//+------------------------------------------------------------------+ //| MAE.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 "Moving Average Envelopes Percentage (MAE%)" #property indicator_separate_window #property indicator_buffers 3 #property indicator_plots 1 //--- plot MAE #property indicator_label1 "MAE" #property indicator_type1 DRAW_LINE #property indicator_color1 clrMediumSeaGreen #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod = 10; // Period input double InpOffset = 0.5; // Deviation input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price input double InpOverbought = 100.0; // Overbought input double InpOversold = 0.0; // Oversold //--- indicator buffers double BufferMAE[]; double BufferMAP[]; double BufferMA1[]; //--- global variables double overbought; double oversold; double deviation; int period; int handle_ma1; int handle_maP; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<1 ? 1 : InpPeriod); deviation=(InpOffset==0 ? 0.01 : InpOffset); overbought=(InpOverbought<50.01 ? 50.01 : InpOverbought); oversold=(InpOversold>49.99 ? 49.99 : InpOversold); //--- indicator buffers mapping SetIndexBuffer(0,BufferMAE,INDICATOR_DATA); SetIndexBuffer(1,BufferMAP,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferMA1,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"MAE% ("+(string)period+","+DoubleToString(deviation,2)+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); IndicatorSetInteger(INDICATOR_LEVELS,3); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,overbought); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,50.0); IndicatorSetDouble(INDICATOR_LEVELVALUE,2,oversold); IndicatorSetString(INDICATOR_LEVELTEXT,0,"Overbought"); IndicatorSetString(INDICATOR_LEVELTEXT,2,"Oversold"); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferMAE,true); ArraySetAsSeries(BufferMAP,true); ArraySetAsSeries(BufferMA1,true); //--- create MA's handles ResetLastError(); handle_maP=iMA(NULL,PERIOD_CURRENT,period,0,MODE_SMA,InpAppliedPrice); if(handle_maP==INVALID_HANDLE) { Print("The iMA(",(string)period,") object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_ma1=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice); if(handle_ma1==INVALID_HANDLE) { Print("The iMA(1) 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(BufferMAE,EMPTY_VALUE); ArrayInitialize(BufferMAP,0); ArrayInitialize(BufferMA1,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_ma1,0,0,count,BufferMA1); if(copied!=count) return 0; copied=CopyBuffer(handle_maP,0,0,count,BufferMAP); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double up=BufferMAP[i]*(1.0+deviation/100.0); double dn=BufferMAP[i]*(1.0-deviation/100.0); BufferMAE[i]=(up!=dn ? 100.0*(BufferMA1[i]-dn)/(up-dn) : 50.0); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+