QEMA_v1

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

//|                                                         QEMA.mq5 | 

//|                                      Copyright © 2010, Bruno Pio |

//|                                                                  | 

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

#property copyright "Copyright © 2010, Bruno Pio"

#property link "" 

#property description "Pentuple Exponential Moving Average"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2

#property indicator_buffers 1 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= :@0A=K9 F25B

#property indicator_color1 clrRed

//---- ;8=8O 8=48:0B>@0 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width1 2

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "QEMA"

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

//|  ?8A0=85 :;0AA0 CMoving_Average  |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CMoving_Average 87 D09;0 SmoothAlgorithms.mqh

CMoving_Average EMA[5];

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

enum Applied_price_ //"8? :>=AB0=BK

  {

   PRICE_CLOSE_ = 1,     //Close

   PRICE_OPEN_,          //Open

   PRICE_HIGH_,          //High

   PRICE_LOW_,           //Low

   PRICE_MEDIAN_,        //Median Price (HL/2)

   PRICE_TYPICAL_,       //Typical Price (HLC/3)

   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)

   PRICE_SIMPL_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 

   PRICE_DEMARK_         //Demark Price

  };

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

//|  %+  " + "      |

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

input double EmaLength=50.01;             // 3;C18=0 A3;06820=8O                   

input Applied_price_ IPC=PRICE_CLOSE_;    // F5=>20O :>=AB0=B0

input int Shift=0;                        // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input int PriceShift=0;                   // c4283 8=48:0B>@0 ?> 25@B8:0;8 2 ?C=:B0E

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

//---- 8=48:0B>@=K9 1CD5@

double QEMABuffer[];

double dPriceShift;

//---- 1JO2;5=85 3;>10;L=KE ?5@5<5==KE

int min_rates_total;

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

//| QEMA indicator initialization function                           | 

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

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=6;

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,QEMABuffer,INDICATOR_DATA);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 =5 :0: 2 B09<A5@88!

   ArraySetAsSeries(QEMABuffer,false);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(0,PLOT_LABEL,"QEMA");

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"QEMA( Length = ",EmaLength,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);

//---- =8F80;870F8O A42830 ?> 25@B8:0;8

   dPriceShift=_Point*PriceShift;

//---- 7025@H5=85 8=8F80;870F88

  }

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

//| QEMA iteration function                                          | 

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]

                )

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<min_rates_total) return(0);



//---- 1JO2;5=85 ;>:0;L=KE ?5@5<5==KE

   int first,bar;

   double res[6];



   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      first=0; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

   

//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E =5 :0: 2 B09<A5@8OE  

   ArraySetAsSeries(open,false);

   ArraySetAsSeries(high,false);

   ArraySetAsSeries(low,false);

   ArraySetAsSeries(close,false);



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      res[0]=PriceSeries(IPC,bar,open,low,high,close);

      res[1]=EMA[0].EMASeries(0,prev_calculated,rates_total,EmaLength,res[0],bar,false); 

      res[2]=EMA[1].EMASeries(1,prev_calculated,rates_total,EmaLength,res[1],bar,false); 

      res[3]=EMA[2].EMASeries(2,prev_calculated,rates_total,EmaLength,res[2],bar,false); 

      res[4]=EMA[3].EMASeries(3,prev_calculated,rates_total,EmaLength,res[3],bar,false); 

      res[5]=EMA[4].EMASeries(4,prev_calculated,rates_total,EmaLength,res[4],bar,false); 

      QEMABuffer[bar]=5*res[1]-10*res[2]+10*res[3]-5*res[4]+res[5];

      QEMABuffer[bar]+=dPriceShift;

     }

//----     

   return(rates_total);

  }

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