//+------------------------------------------------------------------+
//| CMA.mq4 |
//| Raff |
//| just_raff1410@yahoo.com |
//+------------------------------------------------------------------+
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_color2 Aqua
#property indicator_color3 Red
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 3
extern int Ma_Period = 2;
extern int Ma_PeriodStd = 5;
extern int Ma_Method = 3;
extern int Ma_Price = 4;
extern int Count_bars = 1500;
double K;
double v1;
double v2;
//---- buffers
double CA[];
double DIR[];
double UpBuffer[];
double DnBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(4);
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(0,CA);
SetIndexBuffer(1,UpBuffer);
SetIndexBuffer(2,DnBuffer);
SetIndexBuffer(3,DIR);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if (Count_bars+1>Bars-2) Count_bars=Bars-2;
CA[Count_bars+1]=Close[Count_bars+1];
for(int i=Count_bars;i>=0;i--)
{
v1=MathSqrt(iStdDev(NULL,0,Ma_PeriodStd,0,Ma_Method,Ma_Price,i));
v2=MathSqrt(MathAbs(CA[i+1]-iMA(NULL,0,Ma_Period,0,Ma_Method,Ma_Price,i)));
if (v2<v1) {K=0;}
else {K=1-(v1/v2);}
CA[i]=CA[i+1]+K*(iMA(NULL,0,Ma_Period,0,Ma_Method,Ma_Price,i)-CA[i+1]);
DIR[i]=DIR[i+1];
if (CA[i]-CA[i+1] > 0) DIR[i]= 1;
if (CA[i+1]-CA[i] > 0) DIR[i]=-1;
if (DIR[i]>0)
{
UpBuffer[i] = CA[i];
if (DIR[i+1]<0) UpBuffer[i+1]=CA[i+1];
DnBuffer[i] = EMPTY_VALUE;
}
else if (DIR[i]<0)
{
DnBuffer[i] = CA[i];
if (DIR[i+1]>0) DnBuffer[i+1]=CA[i+1];
UpBuffer[i] = EMPTY_VALUE;
}
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Standard Deviation indicator
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: