//+------------------------------------------------------------------+
//| Ratio MACD_v3.mq4 |
//| The Ratio code was written by 2007, Christof Risch (iya) |
//| All credits to him |
//| Linuxser 2007 |
//| mladen 2008 |
//+------------------------------------------------------------------+
#property copyright "Under The GNU General Public License V3"
#property link "www.gnu.org"
#property indicator_separate_window
#property indicator_buffers 8
#property indicator_color1 DimGray
#property indicator_color2 DarkOrange
#property indicator_color3 Green
#property indicator_color4 DarkOrange
#property indicator_color5 Green
#property indicator_color6 Gray
#property indicator_color7 LimeGreen
#property indicator_color8 Yellow
#property indicator_width4 2
#property indicator_width5 2
#property indicator_width6 2
#property indicator_width7 2
#property indicator_style1 STYLE_DOT
//
//
//
//
//
extern string timeFrame = "current time frame";
extern int FastEMA = 12;
extern int SlowEMA = 26;
extern int SignalEMA = 9;
extern int AppliedPrice = 0;
extern bool MacdHistogram = true;
extern bool OsmaHistogram = true;
extern bool interpolateColors = false;
//
//
//
//
//
double buffer0[];
double buffer1[];
double buffer2[];
double buffer3[];
double buffer4[];
double buffer5[];
double buffer6[];
double buffer7[];
int TimeFrame;
string IndicatorFileName;
bool CalculatingMACD=false;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
if (timeFrame == "calculateMACD")
{
TimeFrame = Period();
CalculatingMACD = true;
SetIndexBuffer(0,buffer0);
SetIndexBuffer(1,buffer1);
return(0);
}
//
//
//
//
//
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+1);
SetIndexBuffer(0,buffer0); SetIndexLabel(0,NULL);
SetIndexBuffer(1,buffer1); SetIndexLabel(1,"MACD down"); SetIndexEmptyValue(1,0);
SetIndexBuffer(2,buffer2); SetIndexLabel(2,"MACD up"); SetIndexEmptyValue(2,0);
SetIndexBuffer(3,buffer3); SetIndexLabel(3,"OSMA down"); SetIndexEmptyValue(3,0);
SetIndexBuffer(4,buffer4); SetIndexLabel(4,"OSMA up"); SetIndexEmptyValue(4,0);
SetIndexBuffer(5,buffer5); SetIndexLabel(5,"OSMA");
SetIndexBuffer(6,buffer6); SetIndexLabel(6,"MACD");
SetIndexBuffer(7,buffer7); SetIndexLabel(7,"Signal");
if (MacdHistogram) { SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexStyle(2,DRAW_HISTOGRAM); }
else { SetIndexStyle(1,DRAW_NONE); SetIndexStyle(2,DRAW_NONE); }
if (OsmaHistogram) { SetIndexStyle(3,DRAW_HISTOGRAM); SetIndexStyle(4,DRAW_HISTOGRAM); }
else { SetIndexStyle(3,DRAW_NONE); SetIndexStyle(4,DRAW_NONE); }
//
//
//
//
//
string PriceType;
switch(AppliedPrice)
{
case PRICE_CLOSE: PriceType = "Close"; break; // 0
case PRICE_OPEN: PriceType = "Open"; break; // 1
case PRICE_HIGH: PriceType = "High"; break; // 2
case PRICE_LOW: PriceType = "Low"; break; // 3
case PRICE_MEDIAN: PriceType = "Median"; break; // 4
case PRICE_TYPICAL: PriceType = "Typical"; break; // 5
case PRICE_WEIGHTED: PriceType = "Weighted"; break; // 6
}
TimeFrame = stringToTimeFrame(timeFrame);
string TimeFrameStr;
switch(TimeFrame)
{
case PERIOD_M1: TimeFrameStr="(M1)"; break;
case PERIOD_M5: TimeFrameStr="(M5)"; break;
case PERIOD_M15: TimeFrameStr="(M15)"; break;
case PERIOD_M30: TimeFrameStr="(M30)"; break;
case PERIOD_H1: TimeFrameStr="(H1)"; break;
case PERIOD_H4: TimeFrameStr="(H4)"; break;
case PERIOD_D1: TimeFrameStr="(Dayly)"; break;
case PERIOD_W1: TimeFrameStr="(Weekly)"; break;
case PERIOD_MN1: TimeFrameStr="(Monthly)"; break;
default : TimeFrameStr="";
}
IndicatorShortName("Ratio MACD("+FastEMA+","+SlowEMA+","+SignalEMA+","+PriceType+") "+TimeFrameStr);
IndicatorFileName = WindowExpertName();
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int start()
{
int counted_bars=IndicatorCounted();
int i,limit;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit = Bars-counted_bars;
if (TimeFrame > Period()) limit = MathMax(limit,TimeFrame/Period());
//
//
//
//
//
if (CalculatingMACD) { calculateMACD(limit); return(0); }
//
//
//
//
//
for(i = limit; i >= 0; i--)
{
int shift1 = iBarShift(NULL,TimeFrame,Time[i]);
datetime time1 = iTime (NULL,TimeFrame,shift1);
buffer0[i]=0;
buffer6[i]=iCustom(NULL,TimeFrame,IndicatorFileName,"calculateMACD",FastEMA,SlowEMA,SignalEMA,AppliedPrice,0,shift1);
buffer7[i]=iCustom(NULL,TimeFrame,IndicatorFileName,"calculateMACD",FastEMA,SlowEMA,SignalEMA,AppliedPrice,1,shift1);
buffer5[i]=buffer6[i]-buffer7[i];
//
//
//
//
//
if (buffer5[i] < buffer5[i+1]) { buffer3[i]=buffer5[i]; buffer4[i]=0; }
if (buffer5[i] > buffer5[i+1]) { buffer4[i]=buffer5[i]; buffer3[i]=0; }
if (buffer5[i] == buffer5[i+1]) { buffer3[i]=buffer3[i+1]; buffer4[i]=buffer4[i+1]; }
if (buffer6[i] < buffer6[i+1]) { buffer1[i]=buffer6[i]; buffer2[i]=0; }
if (buffer6[i] > buffer6[i+1]) { buffer2[i]=buffer6[i]; buffer1[i]=0; }
if (buffer6[i] == buffer6[i+1]) { buffer1[i]=buffer1[i+1]; buffer2[i]=buffer2[i+1]; }
//
//
//
//
//
if(TimeFrame <= Period() || shift1==iBarShift(NULL,TimeFrame,Time[i-1])) continue;
//
//
// apply interpolation
//
//
for(int n = 1; i+n < Bars && Time[i+n] >= time1; n++) continue;
double factor = 1.0 / n;
for(int k = 1; k < n; k++)
{
buffer5[i+k] = k*factor*buffer5[i+n] + (1.0-k*factor)*buffer5[i];
buffer6[i+k] = k*factor*buffer6[i+n] + (1.0-k*factor)*buffer6[i];
buffer7[i+k] = k*factor*buffer7[i+n] + (1.0-k*factor)*buffer7[i];
if (interpolateColors)
{
buffer1[i+k] = k*factor*buffer1[i+n] + (1.0-k*factor)*buffer1[i];
buffer2[i+k] = k*factor*buffer2[i+n] + (1.0-k*factor)*buffer2[i];
buffer3[i+k] = k*factor*buffer3[i+n] + (1.0-k*factor)*buffer3[i];
buffer4[i+k] = k*factor*buffer4[i+n] + (1.0-k*factor)*buffer4[i];
}
else
{
if (buffer1[i+k]!=0) buffer1[i+k]=buffer6[i+k];
if (buffer2[i+k]!=0) buffer2[i+k]=buffer6[i+k];
if (buffer3[i+k]!=0) buffer3[i+k]=buffer5[i+k];
if (buffer4[i+k]!=0) buffer4[i+k]=buffer5[i+k];
}
}
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
void calculateMACD(int limit)
{
double alpha = 2.0 / (1.0 + SignalEMA);
for(int i = limit; i >= 0; i--)
{
buffer0[i] = iMA(NULL,0,FastEMA,0,MODE_EMA,AppliedPrice,i)-
iMA(NULL,0,SlowEMA,0,MODE_EMA,AppliedPrice,i);
buffer1[i] = buffer1[i+1]+alpha*(buffer0[i]-buffer1[i+1]);
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int stringToTimeFrame(string tfs)
{
for(int l = StringLen(tfs)-1; l >= 0; l--)
{
int char = StringGetChar(tfs,l);
if((char > 96 && char < 123) || (char > 223 && char < 256))
tfs = StringSetChar(tfs, l, char - 32);
else
if(char > -33 && char < 0)
tfs = StringSetChar(tfs, l, char + 224);
}
//
//
//
//
//
int tf=0;
if (tfs=="M1" || tfs=="1") tf=PERIOD_M1;
if (tfs=="M5" || tfs=="5") tf=PERIOD_M5;
if (tfs=="M15"|| tfs=="15") tf=PERIOD_M15;
if (tfs=="M30"|| tfs=="30") tf=PERIOD_M30;
if (tfs=="H1" || tfs=="60") tf=PERIOD_H1;
if (tfs=="H4" || tfs=="240") tf=PERIOD_H4;
if (tfs=="D1" || tfs=="1440") tf=PERIOD_D1;
if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1;
if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1;
return(tf);
}