ZeroLag Tema MACD – mtf + lines 2 (1).mq4
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ZeroLag Tema MACD – mtf + lines 2 (1).mq4 Programming source code.
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 LimeGreen
#property indicator_color2 DarkOrange
#property indicator_color3 DarkOrange
#property indicator_color4 Yellow
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_style4 STYLE_DOT
#property indicator_level1 0
//
//
//
//
//
enum enPrices
{
pr_close, // Close
pr_open, // Open
pr_high, // High
pr_low, // Low
pr_median, // Median
pr_typical, // Typical
pr_weighted, // Weighted
pr_ha // Heiken-ashi
};
#define PRICE_HA 7
extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT;
extern int FastPeriod = 24;
extern int SlowPeriod = 52;
extern int SignalPeriod = 9;
extern enPrices Price = PRICE_HA;
extern int PricePreSmooth = 1;
extern bool ColorOnSignalCross = true;
extern bool LinesVisible = false;
extern string LinesID = "ZL TEMA macd";
extern color LinesUpColor = LimeGreen;
extern color LinesDnColor = OrangeRed;
extern ENUM_LINE_STYLE LinesStyle = STYLE_SOLID;
extern int LinesWidth = 0;
double macd[];
double macdda[];
double macddb[];
double signal[];
double mcolor[];
string shortName;
string indicatorFileName;
bool returnBars;
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
int init()
{
IndicatorBuffers(5);
SetIndexBuffer(0,macd);
SetIndexBuffer(1,macdda);
SetIndexBuffer(2,macddb);
SetIndexBuffer(3,signal);
SetIndexBuffer(4,mcolor);
SetIndexStyle (0,DRAW_LINE);
SetIndexStyle (1,DRAW_LINE);
SetIndexStyle (2,DRAW_LINE);
SetIndexStyle (3,DRAW_LINE);
shortName = LinesID+" ("+FastPeriod+","+SlowPeriod+","+SignalPeriod+")";
indicatorFileName = WindowExpertName();
returnBars = TimeFrame == -99;
TimeFrame = MathMax(TimeFrame,_Period);
IndicatorShortName(shortName);
return(0);
}
int deinit()
{
string find = LinesID+":";
for (int i=ObjectsTotal()-1; i>= 0; i--)
{
string name = ObjectName(i); if (StringFind(name,find)==0) ObjectDelete(name);
}
return(0);
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
int start()
{
int counted_bars = IndicatorCounted();
if(counted_bars < 0) return(-1);
if(counted_bars > 0) counted_bars--;
int limit = MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { macd[0] = limit+1; return(0); }
int window = WindowFind(shortName);
//
//
//
//
//
if (TimeFrame == Period())
{
double alpha = 2.0/(SignalPeriod+1);
if (mcolor[limit]==-1) CleanPoint(limit,macdda,macddb);
for (int i=limit; i>=0; i--)
{
double tema1 = ihTema(i,FastPeriod,Price,PricePreSmooth,0); double fast = tema1+(tema1-iTema(tema1,FastPeriod,i,0));
double tema2 = ihTema(i,SlowPeriod,Price,PricePreSmooth,1); double slow = tema2+(tema2-iTema(tema2,SlowPeriod,i,1));
macd[i] = fast-slow;
signal[i] = signal[i+1]+alpha*(macd[i]-signal[i+1]);
macdda[i] = EMPTY_VALUE;
macddb[i] = EMPTY_VALUE;
mcolor[i] = mcolor[i+1];
if (ColorOnSignalCross)
{
if (macd[i]>signal[i]) mcolor[i] = 1;
if (macd[i]macd[i+1]) mcolor[i] = 1;
if (macd[i]-1)
{
string name = LinesID+":"+Time[i];
ObjectDelete(name);
if (mcolor[i]!=mcolor[i+1])
{
color theColor = LinesUpColor; if (mcolor[i]==-1) theColor = LinesDnColor;
ObjectCreate(name,OBJ_VLINE,window,Time[i],0);
ObjectSet(name,OBJPROP_WIDTH,LinesWidth);
ObjectSet(name,OBJPROP_STYLE,LinesStyle);
ObjectSet(name,OBJPROP_COLOR,theColor);
}
}
}
return(0);
}
//
//
//
//
//
limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period()));
if (mcolor[limit]==-1) CleanPoint(limit,macdda,macddb);
for (i=limit; i>=0; i--)
{
int y = iBarShift(NULL,TimeFrame,Time[i]);
macd[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastPeriod,SlowPeriod,SignalPeriod,Price,PricePreSmooth,ColorOnSignalCross,LinesVisible,LinesID,LinesUpColor,LinesDnColor,LinesStyle,LinesWidth,0,y);
signal[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastPeriod,SlowPeriod,SignalPeriod,Price,PricePreSmooth,ColorOnSignalCross,LinesVisible,LinesID,LinesUpColor,LinesDnColor,LinesStyle,LinesWidth,3,y);
mcolor[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastPeriod,SlowPeriod,SignalPeriod,Price,PricePreSmooth,ColorOnSignalCross,LinesVisible,LinesID,LinesUpColor,LinesDnColor,LinesStyle,LinesWidth,4,y);
macdda[i] = EMPTY_VALUE;
macddb[i] = EMPTY_VALUE;
if (mcolor[i]==-1) PlotPoint(i,macdda,macddb,macd);
}
return(0);
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
double workhTema[][16];
double ihTema(int i, int period, int usePrice, int preSmooth, int index=0)
{
if (ArrayRange(workhTema,0)!=Bars) ArrayResize(workhTema,Bars); index *= 8; int r = Bars-i-1;
//
//
//
//
//
if (usePrice==pr_ha)
{
double haOpen = (workhTema[r-1][index+6] + workhTema[r-1][index+7]) / 2;
double haClose = (Open[i]+High[i]+Low[i]+Close[i])/4.0;
double haHigh = MathMax(High[i], MathMax(haOpen,haClose));
double haLow = MathMin(Low[i] , MathMin(haOpen,haClose));
if(haOpen=0; k++)
price += (workhTema[r-k][index+4]+workhTema[r-k][index+5]+workhTema[r-k][index+6]+workhTema[r-k][index+7])/4.0;
price /= preSmooth;
}
else price = iMA(NULL,0,preSmooth,0,MODE_SMA,(int)usePrice,i);
//
//
//
//
//
double alpha = 2.0 / (1.0 + period);
workhTema[r][index+3] = workhTema[r-1][index+3]+alpha*(price -workhTema[r-1][index+3]);
workhTema[r][index+2] = workhTema[r-1][index+2]+alpha*(workhTema[r][index+3]-workhTema[r-1][index+2]);
workhTema[r][index+1] = workhTema[r-1][index+1]+alpha*(workhTema[r][index+2]-workhTema[r-1][index+1]);
workhTema[r][index+0] = 3*workhTema[r][index+3]-3*workhTema[r][index+2]+workhTema[r][index+1];
return(workhTema[r][index+0]);
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
double workTema[][6];
#define _ema1 0
#define _ema2 1
#define _ema3 2
double iTema(double price, double period, int r, int instanceNo=0)
{
if (ArrayRange(workTema,0)!= Bars) ArrayResize(workTema,Bars); instanceNo*=3; r = Bars-r-1;
//
//
//
//
//
double alpha = 2.0 / (1.0+period);
workTema[r][_ema1+instanceNo] = workTema[r-1][_ema1+instanceNo]+alpha*(price -workTema[r-1][_ema1+instanceNo]);
workTema[r][_ema2+instanceNo] = workTema[r-1][_ema2+instanceNo]+alpha*(workTema[r][_ema1+instanceNo]-workTema[r-1][_ema2+instanceNo]);
workTema[r][_ema3+instanceNo] = workTema[r-1][_ema3+instanceNo]+alpha*(workTema[r][_ema2+instanceNo]-workTema[r-1][_ema3+instanceNo]);
return(workTema[r][_ema3+instanceNo]+3.0*(workTema[r][_ema1+instanceNo]-workTema[r][_ema2+instanceNo]));
}
//-------------------------------------------------------------------
//
//-------------------------------------------------------------------
//
//
//
//
//
void CleanPoint(int i,double& first[],double& second[])
{
if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
second[i+1] = EMPTY_VALUE;
else
if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
first[i+1] = EMPTY_VALUE;
}
//
//
//
//
//
void PlotPoint(int i,double& first[],double& second[],double& from[])
{
if (first[i+1] == EMPTY_VALUE)
{
if (first[i+2] == EMPTY_VALUE) {
first[i] = from[i];
first[i+1] = from[i+1];
second[i] = EMPTY_VALUE;
}
else {
second[i] = from[i];
second[i+1] = from[i+1];
first[i] = EMPTY_VALUE;
}
}
else
{
first[i] = from[i];
second[i] = EMPTY_VALUE;
}
}