//+---------------------------------------------------------------------+ //| NonLagAMA.mq5 | //| Copyright © 2009, edwinodus | //| | //+---------------------------------------------------------------------+ //| Place the SmoothAlgorithms.mqh file | //| in the directory: terminal_data_folder\MQL5\Include | //+---------------------------------------------------------------------+ #property copyright "Copyright © 2009, edwinodus" #property link "Copyright © 2009, edwinodus" //---- indicator version number #property version "1.00" //---- drawing the indicator in the main window #property indicator_chart_window //---- number of indicator buffers #property indicator_buffers 2 //---- only one plot is used #property indicator_plots 1 //+-----------------------------------+ //| Parameters of indicator drawing | //+-----------------------------------+ //---- drawing the indicator as a multicolored line #property indicator_type1 DRAW_COLOR_LINE //---- colors of the three-color line are #property indicator_color1 clrMagenta,clrGray,clrDeepSkyBlue //---- the indicator line is a continuous curve #property indicator_style1 STYLE_SOLID //---- Indicator line width is equal to 2 #property indicator_width1 2 //---- displaying the indicator label #property indicator_label1 "NonLagAMA" //+-----------------------------------+ //| CXMA class description | //+-----------------------------------+ #include //+-----------------------------------+ //---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file CXMA XMA; //+-----------------------------------+ //| declaration of enumerations | //+-----------------------------------+ enum Applied_price_ //Type of constant { PRICE_CLOSE_=1, //Close PRICE_OPEN_, //Open PRICE_HIGH_, //High PRICE_LOW_, //Low PRICE_MEDIAN_, //Median Price (HL/2) PRICE_TYPICAL_, //Typical Price (HLC/3) PRICE_WEIGHTED_, //Weighted Close (HLCC/4) PRICE_SIMPL_, //Simpl Price (OC/2) PRICE_QUARTER_, //Quarted Price (HLOC/4) PRICE_TRENDFOLLOW0_, //TrendFollow_1 Price PRICE_TRENDFOLLOW1_, //TrendFollow_2 Price PRICE_DEMARK_, //Demark Price PRICE_NAVEL_ //Navel Price }; /*enum Smooth_Method - enumeration is declared in SmoothAlgorithms.mqh { MODE_SMA_, //SMA MODE_EMA_, //EMA MODE_SMMA_, //SMMA MODE_LWMA_, //LWMA MODE_JJMA, //JJMA MODE_JurX, //JurX MODE_ParMA, //ParMA MODE_T3, //T3 MODE_VIDYA, //VIDYA MODE_AMA, //AMA }; */ //+-----------------------------------+ //| INDICATOR INPUT PARAMETERS | //+-----------------------------------+ input uint Length0=12; // depth of averaging NonLagAMA input double Deviation=0; //deviation input uint Filter=0; //price measurement value, not considered by the Moving Average in points input Smooth_Method MA_Method1=MODE_SMA; //smoothing method input uint Length1=12; //smoothing depth input int Phase1=15; //smoothing parameter, //for JJMA, it varies within the range -100 ... +100 and influences on the quality of the transient period; // For VIDIA, it is a CMO period, for AMA, it is a slow moving average period input Applied_price_ IPC=PRICE_CLOSE;//price constant input int Shift=0; // horizontal shift of the indicator in bars input int PriceShift=0; // vertical shift of the indicator in points //+-----------------------------------+ //---- declaration of dynamic arrays that will further be // used as indicator buffers double IndBuffer[]; double ColorIndBuffer[]; double Coeff,pi,Cycle,res1,res2,FPoint; //---- Declaration of the average vertical shift value variable double dPriceShift; //---- Declaration of integer variables of data starting point int min_rates_total,Length0_,Len; //---- declaration of global variables int Count[]; double Value[]; //+------------------------------------------------------------------+ //| Recalculation of position of the newest element in the array | //+------------------------------------------------------------------+ void Recount_ArrayZeroPos(int &CoArr[],// Return the current value of the price series by the link int Size) { //---- int numb,Max1,Max2; static int count=1; Max2=Size; Max1=Max2-1; count--; if(count<0) count=Max1; for(int iii=0; iiiMax1) numb-=Max2; CoArr[iii]=numb; } //---- } //+------------------------------------------------------------------+ //| NonLagAMA indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- Initialization of variables of data calculation starting point min_rates_total=XMA.GetStartBars(MA_Method1,Length1,Phase1); //---- setting alerts for invalid values of external parameters XMA.XMALengthCheck("Length1",Length1); //---- setting alerts for invalid values of external parameters XMA.XMAPhaseCheck("Phase1",Phase1,MA_Method1); //---- Initialization of the vertical shift dPriceShift=_Point*PriceShift; pi=3.1415926535; //---- Cycle=4; Coeff=3*pi; Length0_=int(MathMin(Length0-1,2)); Len=int(Length0*Cycle+Length0_); res1=1.0/(Length0_-1); double res=Cycle*Length0-1; if(!res) res=1; res2=(2*Cycle-1)/res; FPoint=Filter*_Point; //---- memory allocation for arrays of variables ArrayResize(Count,int(Len)); ArrayResize(Value,int(Len)); //---- ArrayInitialize(Count,0); ArrayInitialize(Value,0.0); //---- set dynamic array as an indicator buffer SetIndexBuffer(0,IndBuffer,INDICATOR_DATA); //---- shifting the indicator 1 horizontally PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- shifting the starting point of the indicator drawing PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- setting values of the indicator that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); //---- set dynamic array as as a color index buffer SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX); //---- creating name for displaying if separate sub-window and in tooltip IndicatorSetString(INDICATOR_SHORTNAME,"NonLagAMA"); //---- determine the accuracy of displaying indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1); //---- end of initialization } //+------------------------------------------------------------------+ //| NonLagAMA iteration function | //+------------------------------------------------------------------+ int OnCalculate( const int rates_total, // amount of history in bars at the current tick const int prev_calculated,// amount of history in bars at the previous tick 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[] ) { //---- checking for the sufficiency of the number of bars for the calculation if(rates_totalrates_total || prev_calculated<=0) //checking for the first start of calculation of an indicator first=0; // starting number for calculation of all bars else first=prev_calculated-1; // starting index for the calculation of new bars //---- Main calculation loop of the indicator for(bar=first; barrates_total || prev_calculated<=0) //checking for the first start of calculation of an indicator first=min_rates_total; // starting index for calculation of all bars //---- Main loop of the signal line coloring for(bar=first; barIndBuffer[bar]) ColorIndBuffer[bar]=0; if(IndBuffer[bar-1]==IndBuffer[bar]) ColorIndBuffer[bar]= ColorIndBuffer[bar-1]; } //---- return(rates_total); } //+------------------------------------------------------------------+