//+------------------------------------------------------------------+ //| ZeroLagMACD.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 indicator_separate_window #property indicator_buffers 9 #property indicator_plots 3 //--- plot MACD #property indicator_label1 "MACD" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot Signal #property indicator_label2 "Signal" #property indicator_type2 DRAW_LINE #property indicator_color2 clrBlue #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- plot Histogram #property indicator_label3 "Histogram" #property indicator_type3 DRAW_COLOR_HISTOGRAM #property indicator_color3 clrLimeGreen,clrOrangeRed #property indicator_style3 STYLE_SOLID #property indicator_width3 2 //--- input parameters input uint InpPeriodFast = 12; // Period of the Fast EMA input uint InpPeriodSlow = 24; // Period of the Slow EMA input uint InpPeriodSig = 9; // Period of the signal line input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferMACD[]; double BufferSignal[]; double BufferHistogram[]; double BufferColors[]; double BufferFastEMA[]; double BufferSlowEMA[]; double BufferFastOnArray[]; double BufferSlowOnArray[]; double BufferSignalOnArray[]; //--- global variables int handle_fast_ema; int handle_slow_ema; int handle_fast_on_array; int handle_slow_on_array; int period_fast_ema; int period_slow_ema; int period_signal; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- setting global variables period_fast_ema=int(InpPeriodFast<1 ? 1 : InpPeriodFast); period_slow_ema=int(InpPeriodSlow<1 ? 1 : InpPeriodSlow); period_signal=int(InpPeriodSig<1 ? 1 : InpPeriodSig); //--- indicator buffers mapping SetIndexBuffer(0,BufferMACD,INDICATOR_DATA); SetIndexBuffer(1,BufferSignal,INDICATOR_DATA); SetIndexBuffer(2,BufferHistogram,INDICATOR_DATA); SetIndexBuffer(3,BufferColors,INDICATOR_COLOR_INDEX); SetIndexBuffer(4,BufferFastEMA,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferSlowEMA,INDICATOR_CALCULATIONS); SetIndexBuffer(6,BufferFastOnArray,INDICATOR_CALCULATIONS); SetIndexBuffer(7,BufferSlowOnArray,INDICATOR_CALCULATIONS); SetIndexBuffer(8,BufferSignalOnArray,INDICATOR_CALCULATIONS); //--- settings indicators parameters IndicatorSetInteger(INDICATOR_DIGITS,Digits()); IndicatorSetString(INDICATOR_SHORTNAME,"Zero lag MACD("+(string)period_fast_ema+","+(string)period_slow_ema+","+(string)period_signal+")"); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferMACD,true); ArraySetAsSeries(BufferSignal,true); ArraySetAsSeries(BufferHistogram,true); ArraySetAsSeries(BufferColors,true); ArraySetAsSeries(BufferFastEMA,true); ArraySetAsSeries(BufferSlowEMA,true); ArraySetAsSeries(BufferFastOnArray,true); ArraySetAsSeries(BufferSlowOnArray,true); ArraySetAsSeries(BufferSignalOnArray,true); //--- create MA's handles ResetLastError(); handle_fast_ema=iMA(Symbol(),PERIOD_CURRENT,period_fast_ema,0,MODE_EMA,InpAppliedPrice); if(handle_fast_ema==INVALID_HANDLE) { Print("The iMA(",(string)period_fast_ema,") object was not created: Error ",GetLastError()); return INIT_FAILED; } ResetLastError(); handle_slow_ema=iMA(Symbol(),PERIOD_CURRENT,period_slow_ema,0,MODE_EMA,InpAppliedPrice); if(handle_slow_ema==INVALID_HANDLE) { Print("The iMA(",(string)period_slow_ema,") object was not created: Error ",GetLastError()); return INIT_FAILED; } ResetLastError(); handle_fast_on_array=iMA(Symbol(),PERIOD_CURRENT,period_fast_ema,0,MODE_EMA,handle_fast_ema); if(handle_fast_on_array==INVALID_HANDLE) { Print("The iMAOnArray(",(string)period_fast_ema,") object was not created: Error ",GetLastError()); return INIT_FAILED; } ResetLastError(); handle_slow_on_array=iMA(Symbol(),PERIOD_CURRENT,period_slow_ema,0,MODE_EMA,handle_slow_ema); if(handle_slow_on_array==INVALID_HANDLE) { Print("The iMAOnArray(",(string)period_slow_ema,") 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 на минимальное количество баров для расчёта if(rates_total<4 || Point()==0) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; int limit2=limit; if(limit>1) { limit=rates_total-1; limit2=rates_total-2; ArrayInitialize(BufferMACD,EMPTY_VALUE); ArrayInitialize(BufferSignal,EMPTY_VALUE); ArrayInitialize(BufferHistogram,EMPTY_VALUE); ArrayInitialize(BufferColors,EMPTY_VALUE); ArrayInitialize(BufferFastEMA,EMPTY_VALUE); ArrayInitialize(BufferSlowEMA,EMPTY_VALUE); ArrayInitialize(BufferFastOnArray,EMPTY_VALUE); ArrayInitialize(BufferSlowOnArray,EMPTY_VALUE); ArrayInitialize(BufferSignalOnArray,EMPTY_VALUE); } //--- Подготовка данных int copied=0,count=(limit==0 ? 1 : rates_total); copied=CopyBuffer(handle_fast_ema,0,0,count,BufferFastEMA); if(copied!=count) return 0; copied=CopyBuffer(handle_slow_ema,0,0,count,BufferSlowEMA); if(copied!=count) return 0; copied=CopyBuffer(handle_fast_on_array,0,0,count,BufferFastOnArray); if(copied!=count) return 0; copied=CopyBuffer(handle_slow_on_array,0,0,count,BufferSlowOnArray); if(copied!=count) return 0; //--- for(int i=limit; i>=0; i--) BufferMACD[i]=(2*BufferFastEMA[i]-BufferFastOnArray[i]-2*BufferSlowEMA[i]+BufferSlowOnArray[i])/Point(); for(int i=limit; i>=0; i--) BufferSignalOnArray[i]=iMAOnArray(BufferMACD,0,period_signal,0,MODE_EMA,i); //--- Расчёт индикатора for(int i=limit2; i>=0; i--) { BufferSignal[i]=2*BufferSignalOnArray[i]-iMAOnArray(BufferSignalOnArray,0,period_signal,0,MODE_EMA,i); BufferHistogram[i]=BufferMACD[i]-BufferSignal[i]; if(BufferHistogram[i]0 && total<=period) return(0); if(shift>total-period-ma_shift) return(0); //--- switch(ma_method) { case MODE_SMA : { total=ArrayCopy(arr,array,0,shift+ma_shift,period); if(ArrayResize(buf,total)<0) return(0); double sum=0; int i,pos=total-1; for(i=1;i=0) { sum+=arr[pos]; buf[pos]=sum/period; sum-=arr[pos+period-1]; pos--; } return(buf[0]); } case MODE_EMA : { if(ArrayResize(buf,total)<0) return(0); double pr=2.0/(period+1); int pos=total-2; while(pos>=0) { if(pos==total-2) buf[pos+1]=array[pos+1]; buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr); pos--; } return(buf[shift+ma_shift]); } case MODE_SMMA : { if(ArrayResize(buf,total)<0) return(0); double sum=0; int i,k,pos; pos=total-period; while(pos>=0) { if(pos==total-period) { for(i=0,k=pos;i=0) { buf[pos]=sum/weight; if(pos==0) break; pos--; i--; price=array[pos]; sum=sum-lsum+price*period; lsum-=array[i]; lsum+=price; } return(buf[shift+ma_shift]); } default: return(0); } return(0); } //+------------------------------------------------------------------+