//+------------------------------------------------------------------+ //| AML.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 "Adaptive Market Level indicator" #property indicator_chart_window #property indicator_buffers 3 #property indicator_plots 1 //--- plot AML #property indicator_label1 "AML" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrRoyalBlue,clrMediumSeaGreen,clrOrangeRed #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- input parameters input uint InpFractal = 6; // Period input uint InpLag = 7; // Dimension //--- indicator buffers double BufferAML[]; double BufferColors[]; double BufferFR[]; //--- global variables int period_max; int fractal; int lag; double lag2; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { if(Point()==0) { Print("Error! Point() value is zero."); return INIT_FAILED; } //--- set global variables fractal=int(InpFractal<1 ? 1 : InpFractal); lag=int(InpLag<1 ? 1 : InpLag); period_max=fmax(fractal,lag); lag2=lag*lag*Point(); //--- indicator buffers mapping SetIndexBuffer(0,BufferAML,INDICATOR_DATA); SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX); SetIndexBuffer(2,BufferFR,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Adaptive Market Level ("+(string)fractal+","+(string)lag+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferAML,true); ArraySetAsSeries(BufferColors,true); ArraySetAsSeries(BufferFR,true); //--- 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[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(open,true); ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(close,true); //--- Проверка и расчёт количества просчитываемых баров if(rates_total<4 || Point()==0) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-period_max-2; ArrayInitialize(BufferAML,EMPTY_VALUE); ArrayInitialize(BufferFR,0); } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double R=Range(fractal,i,high,low); if(R==EMPTY_VALUE) continue; double R1=R/fractal; //--- R=Range(fractal,i+fractal,high,low); if(R==EMPTY_VALUE) continue; double R2=R/fractal; //--- R=Range(2*fractal,i,high,low); if(R==EMPTY_VALUE) continue; double R3=R/(2.0*fractal); //--- double dim=(R1+R2>0 && R3>0 ? 1.44269504088896*(log(R1+R2)-log(R3)) : 0); double alpha=exp(-1.0*lag*(dim-1.0)); alpha=fmin(alpha,1.0); alpha=fmax(alpha,0.01); double price=(high[i]+low[i]+2.0*open[i]+2.0*close[i])/6.0; BufferFR[i]=alpha*price+(1.0-alpha)*BufferFR[i+1]; BufferAML[i]=(fabs(BufferFR[i]-BufferFR[i+lag])BufferAML[i+1] ? 1 : BufferAML[i]