Moving Average Convergence/Divergence in MacD and Signal Line - Technical Indicators

Mladen Rakic 2016.09.18 15:06 #391

Dragon:

Dear Sir Thank you for the clarification.

See this picture, which painted dots what the role of the Yellow Line. Please, all four colors appear with penetrating yellow line and match the original index

See the values

It is a long known fact that built in macd is using SMA for signal line while the original has to use EMA (as described in the link you have been provided). So, you are trying to compare things that can not be compared

MACD - Oscillators - MACD - Oscillators - MACD - Oscillators -

[Deleted] 2016.09.18 15:42 #392

mladen:

See the values

It is a long known fact that built in macd is using SMA for signal line while the original has to use EMA (as described in the link you have been provided). So, you are trying to compare things that can not be compared

Sir, this is a values

Mladen Rakic 2016.09.18 16:54 #393

Dragon:

Sir, this is a values

Please, the values of macd and signal line, not the parameters

[Deleted] 2016.09.18 20:31 #394

mladen:
Please, the values of macd and signal line, not the parameters

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

//| MACD.mq5 |

//| http://www.mql5.com |

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

#property copyright "2009, MetaQuotes Software Corp."

#property link "http://www.mql5.com"

#property description "Moving Average Convergence/Divergence"

#include <MovingAverages.mqh>

//--- indicator settings

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots 2

#property indicator_type1 DRAW_HISTOGRAM

#property indicator_type2 DRAW_LINE

#property indicator_color1 Silver

#property indicator_color2 Red

#property indicator_width1 2

#property indicator_width2 1

#property indicator_label1 "MACD"

#property indicator_label2 "Signal"

//--- input parameters

input int InpFastEMA=12; // Fast EMA period

input int InpSlowEMA=26; // Slow EMA period

input int InpSignalSMA=9; // Signal SMA period

input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price

//--- indicator buffers

double ExtMacdBuffer[];

double ExtSignalBuffer[];

double ExtFastMaBuffer[];

double ExtSlowMaBuffer[];

//--- MA handles

int ExtFastMaHandle;

int ExtSlowMaHandle;

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

//| Custom indicator initialization function |

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

void OnInit()

{

//--- indicator buffers mapping

SetIndexBuffer(0,ExtMacdBuffer,INDICATOR_DATA);

SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);

SetIndexBuffer(2,ExtFastMaBuffer,INDICATOR_CALCULATIONS);

SetIndexBuffer(3,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);

//--- sets first bar from what index will be drawn

PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpSignalSMA-1);

//--- name for Dindicator subwindow label

IndicatorSetString(INDICATOR_SHORTNAME,"MACD("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalSMA)+")");

//--- get MA handles

ExtFastMaHandle=iMA(NULL,0,InpFastEMA,0,MODE_EMA,InpAppliedPrice);

ExtSlowMaHandle=iMA(NULL,0,InpSlowEMA,0,MODE_EMA,InpAppliedPrice);

//--- initialization done

}

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

//| Moving Averages Convergence/Divergence |

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

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[])

{

//--- check for data

if(rates_total<InpSignalSMA)

return(0);

//--- not all data may be calculated

int calculated=BarsCalculated(ExtFastMaHandle);

if(calculated<rates_total)

{

Print("Not all data of ExtFastMaHandle is calculated (",calculated,"bars ). Error",GetLastError());

return(0);

}

calculated=BarsCalculated(ExtSlowMaHandle);

if(calculated<rates_total)

{

Print("Not all data of ExtSlowMaHandle is calculated (",calculated,"bars ). Error",GetLastError());

return(0);

}

//--- we can copy not all data

int to_copy;

if(prev_calculated>rates_total || prev_calculated<0) to_copy=rates_total;

else

{

to_copy=rates_total-prev_calculated;

if(prev_calculated>0) to_copy++;

}

//--- get Fast EMA buffer

if(IsStopped()) return(0); //Checking for stop flag

if(CopyBuffer(ExtFastMaHandle,0,0,to_copy,ExtFastMaBuffer)<=0)

{

Print("Getting fast EMA is failed! Error",GetLastError());

return(0);

}

//--- get SlowSMA buffer

if(IsStopped()) return(0); //Checking for stop flag

if(CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer)<=0)

{

Print("Getting slow SMA is failed! Error",GetLastError());

return(0);

}

//---

int limit;

if(prev_calculated==0)

limit=0;

else limit=prev_calculated-1;

//--- calculate MACD

for(int i=limit;i<rates_total && !IsStopped();i++)

ExtMacdBuffer[i]=ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];

//--- calculate Signal

SimpleMAOnBuffer(rates_total,prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);

//--- OnCalculate done. Return new prev_calculated.

return(rates_total);

}

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

iMACD SetIndexBuffer iOsMA

Mladen Rakic 2016.09.18 21:43 #395

Dragon

At your picture, after the names of the indicators, there are some numbers.

Those are the values. Compare those values (not the mql code either)

[Deleted] 2016.09.18 22:24 #396

mladen:

Dragon

At your picture, after the names of the indicators, there are some numbers.

Those are the values. Compare those values (not the mql code either)

Sir, this your own index.

There have two options of conversion.

The default option, which I want them to work with four colors.

//------------------------------------------------------------------

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

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

//------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots 2

#property indicator_label1 "MACD"

#property indicator_type1 DRAW_COLOR_LINE

#property indicator_color1 LimeGreen,PaleVioletRed

#property indicator_width1 2

#property indicator_label2 "Signal"

#property indicator_type2 DRAW_LINE

#property indicator_color2 Gold

//

enum enPrices

{

pr_close, // Close

pr_open, // Open

pr_high, // High

pr_low, // Low

pr_median, // Median

pr_typical, // Typical

pr_weighted, // Weighted

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

};

input int InpFastEMA = 12; // Fast EMA period

input int InpSlowEMA = 26; // Slow EMA period

input int InpSignalEMA = 9; // Signal EMA period

input enPrices InpAppliedPrice = pr_close; // Price to use

input bool ColorOnSlope = false; // Change MACD color on slope change

//

double macd[];

double macdColor[];

double signal[];

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

void OnInit()

{

SetIndexBuffer(0,macd ,INDICATOR_DATA);

SetIndexBuffer(1,macdColor,INDICATOR_COLOR_INDEX);

SetIndexBuffer(2,signal ,INDICATOR_DATA);

IndicatorSetString(INDICATOR_SHORTNAME,"MACD original("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalEMA)+")");

}

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

double emas[][2];

#define _fast 0

#define _slow 1

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[])

{

if (ArrayRange(emas,0)!=rates_total) ArrayResize(emas,rates_total);

//

double alphafa = 2.0 / (1.0 +InpFastEMA);

double alphasl = 2.0 / (1.0 +InpSlowEMA);

double alphasi = 2.0 / (1.0 +InpSignalEMA);

for (int i=(int)MathMax(prev_calculated-1,0); i<rates_total; i++)

{

double price = getPrice(InpAppliedPrice,open,close,high,low,i,rates_total);

if (i==0)

{

emas[i][_fast] = price;

emas[i][_slow] = price;

macd[i] = 0;

signal[i] = 0;

continue;

}

//

emas[i][_fast] = emas[i-1][_fast]+alphafa*(price-emas[i-1][_fast]);

emas[i][_slow] = emas[i-1][_slow]+alphasl*(price-emas[i-1][_slow]);

macd[i] = emas[i][_fast]-emas[i][_slow];

signal[i] = signal[i-1]+alphasi*(macd[i]-signal[i-1]);

macdColor[i] = macdColor[i-1];

if (ColorOnSlope)

{

if (macd[i]>macd[i-1]) macdColor[i] = 0;

if (macd[i]<macd[i-1]) macdColor[i] = 1;

}

else

{

if (macd[i]>signal[i]) macdColor[i] = 0;

if (macd[i]<signal[i]) macdColor[i] = 1;

}

//

return(rates_total);

}

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

double workHa[][4];

double getPrice(enPrices pricet, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars)

{

//

if (pricet>=pr_haclose && pricet<=pr_haaverage)

{

if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars);

//

double haOpen;

if (i>0)

haOpen = (workHa[i-1][2] + workHa[i-1][3])/2.0;

else haOpen = open[i]+close[i];

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 <haClose) { workHa[i][0] = haLow; workHa[i][1] = haHigh; }

else { workHa[i][0] = haHigh; workHa[i][1] = haLow; }

workHa[i][2] = haOpen;

workHa[i][3] = haClose;

//

switch (pricet)

{

case pr_haclose: return(haClose);

case pr_haopen: return(haOpen);

case pr_hahigh: return(haHigh);

case pr_halow: return(haLow);

case pr_hamedian: return((haHigh+haLow)/2.0);

case pr_hatypical: return((haHigh+haLow+haClose)/3.0);

case pr_haweighted: return((haHigh+haLow+haClose+haClose)/4.0);

case pr_haaverage: return((haHigh+haLow+haClose+haOpen)/4.0);

}

//

switch (pricet)

{

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_typical: return((high[i]+low[i]+close[i])/3.0);

case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0);

}

return(0);

}

ArrayIsSeries SetIndexBuffer FileReadBool

mntiwana 2016.09.19 03:31 #397

Dragon:

Sir, this your own index.

There have two options of conversion.

The default option, which I want them to work with four colors.

Dragon

Man,is it not possible for you to keep clean this thread for what it was started,i means for Elite indicators MT5 version only and shift your problem,matter or issue to related thread for example request and idea or coding help ..... you have to know,boss dislike variant and congested topics in unrelated thread.

regards

Using ready-made indicators from Limitations and advantages of Architectural solutions for improving

Mladen Rakic 2016.09.19 08:02 #398

dragon,

Which exact macd are you trying to duplicate and why?

[Deleted] 2016.09.19 10:07 #399

mladen:

dragon,

Which exact macd are you trying to duplicate and why?

Dear Sir Yes it is MACD .

You need to work with a couple of options.

MACD works with four colors .

But made it work one option.

[Deleted] 2016.09.19 11:21 #400

mntiwana:

Dragon

Man,is it not possible for you to keep clean this thread for what it was started,i means for Elite indicators MT5 version only and shift your problem,matter or issue to related thread for example request and idea or coding help ..... you have to know,boss dislike variant and congested topics in unrelated thread.

regards

Dear just tell you the words of one here is not the arena for the show muscle.

Elite indicators - metatrader 5 version :) - page 40