//+------------------------------------------------------------------+ //| NonLag.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property description "Non lag average indicator" #property indicator_chart_window #property indicator_buffers 3 #property indicator_plots 1 //--- plot NonLag #property indicator_label1 "NonLag" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrGreen,clrRed,clrGray #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- input parameters input uint InpPeriod = 10; // Period input ENUM_MA_METHOD InpMethod = MODE_SMA; // Method input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price input uint InpFilter = 0; // Filter input double InpDeviation = 0.0; // Deviation (price) //--- indicator buffers double BufferNonLag[]; double BufferColors[]; double BufferMA[]; //--- global variables double deviation; double coeff; double phase; double len; double dt1; double dt2; double kd; double filter; int period; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<3 ? 3 : InpPeriod); deviation=InpDeviation; coeff=3.0*M_PI; phase=period-1; len=4.0*period+phase; dt1=7.0/(4.0*period-1.0); dt2=1.0/(phase-1.0); kd=1.0+deviation/100.0; filter=(double)InpFilter*Point(); //--- indicator buffers mapping SetIndexBuffer(0,BufferNonLag,INDICATOR_DATA); SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX); SetIndexBuffer(2,BufferMA,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Non lag average ("+(string)period+","+(string)InpFilter+","+DoubleToString(deviation,1)+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferNonLag,true); ArraySetAsSeries(BufferColors,true); ArraySetAsSeries(BufferMA,true); //--- create MA handle ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,period,0,InpMethod,InpAppliedPrice); if(handle_ma==INVALID_HANDLE) { Print("The iMA (",(string)period,") object was not created: Error ",GetLastError()); return INIT_FAILED; } //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //--- Проверка количества доступных баров if(rates_total1) { limit=rates_total-(int)(len+period)-2; ArrayInitialize(BufferNonLag,EMPTY_VALUE); ArrayInitialize(BufferColors,2); ArrayInitialize(BufferMA,0); } //--- Подготовка данных int count=(limit>0 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double weight=0,sum=0,t=0; for(int j=0; j0) BufferNonLag[i]=kd*sum/weight; if(filter>0 && fabs(BufferNonLag[i]-BufferNonLag[i+1])filter ? 0 : BufferNonLag[i+1]-BufferNonLag[i]>filter ? 1 : BufferColors[i+1]); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+