//------------------------------------------------------------------ #property copyright "© mladen, 2018" #property link "mladenfx@gmail.com" #property version "1.00" #property description "ATR adaptive JMA" //------------------------------------------------------------------ #property indicator_chart_window #property indicator_buffers 4 #property indicator_plots 1 #property indicator_label1 "JMA" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrDarkGray,clrCrimson,clrGreen #property indicator_width1 2 //--- input parameters input int inpJmaPeriod = 14; // JMA period input double inpJmaPhase = 0; // JMA phase input ENUM_APPLIED_PRICE inpPrice = PRICE_CLOSE; // Price //--- indicator buffers double val[],valc[],atr[],tr[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- indicator buffers mapping SetIndexBuffer(0,val,INDICATOR_DATA); SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX); SetIndexBuffer(2,atr,INDICATOR_CALCULATIONS); SetIndexBuffer(3,tr,INDICATOR_CALCULATIONS); //--- indicator short name assignment IndicatorSetString(INDICATOR_SHORTNAME,"ATR adaptive JMA ("+(string)inpJmaPeriod+")"); //--- return (INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator de-initialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { for(int i=(int)MathMax(prev_calculated-1,0); i0) ? MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]) : high[i]-low[i]; atr[i] = 0; for (int k=0; k=0; k++) atr[i] += tr[i-k]; atr[i] /= inpJmaPeriod; int _start = MathMax(i-inpJmaPeriod+1,0); double _max = atr[ArrayMaximum(atr,_start,inpJmaPeriod)]; double _min = atr[ArrayMinimum(atr,_start,inpJmaPeriod)]; double _coeff = (_min!=_max) ? 1-(atr[i]-_min)/(_max-_min) : 0.5; val[i] = iSmooth(getPrice(inpPrice,open,close,high,low,i,rates_total),inpJmaPeriod*(_coeff+1.0)/2.0,inpJmaPhase,i); valc[i] = (i>0) ?(val[i]>val[i-1]) ? 2 :(val[i] absDel2) ? absDel1 : (absDel1 < absDel2) ? absDel2 : 0; workSmooth[_indC][_inst+vsum] = workSmooth[_indP][_inst+vsum]+(workSmooth[_indC][_inst+volty]-workSmooth[_indF][_inst+volty])*0.1; workSmooth[_indC][_inst+avolty] = workSmooth[_indP][_inst+avolty]+(2.0/(MathMax(4.0*length,30)+1.0))*(workSmooth[_indC][_inst+vsum]-workSmooth[_indP][_inst+avolty]); double dVolty = (workSmooth[_indC][_inst+avolty]>0) ? workSmooth[_indC][_inst+volty]/workSmooth[_indC][_inst+avolty]: 0; double dVoltyTmp = MathPow(len1,1.0/pow1); if (dVolty > dVoltyTmp) dVolty = dVoltyTmp; if (dVolty < 1.0) dVolty = 1.0; double pow2 = MathPow(dVolty, pow1); double len2 = MathSqrt(0.5*(length-1))*len1; double Kv = MathPow(len2/(len2+1), MathSqrt(pow2)); workSmooth[_indC][_inst+bsmax] = (del1 > 0) ? price : price - Kv*del1; workSmooth[_indC][_inst+bsmin] = (del2 < 0) ? price : price - Kv*del2; // // // double corr = MathMax(MathMin(phase,100),-100)/100.0 + 1.5; double beta = 0.45*(length-1)/(0.45*(length-1)+2); double alpha = MathPow(beta,pow2); workSmooth[_indC][_inst+0] = price + alpha*(workSmooth[_indP][_inst+0]-price); workSmooth[_indC][_inst+1] = (price - workSmooth[_indC][_inst+0])*(1-beta) + beta*workSmooth[_indP][_inst+1]; workSmooth[_indC][_inst+2] = (workSmooth[_indC][_inst+0] + corr*workSmooth[_indC][_inst+1]); workSmooth[_indC][_inst+3] = (workSmooth[_indC][_inst+2] - workSmooth[_indP][_inst+4])*((1-alpha)*(1-alpha)) + (alpha*alpha)*workSmooth[_indP][_inst+3]; workSmooth[_indC][_inst+4] = (workSmooth[_indP][_inst+4] + workSmooth[_indC][_inst+3]); return(workSmooth[_indC][_inst+4]); #undef bsmax #undef bsmin #undef volty #undef vsum #undef avolty } // //--- // double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars) { if(i>=0) switch(tprice) { case PRICE_CLOSE: return(close[i]); case PRICE_OPEN: return(open[i]); case PRICE_HIGH: return(high[i]); case PRICE_LOW: return(low[i]); case PRICE_MEDIAN: return((high[i]+low[i])/2.0); case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0); case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0); } return(0); } //+------------------------------------------------------------------+