//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-tsd.com" #property version "1.1" //------------------------------------------------------------------ #property indicator_chart_window #property indicator_buffers 2 #property indicator_plots 1 #property indicator_label1 "Alma" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrDeepSkyBlue,clrSandyBrown #property indicator_style1 STYLE_SOLID #property indicator_width1 2 // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased // Heiken ashi trend biased price }; input int AlmaPeriod = 14; // Calculation period input enPrices AlmaPrice = pr_close; // Price to use input double AlmaSigma = 6.0; // Alma sigma input double AlmaSample = 0.25; // Alma sample // // // // // // double MaBuffer[]; double ColorBuffer[]; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int OnInit() { SetIndexBuffer(0,MaBuffer,INDICATOR_DATA); SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX); IndicatorSetString(INDICATOR_SHORTNAME,"Alma ("+(string)AlmaPeriod+","+(string)AlmaSigma+(string)AlmaSample+")"); return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int totalBars; 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 &TickVolume[], const long &Volume[], const int &Spread[]) { totalBars = rates_total; // // // // // for (int i=(int)MathMax(prev_calculated-1,0); i0) { ColorBuffer[i] = ColorBuffer[i-1]; if (MaBuffer[i]>MaBuffer[i-1]) ColorBuffer[i]=0; if (MaBuffer[i]=0; i++) { double coeff = MathExp(-((i-m)*(i-m))/(2.0*s*s)); sum += coeff*almaWork[r-i][instanceNo]; div += coeff; } double talma = price; if (div!=0) talma = sum/div; return(talma); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // double workHa[][4]; double getPrice(int price, const double& open[], const double& close[], const double& high[], const double& low[], int bars, int i, int instanceNo=0) { if (price>=pr_haclose) { if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars); instanceNo *= 4; // // // // // double haOpen; if (i>0) haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); } } // // // // // switch (price) { case pr_close: return(close[i]); case pr_open: return(open[i]); case pr_high: return(high[i]); case pr_low: return(low[i]); case pr_median: return((high[i]+low[i])/2.0); case pr_medianb: return((open[i]+close[i])/2.0); case pr_typical: return((high[i]+low[i]+close[i])/3.0); case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0); case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0); case pr_tbiased: if (close[i]>open[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); } return(0); }