DF_andre_moraes

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

//|                                              DF_andre_moraes.mq5 |

//|                   Copyright 2009-2017, MetaQuotes Software Corp. |

//|                                              http://www.mql5.com |

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



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

//| O programa MACD original do MT5 foi alterado para se tonar o     |

//| Difusor de Fluxo do Andre Moraes.                                |

//| Autor: Sandro Roger Boschetti                                    |

//| Data: 05/05/2019                                                 |

//| Alteracao: Andrea Araujo Sousa  (alteracao do MACD para que      |

//| a linha de sinal do MACD seja exponencial conforme o             |

//| difusor de fluxo concebido por Andre Moraes)                     | 

//| Data: 22/03/2021                            

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





#property copyright   "2009-2017, MetaQuotes Software Corp."

#property link        "http://www.mql5.com"

#property description "Difusor de Fluxo"

#include <MovingAverages.mqh>

//--- indicator settings

#property indicator_separate_window

#property indicator_buffers 6

#property indicator_plots   3

#property indicator_type1   DRAW_LINE//DRAW_HISTOGRAM

#property indicator_type2   DRAW_LINE

#property indicator_type3   DRAW_LINE

#property indicator_color1  Red

#property indicator_color2  Orange

#property indicator_color3  Black

#property indicator_width1  2

#property indicator_width2  2

#property indicator_width3  2

#property indicator_label1  "MACD"

#property indicator_label2  "Signal"

#property indicator_label3  "Media Longa"



//--- input parameters

input int                InpFastEMA = 21;               // Fast EMA period

input int                InpSlowEMA = 55;               // Slow EMA period

input int                InpSignalEMA = 34;             // Signal EMA period

input int                InpMediaLongaEMA = 89;         // Media Longa EMA

input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price



//--- indicator buffers

double                   ExtMacdBuffer[];

double                   ExtSignalBuffer[];

double                   ExtFastMaBuffer[];

double                   ExtSlowMaBuffer[];

double                   ExtMLIndDataBuffer[];



//--- MA handles

int                      ExtFastMaHandle;

int                      ExtSlowMaHandle;

int                      ExtMLHandle;





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

//| Custom indicator initialization function                         |

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

void OnInit() {

//--- indicator buffers mapping

   SetIndexBuffer(0,ExtMacdBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtMLIndDataBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,ExtFastMaBuffer,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);

   

//--- sets first bar from what index will be drawn

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpSignalEMA-1);

//--- name for Dindicator subwindow label

//   IndicatorSetString(INDICATOR_SHORTNAME,"MACD("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalEMA)+")");

   IndicatorSetString(INDICATOR_SHORTNAME,"FluxDiffuser("+string(InpSlowEMA)+","+string(InpFastEMA)+","+string(InpSignalEMA)+","+string(InpMediaLongaEMA)+")");

//--- get MA handles

   ExtFastMaHandle = iMA(NULL,0,InpFastEMA,0,MODE_EMA,InpAppliedPrice);

   ExtSlowMaHandle = iMA(NULL,0,InpSlowEMA,0,MODE_EMA,InpAppliedPrice);

       ExtMLHandle = iMA(NULL,0,InpMediaLongaEMA,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[],

                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 < InpSignalEMA) 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);

   }



   calculated = BarsCalculated(ExtMLHandle);

   if (calculated < rates_total) {

      Print("Not all data of ExtMediaLongaHandle 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 Slow EMA buffer

   if (IsStopped()) return(0); //Checking for stop flag



   if (CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer) <= 0) {

      Print("Getting slow EMA 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];

   }



//--- Cálculo da média longa: Exponential Moving Average do MACD, assim como o sinal

//   SimpleMAOnBuffer( rates_total, prev_calculated, 0, InpMediaLongaEMA, ExtMacdBuffer, ExtMLIndDataBuffer);

   ExponentialMAOnBuffer( rates_total, prev_calculated, 0, InpMediaLongaEMA, ExtMacdBuffer, ExtMLIndDataBuffer);



//--- calculate Signal for EMA

   ExponentialMAOnBuffer( rates_total, prev_calculated, 0, InpSignalEMA, ExtMacdBuffer, ExtSignalBuffer);





   return(rates_total);

  }

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