пятница, 2 сентября 2022 г.
четверг, 25 августа 2022 г.
четверг, 4 августа 2022 г.
понедельник, 1 августа 2022 г.
понедельник, 4 июля 2022 г.
DSEMA, MQL, MT5
https://www.mql5.com/ru/code/22976
//+------------------------------------------------------------------
#property copyright "© mladen, 2018"
#property link "mladenfx@gmail.com"
#property version "1.00"
#property description "Trend direction and force"
//+------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 7
#property indicator_plots 1
#property indicator_label1 "Trend direction and force"
#property indicator_type1 DRAW_COLOR_LINE
#property indicator_color1 clrDarkGray,clrSandyBrown,clrDeepSkyBlue
#property indicator_width1 2
//
//--- input parameters
//
input int inpTrendPeriod = 20; // Trend period
input double inpSmooth = 3; // Smoothing period
input double inpTriggerUp = 0.05; // Trigger up level
input double inpTriggerDown = -0.05; // Trigger down level
//
//--- buffers and global variables declarations
//
double val[],valc[],levup[],levdn[],mma[],smma[],tdf[],tdfa[],val1[],ª_alpha,ª_alpha2;
int ª_maxPeriod;
//------------------------------------------------------------------
// Custom indicator initialization function
//------------------------------------------------------------------
int OnInit()
{
//
//--- indicator buffers mapping
//
SetIndexBuffer(0,val ,INDICATOR_DATA);
SetIndexBuffer(1,valc ,INDICATOR_COLOR_INDEX);
SetIndexBuffer(2,mma ,INDICATOR_CALCULATIONS);
SetIndexBuffer(3,smma ,INDICATOR_CALCULATIONS);
SetIndexBuffer(4,tdf ,INDICATOR_CALCULATIONS);
SetIndexBuffer(5,tdfa ,INDICATOR_CALCULATIONS);
SetIndexBuffer(6,val1 ,INDICATOR_CALCULATIONS);
ª_alpha = 2.0/(1.0+inpTrendPeriod);
ª_alpha2 = 2.0/(1.0+MathSqrt(inpSmooth>1?inpSmooth:1));
ª_maxPeriod = 3*inpTrendPeriod;
IndicatorSetInteger(INDICATOR_LEVELS,2);
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,inpTriggerUp);
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,inpTriggerDown);
//
//---
//
IndicatorSetString(INDICATOR_SHORTNAME,"Trend direction and force ("+(string)inpTrendPeriod+","+(string)(inpSmooth>1?inpSmooth:1)+")");
return (INIT_SUCCEEDED);
}
void OnDeinit(const int reason) { }
//------------------------------------------------------------------
// 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[])
{
int i = (prev_calculated>0 ? prev_calculated-1 : 0); for (; i<rates_total && !_StopFlag; i++)
{
mma[i] = (i>0) ? mma [i-1]+ª_alpha*(close[i]-mma [i-1]) : close[i];
smma[i] = (i>0) ? smma[i-1]+ª_alpha*(mma[i] -smma[i-1]) : mma[i];
double impetmma = (i>0) ? mma[i] - mma[i-1] : 0;
double impetsmma = (i>0) ? smma[i] - smma[i-1] : 0;
double divma = (mma[i]-smma[i]); if (divma<0) divma = -divma;
double averimpet = (impetmma+impetsmma)/2.0;
tdf[i] = divma*averimpet*averimpet*averimpet;
tdfa[i] = tdf[i]>0 ? tdf[i] : -tdf[i];
//
//---
//
int _start = i-ª_maxPeriod+1; if (_start<0) _start=0;
double _absValue = tdfa[ArrayMaximum(tdfa,_start,ª_maxPeriod)];
double _val1 = (_absValue>0) ? tdf[i]/_absValue : 0;
val1[i] = (i>0) ? val1[i-1]+ª_alpha2*(_val1 -val1[i-1]) : 0;
val[i] = (i>0) ? val[i-1] +ª_alpha2*(val1[i]-val [i-1]) : 0;
valc[i] = (val[i] >inpTriggerUp) ? 2 : (val[i] <inpTriggerDown) ? 1 : 0;
}
return (i);
}
//+------------------------------------------------------------------+
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