Author: 2009-2020, MetaQuotes Software Corp.
Indicators Used
Moving average indicator
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ColorOsMA
//+------------------------------------------------------------------+
//|                                                         ColorOsMA.mq5 |
//|                   Copyright 2009-2020, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "2009-2020, MetaQuotes Software Corp."
#property link        "http://www.mql5.com"
#property description "Moving Average of Oscillator"
#property description "aka MACD histogram"
#include <MovingAverages.mqh>
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots   1
#property indicator_type1   DRAW_COLOR_HISTOGRAM
#property indicator_color1  clrLime,clrRed,clrSilver
#property indicator_width1  2
//--- input parameters
input int                InpFastEMAPeriod=12;         // Fast EMA period
input int                InpSlowEMAPeriod=26;         // Slow EMA period
input int                InpSignalSMAPeriod=9;        // Signal SMA period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
//--- indicator buffers
double ExtOsMABuffer[];
double ExtOsMAColorBuffer[];
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,ExtOsMABuffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtOsMAColorBuffer,INDICATOR_COLOR_INDEX);
   SetIndexBuffer(2,ExtMacdBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,ExtSignalBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(4,ExtFastMaBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(5,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+2);
//--- sets first bar from what index will be drawn
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSlowEMAPeriod+InpSignalSMAPeriod-2);
//--- name for DataWindow and indicator subwindow label
   string short_name=StringFormat("Color OsMA(%d,%d,%d)",InpFastEMAPeriod,InpSlowEMAPeriod,InpSignalSMAPeriod);
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
   PlotIndexSetString(0,PLOT_LABEL,"Color OsMA");
//--- get MAs handles
   ExtFastMaHandle=iMA(NULL,0,InpFastEMAPeriod,0,MODE_EMA,InpAppliedPrice);
   ExtSlowMaHandle=iMA(NULL,0,InpSlowEMAPeriod,0,MODE_EMA,InpAppliedPrice);
  }
//+------------------------------------------------------------------+
//|  Moving Average of Oscillator                                    |
//+------------------------------------------------------------------+
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[])
  {
   if(rates_total<InpSignalSMAPeriod)
      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()) // checking for stop flag
      return(0);
   if(CopyBuffer(ExtFastMaHandle,0,0,to_copy,ExtFastMaBuffer)<=0)
     {
      Print("Getting fast EMA is failed! Error ",GetLastError());
      return(0);
     }
//--- get SlowSMA buffer
   if(IsStopped()) // checking for stop flag
      return(0);
   if(CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer)<=0)
     {
      Print("Getting slow SMA is failed! Error ",GetLastError());
      return(0);
     }
//---
   int i,start;
   if(prev_calculated==0)
      start=0;
   else
      start=prev_calculated-1;
//--- calculate MACD
   for(i=start; i<rates_total && !IsStopped(); i++)
      ExtMacdBuffer[i]=ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
//--- calculate Signal
   SimpleMAOnBuffer(rates_total,prev_calculated,0,InpSignalSMAPeriod,ExtMacdBuffer,ExtSignalBuffer);
//--- calculate OsMA
   for(i=start; i<rates_total && !IsStopped(); i++)
     {
      ExtOsMABuffer[i]=ExtMacdBuffer[i]-ExtSignalBuffer[i];
      if(i > 0)
        {
         if(ExtOsMABuffer[i] > ExtOsMABuffer[i-1])
           {
            ExtOsMAColorBuffer[i] = 0;
           }
         else
            if(ExtOsMABuffer[i] < ExtOsMABuffer[i-1])
              {
               ExtOsMAColorBuffer[i] = 1;
              }

            else
              {
               ExtOsMAColorBuffer[i] = 2;
              }
        }
      else
        {
         ExtOsMAColorBuffer[i] = 2;
        }

     }

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

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