//+------------------------------------------------------------------+ //| CA.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 "Corrected Average indicator" #property indicator_chart_window #property indicator_buffers 3 #property indicator_plots 1 //--- plot CA #property indicator_label1 "CA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrSienna #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod = 14; // Period input ENUM_MA_METHOD InpMethod = MODE_SMA; // Method input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferCA[]; double BufferMA[]; double BufferDev[]; //--- global variables int period; int handle_ma; int handle_dev; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<1 ? 1 : InpPeriod); //--- indicator buffers mapping SetIndexBuffer(0,BufferCA,INDICATOR_DATA); SetIndexBuffer(1,BufferMA,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferDev,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"CA ("+(string)period+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting plot buffer parameters PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,period); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferCA,true); ArraySetAsSeries(BufferMA,true); ArraySetAsSeries(BufferDev,true); //--- create MA's handles ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,period,0,InpMethod,InpAppliedPrice); if(handle_ma==INVALID_HANDLE) { Print("The iMA(",(string)period,") object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_dev=iStdDev(NULL,PERIOD_CURRENT,period,0,MODE_SMA,InpAppliedPrice); if(handle_dev==INVALID_HANDLE) { Print("The iStdDev(",(string)period,") 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_total<4) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-2; ArrayInitialize(BufferCA,EMPTY_VALUE); ArrayInitialize(BufferMA,0); ArrayInitialize(BufferDev,0); BufferCA[limit]=0; } //--- Подготовка данных int count=(limit>1 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; copied=CopyBuffer(handle_dev,0,0,count,BufferDev); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double dev=BufferDev[i]*BufferDev[i]; double diff=(BufferCA[i+1]-BufferMA[i])*(BufferCA[i+1]-BufferMA[i]); double k=(diff>dev && diff!=0 ? 1.0-dev/diff : 0); BufferCA[i]=BufferCA[i+1]+k*(BufferMA[i]-BufferCA[i+1]); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+