//+------------------------------------------------------------------+ //| Sylvain_Vervoort_rainbow_moving_average.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 "Sylvain Vervoort rainbow moving average" #property indicator_chart_window #property indicator_buffers 11 #property indicator_plots 1 //--- plot SVRMA #property indicator_label1 "SVRMA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrDodgerBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- input parameters input uint InpPeriod = 2; // Period //--- indicator buffers double BufferSVRMA[]; double BufferLWMA1[]; double BufferLWMA2[]; double BufferLWMA3[]; double BufferLWMA4[]; double BufferLWMA5[]; double BufferLWMA6[]; double BufferLWMA7[]; double BufferLWMA8[]; double BufferLWMA9[]; double BufferLWMA10[]; //--- global variables int period_ma; int period_max; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_ma=int(InpPeriod<1 ? 1 : InpPeriod); period_max=period_ma+period_ma*9; //--- indicator buffers mapping SetIndexBuffer(0,BufferSVRMA,INDICATOR_DATA); SetIndexBuffer(1,BufferLWMA1,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferLWMA2,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferLWMA3,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferLWMA4,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferLWMA5,INDICATOR_CALCULATIONS); SetIndexBuffer(6,BufferLWMA6,INDICATOR_CALCULATIONS); SetIndexBuffer(7,BufferLWMA7,INDICATOR_CALCULATIONS); SetIndexBuffer(8,BufferLWMA8,INDICATOR_CALCULATIONS); SetIndexBuffer(9,BufferLWMA9,INDICATOR_CALCULATIONS); SetIndexBuffer(10,BufferLWMA10,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Sylvain Vervoort rainbow MA ("+(string)period_ma+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting plot buffer parameters PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,period_max); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferSVRMA,true); ArraySetAsSeries(BufferLWMA1,true); ArraySetAsSeries(BufferLWMA2,true); ArraySetAsSeries(BufferLWMA3,true); ArraySetAsSeries(BufferLWMA4,true); ArraySetAsSeries(BufferLWMA5,true); ArraySetAsSeries(BufferLWMA6,true); ArraySetAsSeries(BufferLWMA7,true); ArraySetAsSeries(BufferLWMA8,true); ArraySetAsSeries(BufferLWMA9,true); ArraySetAsSeries(BufferLWMA10,true); //--- create MA's handles ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,period_ma,0,MODE_SMA,PRICE_CLOSE); if(handle_ma==INVALID_HANDLE) { Print("The iMA(",(string)period_ma,") 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 и расчёт количества просчитываемых баров if(rates_total1) { limit=rates_total-1; ArrayInitialize(BufferSVRMA,EMPTY_VALUE); ArrayInitialize(BufferLWMA1,0); ArrayInitialize(BufferLWMA2,0); ArrayInitialize(BufferLWMA3,0); ArrayInitialize(BufferLWMA4,0); ArrayInitialize(BufferLWMA5,0); ArrayInitialize(BufferLWMA6,0); ArrayInitialize(BufferLWMA7,0); ArrayInitialize(BufferLWMA8,0); ArrayInitialize(BufferLWMA9,0); ArrayInitialize(BufferLWMA10,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_ma,0,0,count,BufferLWMA1); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferLWMA2[i]=LinearWeightedMA(rates_total,period_ma,i,BufferLWMA1); BufferLWMA3[i]=LinearWeightedMA(rates_total,period_ma,i,BufferLWMA2); BufferLWMA4[i]=LinearWeightedMA(rates_total,period_ma,i,BufferLWMA3); BufferLWMA5[i]=LinearWeightedMA(rates_total,period_ma,i,BufferLWMA4); BufferLWMA6[i]=LinearWeightedMA(rates_total,period_ma,i,BufferLWMA5); BufferLWMA7[i]=LinearWeightedMA(rates_total,period_ma,i,BufferLWMA6); BufferLWMA8[i]=LinearWeightedMA(rates_total,period_ma,i,BufferLWMA7); BufferLWMA9[i]=LinearWeightedMA(rates_total,period_ma,i,BufferLWMA8); BufferLWMA10[i]=LinearWeightedMA(rates_total,period_ma,i,BufferLWMA9); double value=0; value+=5*BufferLWMA1[i]; value+=4*BufferLWMA2[i]; value+=3*BufferLWMA3[i]; value+=2*BufferLWMA4[i]; value+=BufferLWMA5[i]; value+=BufferLWMA6[i]; value+=BufferLWMA7[i]; value+=BufferLWMA8[i]; value+=BufferLWMA9[i]; value+=BufferLWMA10[i]; BufferSVRMA[i]=value/20.0; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Linear Weighted Moving Average | //+------------------------------------------------------------------+ double LinearWeightedMA(const int rates_total,const int period,const int index,const double &price[]) { //--- double result=0.0,count=0,total=0,k=0; int wsum=0; //--- check position if(period<1 || index>rates_total-period-1) return 0; //--- calculate value for(int j=index+period-1; j>=index; j--) { count++; k+=count; total+=price[j]*count; } result=total/k; //--- return(result); } //+------------------------------------------------------------------+