JSmooth_MA_v1

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

//|                                                   JSmooth_MA.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "JSmooth Moving Average by Mark Jurik"

#property indicator_chart_window

#property indicator_buffers 6

#property indicator_plots   1

//--- plot JSM

#property indicator_label1  "JSooth"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrLightSeaGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- input parameters

input uint                 InpPeriod         =  20;            // Period

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

//--- indicator buffers

double         BufferJSM[];

double         BufferMA[];

double         BufferA1[];

double         BufferA2[];

double         BufferA3[];

double         BufferA4[];

//--- global variables

double         alpha;

double         alpha2;

double         alpha12;

int            period_ma;

int            handle_ma;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_ma=int(InpPeriod<2 ? 2 : InpPeriod);

   alpha=0.45*(period_ma-1.0)/(0.45*(period_ma-1.0)+2.0);

   alpha2=alpha*alpha;

   alpha12=(1.0-alpha)*(1.0-alpha);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferJSM,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(2,BufferA1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferA2,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferA3,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferA4,INDICATOR_CALCULATIONS);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(3,PLOT_ARROW,159);

   PlotIndexSetInteger(4,PLOT_ARROW,234);

   PlotIndexSetInteger(5,PLOT_ARROW,233);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"JSmooth MA ("+(string)period_ma+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferJSM,true);

   ArraySetAsSeries(BufferMA,true);

   ArraySetAsSeries(BufferA1,true);

   ArraySetAsSeries(BufferA2,true);

   ArraySetAsSeries(BufferA3,true);

   ArraySetAsSeries(BufferA4,true);

//--- create handles

   ResetLastError();

   handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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[])

  {

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<fmax(period_ma,4)) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferJSM,0);

      ArrayInitialize(BufferMA,0);

      ArrayInitialize(BufferA1,0);

      ArrayInitialize(BufferA2,0);

      ArrayInitialize(BufferA3,0);

      ArrayInitialize(BufferA4,0);

     }

//--- >43>B>2:0 40==KE

   int count=(limit>1 ? rates_total : 1);

   int copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;



//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      BufferA1[i]=(1-alpha)*BufferMA[i]+alpha*BufferA1[i+1];

      BufferA2[i]=(1-alpha)*(BufferMA[i]-BufferA1[i])+alpha*BufferA2[i+1];

      BufferA3[i]=BufferA1[i]+BufferA2[i];

      BufferA4[i]=(BufferA3[i]-BufferJSM[i+1])*alpha12+alpha2*BufferA4[i+1];

      BufferJSM[i]=BufferJSM[i+1]+BufferA4[i];

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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