【解説】 【MQL5 community】 Chaikin Oscillator (チャイキン・オシレーター): Accumulation / Distribution を算出した後、 動きの速い累積分布の短期指数移動平均から動きの鈍い累積分布の中期指数移動平均を引くことによって求めます。
【シグナル】
チャイキン･オシレータが株価の値動きから乖離する場合 （つまり、株価が下値を切り下げている時に、チャイキン･オシレータが上昇している場合）には強気シグナルになります。 同様に、株価が高値を切り上げている時にチャイキン･オシレータが下落している場合には、弱気シグナルになります。
//+------------------------------------------------------------------+
//| CHO.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Chaikin Oscillator"
#include ＜MovingAverages.mqh>
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 LightSeaGreen
//--- input parameters
input int InpFastMA=3; // Fast MA period
input int InpSlowMA=10; // Slow MA period
input ENUM_MA_METHOD InpSmoothMethod=MODE_EMA; // MA method
input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
//--- indicator buffers
double ExtCHOBuffer[];
double ExtFastEMABuffer[];
double ExtSlowEMABuffer[];
double ExtADBuffer[];
static int weightfast,weightslow;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtCHOBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtFastEMABuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(2,ExtSlowEMABuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(3,ExtADBuffer,INDICATOR_CALCULATIONS);
//--- set accuracy
IndicatorSetInteger(INDICATOR_DIGITS,0);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSlowMA);
//--- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"CHO("+string(InpSlowMA)+","+string(InpFastMA)+")");
//--- initialization done
}
//+------------------------------------------------------------------+
//| calculate AD |
//+------------------------------------------------------------------+
double AD(double high,double low,double close,long volume)
{
double res=0;
//---
if(high!=low)
res=(2*close-high-low)/(high-low)*volume;
//---
return(res);
}
//+------------------------------------------------------------------+
//| calculate average on array |
//+------------------------------------------------------------------+
void AverageOnArray(const int mode,const int rates_total,const int prev_calculated,const int begin,
const int period,const double& source[],double& destination[],int &weightsum)
{
switch(mode)
{
case MODE_EMA:
ExponentialMAOnBuffer(rates_total,prev_calculated,begin,period,source,destination);
break;
case MODE_SMMA:
SmoothedMAOnBuffer(rates_total,prev_calculated,begin,period,source,destination);
break;
case MODE_LWMA:
LinearWeightedMAOnBuffer(rates_total,prev_calculated,begin,period,source,destination,weightsum);
break;
default:
SimpleMAOnBuffer(rates_total,prev_calculated,begin,period,source,destination);
}
}
//+------------------------------------------------------------------+
//| Chaikin Oscillator |
//+------------------------------------------------------------------+
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 &TickVolume[],
const long &Volume[],
const int &Spread[])
{
int i,limit;
//--- check for rates total
if(rates_total＜InpSlowMA)
return(0); // not enough bars for calculation
//--- preliminary calculations
if(prev_calculated＜1)
{
limit=1;
//--- first values
if(InpVolumeType==VOLUME_TICK)
ExtADBuffer[0]=AD(High[0],Low[0],Close[0],TickVolume[0]);
else
ExtADBuffer[0]=AD(High[0],Low[0],Close[0],Volume[0]);
ExtSlowEMABuffer[0]=ExtADBuffer[0];
ExtFastEMABuffer[0]=ExtADBuffer[0];
}
else limit=prev_calculated-1;
//--- calculate AD buffer
if(InpVolumeType==VOLUME_TICK)
{
for(i=limit;i＜rates_total;i++)
ExtADBuffer[i]=ExtADBuffer[i-1]+AD(High[i],Low[i],Close[i],TickVolume[i]);
}
else
{
for(i=limit;i＜rates_total;i++)
ExtADBuffer[i]=ExtADBuffer[i-1]+AD(High[i],Low[i],Close[i],Volume[i]);
}
//--- calculate EMA on array ExtADBuffer
AverageOnArray(InpSmoothMethod,rates_total,prev_calculated,0,InpSlowMA,ExtADBuffer,ExtSlowEMABuffer,weightslow);
AverageOnArray(InpSmoothMethod,rates_total,prev_calculated,0,InpFastMA,ExtADBuffer,ExtFastEMABuffer,weightfast);
//--- calculate chaikin oscillator
for(i=limit;i＜rates_total;i++)
ExtCHOBuffer[i]=ExtFastEMABuffer[i]-ExtSlowEMABuffer[i];
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
【表示結果】
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