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Kaufman2_v2
/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Kaufman.mq4 |
//| Copyright © 2004, by konKop & wellx |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, by konKop, GOODMAN, Mstera, af + wellx"
#property link "http://www.metaquotes.net"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Sienna
//---- input parameters
extern int periodAMA=9;
extern int nfast=2;
extern int nslow=30;
extern int G=2;
//---- buffers
double kAMAbuffer[];
//+------------------------------------------------------------------+
int cbars=0;
double slowSC,fastSC;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
//SetIndexDrawBegin(0,nslow+nfast);
SetIndexBuffer(0,kAMAbuffer);
IndicatorDigits(6);
//slowSC=0.064516;
//fastSC=0.2;
cbars=IndicatorCounted();
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int i,pos=0;
double noise,noise0,AMA,AMA0,signal,ER;
double dSC,ERSC,wlxSSC;
//---- TODO: add your code here
slowSC=(2.0 /(nslow+1));
fastSC=(2.0 /(nfast+1));
if (Bars<=(periodAMA+2)) return(0);
//---- check for possible errors
if (cbars<0) return(-1);
//---- last counted bar will be recounted
if (cbars>0) cbars--;
pos=Bars-periodAMA-2;
//pos=100;
//Print("cbars1: ", cbars);
AMA0=Close[pos+1];
while (pos>=0)
{
if(pos==Bars-periodAMA-2) AMA0=Close[pos+1];
signal=MathAbs(Close[pos]-Close[pos+periodAMA]);
noise=0;
for(i=0;i<periodAMA;i++)
{
noise=noise+MathAbs(Close[pos+i]-Close[pos+i+1]);
};
ER =signal/noise;
dSC=(fastSC-slowSC);
ERSC=ER*dSC;
wlxSSC=ERSC+slowSC;
AMA=AMA0+(MathPow(wlxSSC,G)*(Close[pos]-AMA0));
kAMAbuffer[pos]=AMA;
/*
Print("dsC: ", dSC);
Print("ERSC: ", ERSC);
Print("slowSc: ", slowSC);
Print("fastSc: ", fastSC);
Print("signal: ", signal);
Print("noise: ", noise);
Print("SSC: ", wlxSSC);
Print("AMA0: ", AMA0);
Print("AMA: ", AMA);
Print("MathPow: ", MathPow(wlxSSC,G));
Print("pos: ", pos);
Print("close[pos]: ", Close[pos]);
Print("------------------------ ", 0);
*/
AMA0=AMA;
pos--;
};
//Print("cbars2: ", cbars);
//----
return(0);
}
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