Desynced Forex

//+------------------------------------------------------------------+
//|                                              AMA for Expert2.mq4 |
//|                      Copyright © 2006, MetaQuotes Software Corp. |
//|                                Copyright © 2004, by konKop,wellx |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, MetaQuotes Software Corp."
#property link      "optimized by Rosh"

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Lime
#property indicator_color2 Aqua
#property indicator_color3 Magenta
//---- 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 
//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 

//---- buffers
double AMAbuffer[];
double upAMA[];
double downAMA[];
double AbsBuffer[];

double AMA2Buffer[];
double SumAMABuffer[];
double StdAMA[];

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(7);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,AMAbuffer);
   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);
   
   slowSC=(2.0 /(nslow+1));
   fastSC=(2.0 /(nfast+1));
   dFS=fastSC-slowSC;
   
//----
   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;
   if (counted_bars>0) 
      {
      limit=Bars-counted_bars; 
      limit2=limit;
      }
   if (counted_bars==0)
      {
      limit=Bars-1;
      /*
      for (i=limit;i>=0;i--)
         {
         AMAbuffer[i]=0;
         upAMA[i]=0;
         downAMA[i]=0;
         AbsBuffer[i]=0;
         NoiseBuffer[i]=0;
         ERBuffer[i]=0;
         SSCBuffer[i]=0;
         StdAMA[i]=0;
         }
      ArrayInitialize(,)
      */
      limit2=Bars-periodAMA-1;
      }
   limit--;
   limit2--;
   //Print("limit=",limit);
   //Print("Ïîøåë Abs");
   for (i=limit;i>=0;i--)
      {
      AbsBuffer[i]=MathAbs(Price(i)-Price(i+1));
      }   
   //Print("Ïîøåë Noise");
   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];
      }   
   //Print("Ïîøåë Std");
   for (i=limit2;i>=0;i--)
      {
      val1=0;
      val2=0;
      SredneeAMA=(SumAMABuffer[i]-SumAMABuffer[i+periodAMA])/periodAMA;
      SumKvadratAMA=AMA2Buffer[i]-AMA2Buffer[i+periodAMA];
      StdAMA[i]=MathSqrt(SumKvadratAMA/periodAMA-SredneeAMA*SredneeAMA);
      if (MathAbs(AMAbuffer[i]-AMAbuffer[i+1])>dK*StdAMA[i])
         {
         if (AMAbuffer[i]-AMAbuffer[i+1]>0) val1=AMAbuffer[i];
         else val2=AMAbuffer[i];
         } 
      upAMA[i]=val1;
      downAMA[i]=val2;
      }
   //Print("Çàêîí÷èëè");

//----
   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:

2009-2010 - Desynced Tech