AMA_STL_Color

ÿþ//+------------------------------------------------------------------+

//|                                                AMA_STL_Color.mq5 |

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

#property copyright ""

#property link      ""

#property version   "1.00"

#property strict



#property indicator_chart_window



#ifdef __MQL4__

#property indicator_buffers 2

#endif



#ifdef __MQL5__

#property indicator_buffers 5

#property indicator_plots 2

#endif



#property indicator_type1 DRAW_LINE

#property indicator_type2 DRAW_LINE



#property indicator_color1 clrDodgerBlue

#property indicator_color2 clrTomato



#property indicator_width1 3

#property indicator_width2 3



#property indicator_label1 "Up Line"

#property indicator_label2 "Dn Line"



//---

input uint InpRange=9;//Range

input uint InpFastPeriod=2;//Fast Period

input uint InpSlowPeriod=30;//Slow Period

input uint InpMaxBars=200;//Count Bars

input uint InpFilter=25;//Filter



//---

double Up[];

double Down[];

double trend[];

double fAMA[];

double mAMA[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

#ifdef __MQL4__   

   IndicatorBuffers(5);

#endif

//---

   SetIndexBuffer(0,Up,INDICATOR_DATA);

   SetIndexBuffer(1,Down,INDICATOR_DATA);

   SetIndexBuffer(2,trend,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,fAMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,mAMA,INDICATOR_CALCULATIONS);

//---   

   ArraySetAsSeries(Up,true);

   ArraySetAsSeries(Down,true);

   ArraySetAsSeries(trend,true);

   ArraySetAsSeries(fAMA,true);

   ArraySetAsSeries(mAMA,true);

//---

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//---

   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[])

  {



   ArraySetAsSeries(low,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(close,true);



   int limit;

   if(prev_calculated==0)

     {

      limit=rates_total-(int)InpRange-2;

      if(InpMaxBars>0)

         limit=(int)fmin(limit,InpMaxBars);



      ArrayInitialize(Up,EMPTY_VALUE);

      ArrayInitialize(Down,EMPTY_VALUE);

     }

   else

     {

      limit=rates_total-prev_calculated;

     }



//---

   double k1=2.0/(InpSlowPeriod+1);

   double k2=2.0/(InpFastPeriod+1)-k1;



//---

   double AMA=close[InpMaxBars-InpRange];

   mAMA[InpMaxBars-InpRange]=close[InpMaxBars-InpRange+1];



//---

   for(int cb=(int)InpMaxBars; cb>=0; cb--)

     {



      double Noise=0.0;

      for(int i=cb; i<cb+(int)InpRange; i++)

         Noise+=fabs(close[i]-close[i+1]);



      double ER=0.0;

      if(Noise!=0.0)

         ER=fabs(close[cb]-close[cb+InpRange])/Noise;



      double SSC=(ER*k2+k1);

      AMA+=NormalizeDouble(SSC*SSC*(close[cb]-AMA),_Digits);

      mAMA[cb]=AMA;



      if(InpFilter<1)

         fAMA[cb]=mAMA[cb];

      else

        {

         double sdAMA=0.0;

         for(int i=cb; i<cb+(int)InpSlowPeriod; i++)

            sdAMA+=fabs(mAMA[i]-mAMA[i+1]);



         double dAMA=mAMA[cb]-mAMA[cb+1];

         //----

         if(dAMA>=0.0)

           {

            if(dAMA<NormalizeDouble(InpFilter*sdAMA/(100*InpSlowPeriod),_Digits) && 

               high[cb]<=high[ArrayMaximum(high,4,cb)]+10*_Point)

              {

               fAMA[cb]=fAMA[cb+1];

              }

            else

              {

               fAMA[cb]=mAMA[cb];

              }

           }

         else

           {

            if(fabs(dAMA)<NormalizeDouble(InpFilter*sdAMA/(100*InpSlowPeriod),_Digits) && 

               low[cb]>low[ArrayMinimum(low,4,cb)]-10*_Point)

              {

               fAMA[cb]=fAMA[cb+1];

              }

            else

              {

               fAMA[cb]=mAMA[cb];

              }

           }



         sdAMA=0.0;

        }



     }

//---

   for(int i=(int)InpMaxBars; i>=0; i--)

     {

      trend[i]=trend[i+1];



      if(fAMA[i]>fAMA[i+1]) trend[i] =1;

      if(fAMA[i]<fAMA[i+1]) trend[i] =-1;



      if(trend[i]>0)

        {

         Up[i]=fAMA[i];

         if(trend[i+1]<0)

            Up[i+1]=fAMA[i+1];

         Down[i]=EMPTY_VALUE;

        }

      else

      if(trend[i]<0)

        {

         Down[i]=fAMA[i];

         if(trend[i+1]>0)

            Down[i+1]=fAMA[i+1];

         Up[i]=EMPTY_VALUE;

        }

     }

//---     

   return(rates_total);

  }

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