//+------------------------------------------------------------------+ //| AMA STL.mq4 | //| Copyright © 2006, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, MetaQuotes Software Corp." #property link "http://www.metaquotes.net" #property indicator_chart_window #property indicator_buffers 1 #property indicator_color1 Red //---- extern int FastMA = 3; extern int SlowMA = 100; extern int Range = 160; extern int filter = 25; extern int NBars = 5000; //---- double fAMA[]; double mAMA[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(2); SetIndexStyle(0, DRAW_LINE); SetIndexBuffer(0, fAMA); SetIndexBuffer(1, mAMA); //---- IndicatorShortName("AMA_STL(" + FastMA + ", " + SlowMA + ", " + Range + "; " + filter + ")"); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int counted_bars = IndicatorCounted(); int cb, i; double k1, k2, Noise, ER, SSC, AMA, sdAMA, dAMA; //---- if(Bars <= NBars) return(0); else { k1 = 2.0 / (SlowMA + 1); k2 = 2.0 / (FastMA + 1) - k1; AMA = Close[NBars-Range]; mAMA[NBars-Range] = Close[NBars-Range+1]; //---- for(cb = NBars - counted_bars - Range - 1; cb >= 0; cb--) { Noise = 0; //---- for(i = cb; i <= cb + Range - 1; i++) { Noise = Noise + MathAbs(Close[i] - Close[i+1]); } //---- if(Noise != 0) { ER = MathAbs(Close[cb] - Close[cb+Range]) / Noise; } else { ER = 0; } SSC = (ER*k2 + k1); AMA = AMA + NormalizeDouble(SSC*SSC*(Close[cb] - AMA), 4); mAMA[cb] = AMA; //---- if(filter < 1) { fAMA[cb] = mAMA[cb]; } else { for(i = cb; i <= cb + SlowMA - 1; i++) { sdAMA = sdAMA + MathAbs(mAMA[i] - mAMA[i+1]); } dAMA = mAMA[cb] - mAMA[cb+1]; //---- if(dAMA >= 0) { if(dAMA < NormalizeDouble(filter*sdAMA / (100*SlowMA), 4) && High[cb] <= High[Highest(NULL, 0, MODE_HIGH, 4, cb)] + 10*Point) { fAMA[cb] = fAMA[cb+1]; } else { fAMA[cb] = mAMA[cb]; } } else { if(MathAbs(dAMA) < NormalizeDouble(filter*sdAMA / (100*SlowMA), 4) && Low[cb] > Low[Lowest(NULL, 0, MODE_LOW, 4, cb)] - 10*Point) { fAMA[cb] = fAMA[cb+1]; } else { fAMA[cb] = mAMA[cb]; } } sdAMA=0.0; } } } return(0); } //+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for 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: