//+------------------------------------------------------------------+ //| Jurik Moving Average.mq5 | //| Copyright @ 2022, Centaur | //| forex-station.com/memberlist.php?mode=viewprofile&u=4948703 | //+------------------------------------------------------------------+ #property copyright "Copyright @ 2022, Centaur" #property link "forex-station.com/memberlist.php?mode=viewprofile&u=4948703" #property version "1.00" #property indicator_chart_window #property indicator_buffers 12 #property indicator_plots 1 //--- plot JMA #property indicator_label1 "JMA" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrMediumTurquoise,clrMediumVioletRed #property indicator_style1 STYLE_SOLID #property indicator_width1 9 //--- enumerations enum ENUM_PRICE { pr_O, // Open O pr_H, // High H pr_L, // Low L pr_C, // Close C pr_M, // Median (H+L)/2 pr_T, // Typical (H+L+C)/3 pr_W, // Weighted (H+L+C+C)/4 pr_A, // Average (O+H+L+C)/4 pr_AB, // Average Body (O+C)/2 pr_HAO, // Heikin-Ashi Open HAO pr_HAH, // Heikin-Ashi High HAH pr_HAL, // Heikin-Ashi Low HAL pr_HAC, // Heikin-Ashi Close HAC pr_HAM, // Heikin-Ashi Median (HAH+HAL)/2 pr_HAT, // Heikin-Ashi Typical (HAH+HAL+HAC)/3 pr_HAW, // Heikin-Ashi Weighted (HAH+HAL+HAC+HAC)/4 pr_HAA, // Heikin-Ashi Average (HAO+HAH+HAL+HAC)/4 pr_HAAB // Heikin-Ashi Average Body (HAO+HAC)/2 }; //--- input parameters input int inp_jma_period = 21; // Period (min val: 1) input int inp_jma_phase = 100; // Phase (range between -100 and 100) input int inp_jma_shift = 0; // Shift input ENUM_PRICE inp_rate = pr_C; // Applied Price //--- indicator buffers double JMABuffer[]; double JMAColors[]; double rate[]; double temp1[]; double temp2[]; double temp3[]; double temp4[]; double temp5[]; double temp6[]; double temp7[]; double temp8[]; double temp9[]; //--- indicator variables int jma_period; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- check input parameters jma_period = inp_jma_period < 1 ? 1 : inp_jma_period; //--- indicator buffers mapping SetIndexBuffer(0, JMABuffer, INDICATOR_DATA); SetIndexBuffer(1, JMAColors, INDICATOR_COLOR_INDEX); SetIndexBuffer(2, rate, INDICATOR_CALCULATIONS); SetIndexBuffer(3, temp1, INDICATOR_CALCULATIONS); SetIndexBuffer(4, temp2, INDICATOR_CALCULATIONS); SetIndexBuffer(5, temp3, INDICATOR_CALCULATIONS); SetIndexBuffer(6, temp4, INDICATOR_CALCULATIONS); SetIndexBuffer(7, temp5, INDICATOR_CALCULATIONS); SetIndexBuffer(8, temp6, INDICATOR_CALCULATIONS); SetIndexBuffer(9, temp7, INDICATOR_CALCULATIONS); SetIndexBuffer(10, temp8, INDICATOR_CALCULATIONS); SetIndexBuffer(11, temp9, INDICATOR_CALCULATIONS); //--- set indicator accuracy IndicatorSetInteger(INDICATOR_DIGITS, _Digits + 1); //--- set indicator name display string price_name = inp_rate == pr_O ? "Open" : inp_rate == pr_H ? "High" : inp_rate == pr_L ? "Low" : inp_rate == pr_C ? "Close" : inp_rate == pr_M ? "Median" : inp_rate == pr_T ? "Typical" : inp_rate == pr_W ? "Weighted" : inp_rate == pr_A ? "Average" : inp_rate == pr_AB ? "Average Body" : inp_rate == pr_HAO ? "HA Open" : inp_rate == pr_HAH ? "HA High" : inp_rate == pr_HAL ? "HA Low" : inp_rate == pr_HAC ? "HA Close" : inp_rate == pr_HAM ? "HA Median" : inp_rate == pr_HAT ? "HA Typical" : inp_rate == pr_HAW ? "HA Weighted" : inp_rate == pr_HAA ? "HA Average" : inp_rate == pr_HAAB ? "HA Average Body" : " "; string short_name = "JMA (" + IntegerToString(jma_period) + ", " + IntegerToString(inp_jma_phase) + ", " + IntegerToString(inp_jma_shift) + ", " + price_name + ")"; IndicatorSetString(INDICATOR_SHORTNAME, short_name); //--- indicator bar shift PlotIndexSetInteger(0, PLOT_SHIFT, inp_jma_shift); //--- sets drawing lines to empty value PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); //--- initialization succeeded return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| 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[]) { //--- check period if(rates_total < jma_period) return(0); //--- populate rate buffer PopRate(rates_total, prev_calculated, inp_rate, open, high, low, close, rate); //--- populate JMA buffer JMA(rates_total, prev_calculated, jma_period, inp_jma_phase, temp1, temp2, temp3, temp4, temp5, temp6, temp7, temp8, temp9, rate, JMABuffer); //--- calculate start position int bar; if(prev_calculated == 0) bar = 1; else bar = prev_calculated - 1; //--- main loop for(int i = bar; i < rates_total && !_StopFlag; i++) { JMAColors[i] = JMABuffer[i] > JMABuffer[i - 1] ? 0.0 : JMABuffer[i] < JMABuffer[i - 1] ? 1.0 : JMAColors[i - 1]; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Function: Populate price buffer (PopRate) | //+------------------------------------------------------------------+ int PopRate(const int rates_total, const int prev_calculated, const ENUM_PRICE app_price, const double &open_buf[], const double &high_buf[], const double &low_buf[], const double &close_buf[], double &out_buf[]) { //--- calculate start position int bar; if(prev_calculated == 0) bar = 0; else bar = prev_calculated - 1; //--- main loop for(int i = bar; i < rates_total && !_StopFlag; i++) { if(i < 1) out_buf[i] = close_buf[i]; if(i >= 1) { switch(app_price) { case pr_O: out_buf[i] = open_buf[i]; break; case pr_H: out_buf[i] = high_buf[i]; break; case pr_L: out_buf[i] = low_buf[i]; break; case pr_C: out_buf[i] = close_buf[i]; break; case pr_M: out_buf[i] = (high_buf[i] + low_buf[i]) / 2; break; case pr_T: out_buf[i] = (high_buf[i] + low_buf[i] + close_buf[i]) / 3; break; case pr_W: out_buf[i] = (high_buf[i] + low_buf[i] + close_buf[i] + close_buf[i]) / 4; break; case pr_A: out_buf[i] = (open_buf[i] + high_buf[i] + low_buf[i] + close_buf[i]) / 4; break; case pr_AB: out_buf[i] = (open_buf[i] + close_buf[i]) / 2; break; case pr_HAO: out_buf[i] = (open_buf[i - 1] + close_buf[i - 1]) / 2; break; case pr_HAH: out_buf[i] = fmax(high_buf[i], fmax(open_buf[i], close_buf[i])); break; case pr_HAL: out_buf[i] = fmin(low_buf[i], fmin(open_buf[i], close_buf[i])); break; case pr_HAC: out_buf[i] = (open_buf[i] + high_buf[i] + low_buf[i] + close_buf[i]) / 4; break; case pr_HAM: out_buf[i] = (fmax(high_buf[i], fmax(open_buf[i], close_buf[i])) + fmin(low_buf[i], fmin(open_buf[i], close_buf[i]))) / 2; break; case pr_HAT: out_buf[i] = (fmax(high_buf[i], fmax(open_buf[i], close_buf[i])) + fmin(low_buf[i], fmin(open_buf[i], close_buf[i])) + ((open_buf[i] + high_buf[i] + low_buf[i] + close_buf[i]) / 4)) / 3; break; case pr_HAW: out_buf[i] = (fmax(high_buf[i], fmax(open_buf[i], close_buf[i])) + fmin(low_buf[i], fmin(open_buf[i], close_buf[i])) + ((open_buf[i] + high_buf[i] + low_buf[i] + close_buf[i]) / 4) + ((open_buf[i] + high_buf[i] + low_buf[i] + close_buf[i]) / 4)) / 4; break; case pr_HAA: out_buf[i] = (((open_buf[i - 1] + close_buf[i - 1]) / 2) + fmax(high_buf[i], fmax(open_buf[i], close_buf[i])) + fmin(low_buf[i], fmin(open_buf[i], close_buf[i])) + ((open_buf[i] + high_buf[i] + low_buf[i] + close_buf[i]) / 4)) / 4; break; case pr_HAAB: out_buf[i] = (((open_buf[i - 1] + close_buf[i - 1]) / 2) + ((open_buf[i] + high_buf[i] + low_buf[i] + close_buf[i]) / 4)) / 2; break; } } } return(rates_total); } //+------------------------------------------------------------------+ //| Function: Jurik Moving Average (JMA) | by Mark Jurik, code converted from tradingview, gorx1: https://in.tradingview.com/v/gwzRz6tI/ //+------------------------------------------------------------------+ int JMA(const int rates_total, const int prev_calculated, const int length, const int phase, double &lower_band[], double &upper_band[], double &vola[], double &vola_sum[], double &avg_vola[], double &ma1[], double &det0[], double &det1[], double &jma[], const double &in_buf[], double &out_buf[]) { //--- check period if(rates_total < 10) return(0); //--- calculate start position int bar; if(prev_calculated == 0) bar = 0; else bar = prev_calculated - 1; //--- main loop for(int i = bar; i < rates_total && !_StopFlag; i++) { if(i < 10) { out_buf[i] = in_buf[i]; lower_band[i] = in_buf[i]; upper_band[i] = in_buf[i]; vola[i] = 0.0; vola_sum[i] = 0.0; avg_vola[i] = 0.0; ma1[i] = 0.0; det0[i] = 0.0; jma[i] = 0.0; det1[i] = 0.0; } if(i >= 10) { double del1 = fabs(in_buf[i] - upper_band[i - 1]), del2 = fabs(in_buf[i] - lower_band[i - 1]); vola[i] = del1 == del2 ? 0 : fmax(del1, del2); vola_sum[i] = vola_sum[i - 1] + 0.1 * (vola[i] - vola[i - 10]); int avg_len = 65, y = i + 1; if(y <= avg_len + 1) avg_vola[i] = avg_vola[i - 1] + 2.0 * (vola_sum[i] - avg_vola[i - 1]) / (avg_len + 1); else { double sma = 0.0; for(int k = 0; k < avg_len; k++) sma += vola_sum[i - k]; sma /= avg_len; avg_vola[i] = sma; } double len = 0.5 * (length - 1), len1 = fmax(log(sqrt(len)) / log(2) + 2, 0.0), pow1 = fmax(len1 - 2, 0.5), r_vola = avg_vola[i] > 0.0 ? vola[i] / avg_vola[i] : 0.0; if(r_vola > pow(len1, 1 / pow1)) r_vola = pow(len1, 1 / pow1); else if(r_vola < 1.0) r_vola = 1.0; else r_vola = r_vola; double pow2 = pow(r_vola, pow1), len2 = sqrt(len) * len1, bet = len2 / (len2 + 1), kv = pow(bet, sqrt(pow2)); lower_band[i] = y == 1 ? in_buf[i] : del2 < 0.0 ? in_buf[i] : in_buf[i] - kv * del2; upper_band[i] = y == 1 ? in_buf[i] : del1 < 0.0 ? in_buf[i] : in_buf[i] + kv * del1; double beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2), pr = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100 + 1.5, alpha = pow(beta, pow2); ma1[i] = (1 - alpha) * in_buf[i] + alpha * ma1[i - 1]; det0[i] = (in_buf[i] - ma1[i]) * (1 - beta) + beta * det0[i - 1]; double ma2 = ma1[i] + pr * det0[i]; det1[i] = (ma2 - jma[i - 1]) * pow((1 - alpha), 2) + pow(alpha, 2) * det1[i - 1]; jma[i] = jma[i - 1] + det1[i]; out_buf[i] = i <= 2 * length ? in_buf[i] : length <= 3 ? in_buf[i] : jma[i]; } } return(rates_total); } //+------------------------------------------------------------------+