//+------------------------------------------------------------------+ //| Adaptive efficiency ratio - EMA.mq4 | //| from Mladen Rakic mt5 version | //+------------------------------------------------------------------+ #property copyright "www.forex-station.com" #property link "www.forex-station.com" #property indicator_chart_window #property indicator_buffers 5 #property indicator_color1 clrKhaki #property indicator_color2 clrLimeGreen #property indicator_color3 clrLimeGreen #property indicator_color4 clrDeepPink #property indicator_color5 clrDeepPink #property indicator_width1 3 #property indicator_width2 3 #property indicator_width3 3 #property indicator_width4 3 #property indicator_width5 3 #property strict // // // // // 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_tbiased2, // Trend biased (extreme) 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 pr_hatbiased2, // Heiken ashi trend biased (extreme) price pr_habclose, // Heiken ashi (better formula) close pr_habopen , // Heiken ashi (better formula) open pr_habhigh, // Heiken ashi (better formula) high pr_hablow, // Heiken ashi (better formula) low pr_habmedian, // Heiken ashi (better formula) median pr_habtypical, // Heiken ashi (better formula) typical pr_habweighted,// Heiken ashi (better formula) weighted pr_habaverage, // Heiken ashi (better formula) average pr_habmedianb, // Heiken ashi (better formula) median body pr_habtbiased, // Heiken ashi (better formula) trend biased price pr_habtbiased2 // Heiken ashi (better formula) trend biased (extreme) price }; input int inpPeriod = 600; // Period input enPrices inpPrice = pr_close; // Price to use double val[],valc[],ama[],valda[],valdb[],valua[],valub[],diff[],noise[],prices[]; double m_fastEnd,m_slowEnd; int m_period; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ // // int OnInit() { IndicatorBuffers(9); SetIndexBuffer(0, val, INDICATOR_DATA); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(1, valua, INDICATOR_DATA); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(2, valub, INDICATOR_DATA); SetIndexStyle(2,DRAW_LINE); SetIndexBuffer(3, valda, INDICATOR_DATA); SetIndexStyle(3,DRAW_LINE); SetIndexBuffer(4, valdb, INDICATOR_DATA); SetIndexStyle(4,DRAW_LINE); SetIndexBuffer(5, diff, INDICATOR_CALCULATIONS); SetIndexBuffer(6, noise, INDICATOR_CALCULATIONS); SetIndexBuffer(7, prices,INDICATOR_CALCULATIONS); SetIndexBuffer(8, valc, INDICATOR_CALCULATIONS); m_period = (inpPeriod>1) ? inpPeriod : 1; m_fastEnd = fmax(m_period*0.5,1); m_slowEnd = m_period*5; IndicatorShortName("Adaptive EMA ("+(string)inpPeriod+")"); return (INIT_SUCCEEDED); } void OnDeinit(const int reason){ } //+------------------------------------------------------------------+ //| 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[]) { int i,counted_bars=prev_calculated; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit = fmin(rates_total-counted_bars,rates_total-1); // // // // // if (valc[limit]== 1) CleanPoint(limit,valua,valub); if (valc[limit]==-1) CleanPoint(limit,valda,valdb); for(i=limit; i>=0; i--) { double _price = getPrice(inpPrice,open,close,high,low,i,rates_total); prices[i] = _price; diff[i] = (ival[i+1]) ? 1 :(val[i]=Bars-3) return; if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (i>=Bars-2) return; if (first[i+1] == EMPTY_VALUE) if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _prHABF(_prtype) (_prtype>=pr_habclose && _prtype<=pr_habtbiased2) #define _priceInstances 1 #define _priceInstancesSize 4 double workHa[][_priceInstances*_priceInstancesSize]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars); instanceNo*=_priceInstancesSize; int r = bars-i-1; // // // // // double haOpen = (r>0) ? (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0 : (open[i]+close[i])/2;; double haClose = (open[i]+high[i]+low[i]+close[i]) / 4.0; if (_prHABF(tprice)) if (high[i]!=low[i]) haClose = (open[i]+close[i])/2.0+(((close[i]-open[i])/(high[i]-low[i]))*fabs((close[i]-open[i])/2.0)); else haClose = (open[i]+close[i])/2.0; double haHigh = fmax(high[i], fmax(haOpen,haClose)); double haLow = fmin(low[i] , fmin(haOpen,haClose)); // // // // // if(haOpenhaOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: case pr_habtbiased2: if (haClose>haOpen) return(haHigh); if (haCloseopen[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); case pr_tbiased2: if (close[i]>open[i]) return(high[i]); if (close[i]