//+------------------------------------------------------------------+
//| Version July 20, 2006 |
//| Editing Nikolay Kositsin 15.06.2006 farria@mail.redcom.ru |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| #MAMA_NK.mq4 |
//| |
//| http://forex.kbpauk.ru/ |
//+------------------------------------------------------------------+
#property link "http://forex.kbpauk.ru/"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôôåðîâ
#property indicator_buffers 2
//---- öâåòà èíäèêàòîðà
#property indicator_color1 Blue
#property indicator_color2 Red
//---- òîëùèíà èíäèêàòîðíûõ ëèíèé
#property indicator_width1 1
#property indicator_width2 1
//---- ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ
extern double FastLimit = 0.5;
extern double SlowLimit = 0.05;
//---- èíäèêàòîðíûå áóôôåðû
double FABuffer[];
double MABuffer[];
//+------------------------------------------------------------------+
//| #MAMA initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- Ñòèëü èñïîëíåíèÿ ãðàôèêà
SetIndexStyle(0, DRAW_LINE, 0, 2);
SetIndexStyle(1, DRAW_LINE, 0, 2);
//---- 2 èíäèêàòîðíûõ áóôôåðà èñïîëüçîâàíû äëÿ ñ÷¸òà
SetIndexBuffer(0, FABuffer);
SetIndexBuffer(1, MABuffer);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
SetIndexEmptyValue(0, 0.0);
SetIndexEmptyValue(1, 0.0);
//---- èìÿ äëÿ îêîí äàííûõ è ëýéáà äëÿ ñóáúîêîí
IndicatorShortName("#MAMA_NK");
SetIndexLabel(0, "#FAMA_NK");
SetIndexLabel(1, "#MAMA_NK");
//---- óñòàíîâêà íîìåðà áàðà, íà÷èíàÿ ñ êîòîðîãî áóäåò îòðèñîâûâàòüñÿ èíäèêàòîð
SetIndexDrawBegin(0, 50);
SetIndexDrawBegin(1, 50);
//---- çàâåðøåíèå èíèöèàëèçàöèè
return(0);
}
//+------------------------------------------------------------------+
//| #MAMA |
//+------------------------------------------------------------------+
int start()
{
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
if(Bars <= 7)
return(0);
//---- ââåäåíèå ïåðåìåííûõ ïàìÿòè
static int time2;
static double Price[4][2], Smooth[7][2], Detrender[7][2], Q1[7][2];
static double I1[7][2], I2[2][2], Q2[2][2];
static double Re[2][2], Im[2][2], SmoothPeriod[2][2], Period_[2][2];
static double Phase[2][2], MAMA[2][2], FAMA[2][2];
//----+ Ââåäåíèå öåëûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîäñ÷èòàííûõ áàðîâ
int MaxBar, limit, bar, iii, counted_bars = IndicatorCounted();
//---- ïðîâåðêà íà âîçìîæíûå îøèáêè
if(counted_bars < 0)
return(-1);
//---- ïîñëåäíèé ïîäñ÷èòàííûé áàð äîëæåí áûòü ïåðåñ÷èòàí
if(counted_bars > 0)
counted_bars--;
//----+ Ââåäåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé
double jI, jQ, DeltaPhase, alpha, ttime;
//---- îïðåäåëåíèå íîìåðà ñàìîãî ñòàðîãî áàðà, íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçâåä¸í ïîëíûé ïåðåñ÷¸ò âñåõ áàðîâ
MaxBar = Bars - 1 - 7;
//---- îïðåäåëåíèå íîìåðà ñàìîãî ñòàðîãî áàðà, íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçåä¸í ïåðåñ÷¸ò òîëüêî íîâûõ áàðîâ
limit = Bars - 1 - counted_bars;
//---- èíèöèàëèçàöèÿ íóëÿ
if(limit >= MaxBar)
{
for(iii = Bars - 1; iii > MaxBar; iii--)
{
FABuffer[bar] = 0;
MABuffer[bar] = 0;
limit = MaxBar;
}
}
//+--- âîññòàíîâëåíèå çíà÷åíèé ïåðåìåííûõ +====+
int Tnew = Time[limit+1];
if(limit < MaxBar)
if(Tnew == time2)
{
for(iii = 0; iii < 4; iii++)
Price[iii][0] = Price[iii][1];
for(iii = 0; iii < 7; iii++)
{
Smooth[iii][0] = Smooth[iii][1];
Detrender[iii][0] = Detrender[iii][1];
Q1[iii][0] = Q1[iii][1];
I1[iii][0] = I1[iii][1];
}
for(iii = 0; iii < 2; iii++)
{
I2[iii][0] = I2[iii][1];
Q2[iii][0] = Q2[iii][1];
Re[iii][0] = Re[iii][1];
Im[iii][0] = Im[iii][1];
SmoothPeriod[iii][0] = SmoothPeriod[iii][1];
Period_[iii][0] = Period_[iii][1];
Phase[iii][0] = Phase[iii][1];
MAMA [iii][0] = MAMA [iii][1];
FAMA [iii][0] = FAMA [iii][1];
}
}
else
{
if(Tnew > time2)
Print("ERROR01");
else
Print("ERROR02");
return(-1);
}
//----
bar = limit;
while(bar >= 0)
{
//+--- Ñîõðàíåíèå çíà÷åíèé ïåðåìåííûõ +==========+
if(bar == 1)
if(((limit == 1) && (time2 == Time[2])) || (limit > 1))
{
for(iii = 0; iii < 4; iii++)
Price[iii][1] = Price[iii][0];
//----
for(iii = 0; iii < 7; iii++)
{
time2 = Time[2];
Smooth[iii][1] = Smooth[iii][0];
Detrender[iii][1] = Detrender[iii][0];
Q1[iii][1] = Q1[iii][0];
I1[iii][1] = I1[iii][0];
}
//----
for(iii = 0; iii < 2; iii++)
{
I2[iii][1] = I2[iii][0];
Q2[iii][1] = Q2[iii][0];
Re[iii][1] = Re[iii][0];
Im[iii][1] = Im[iii][0];
SmoothPeriod[iii][1] = SmoothPeriod[iii][0];
Period_[iii][1] = Period_[iii][0];
Phase[iii][1] = Phase[iii][0];
MAMA [iii][1] = MAMA [iii][0];
FAMA [iii][1] = FAMA [iii][0];
}
}
//+---+==========================================+
for(iii = 0; iii < 4; iii++)
Price[iii][0] = (High[bar+iii] + Low[bar+iii]) / 2;
Smooth[0][0] = (4*Price[0][0] + 3*Price[1][0] + 2*Price[2][0] + Price[3][0]) / 10;
Detrender[0][0] = (0.0962*Smooth[0][0] + 0.5769*Smooth[2][0] - 0.5769*Smooth[4][0] -
0.0962*Smooth[6][0])*(0.075*Period_[2][0] + 0.54);
// {Compute InPhase and Quadrature components}
Q1[0][0] = (0.0962*Detrender[0][0] + 0.5769*Detrender[2][0] - 0.5769*Detrender[4][0] -
0.0962*Detrender[6][0])*(0.075*Period_[2][0] + 0.54);
I1[0][0] = Detrender[3][0];
// {Advance the phase of I1 and Q1 by 90 degrees}
jI = (0.0962*I1[0][0] + 0.5769*I1[2][0] - 0.5769*I1[4][0] -
0.0962*I1[6][0])*(0.075*Period_[1][0] + 0.54);
jQ = (0.0962*Q1[0][0] + 0.5769*Q1[2][0] - 0.5769*Q1[4][0] -
0.0962*Q1[6][0])*(0.075*Period_[1][0] + 0.54);
// {Phasor addition for 3 bar averaging)}
I2[0][0] = I1[0][0] - jQ;
Q2[0][0] = Q1[0][0] + jI;
// {Smooth the I and Q components before applying the discriminator}
I2[1][0] = 0.2*I2[1][0] + 0.8*I2[2][0];
Q2[1][0] = 0.2*Q2[1][0] + 0.8*Q2[2][0];
// {Homodyne Discriminator}
Re[0][0] = I2[0][0]*I2[1][0] + Q2[0][0]*Q2[1][0];
Im[0][0] = I2[0][0]*Q2[1][0] - Q2[0][0]*I2[1][0];
Re[0][0] = 0.2*Re[0][0] + 0.8*Re[1][0];
Im[0][0] = 0.2*Im[0][0] + 0.8*Im[1][0];
//----
if(Im[0][0] != 0 && Re[0][0] != 0)
Period_ [0][0]= 360 / MathArctan(Im[0][0] / Re[0][0]);
//----
if(Period_[0][0] > 1.5*Period_[1][0])
Period_[0][0] = 1.5*Period_[1][0];
//----
if(Period_[0][0] < 0.67*Period_[1][0])
Period_[0][0] = 0.67*Period_[1][0];
//----
if(Period_[0][0] < 6)
Period_[0][0] = 6;
//----
if(Period_[0][0] > 50)
Period_[0][0] = 50;
//----
Period_[0][0] = 0.2*Period_[0][0] + 0.8*Period_[1][0];
SmoothPeriod[0][0] = 0.33*Period_[0][0] + 0.67*SmoothPeriod[1][0];
//----
if(I1[0][0] != 0)
Phase[0][0] = (MathArctan(Q1[0][0] / I1[0][0]));
DeltaPhase = Phase[1][0] - Phase[0][0];
//----
if(DeltaPhase < 1)
DeltaPhase = 1;
alpha = FastLimit / DeltaPhase;
//----
if(alpha < SlowLimit)
alpha = SlowLimit;
MAMA[0][0] = alpha*Price[0][0] + (1 - alpha)*MAMA[1][0];
FAMA[0][0] = 0.5*alpha*MAMA[0][0] + (1 - 0.5*alpha)*FAMA[1][0];
//----
if(bar <= Bars - 50)
{
FABuffer[bar] = MAMA[0][0];
MABuffer[bar] = FAMA[0][0];
}
else
{
FABuffer[bar] = 0;
MABuffer[bar] = 0;
}
//----
bar--;
//----
if(bar < 0)
break;
//----
Smooth[6][0] = Smooth[5][0];
Smooth[5][0] = Smooth[4][0];
Smooth[4][0] = Smooth[3][0];
Smooth[3][0] = Smooth[2][0];
Smooth[2][0] = Smooth[1][0];
Smooth[1][0] = Smooth[0][0];
//----
Detrender[6][0] = Detrender[5][0];
Detrender[5][0] = Detrender[4][0];
Detrender[4][0] = Detrender[3][0];
Detrender[3][0] = Detrender[2][0];
Detrender[2][0] = Detrender[1][0];
Detrender[1][0] = Detrender[0][0];
//----
Q1[6][0] = Q1[5][0];
Q1[5][0] = Q1[4][0];
Q1[4][0] = Q1[3][0];
Q1[3][0] = Q1[2][0];
Q1[2][0] = Q1[1][0];
Q1[1][0] = Q1[0][0];
//----
I1[6][0] = I1[5][0];
I1[5][0] = I1[4][0];
I1[4][0] = I1[3][0];
I1[3][0] = I1[2][0];
I1[2][0] = I1[1][0];
I1[1][0] = I1[0][0];
//----
Q2[1][0] = Q2[0][0];
I2[1][0] = I2[0][0];
Re[1][0] = Re[0][0];
Im[1][0] = Im[0][0];
SmoothPeriod[1][0] = SmoothPeriod[0][0];
Phase[1][0] = Phase[0][0];
Period_[1][0] = Period_[0][0];
MAMA[1][0] = MAMA[0][0];
FAMA[1][0] = FAMA[0][0];
//----
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time 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:
Custom Indicators Used:
Order Management characteristics:
Other Features: