Add a Moving Average to MACD code

danizani95 2016.11.19 16:34

Hi guys I'm trying to add a moving average to an adaptive macd code but I'm having some troubles. In particular the MA is showing but not like if I add it with navigator function (I need to implement a moving average in the MACD code to do another edit). I post a pic to show you the difference between what I want and what I actually have, the original macd adaptive mq4 and its code edited by me. I hope somebody could help me saying where I'm wrong. Thank you.

EDITED CODE :

//+------------------------------------------------------------------+

//| adaptivemacd 4 color mtf |

//| |

//+------------------------------------------------------------------+

#property copyright "www.forex-tsd.com"

#property link "www.forex-tsd.com"

#property description "edited by eevviill"

#property description "buf 3 to 1"

#property indicator_separate_window

#property indicator_buffers 6

#property indicator_color2 LimeGreen

#property indicator_color3 Red

#property indicator_color1 DimGray

#property indicator_color4 DeepSkyBlue

#property indicator_color5 PaleVioletRed

#property indicator_color6 Yellow

#property indicator_width1 2

#property indicator_width2 2

#property indicator_width3 2

#property indicator_width4 2

#property indicator_width5 2

#property indicator_width6 1

#property indicator_level1 0

#property indicator_levelcolor Gold

#property indicator_levelstyle STYLE_DOT

#property indicator_style6 STYLE_DOT

extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT;

extern int FastMa = 12;

extern int FastMaMethod = 0;

extern ENUM_APPLIED_PRICE FastMaPrice = 0;

extern int AmaPeriod = 26;

extern ENUM_APPLIED_PRICE AmaPrice = PRICE_CLOSE;

extern int Nfast = 5;

extern int Nslow = 20;

extern double GCoeff = 2.0;

extern int SignalMa = 9;

extern ENUM_MA_METHOD SignalMaMode = 0;

extern int SignalSMA = 3;

extern bool alertsOn = true;

extern bool alertsOnCurrent = true;

extern bool alertsMessage = true;

extern bool alertsSound = false;

extern bool alertsEmail = false;

extern string __ = "arrows settings";

extern bool ShowArrows = true;

extern string arrowsIdentifier = "rsima arrows";

extern color arrowsUpColor = Lime;

extern color arrowsDnColor = Orange;

extern bool Interpolate = true;

double osma[];

double green_buffer[];

double red_buffer[];

double macd[];

double sig[];

double kAMAbuffer[];

double diff[];

double trend[];

double sma[];

double fastend;

double slowend;

string indicatorFileName;

bool returnBars;

int timeFrame;

//+------------------------------------------------------------------+

//| |

//+------------------------------------------------------------------+

int init()

{

IndicatorBuffers(9);

SetIndexBuffer(1,green_buffer); SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID);

SetIndexBuffer(2,red_buffer); SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID);

SetIndexBuffer(0,osma);

SetIndexBuffer(3,macd);

SetIndexBuffer(4,sig);

SetIndexBuffer(5,kAMAbuffer);

SetIndexBuffer(6,diff);

SetIndexBuffer(7,trend);

SetIndexBuffer(8,sma); SetIndexDrawBegin(8,SignalSMA);

IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+1);

fastend = (2.0 /(Nfast + 1));

slowend = (2.0 /(Nslow + 1));

indicatorFileName = WindowExpertName();

returnBars = TimeFrame==-99;

TimeFrame = MathMax(TimeFrame,_Period);

IndicatorShortName(timeFrameToString(TimeFrame)+" adaptive macd ("+FastMa+")"+getAverageName(FastMaMethod)+" ("+AmaPeriod+") "+(SignalSMA)+"");

return(0);

}

int deinit(){ if (ShowArrows) deleteArrows(); return(0); }

//+------------------------------------------------------------------+

//| |

//+------------------------------------------------------------------+

int start()

{

int counted_bars=IndicatorCounted();

int i,n,k,x,limit;

if(counted_bars<0) return(-1);

if(counted_bars>0) counted_bars--;

limit=MathMin(Bars-counted_bars,Bars-1);

if (returnBars) { green_buffer[0] = limit+1; return(0); }

if (TimeFrame == Period())

{

for(i=limit; i>=0; i--)

{

double price = iMA(NULL,0,1,0,MODE_SMA,AmaPrice,i);

if (i > Bars-AmaPeriod) { kAMAbuffer[i] = price; continue; }

double efratio = 1.00;

double noise = 0.00;

double smooth;

double signal;

signal = MathAbs(price-iMA(NULL,0,1,0,MODE_SMA,AmaPrice,i+AmaPeriod));

diff[i] = MathAbs(price-iMA(NULL,0,1,0,MODE_SMA,AmaPrice,i+1));

for (k=0;k<AmaPeriod;k++)

noise += diff[i+k];

if (noise != 0) efratio = signal/noise;

smooth = MathPow(efratio*(fastend-slowend)+slowend,GCoeff);

kAMAbuffer[i] = kAMAbuffer[i+1] + smooth*(price-kAMAbuffer[i+1]);

macd[i] = iCustomMA(iMA(NULL,0,1,0,MODE_SMA,FastMaPrice,i),FastMa,FastMaMethod,i) - kAMAbuffer[i];

}

for (i=limit; i>=0; i--) sig[i] = iMAOnArray(macd,Bars,SignalMa,0,SignalMaMode,i);

for(i=limit; i>=0; i--)

sma[i]=iMAOnArray(osma,Bars,SignalSMA,0,MODE_SMA,i);

for (i=limit; i>=0; i--)

{

osma[i] = macd[i]- sig[i];

green_buffer[i] = 0;

red_buffer[i] = 0;

if(osma[i] > 0)

green_buffer[i] = osma[i];

else red_buffer[i] = osma[i];

trend[i] = trend[i+1];

if (macd[i] > sig[i] && macd[i+1] <= sig[i+1]) trend[i]= 1;

if (macd[i] < sig[i] && macd[i+1] >= sig[i+1]) trend[i]=-1;

manageArrow(i);

}

manageAlerts();

return(0);

}

limit = MathMax(limit,MathMin(Bars,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period()));

for (i=limit; i>=0; i--)

{

int y = iBarShift(NULL,TimeFrame,Time[i]);

osma[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,2,y);

green_buffer[i]= iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,0,y);

red_buffer[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,1,y);

macd[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,3,y);

sig[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,4,y);

trend[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,7,y);

sma[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastMa,FastMaMethod,FastMaPrice,AmaPeriod,AmaPrice,Nfast,Nslow,GCoeff,SignalMa,SignalMaMode,SignalSMA,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,"",ShowArrows,arrowsIdentifier,arrowsUpColor,arrowsDnColor,8,y);

if (!Interpolate || y==iBarShift(NULL,TimeFrame,Time[i-1])) continue;

datetime time = iTime(NULL,TimeFrame,y);

for(n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;

for(x = 1; x < n; x++)

{

osma[i+x] = osma[i] + (osma[i+n] - osma[i]) * x/n;

green_buffer[i+x] = green_buffer[i] + (green_buffer[i+n] - green_buffer[i]) * x/n;

red_buffer[i+x] = red_buffer[i] + (red_buffer[i+n] - red_buffer[i]) * x/n;

macd[i+x] = macd[i] + (macd[i+n] - macd[i]) * x/n;

sig[i+x] = sig[i] + (sig[i+n] - sig[i]) * x/n;

sma[i+x] = sig[i] + (sig[i+n] - sig[i]) * x/n;

}

return(0);

}

//+------------------------------------------------------------------+

//| |

//+------------------------------------------------------------------+

void manageAlerts()

{

if (alertsOn)

{

if (alertsOnCurrent)

int whichBar = 0;

else whichBar = 1;

if (trend[whichBar] != trend[whichBar+1])

{

if (trend[whichBar] == 1) doAlert(whichBar,"up");

if (trend[whichBar] == -1) doAlert(whichBar,"down");

}

void doAlert(int forBar, string doWhat)

{

static string previousAlert="nothing";

static datetime previousTime;

string message;

if (previousAlert != doWhat || previousTime != Time[forBar]) {

previousAlert = doWhat;

previousTime = Time[forBar];

message = StringConcatenate(Symbol()," ",timeFrameToString(_Period)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," adaptive macd changed direction to ",doWhat);

if (alertsMessage) Alert(message);

if (alertsEmail) SendMail(StringConcatenate(Symbol()," adaptive macd "),message);

if (alertsSound) PlaySound("alert2.wav");

}

//+-------------------------------------------------------------------

//|

//+-------------------------------------------------------------------

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};

int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

string timeFrameToString(int tf)

{

for (int i=ArraySize(iTfTable)-1; i>=0; i--)

if (tf==iTfTable[i]) return(sTfTable[i]);

return("");

}

//+------------------------------------------------------------------+

//| |

//+------------------------------------------------------------------+

double workPrices[];

double workResult[];

int r;

double iCustomMA(double price, int period, int method, int i)

{

if (ArraySize(workPrices)!= Bars) ArrayResize(workPrices,Bars);

r = Bars-i-1;

workPrices[r] = price;

switch(method)

{

case 0: return(iSma(price,period,i));

case 1: return(iEma(price,period,i));

case 2: return(iSmma(price,period,i));

case 3: return(iLwma(price,period,i));

case 4: return(iLsma(price,period,i));

case 5: return(iTma(price,period,i));

case 6: return(iSineWMA(price,period,i));

case 7: return(iVolumeWMA(price,period,i));

case 8: return(iHma(price,period,i));

case 9: return(iNonLagMa(price,period,i));

case 10: return(iLwmp(price,period,i));

}

return(EMPTY_VALUE);

}

//+------------------------------------------------------------------+

//| |

//+------------------------------------------------------------------+

double iSma(double price, double period, int i)

{

double sum = 0;

for(int k=0; k<period && (r-k)>=0; k++) sum += workPrices[r-k];

if (k!=0)

return(sum/k);

else return(EMPTY_VALUE);

}

double iEma(double price, double period, int i)

{

if (ArraySize(workResult)!= Bars) ArrayResize(workResult,Bars);

double alpha = 2.0 / (1.0+period);

workResult[r] = workResult[r-1]+alpha*(price-workResult[r-1]);

return(workResult[r]);

}

double iSmma(double price, double period, int i)

{

if (ArraySize(workResult)!= Bars) ArrayResize(workResult,Bars);

if (i>=(Bars-period))

{

double sum = 0;

for(int k=0; k<period && (r-k)>=0; k++) sum += workPrices[r-k];

if (k!=0)

workResult[i] = sum/k;

else workResult[i] = EMPTY_VALUE;

}

else workResult[r] = (workResult[r-1]*(period-1)+price)/period;

return(workResult[r]);

}

double iLwma_prices[][3];

double iLwma(double price, double period, int i,int forValue=0)

{

if (ArrayRange(iLwma_prices,0)!= Bars) ArrayResize(iLwma_prices,Bars);

iLwma_prices[r][forValue] = price;

double sum = 0;

double sumw = 0;

for(int k=0; k<period && (r-k)>=0; k++)

{

double weight = period-k;

sumw += weight;

sum += weight*iLwma_prices[r-k][forValue];

}

if (sumw!=0)

return(sum/sumw);

else return(EMPTY_VALUE);

}

double iLwmp_prices[][3];

double iLwmp(double price, double period, int i,int forValue=0)

{

if (ArrayRange(iLwmp_prices,0)!= Bars) ArrayResize(iLwmp_prices,Bars);

iLwmp_prices[r][forValue] = price;

double sum = 0;

double sumw = 0;

for(int k=0; k<period && (r-k)>=0; k++)

{

double weight = (period-k)*(period-k);

sumw += weight;

sum += weight*iLwmp_prices[r-k][forValue];

}

if (sumw!=0)

return(sum/sumw);

else return(EMPTY_VALUE);

}

double iLsma(double price, double period, int i)

{

return(3.0*iLwma(price,period,i)-2.0*iSma(price,period,i));

}

double iHma(double price, double period, int i)

{

int HalfPeriod = MathFloor(period/2);

int HullPeriod = MathFloor(MathSqrt(period));

double price1 = 2.0*iLwma(price,HalfPeriod,i,0)-iLwma(price,period,i,1);

return (iLwma(price1,HullPeriod,i,2));

}

double iTma(double price, double period, int i)

{

double half = (period+1.0)/2.0;

double sum = 0;

double sumw = 0;

for(int k=0; k<period && (r-k)>=0; k++)

{

double weight = k+1; if (weight > half) weight = period-k;

sumw += weight;

sum += weight*workPrices[r-k];

}

if (sumw!=0)

return(sum/sumw);

else return(EMPTY_VALUE);

}

#define Pi 3.14159265358979323846

double iSineWMA(double price, int period, int i)

{

double sum = 0;

double sumw = 0;

for(int k=0; k<period && (r-k)>=0; k++)

{

double weight = MathSin(Pi*(k+1)/(period+1));

sumw += weight;

sum += weight*workPrices[r-k];

}

if (sumw!=0)

return(sum/sumw);

else return(EMPTY_VALUE);

}

double iVolumeWMA(double price, int period, int i)

{

double sum = 0;

double sumw = 0;

for(int k=0; k<period && (r-k)>=0; k++)

{

double weight = Volume[i+k];

sumw += weight;

sum += weight*workPrices[r-k];

}

if (sumw!=0)

return(sum/sumw);

else return(EMPTY_VALUE);

}

//+------------------------------------------------------------------

//|

//+------------------------------------------------------------------

#define _length 0

#define _len 1

#define _weight 2

#define numOfSeparateCalculations 1

double nlm_values[3][numOfSeparateCalculations];

double nlm_prices[ ][numOfSeparateCalculations];

double nlm_alphas[ ][numOfSeparateCalculations];

double iNonLagMa(double price, int length, int i, int forValue=0)

{

if (ArrayRange(nlm_prices,0) != Bars) ArrayResize(nlm_prices,Bars);

nlm_prices[r][forValue]=price;

if (length<3 || r<3) return(nlm_prices[r][forValue]);

if (nlm_values[_length][forValue] != length)

{

double Cycle = 4.0;

double Coeff = 3.0*Pi;

int Phase = length-1;

nlm_values[_length][forValue] = length;

nlm_values[_len ][forValue] = length*4 + Phase;

nlm_values[_weight][forValue] = 0;

if (ArrayRange(nlm_alphas,0) < nlm_values[_len][forValue]) ArrayResize(nlm_alphas,nlm_values[_len][forValue]);

for (int k=0; k<nlm_values[_len][forValue]; k++)

{

if (k<=Phase-1)

double t = 1.0 * k/(Phase-1);

else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*length-1.0);

double beta = MathCos(Pi*t);

double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1;

nlm_alphas[k][forValue] = g * beta;

nlm_values[_weight][forValue] += nlm_alphas[k][forValue];

}

if (nlm_values[_weight][forValue]>0)

{

double sum = 0;

for (k=0; k < nlm_values[_len][forValue]; k++) sum += nlm_alphas[k][forValue]*nlm_prices[r-k][forValue];

return( sum / nlm_values[_weight][forValue]);

}

else return(0);

}

//+------------------------------------------------------------------+

//| |

//+------------------------------------------------------------------+

string methodNames[] = {"SMA","EMA","SMMA","LWMA","LSMA","TriMA","SWMA","VWMA","HullMA","NonLagMA","LWM parabolic"};

string getAverageName(int& method)

{

method=MathMax(MathMin(method,10),0); return(methodNames[method]);

}

void manageArrow(int i)

{

if (ShowArrows)

{

deleteArrow(Time[i]);

if (trend[i]!=trend[i+1])

{

if (trend[i] == 1) drawArrow(i,arrowsUpColor,221,false);

if (trend[i] ==-1) drawArrow(i,arrowsDnColor,222,true);

}

void drawArrow(int i,color theColor,int theCode,bool up)

{

string name = arrowsIdentifier+":"+Time[i];

double gap = iATR(NULL,0,20,i);

ObjectCreate(name,OBJ_ARROW,0,Time[i],0);

ObjectSet(name,OBJPROP_ARROWCODE,theCode);

ObjectSet(name,OBJPROP_COLOR,theColor);

if (up)

ObjectSet(name,OBJPROP_PRICE1,High[i]+gap);

else ObjectSet(name,OBJPROP_PRICE1,Low[i] -gap);

}

void deleteArrows()

{

string lookFor = arrowsIdentifier+":";

int lookForLength = StringLen(lookFor);

for (int i=ObjectsTotal()-1; i>=0; i--)

{

string objectName = ObjectName(i);

if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName);

}

void deleteArrow(datetime time)

{

string lookFor = arrowsIdentifier+":"+time; ObjectDelete(lookFor);

}

Files:

Adaptive_Macd__mtf-alerts-arrows_2.mq4 20 kb

[Deleted] 2016.11.20 09:30 #1

On the forum have the rules of the code of insertion.

Mary Clark 2016.11.23 01:56 #2

It might be helpful if you use the SRC button to put the code in the message and also Note in the code what you changed. like // added this etc

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