle(2, DRAW_ARROW);
SetIndexArrow(2, 159);
SetIndexLabel(2, DOWN);
SetIndexEmptyValue(2, 0.0);
//---- íàñòðîéêè èíäèêàòîðà
IndicatorDigits(4);
string name = StringConcatenate(INDICATOR_SHORT_NAME,
" (", periodAMA, "/", nfast, "/", nslow, ")");
IndicatorShortName(name);
//---- ðàñ÷¸ò ê-òîâ
slowSC = (2.0 / (nslow + 1)); //ìåäëåííûé ê-ò ñãëàæèâàíèÿ
fastSC = (2.0 / (nfast + 1)); //áûñòðûé ê-ò ñãëàæèâàíèÿ
//---- ïîäãîòîâêà ìàññèâà
ArrayResize(ddAMA, periodAMA);
ArrayInitialize(ddAMA, 0.);
//---- ãîòîâî
return(0);
}
//+------------------------------------------------------------------+
//| Äåèíèöèàëèçàöèÿ |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Èòåðàöèîííàÿ ôóíêöèÿ |
//+------------------------------------------------------------------+
int start()
{
//---- îïòèìèçàöèÿ ïðîèçâîäèòåëüíîñòè
if(Bars <= periodAMA + 2)
return (0); //åñëè áàðîâ íà ãðàôèêå ñëèøêîì ìàëî, âûõîäèì
//---- îïòèìèçàöèÿ êîäà èíäèêàòîðà
int counted_bars = IndicatorCounted(); //÷èñëî áàðîâ, íå èçìåí¸ííûõ ñ ïîñëåäíåãî âûçîâà
if(counted_bars < 0)
return (0); //çàùèùàåìñÿ îò îøèáîê
else
if(counted_bars > 0)
counted_bars--; //ïîñëåäíèé ïîñ÷èòàííûé áàð áóäåò ïåðåñ÷èòàí
int pos = Bars - periodAMA - 2; //ïîçèöèþ â íà÷àëî îòñ÷¸òà
if(counted_bars > 0)
pos = Bars - counted_bars; //èëè îïðåäåëÿåì ïîçèöèþ
//---- ïîäãîòîâêà ïåðåìåííûõ
double AMA0 = Price(pos+1, app_price); //ïðåäûäóùåå ÀÌÀ íå ðàñ÷èòûâàëîñü
if(kAMAbuffer[pos+1] > 0)
AMA0 = kAMAbuffer[pos+1]; //èëè ðàñ÷èòûâàëîñü
if(AMA0 == 0)
Print(Bars - pos);
//---- ðàñ÷¸ò èíäèêàòîðà
while(pos >= 0)
{
//---- ðàñ÷¸ò ñèãíàëà
double signal = MathAbs(Price(pos, app_price) - Price(pos + periodAMA, app_price));
//---- ðàñ÷¸ò øóìà
double noise = 0.000000001;
for(int i = 0; i < periodAMA; i++)
{
noise = noise + MathAbs(Price(pos+i, app_price) - Price(pos + i + 1, app_price));
}
//---- ðàñ÷¸ò êîýôôèöèåíòà ñãëàæèâàíèÿ
double ER = signal / noise; //êîýôôèöèåíò ýôôåêòèâíîñòè
double SSC = ER*(fastSC - slowSC) + slowSC; //êîýôôèöèåíò ñãëàæèâàíèÿ
//---- ðàñ÷¸ò ãëàâíîé ëèíèè
double AMA = AMA0 + (MathPow(SSC, Pow)*(Price(pos, app_price) - AMA0)); //ðàñ÷¸ò
AMA = NormalizeDouble(AMA, Digits);
kAMAbuffer[pos] = AMA; //âûâîä
//---- ðàñ÷¸ò ôèëüòðàöèè òðåíäà
double ddK = (AMA - AMA0) / Point; //ðàçíîñòü
if(use_stdev)
{
InsertDif(ddK); //íàêàïëèâàåì ïðèðàùåíèå
if(pos < Bars - 2*(periodAMA + 2)) //åñëè áàðîâ íàêîïèëîñü äîñòàòî÷íî
{
//---- ðàñ÷¸ò ñðåäíåãî àðèôìåòè÷åñêîãî
double SMAdif = 0; //âíà÷àëå ðàâíî íóëþ
for(i = 0; i < periodAMA; i++)
{
SMAdif += ddAMA[i]; //ïîñëåäîâàòåëüíî ñóììèðóåì
}
SMAdif /= periodAMA; //è äåëèì íà êîëè÷åñòâî
//---- ðàñ÷¸ò ñòàíäàðòíîãî îòêëîíåíèÿ
double StDev = 0; //âíà÷àëå ðàâíî íóëþ
for(i = 0; i < periodAMA; i++)
{
StDev += MathPow(ddAMA[i] - SMAdif, 2); //ñóììèðóåì êâàäðàòû îòêëîíåíèé
}
StDev = MathSqrt(StDev)/periodAMA; //èçâëåêàåì êîðåíü è äåëèì íà êîëè÷åñòâî
//---- ðàñ÷¸ò ôèëüòðà
double Filter = dK*StDev;
}
else
Filter = 100000;
}
else
Filter = dK;
//---- îáðàáîòêà çíà÷åíèé
double var1 = 0, var2 = 0;
if(ddK > Filter)
var1 = AMA; //åñòü âîñõîäÿùèé òðåíä
if(ddK < -Filter)
var2 = AMA; //åñòü íèñõîäÿùèé òðåíä
kAMAupsig[pos] = var1; //íåò âîñõîäÿùåãî òðåíäà
kAMAdownsig[pos] = var2; // íåò íèñõîäÿùåãî òðåíäà
//---- ïåðåõîä ê êîíöó öèêëà
AMA0 = AMA; //ñîõðàíÿåì ïðåäûäóùåå çíà÷åíèå AMA
pos--; //ïåðåõîäèì ê ñäåäóþùåìó áàðó
}
//---- çàâåðøåíèå ðàáîòû
return(0); //ãîòîâî
}
//+------------------------------------------------------------------+
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
Implements a curve of type DRAW_ARROW
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: