//+------------------------------------------------------------------+ //| JSmooth_MA.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 "JSmooth Moving Average" #property indicator_chart_window #property indicator_buffers 6 #property indicator_plots 1 //--- plot JSMA #property indicator_label1 "JSMA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrChocolate #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod = 20; // Period input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferJSMA[]; double BufferMA[]; double BufferA1[]; double BufferA2[]; double BufferA3[]; double BufferA4[]; //--- global variables double alpha; double alpha2; double alpha12; int period; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<2 ? 2 : InpPeriod); alpha=0.45*(double(period-1))/(0.45*(period-1)+2); alpha2=alpha*alpha; alpha12=(1-alpha)*(1-alpha); //--- indicator buffers mapping SetIndexBuffer(0,BufferJSMA,INDICATOR_DATA); SetIndexBuffer(1,BufferMA,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferA1,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferA2,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferA3,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferA4,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"JSMA("+(string)period+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferJSMA,true); ArraySetAsSeries(BufferMA,true); ArraySetAsSeries(BufferA1,true); ArraySetAsSeries(BufferA2,true); ArraySetAsSeries(BufferA3,true); ArraySetAsSeries(BufferA4,true); //--- create MA's handle ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice); if(handle_ma==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 на минимальное колиество баров для расчёта if(rates_total1) { limit=rates_total-2; ArrayInitialize(BufferJSMA,0); ArrayInitialize(BufferMA,0); ArrayInitialize(BufferA1,0); ArrayInitialize(BufferA2,0); ArrayInitialize(BufferA3,0); ArrayInitialize(BufferA4,0); } //--- Подготовка данных int copied=0,count=(limit==0 ? 1 : rates_total); copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferA1[i]=(1-alpha)*BufferMA[i]+alpha*BufferA1[i+1]; BufferA2[i]=(1-alpha)*(BufferMA[i]-BufferA1[i])+alpha*BufferA2[i+1]; BufferA3[i]=BufferA1[i]+BufferA2[i]; BufferA4[i]=(BufferA3[i]-BufferJSMA[i+1])*alpha12+alpha2*BufferA4[i+1]; BufferJSMA[i]=BufferJSMA[i+1]+BufferA4[i]; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+