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-wmmm-Gaussian MACD
//+------------------------------------------------------------------+
//| GMACD.mq4 |
//| when-money-makes-money.com |
//| when-money-makes-money.com |
//+------------------------------------------------------------------+
#property copyright "when-money-makes-money.com"
#property link "when-money-makes-money.com"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Green
#property indicator_color2 Black
#property indicator_color3 Blue
#property indicator_color4 Red
//---- buffers
double signal[];
double main[];
double diffup[];
double diffdo[];
double ma[];
double maf[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
double pi = 3.1415926535;
extern int Fast=26;
extern int Slow=12;
extern int Signal=3;
double Fast.alfa,Slow.alfa,Signal.alfa;
double getAlfa(int p){
double w = 2*pi/p;
double beta = (1 - MathCos(w))/(MathPow(1.414,2.0/3) - 1);
double alfa = -beta + MathSqrt(beta*beta + 2*beta);
return (alfa);
}
int init()
{
Fast.alfa=getAlfa(Fast);
Slow.alfa=getAlfa(Slow);
Signal.alfa=getAlfa(Signal);
//---- indicators
IndicatorBuffers(6);
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,3);
SetIndexBuffer(0,signal);
SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,1);
SetIndexBuffer(1,main);
SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID,3);
SetIndexBuffer(2,diffup);
SetIndexStyle(3,DRAW_HISTOGRAM,STYLE_SOLID,3);
SetIndexBuffer(3,diffdo);
SetIndexBuffer(4,ma);
SetIndexBuffer(5,maf);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
double GSMOOTH(double price,double arr[],double alfa,int i){
double ret = MathPow(alfa,4)*price + 4*(1-alfa)*arr[i+1] - 6*MathPow(1-alfa,2)*arr[i+2] + 4*MathPow(1-alfa,3)*arr[i+3] - MathPow(1-alfa,4)*arr[i+4];
return (ret);
}
int start()
{
int counted_bars=IndicatorCounted();
//----
for(int i=Bars-counted_bars-1;i>=0;i--){
ma[i]=GSMOOTH(Close[i],ma,Slow.alfa,i);
maf[i]=GSMOOTH(Close[i],maf,Fast.alfa,i);
main[i]=ma[i]-maf[i];
signal[i]=GSMOOTH(main[i],signal,Signal.alfa,i);
double tmp=main[i]-signal[i];
double tmp2=main[i+1]-signal[i+1];
if(tmp>tmp2){
diffup[i]=tmp*10;
diffdo[i]=0;
}
if(tmp<tmp2){
diffup[i]=0;
diffdo[i]=tmp*10;
}
}
//----
return(0);
}
//+------------------------------------------------------------------+
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