Specification
Do indicador Vidya preciso um calculo adicional .
//+------------------------------------------------------------------+
#property copyright "2010, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Variable Index Dynamic Average"
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 2
#property indicator_type1 DRAW_LINE
#property indicator_color1 Blue
#property indicator_width1 3
#property indicator_label1 "VIDYA"
#property indicator_applied_price PRICE_CLOSE
//--- input parameters
input int InpPeriodCMO=9; // Period CMO
input int InpPeriodEMA=12; // Period EMA
input int InpShift=0; // Indicator's shift
//--- indicator buffers
double VIDYA_Buffer[];
//---
double ExtF;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,VIDYA_Buffer,INDICATOR_DATA);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpPeriodEMA+InpPeriodCMO-1);
//--- sets indicator shift
PlotIndexSetInteger(0,PLOT_SHIFT,InpShift);
//--- name for indicator label
IndicatorSetString(INDICATOR_SHORTNAME,"VIDYA("+string(InpPeriodCMO)+","+string(InpPeriodEMA)+")");
//--- name for index label
PlotIndexSetString(0,PLOT_LABEL,"VIDYA("+string(InpPeriodCMO)+","+string(InpPeriodEMA)+")");
//--- calculate smooth factor
ExtF=2.0/(1.0+InpPeriodEMA);
//--- initialization done
}
//+------------------------------------------------------------------+
//| Variable Index Dynamic Average |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const long &volume
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const double &price[])
{
//--- check for data
if(rates_total<InpPeriodEMA+InpPeriodCMO-1)
return(0);
//---
int limit;
if(prev_calculated<InpPeriodEMA+InpPeriodCMO-1)
{
limit=InpPeriodEMA+InpPeriodCMO-1;
for(int i=0;i<limit;i++)
VIDYA_Buffer[i]=price[i];
}
else limit=prev_calculated-1;
//--- main cycle
for(int i=limit;i<rates_total && !IsStopped();i++)
{
//--- calculate CMO and get absolute value
double mulCMO=fabs(CalculateCMO(i,InpPeriodCMO,price));
//--- calculate VIDYA
VIDYA_Buffer[i]=price[i]*ExtF*mulCMO+VIDYA_Buffer[i-1]*(1-ExtF*mulCMO);
}
//--- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
//| Chande Momentum Oscillator |
//+------------------------------------------------------------------+
double CalculateCMO(int Position,const int PeriodCMO,const double &price[])
{
double resCMO=0.0;
double UpSum=0.0,DownSum=0.0;
if(Position>=PeriodCMO && ArrayRange(price,0)>Position)
{
for(int i=0;i<PeriodCMO;i++)
{
double diff=price[Position-i]-price[Position-i-1];
if(diff>0.0)
UpSum+=diff;
else
DownSum+=(-diff);
}
if(UpSum+DownSum!=0.0)
resCMO=(UpSum-DownSum)/(UpSum+DownSum);
}
return(resCMO);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+