Code:
//+------------------------------------------------------------------+
//| MACD.mq5 |
//| Copyright 2009-2020, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009-2020, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "LEVY with EMA and Smooth function"
#include <MovingAverages.mqh>
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 2
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_type2 DRAW_LINE
#property indicator_color1 Silver
#property indicator_color2 Red
#property indicator_width1 2
#property indicator_width2 1
#property indicator_label1 "LEVY"
#property indicator_label2 "Smoothed LEVY"
//--- input parameters
//input int InpFastEMA=1; // Fast EMA period
input int InpSlowEMA=26; // Slow EMA period
input int InpSignalSMA=9; // Signal SMA period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
//--- indicator buffers
double ExtMacdBuffer[];
double ExtSignalBuffer[];
double ExtFastMaBuffer[];
double ExtSlowMaBuffer[];
int ExtFastMaHandle;
int ExtSlowMaHandle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtMacdBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
SetIndexBuffer(2,ExtFastMaBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(3,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpSignalSMA-1);
//--- name for indicator subwindow label
string short_name=StringFormat("LEVY(%d,%d)",InpSlowEMA,InpSignalSMA);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- get MA handles
//ExtFastMaHandle=iMA(NULL,0,InpFastEMA,0,MODE_SMA,PRICE_CLOSE);
ExtSlowMaHandle=iMA(NULL,0,InpSlowEMA,0,MODE_EMA,PRICE_CLOSE);
}
//+------------------------------------------------------------------+
//| Moving Averages Convergence/Divergence |
//+------------------------------------------------------------------+
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[])
{
if(rates_total<InpSignalSMA)
return(0);
//--- not all data may be calculated
/* int calculated=BarsCalculated(ExtFastMaHandle);
if(calculated<rates_total)
{
Print("Not all data of ExtFastMaHandle is calculated (",calculated," bars). Error ",GetLastError());
return(0);
}*/
int calculated=BarsCalculated(ExtSlowMaHandle);
if(calculated<rates_total)
{
Print("Not all data of ExtSlowMaHandle is calculated (",calculated," bars). Error ",GetLastError());
return(0);
}
//--- we can copy not all data
int to_copy;
if(prev_calculated>rates_total || prev_calculated<0)
to_copy=rates_total;
else
{
to_copy=rates_total-prev_calculated;
if(prev_calculated>0)
to_copy++;
}
//--- get Fast EMA buffer
/*if(IsStopped()) // checking for stop flag
return(0);
if(CopyBuffer(ExtFastMaHandle,0,0,to_copy,ExtFastMaBuffer)<=0)
{
Print("Getting fast EMA is failed! Error ",GetLastError());
return(0);
}*/
//--- get SlowSMA buffer
if(IsStopped()) // checking for stop flag
return(0);
if(CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer)<=0)
{
Print("Getting slow SMA is failed! Error ",GetLastError());
return(0);
}
//---
int start;
if(prev_calculated==0)
start=0;
else
start=prev_calculated-1;
//--- calculate MACD
for(int i=start; i<rates_total && !IsStopped(); i++)
ExtMacdBuffer[i]=close[i]-ExtSlowMaBuffer[i];
//--- calculate Signal
SimpleMAOnBuffer(rates_total,prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);
//--- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+