//+------------------------------------------------------------------+
//| #MAMA.mq4 |
//| |
//| http://forex.kbpauk.ru/ |
//+------------------------------------------------------------------+
#property link "http://forex.kbpauk.ru/"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
//---- input parameters
extern double FastLimit = 0.5;
extern double SlowLimit = 0.05;
//---- buffers
double FABuffer[];
double MABuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
SetIndexStyle(0, DRAW_LINE, 0, 2);
SetIndexStyle(1, DRAW_LINE, 0, 2);
SetIndexBuffer(0, FABuffer);
SetIndexBuffer(1, MABuffer);
//---- name for DataWindow and indicator subwindow label
short_name = "#MAMA";
IndicatorShortName(short_name);
SetIndexLabel(0, "#FAMA");
SetIndexLabel(1, "#MAMA");
//----
SetIndexDrawBegin(0, 50);
SetIndexDrawBegin(1, 50);
//----
return(0);
}
//+------------------------------------------------------------------+
//| #MAMA |
//+------------------------------------------------------------------+
int start()
{
int i, counted_bars = IndicatorCounted();
double jI, jQ, DeltaPhase, alpha, ttime;
double Price[5], Smooth[8], Detrender[8], Q1[8], I1[8], I2[3], Q2[3];
double Re[3], Im[3], SmoothPeriod[3], Period_[3], Phase[3], MAMA[3], FAMA[3];
//----
if(Bars <= 5)
return(0);
//----
i = (Bars - counted_bars) + 50;
//----
while(i >= 0)
{
Price[1] = ((High[i] + Low[i]) / 2);
Price[2] = ((High[i+1] + Low[i+1]) / 2);
Price[3] = ((High[i+2] + Low[i+2]) / 2);
Price[4] = ((High[i+3] + Low[i+3]) / 2);
Smooth[1] = (4*Price[1] + 3*Price[2] + 2*Price[3] + Price[4]) / 10;
Detrender[1] = (0.0962*Smooth[1] + 0.5769*Smooth[3] - 0.5769*Smooth[5] -
0.0962*Smooth[7])*(0.075*Period_[2] + 0.54);
// {Compute InPhase and Quadrature components}
Q1[1] = (0.0962*Detrender[1] + 0.5769*Detrender[3] - 0.5769*Detrender[5] -
0.0962*Detrender[7])*(0.075*Period_[2] + 0.54);
I1[1] = Detrender[4];
// {Advance the phase of I1 and Q1 by 90 degrees}
jI = (0.0962*I1[1] + 0.5769*I1[3] - 0.5769*I1[5] - 0.0962*I1[7])*
(0.075*Period_[2] + 0.54);
jQ = (0.0962*Q1[1] + 0.5769*Q1[3] - 0.5769*Q1[5] - 0.0962*Q1[7])*
(0.075*Period_[2] + 0.54);
// {Phasor addition for 3 bar averaging)}
I2[1] = I1[1] - jQ;
Q2[1] = Q1[1] + jI;
// {Smooth the I and Q components before applying the discriminator}
I2[1] = 0.2*I2[1] + 0.8*I2[2];
Q2[1] = 0.2*Q2[1] + 0.8*Q2[2];
// {Homodyne Discriminator}
Re[1] = I2[1]*I2[2] + Q2[1]*Q2[2];
Im[1] = I2[1]*Q2[2] - Q2[1]*I2[2];
Re[1] = 0.2*Re[1] + 0.8*Re[2];
Im[1] = 0.2*Im[1] + 0.8*Im[2];
//----
if(Im[1] != 0 && Re[1] != 0)
Period_ [1]= 360 / MathArctan(Im[1] / Re[1]);
//----
if(Period_[1] > 1.5*Period_[2])
Period_[1] = 1.5*Period_[2];
//----
if(Period_[1] < 0.67*Period_[2])
Period_[1] = 0.67*Period_[2];
//----
if(Period_[1] < 6)
Period_[1] = 6;
//----
if(Period_[1] > 50)
Period_[1] = 50;
Period_[1] = 0.2*Period_[1] + 0.8*Period_[2];
SmoothPeriod[1] = 0.33*Period_[1] + 0.67*SmoothPeriod[2];
//----
if(I1[1] != 0)
Phase[1] = (MathArctan(Q1[1] / I1[1]));
DeltaPhase = Phase[2] - Phase[1];
//----
if(DeltaPhase < 1)
DeltaPhase = 1;
alpha = FastLimit / DeltaPhase;
//----
if(alpha < SlowLimit)
alpha = SlowLimit;
MAMA[1] = alpha*Price[1] + (1 - alpha)*MAMA[2];
FAMA[1] = 0.5*alpha*MAMA[1] + (1 - 0.5*alpha)*FAMA[2];
FABuffer[i] = MAMA[1];
MABuffer[i] = FAMA[1];
//----
Smooth[7] = Smooth[5];
Smooth[6] = Smooth[5];
Smooth[5] = Smooth[4];
Smooth[4] = Smooth[3];
Smooth[3] = Smooth[2];
Smooth[2] = Smooth[1];
//----
Detrender[7] = Detrender[6];
Detrender[6] = Detrender[5];
Detrender[5] = Detrender[4];
Detrender[4] = Detrender[3];
Detrender[3] = Detrender[2];
Detrender[2] = Detrender[1];
//----
Q1[7] = Q1[6];
Q1[6] = Q1[5];
Q1[5] = Q1[4];
Q1[4] = Q1[3];
Q1[3] = Q1[2];
Q1[2] = Q1[1];
//----
I1[7] = I1[6];
I1[6] = I1[5];
I1[5] = I1[4];
I1[4] = I1[3];
I1[3] = I1[2];
I1[2] = I1[1];
//----
Q2[2] = Q2[1];
I2[2] = I2[1];
Re[2] = Re[1];
Im[2] = Im[1];
SmoothPeriod[2] = SmoothPeriod[1];
Phase[2] = Phase[1];
Period_[2] = Period_[1];
MAMA[2] = MAMA[1];
FAMA[2] = FAMA[1];
i--;
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
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: