MT4智能交易编程示例 MA指标

MT4智能交易

MT4智能交易编程示例 MA指标

1. #property copyright   "路路发智能交易研发中心"
   
2. #property link        "http://www.ea668.com"
   
3. #property description "Moving Average"
   
4. #property strict
   
5. 
   
6. #property indicator_chart_window
   
7. #property indicator_buffers 1
   
8. #property indicator_color1 Red
   
9. //--- indicator parameters
   
10. input int            InpMAPeriod=13;        // Period
    
11. input int            InpMAShift=0;          // Shift
    
12. input ENUM_MA_METHOD InpMAMethod=MODE_SMA;  // Method
    
13. //--- indicator buffer
    
14. double ExtLineBuffer[];
    
15. //+------------------------------------------------------------------+
    
16. //| Custom indicator initialization function                         |
    
17. //+------------------------------------------------------------------+
    
18. int OnInit(void)
    
19.   {
    
20.    string short_name;
    
21.    int    draw_begin=InpMAPeriod-1;
    
22. //--- indicator short name
    
23.    switch(InpMAMethod)
    
24.      {
    
25.       case MODE_SMA  : short_name="SMA(";                break;
    
26.       case MODE_EMA  : short_name="EMA(";  draw_begin=0; break;
    
27.       case MODE_SMMA : short_name="SMMA(";               break;
    
28.       case MODE_LWMA : short_name="LWMA(";               break;
    
29.       default :        return(INIT_FAILED);
    
30.      }
    
31.    IndicatorShortName(short_name+string(InpMAPeriod)+")");
    
32.    IndicatorDigits(Digits);
    
33. //--- check for input
    
34.    if(InpMAPeriod<2)
    
35.       return(INIT_FAILED);
    
36. //--- drawing settings
    
37.    SetIndexStyle(0,DRAW_LINE);
    
38.    SetIndexShift(0,InpMAShift);
    
39.    SetIndexDrawBegin(0,draw_begin);
    
40. //--- indicator buffers mapping
    
41.    SetIndexBuffer(0,ExtLineBuffer);
    
42. //--- initialization done
    
43.    return(INIT_SUCCEEDED);
    
44.   }
    
45. //+------------------------------------------------------------------+
    
46. //|  Moving Average                                                  |
    
47. //+------------------------------------------------------------------+
    
48. int OnCalculate(const int rates_total,
    
49.                 const int prev_calculated,
    
50.                 const datetime &time[],
    
51.                 const double &open[],
    
52.                 const double &high[],
    
53.                 const double &low[],
    
54.                 const double &close[],
    
55.                 const long &tick_volume[],
    
56.                 const long &volume[],
    
57.                 const int &spread[])
    
58.   {
    
59. //--- check for bars count
    
60.    if(rates_total<InpMAPeriod-1 || InpMAPeriod<2)
    
61.       return(0);
    
62. //--- counting from 0 to rates_total
    
63.    ArraySetAsSeries(ExtLineBuffer,false);
    
64.    ArraySetAsSeries(close,false);
    
65. //--- first calculation or number of bars was changed
    
66.    if(prev_calculated==0)
    
67.       ArrayInitialize(ExtLineBuffer,0);
    
68. //--- calculation
    
69.    switch(InpMAMethod)
    
70.      {
    
71.       case MODE_EMA:  CalculateEMA(rates_total,prev_calculated,close);        break;
    
72.       case MODE_LWMA: CalculateLWMA(rates_total,prev_calculated,close);       break;
    
73.       case MODE_SMMA: CalculateSmoothedMA(rates_total,prev_calculated,close); break;
    
74.       case MODE_SMA:  CalculateSimpleMA(rates_total,prev_calculated,close);   break;
    
75.      }
    
76. //--- return value of prev_calculated for next call
    
77.    return(rates_total);
    
78.   }
    
79. //+------------------------------------------------------------------+
    
80. //|   simple moving average                                          |
    
81. //+------------------------------------------------------------------+
    
82. void CalculateSimpleMA(int rates_total,int prev_calculated,const double &price[])
    
83.   {
    
84.    int i,limit;
    
85. //--- first calculation or number of bars was changed
    
86.    if(prev_calculated==0)
    
87.    
    
88.      {
    
89.       limit=InpMAPeriod;
    
90.       //--- calculate first visible value
    
91.       double firstValue=0;
    
92.       for(i=0; i<limit; i++)
    
93.          firstValue+=price[i];
    
94.       firstValue/=InpMAPeriod;
    
95.       ExtLineBuffer[limit-1]=firstValue;
    
96.      }
    
97.    else
    
98.       limit=prev_calculated-1;
    
99. //--- main loop
    
100.    for(i=limit; i<rates_total && !IsStopped(); i++)
     
101.       ExtLineBuffer[i]=ExtLineBuffer[i-1]+(price[i]-price[i-InpMAPeriod])/InpMAPeriod;
     
102. //---
     
103.   }
     
104. //+------------------------------------------------------------------+
     
105. //|  exponential moving average                                      |
     
106. //+------------------------------------------------------------------+
     
107. void CalculateEMA(int rates_total,int prev_calculated,const double &price[])
     
108.   {
     
109.    int    i,limit;
     
110.    double SmoothFactor=2.0/(1.0+InpMAPeriod);
     
111. //--- first calculation or number of bars was changed
     
112.    if(prev_calculated==0)
     
113.      {
     
114.       limit=InpMAPeriod;
     
115.       ExtLineBuffer[0]=price[0];
     
116.       for(i=1; i<limit; i++)
     
117.          ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
     
118.      }
     
119.    else
     
120.       limit=prev_calculated-1;
     
121. //--- main loop
     
122.    for(i=limit; i<rates_total && !IsStopped(); i++)
     
123.       ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
     
124. //---
     
125.   }
     
126. //+------------------------------------------------------------------+
     
127. //|  linear weighted moving average                                  |
     
128. //+------------------------------------------------------------------+
     
129. void CalculateLWMA(int rates_total,int prev_calculated,const double &price[])
     
130.   {
     
131.    int        i,limit;
     
132.    static int weightsum;
     
133.    double     sum;
     
134. //--- first calculation or number of bars was changed
     
135.    if(prev_calculated==0)
     
136.      {
     
137.       weightsum=0;
     
138.       limit=InpMAPeriod;
     
139.       //--- calculate first visible value
     
140.       double firstValue=0;
     
141.       for(i=0;i<limit;i++)
     
142.         {
     
143.          int k=i-1;
     
144.          weightsum+=k;
     
145.          firstValue+=k*price[i];
     
146.         }
     
147.       firstValue/=(double)weightsum;
     
148.       ExtLineBuffer[limit-1]=firstValue;
     
149.      }
     
150.    else
     
151.       limit=prev_calculated-1;
     
152. //--- main loop
     
153.    for(i=limit; i<rates_total && !IsStopped(); i++)
     
154.      {
     
155.       sum=0;
     
156.       for(int j=0;j<InpMAPeriod;j++)
     
157.          sum+=(InpMAPeriod-j)*price[i-j];
     
158.       ExtLineBuffer[i]=sum/weightsum;
     
159.      }
     
160. //---
     
161.   }
     
162. //+------------------------------------------------------------------+
     
163. //|  smoothed moving average                                         |
     
164. //+------------------------------------------------------------------+
     
165. void CalculateSmoothedMA(int rates_total,int prev_calculated,const double &price[])
     
166.   {
     
167.    int i,limit;
     
168. //--- first calculation or number of bars was changed
     
169.    if(prev_calculated==0)
     
170.      {
     
171.       limit=InpMAPeriod;
     
172.       double firstValue=0;
     
173.       for(i=0; i<limit; i++)
     
174.          firstValue+=price[i];
     
175.       firstValue/=InpMAPeriod;
     
176.       ExtLineBuffer[limit-1]=firstValue;
     
177.      }
     
178.    else
     
179.       limit=prev_calculated-1;
     
180. //--- main loop
     
181.    for(i=limit; i<rates_total && !IsStopped(); i++)
     
182.       ExtLineBuffer[i]=(ExtLineBuffer[i-1]*(InpMAPeriod-1)+price[i])/InpMAPeriod;
     
183. //---
     
184.   }
     
185. //+------------------------------------------------------------------+
     

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