【解説】【MQL5 community】 Gator Oscillator (ゲイター・オシレーター): Alligator(アリゲーター)の口が開き、 閉じて眠るタイミングをわかりやすく表示します。 Gator Oscillatorが0に近い値の時は眠っています。 Gator Oscillatorの幅が広がるにつれて口が開いていきます。
【計算法】
MEDIAN PRICE(中間の値、平均) = (ある期間における高値 + ある期間における低値) / 2
ALLIGATORS JAW = SMMA (MEDIAN PRICE, 13, 8)
ALLIGATORS TEETH = SMMA (MEDIAN PRICE, 8, 5)
ALLIGATORS LIPS = SMMA (MEDIAN PRICE, 5, 3)
■SMMA (A, B, C) : Smoothed Moving Average.
Parameter A : smoothed data,
B : smoothing period,
C : shift to future.
■ALLIGATORS JAW : Alligator's jaws (blue line);
■ALLIGATORS TEETH : Alligator's teeth (red line);
■ALLIGATORS LIPS : Alligator's lips (green line).
【シグナル】
Alligatorのシグナルはラインが重なっているところが眠っているところ、 ずれているところを口が開いているように見立てています。 口のあけ始めで売買し、 口が閉じて再び眠るところで取引を終了すると良いとされています。
さらに移動平均がクロスしているところが売買シグナルである。
//+------------------------------------------------------------------+
//| Gator.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Gator Oscillator"
#property description "based on 3 non-shifted moving averages"
//********************************************************************
// Attention! Following correlations must be obeyed:
// 1.InpJawsPeriod>InpTeethPeriod>InpLipsPeriod;
// 2.InpJawsShift>InpTeethShift>InpLipsShift;
// 3.InpJawsPeriod>InpJawsShift;
// 4.InpTeethPeriod>InpTeethShift;
// 5.InpLipsPeriod>InpLipsShift.
//********************************************************************
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 7
#property indicator_plots 2
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_type2 DRAW_COLOR_HISTOGRAM
#property indicator_color1 Green,Red
#property indicator_color2 Green,Red
#property indicator_width1 2
#property indicator_width2 2
#property indicator_label1 "Gator Upper"
#property indicator_label2 "Gator Lower"
//--- input parameters
input int InpJawsPeriod=13; // Jaws period
input int InpJawsShift=8; // Jaws shift
input int InpTeethPeriod=8; // Teeth period
input int InpTeethShift=5; // Teeth shift
input int InpLipsPeriod=5; // Lips period
input int InpLipsShift=3; // Lips shift
input ENUM_MA_METHOD InpMAMethod=MODE_SMMA; // Moving average method
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_MEDIAN; // Applied price
//--- indicator buffers
double ExtUpperBuffer[];
double ExtUpColorsBuffer[];
double ExtLowerBuffer[];
double ExtLoColorsBuffer[];
double ExtJawsBuffer[];
double ExtTeethBuffer[];
double ExtLipsBuffer[];
//--- handles
int ExtJawsHandle;
int ExtTeethHandle;
int ExtLipsHandle;
//--- global variables
int ExtUpperShift;
int ExtLowerShift;
bool ExtFlag;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtUpperBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtUpColorsBuffer,INDICATOR_COLOR_INDEX);
SetIndexBuffer(2,ExtLowerBuffer,INDICATOR_DATA);
SetIndexBuffer(3,ExtLoColorsBuffer,INDICATOR_COLOR_INDEX);
//--- MAs
SetIndexBuffer(4,ExtJawsBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(5,ExtTeethBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(6,ExtLipsBuffer,INDICATOR_CALCULATIONS);
//--- get handles
ExtJawsHandle=iMA(NULL,0,InpJawsPeriod,0,InpMAMethod,InpAppliedPrice);
ExtTeethHandle=iMA(NULL,0,InpTeethPeriod,0,InpMAMethod,InpAppliedPrice);
ExtLipsHandle=iMA(NULL,0,InpLipsPeriod,0,InpMAMethod,InpAppliedPrice);
//--- set indicator digits
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpTeethShift+InpTeethPeriod);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpLipsShift+InpLipsPeriod);
//--- line shifts when drawing
PlotIndexSetInteger(0,PLOT_SHIFT,InpTeethShift);
PlotIndexSetInteger(1,PLOT_SHIFT,InpLipsShift);
//--- name for indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"Gator("+
string(InpJawsPeriod)+","+
string(InpTeethPeriod)+","+
string(InpLipsPeriod)+")");
//--- sets drawing line empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//--- calculate global variables values
ExtUpperShift=InpJawsShift-InpTeethShift;
ExtLowerShift=InpTeethShift-InpLipsShift;
//--- check for input parameters
ExtFlag=CheckForInput();
if(!ExtFlag) Print("Wrong input parameters. Indicator won't work.");
//--- initialization done. 0 returned if ExtFlag is true
return(!ExtFlag);
}
//+------------------------------------------------------------------+
//| Gator 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 pos,shift;
double dCurr,dPrev;
//--- check for rules and bars count
if(ExtUpperShift>ExtLowerShift)
shift=ExtUpperShift;
else shift=ExtLowerShift;
if(!ExtFlag || shift>rates_total)
return(0);
//--- not all data may be calculated
int calculated=BarsCalculated(ExtJawsHandle);
if(calculated＜rates_total)
{
Print("Not all data of ExtJawsHandle is calculated (",calculated,"bars ). Error",GetLastError());
return(0);
}
calculated=BarsCalculated(ExtTeethHandle);
if(calculated＜rates_total)
{
Print("Not all data of ExtTeethHandle is calculated (",calculated,"bars ). Error",GetLastError());
return(0);
}
calculated=BarsCalculated(ExtLipsHandle);
if(calculated＜rates_total)
{
Print("Not all data of ExtLipsHandle is calculated (",calculated,"bars ). Error",GetLastError());
return(0);
}
//--- we can copy not all data
int to_copy;
if(prev_calculated>rates_total || prev_calculated<0) to_copy=rates_total;
else
{
to_copy=rates_total-prev_calculated;
if(prev_calculated>0) to_copy++;
}
//---- get ma buffers
if(CopyBuffer(ExtJawsHandle,0,0,to_copy,ExtJawsBuffer)＜=0)
{
Print("getting ExtJawsHandle is failed! Error",GetLastError());
return(0);
}
if(CopyBuffer(ExtTeethHandle,0,0,to_copy,ExtTeethBuffer)＜=0)
{
Print("getting ExtTeethHandle is failed! Error",GetLastError());
return(0);
}
if(CopyBuffer(ExtLipsHandle,0,0,to_copy,ExtLipsBuffer)＜=0)
{
Print("getting ExtLipsHandle is failed! Error",GetLastError());
return(0);
}
//--- last 2 counted bars will be recounted
pos=prev_calculated-2;
if(pos＜shift)
{
for(int i=0; i＜shift; i++)
{
ExtUpperBuffer[i]=0.0;
ExtUpColorsBuffer[i]=0.0;
ExtLowerBuffer[i]=0.0;
ExtLoColorsBuffer[i]=0.0;
}
pos=shift;
}
//--- main cycle
int lower_limit=ExtLowerShift+InpLipsShift+InpLipsPeriod;
int upper_limit=ExtUpperShift+InpTeethShift+InpTeethPeriod;
for(int i=pos;i＜rates_total;i++)
{
if(i>=lower_limit)
{
//--- calculate down buffer value
dCurr=-fabs(ExtTeethBuffer[i-ExtLowerShift]-ExtLipsBuffer[i]);
dPrev=ExtLowerBuffer[i-1];
ExtLowerBuffer[i]=dCurr;
//--- set down buffer color
if(dPrev==dCurr)
ExtLoColorsBuffer[i]=ExtLoColorsBuffer[i-1];
else
{
if(dPrev＜dCurr)
ExtLoColorsBuffer[i]=1.0;
else
ExtLoColorsBuffer[i]=0.0;
}
}
else
{
ExtLowerBuffer[i]=0.0;
ExtLoColorsBuffer[i]=0.0;
}
if(i>=upper_limit)
{
//--- calculate up buffer value
dCurr=fabs(ExtJawsBuffer[i-ExtUpperShift]-ExtTeethBuffer[i]);
ExtUpperBuffer[i]=dCurr;
dPrev=ExtUpperBuffer[i-1];
//--- set up buffer color
if(dPrev==dCurr)
ExtUpColorsBuffer[i]=ExtUpColorsBuffer[i-1];
else
{
if(dPrev＜dCurr)
ExtUpColorsBuffer[i]=0.0;
else
ExtUpColorsBuffer[i]=1.0;
}
}
else
{
ExtUpperBuffer[i]=0.0;
ExtUpColorsBuffer[i]=0.0;
}
}
//---
return(rates_total);
}
//+------------------------------------------------------------------+
//| Check for rules |
//| 1.InpJawsPeriod>InpTeethPeriod>InpLipsPeriod; |
//| 2.InpJawsShift>InpTeethShift>InpLipsShift; |
//| 3.InpJawsPeriod>InpJawsShift; |
//| 4.InpTeethPeriod>InpTeethShift; |
//| 5.InpLipsPeriod>InpLipsShift. |
//+------------------------------------------------------------------+
bool CheckForInput()
{
//--- 1
if(InpJawsPeriod＜=InpTeethPeriod || InpTeethPeriod<=InpLipsPeriod)
return(false);
//--- 2
if(InpJawsShift＜=InpTeethShift || InpTeethShift<=InpLipsShift)
return(false);
//--- 3
if(InpJawsPeriod＜=InpJawsShift)
return(false);
//--- 4
if(InpTeethPeriod＜=InpTeethShift)
return(false);
//--- 5
if(InpLipsPeriod＜=InpLipsShift)
return(false);
//--- all right
return(true);
}
//+------------------------------------------------------------------+
【表示結果】
Alligator関数を使用.
//+------------------------------------------------------------------+
//| Gator.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Gator Oscillator"
#property description "based on shifted Alligator buffers"
//********************************************************************
// Attention! Following correlations must be obeyed:
// 1.InpJawsPeriod>InpTeethPeriod>InpLipsPeriod;
// 2.InpJawsShift>InpTeethShift>InpLipsShift;
// 3.InpJawsPeriod>InpJawsShift;
// 4.InpTeethPeriod>InpTeethShift;
// 5.InpLipsPeriod>InpLipsShift.
//********************************************************************
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 7
#property indicator_plots 2
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_type2 DRAW_COLOR_HISTOGRAM
#property indicator_color1 Green,Red
#property indicator_color2 Green,Red
#property indicator_width1 2
#property indicator_width2 2
#property indicator_label1 "Gator Upper"
#property indicator_label2 "Gator Lower"
//--- input parameters
input int InpJawsPeriod=13; // Jaws period
input int InpJawsShift=8; // Jaws shift
input int InpTeethPeriod=8; // Teeth period
input int InpTeethShift=5; // Teeth shift
input int InpLipsPeriod=5; // Lips period
input int InpLipsShift=3; // Lips shift
input ENUM_MA_METHOD InpMAMethod=MODE_SMMA; // Moving average method
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_MEDIAN; // Applied price
//--- indicator buffers
double ExtUpperBuffer[];
double ExtUpColorsBuffer[];
double ExtLowerBuffer[];
double ExtLoColorsBuffer[];
double ExtJawsBuffer[];
double ExtTeethBuffer[];
double ExtLipsBuffer[];
//--- handle
int ExtAlligatorHandle;
//--- global variables
int ExtUpperShift;
int ExtLowerShift;
bool ExtFlag;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtUpperBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtUpColorsBuffer,INDICATOR_COLOR_INDEX);
SetIndexBuffer(2,ExtLowerBuffer,INDICATOR_DATA);
SetIndexBuffer(3,ExtLoColorsBuffer,INDICATOR_COLOR_INDEX);
//--- MAs
SetIndexBuffer(4,ExtJawsBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(5,ExtTeethBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(6,ExtLipsBuffer,INDICATOR_CALCULATIONS);
//--- get handles
ExtAlligatorHandle=iAlligator(NULL,0,
InpJawsPeriod,0,
InpTeethPeriod,0,
InpLipsPeriod,0,
InpMAMethod,InpAppliedPrice);
//--- set indicator digits
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpTeethShift+InpTeethPeriod);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpLipsShift+InpLipsPeriod);
//--- line shifts when drawing
PlotIndexSetInteger(0,PLOT_SHIFT,InpTeethShift);
PlotIndexSetInteger(1,PLOT_SHIFT,InpLipsShift);
//--- name for indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"Gator("+
string(InpJawsPeriod)+","+
string(InpTeethPeriod)+","+
string(InpLipsPeriod)+")");
//--- sets drawing line empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//--- calculate global variables values
ExtUpperShift=InpJawsShift-InpTeethShift;
ExtLowerShift=InpTeethShift-InpLipsShift;
//--- check for input parameters
ExtFlag=CheckForInput();
if(!ExtFlag) Print("Wrong input parameters. Indicator won't work.");
//--- initialization done. 0 returned if ExtFlag is true
return(ExtFlag?0:1);
}
//+------------------------------------------------------------------+
//| Gator 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 pos,shift;
double dCurr,dPrev;
//--- check for rules and bars count
if(ExtUpperShift>ExtLowerShift)
shift=ExtUpperShift;
else shift=ExtLowerShift;
if(!ExtFlag || shift>rates_total)
return(0);
//--- not all data may be calculated
int calculated=BarsCalculated(ExtAlligatorHandle);
if(calculated＜rates_total)
{
Print("Not all data of ExtAlligatorHandle is calculated (",calculated,"bars ). Error",GetLastError());
return(0);
}
//--- we can copy not all data
int to_copy;
if(prev_calculated>rates_total || prev_calculated＜0) to_copy=rates_total;
else
{
to_copy=rates_total-prev_calculated;
if(prev_calculated>0) to_copy++;
}
//---- get ma buffers
if(CopyBuffer(ExtAlligatorHandle,0,0,to_copy,ExtJawsBuffer)＜=0)
{
Print("getting ExtAlligatorHandle buffer 0 is failed! Error",GetLastError());
return(0);
}
if(CopyBuffer(ExtAlligatorHandle,1,0,to_copy,ExtTeethBuffer)＜=0)
{
Print("getting ExtAlligatorHandle buffer 1 is failed! Error",GetLastError());
return(0);
}
if(CopyBuffer(ExtAlligatorHandle,2,0,to_copy,ExtLipsBuffer)＜=0)
{
Print("getting ExtAlligatorHandle buffer 2 is failed! Error",GetLastError());
return(0);
}
//--- last counted bar will be recounted
pos=prev_calculated-1;
if(pos＜shift)
{
for(int i=0;i＜shift;i++)
{
ExtUpperBuffer[i]=0.0;
ExtUpColorsBuffer[i]=0.0;
ExtLowerBuffer[i]=0.0;
ExtLoColorsBuffer[i]=0.0;
}
pos=shift;
}
//--- main cycle
int lower_limit=ExtLowerShift+InpLipsShift+InpLipsPeriod;
int upper_limit=ExtUpperShift+InpTeethShift+InpTeethPeriod;
for(int i=pos;i＜rates_total;i++)
{
if(i>=lower_limit)
{
//--- calculate down buffer value
dCurr=-fabs(ExtTeethBuffer[i-ExtLowerShift]-ExtLipsBuffer[i]);
dPrev=ExtLowerBuffer[i-1];
ExtLowerBuffer[i]=dCurr;
//--- set down buffer color
if(dPrev==dCurr)
ExtLoColorsBuffer[i]=ExtLoColorsBuffer[i-1];
else
{
if(dPrev＜dCurr)
ExtLoColorsBuffer[i]=1.0;
else
ExtLoColorsBuffer[i]=0.0;
}
}
else
{
ExtLowerBuffer[i]=0.0;
ExtLoColorsBuffer[i]=0.0;
}
if(i>=upper_limit)
{
//--- calculate up buffer value
dCurr=fabs(ExtJawsBuffer[i-ExtUpperShift]-ExtTeethBuffer[i]);
ExtUpperBuffer[i]=dCurr;
dPrev=ExtUpperBuffer[i-1];
//--- set up buffer color
if(dPrev==dCurr)
ExtUpColorsBuffer[i]=ExtUpColorsBuffer[i-1];
else
{
if(dPrev＜dCurr)
ExtUpColorsBuffer[i]=0.0;
else
ExtUpColorsBuffer[i]=1.0;
}
}
else
{
ExtUpperBuffer[i]=0.0;
ExtUpColorsBuffer[i]=0.0;
}
}
//---
return(rates_total);
}
//+------------------------------------------------------------------+
//| Check for rules |
//| 1.InpJawsPeriod>InpTeethPeriod>InpLipsPeriod; |
//| 2.InpJawsShift>InpTeethShift>InpLipsShift; |
//| 3.InpJawsPeriod>InpJawsShift; |
//| 4.InpTeethPeriod>InpTeethShift; |
//| 5.InpLipsPeriod>InpLipsShift. |
//+------------------------------------------------------------------+
bool CheckForInput()
{
//--- 1
if(InpJawsPeriod＜=InpTeethPeriod || InpTeethPeriod＜=InpLipsPeriod)
return(false);
//--- 2
if(InpJawsShift＜=InpTeethShift || InpTeethShift＜=InpLipsShift)
return(false);
//--- 3
if(InpJawsPeriod＜=InpJawsShift)
return(false);
//--- 4
if(InpTeethPeriod＜=InpTeethShift)
return(false);
//--- 5
if(InpLipsPeriod＜=InpLipsShift)
return(false);
//--- all right
return(true);
}
//+------------------------------------------------------------------+
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