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MACDxxxxxx

Moving Average Convergence Divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of a security's price. The MACD is calculated by subtracting the 26-period Exponential Moving Average (EMA) from the 12-period EMA

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298 views8 pages

MACDxxxxxx

Moving Average Convergence Divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of a security's price. The MACD is calculated by subtracting the 26-period Exponential Moving Average (EMA) from the 12-period EMA

Uploaded by

seyyed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

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

//| MACD.mq5 |
//| Copyright 2009-2017, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009-2017, 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[],

Page 1/8
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);

Page 2/8
}
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| RSI.mq5 |
//| Copyright 2009-2017, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009-2017, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Relative Strength Index"
//--- indicator settings
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_level1 30
#property indicator_level2 70
#property indicator_buffers 3
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 DodgerBlue
//--- input parameters
input int InpPeriodRSI=14; // Period
//--- indicator buffers
double ExtRSIBuffer[];
double ExtPosBuffer[];
double ExtNegBuffer[];
//--- global variable
int ExtPeriodRSI;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input
if(InpPeriodRSI<1)
{
ExtPeriodRSI=12;
Print("Incorrect value for input variable InpPeriodRSI =",
InpPeriodRSI,
"Indicator will use value =",ExtPeriodRSI,"for calculations.");
}
else ExtPeriodRSI=InpPeriodRSI;
//--- indicator buffers mapping
SetIndexBuffer(0,ExtRSIBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtPosBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(2,ExtNegBuffer,INDICATOR_CALCULATIONS);
//--- set accuracy
IndicatorSetInteger(INDICATOR_DIGITS,2);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodRSI);
//--- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"RSI("+string(ExtPeriodRSI)+")");
//--- initialization done
}
//+------------------------------------------------------------------+
//| Relative Strength Index |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,

Page 3/8
const int prev_calculated,
const int begin,
const double &price[])
{
int i;
double diff;
//--- check for rates count
if(rates_total<=ExtPeriodRSI)
return(0);
//--- preliminary calculations
int pos=prev_calculated-1;
if(pos<=ExtPeriodRSI)
{
//--- first RSIPeriod values of the indicator are not calculated
ExtRSIBuffer[0]=0.0;
ExtPosBuffer[0]=0.0;
ExtNegBuffer[0]=0.0;
double SumP=0.0;
double SumN=0.0;
for(i=1;i<=ExtPeriodRSI;i++)
{
ExtRSIBuffer[i]=0.0;
ExtPosBuffer[i]=0.0;
ExtNegBuffer[i]=0.0;
diff=price[i]-price[i-1];
SumP+=(diff>0?diff:0);
SumN+=(diff<0?-diff:0);
}
//--- calculate first visible value
ExtPosBuffer[ExtPeriodRSI]=SumP/ExtPeriodRSI;
ExtNegBuffer[ExtPeriodRSI]=SumN/ExtPeriodRSI;
if(ExtNegBuffer[ExtPeriodRSI]!=0.0)
ExtRSIBuffer[ExtPeriodRSI]=100.0-(100.0/(1.0+ExtPosBuffer[
ExtPeriodRSI]/ExtNegBuffer[ExtPeriodRSI]));
else
{
if(ExtPosBuffer[ExtPeriodRSI]!=0.0)
ExtRSIBuffer[ExtPeriodRSI]=100.0;
else
ExtRSIBuffer[ExtPeriodRSI]=50.0;
}
//--- prepare the position value for main calculation
pos=ExtPeriodRSI+1;
}
//--- the main loop of calculations
for(i=pos;i<rates_total && !IsStopped();i++)
{
diff=price[i]-price[i-1];
ExtPosBuffer[i]=(ExtPosBuffer[i-1]*(ExtPeriodRSI-1)+(diff>0.0?diff:
0.0))/ExtPeriodRSI;
ExtNegBuffer[i]=(ExtNegBuffer[i-1]*(ExtPeriodRSI-1)+(diff<0.0?-diff:
0.0))/ExtPeriodRSI;
if(ExtNegBuffer[i]!=0.0)
ExtRSIBuffer[i]=100.0-100.0/(1+ExtPosBuffer[i]/ExtNegBuffer[i]);
else
{
if(ExtPosBuffer[i]!=0.0)
ExtRSIBuffer[i]=100.0;
else
ExtRSIBuffer[i]=50.0;
}

Page 4/8
}
//--- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| Force_Index.mq5 |
//| Copyright 2009-2017, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009-2017, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 DodgerBlue
//--- input parameters
input int InpForcePeriod=13; // Period
input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // MA method
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
input ENUM_APPLIED_VOLUME InpAppliedVolume=VOLUME_TICK; // Volumes
//--- indicator buffers
double ExtForceBuffer[];
double ExtMABuffer[];
//--- MA handle
int ExtMAHandle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtForceBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtMABuffer,INDICATOR_CALCULATIONS);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpForcePeriod);
//--- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"Force("+string(InpForcePeriod)+
")");
//--- get MA handle
ExtMAHandle=iMA(NULL,0,InpForcePeriod,0,InpMAMethod,InpAppliedPrice);
//--- initialization done
}
//+------------------------------------------------------------------+
//| Force Index |
//+------------------------------------------------------------------+
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[])
{

Page 5/8
int i,limit;
//--- check for rates total
if(rates_total<InpForcePeriod)
return(0);
//---
int calculated=BarsCalculated(ExtMAHandle);
if(calculated<rates_total)
{
Print("Not all data of ExtMAHandle 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 ma buffer
if(IsStopped()) return(0); //Checking for stop flag
if(CopyBuffer(ExtMAHandle,0,0,to_copy,ExtMABuffer)<=0)
{
Print("Getting MA data is failed! Error",GetLastError());
return(0);
}
//--- preliminary calculations
if(prev_calculated<InpForcePeriod)
limit=InpForcePeriod;
else limit=prev_calculated-1;
//--- the main loop of calculations
if(InpAppliedVolume==VOLUME_TICK)
{
for(i=limit;i<rates_total && !IsStopped();i++)
ExtForceBuffer[i]=tick_volume[i]*(ExtMABuffer[i]-ExtMABuffer[i-1
]);
}
else
{
for(i=limit;i<rates_total && !IsStopped();i++)
ExtForceBuffer[i]=volume[i]*(ExtMABuffer[i]-ExtMABuffer[i-1]);
}
//--- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| CCI.mq5 |
//| Copyright 2009-2017, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009-2017, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Commodity Channel Index"
#include <MovingAverages.mqh>
//---
#property indicator_separate_window
#property indicator_buffers 4

Page 6/8
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 LightSeaGreen
#property indicator_level1 -100.0
#property indicator_level2 100.0
#property indicator_applied_price PRICE_TYPICAL
//--- input parametrs
input int InpCCIPeriod=14; // Period
//--- global variable
int ExtCCIPeriod;
//---- indicator buffer
double ExtSPBuffer[];
double ExtDBuffer[];
double ExtMBuffer[];
double ExtCCIBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input value of period
if(InpCCIPeriod<=0)
{
ExtCCIPeriod=14;
printf(
"Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d
,InpCCIPeriod,ExtCCIPeriod);
}
else ExtCCIPeriod=InpCCIPeriod;
//--- define buffers
SetIndexBuffer(0,ExtCCIBuffer);
SetIndexBuffer(1,ExtDBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(2,ExtMBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(3,ExtSPBuffer,INDICATOR_CALCULATIONS);
//--- indicator name
IndicatorSetString(INDICATOR_SHORTNAME,"CCI("+string(ExtCCIPeriod)+")");
//--- indexes draw begin settings
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1);
//--- number of digits of indicator value
IndicatorSetInteger(INDICATOR_DIGITS,2);
//---- OnInit done
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double &price[])
{
//--- variables
int i,j;
double dTmp,dMul=0.015/ExtCCIPeriod;
//--- start calculation
int StartCalcPosition=(ExtCCIPeriod-1)+begin;
//--- check for bars count
if(rates_total<StartCalcPosition)
return(0);
//--- correct draw begin
if(begin>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition+(
ExtCCIPeriod-1));
//--- calculate position
Page 7/8
int pos=prev_calculated-1;
if(pos<StartCalcPosition)
pos=StartCalcPosition;
//--- main cycle
for(i=pos;i<rates_total && !IsStopped();i++)
{
//--- SMA on price buffer
ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,price);
//--- calculate D
dTmp=0.0;
for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(price[i-j]-ExtSPBuffer[i]);
ExtDBuffer[i]=dTmp*dMul;
//--- calculate M
ExtMBuffer[i]=price[i]-ExtSPBuffer[i];
//--- calculate CCI
if(ExtDBuffer[i]!=0.0) ExtCCIBuffer[i]=ExtMBuffer[i]/ExtDBuffer[i];
else ExtCCIBuffer[i]=0.0;
//---
}
//---- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+

Page 8/8

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