【SOURCE FILE】MACD_AnyTimeFrame.mq5

【解説】【MQL5 community】 MACD_AnyTimeFrame　: 短期と中期の指数平滑移動平均(EMA)がどの程度離れているか、 どの程度近づいたかを分析し、売買シグナルを見極める手法。 通常のMACD と同じ計算法。

【計算法】

MACD=n期間のEMA−m期間のEMA
MACDシグナル(k)=直近k期間のMACDの合計 ÷ k

(注)　EMA (指数移動平均、Exponential Moving Average):
（１）「SmoothFactor=2/(1+期間)」を求める。
（２）現在の値・価格に、SmoothFactorをかけたものと、(i-1)期のこの移動平均と(1-SmoothFactor)をかけたものの和を指数移動平均とする。

【シグナル】
一般にMACDがMACDシグナルを下から上に抜けたら買いシグナル、 上から下に抜けたら売りシグナル。

---

//+------------------------------------------------------------------+
//|                                            MACD_AnyTimeFrame.mq5 |
//|                                      Copyright 2010, Slacktrader |
//+------------------------------------------------------------------+
#property copyright   "Slacktrader"
#property description "Moving Average Convergence/Divergence - Any higher timeframe"

//--- indicator settings
#property indicator_separate_window

#property indicator_buffers 2
#property indicator_plots   2
#property indicator_type1   DRAW_HISTOGRAM
#property indicator_type2   DRAW_LINE
#property indicator_color1  Silver
#property indicator_color2  Red
#property indicator_width1  2
#property indicator_width2  1
#property indicator_label1  "MACD"
#property indicator_label2  "Signal"

//--- input parameters
input ENUM_TIMEFRAMES    ANY_TIMEFRAME = PERIOD_H1;   //Timeframe of MACD which we want to see instead of current Period
                                                      //It has to be a higher timeframe as currently displayed
                                                      
input int                InpFastEMA=12;               // Fast EMA period
input int                InpSlowEMA=26;               // Slow EMA period
input int                InpSignalSMA=9;              // Signal SMA period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price

//--- indicator buffers
double                   ExtMacdBuffer[];
double                   ExtSignalBuffer[];
double                   ExtMacdBuffer2pom[];
double                   ExtSignalBuffer2pom[];

//--- MACD Handle
int                      MacdHandle;

//--- Variable to hold ratio between current chart timeframe and MACD timeframe
int                      PeriodRatio;

string PeriodStr(int val)
  {
   int i;
//--- arrays to convert ENUM_TIMEFRAMES to string
   static string _p_str[]=
     {
      "M1","M2","M3","M4","M5","M6","M10","M12","M15","M20","M30",
      "H1","H2","H3","H4","H6","H12","D1","W1","MN","UNKNOWN"
     };
   static int    _p_int[]={1,2,3,4,5,6,10,12,15,20,30,0x4001,0x4002,0x4003,0x4004,0x4006,0x400c,0x4018,0x8001,0xc001};
//--- checking
   if(val＜0) return("ERROR");
//---
   if(val==(int)PERIOD_CURRENT) val=ChartPeriod();
   for(i=0;i＜20;i++)
      if(val==_p_int[i])
        {
         break;
        }  
//---
   return(_p_str[i]);
  }

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,ExtMacdBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);

   MacdHandle=iMACD(NULL,ANY_TIMEFRAME,InpFastEMA,InpSlowEMA,InpSignalSMA,InpAppliedPrice);

   PeriodRatio = PeriodSeconds(ANY_TIMEFRAME)/PeriodSeconds();

   IndicatorSetString(INDICATOR_SHORTNAME, "MACD - Any Timeframe - " + PeriodStr(ANY_TIMEFRAME));
   
   if(PeriodRatio ＜ 1)
   {
      IndicatorSetString(INDICATOR_SHORTNAME, "Wrong Timeframe - choose higher timeframe as current chart!");
      return(-1);
   }

   return(0);   
//--- initialization done
  }
//+------------------------------------------------------------------+
//| Moving Averages Convergence/Divergence                           |
//+------------------------------------------------------------------+
int OnCalculate (const int rates_total,      // size of the price[] array
                 const int prev_calculated,  // bars handled on a previous call
                 const int begin,            // where the significant data start from
                 const double& price[]       // array to calculate
)
 

  {
//--- check if all data calculated
   if(BarsCalculated(MacdHandle)＜rates_total/PeriodRatio) return(0);
//--- we can copy not all data

   CopyBuffer(MacdHandle,0,0,rates_total/PeriodRatio,ExtMacdBuffer2pom);
   CopyBuffer(MacdHandle,1,0,rates_total/PeriodRatio,ExtSignalBuffer2pom);

   ArrayResize(ExtMacdBuffer, ArraySize(ExtMacdBuffer2pom)*PeriodRatio);
   
   for(int i = 0; i ＜ ArraySize(ExtMacdBuffer2pom); i++)
      for(int j = 0; j ＜ PeriodRatio ; j++)
         ExtMacdBuffer[fmod(rates_total,PeriodRatio)+i*PeriodRatio+j] = ExtMacdBuffer2pom[i];

   ArrayResize(ExtSignalBuffer, ArraySize(ExtSignalBuffer2pom)*PeriodRatio);
   
   for(int i = 0; i ＜ ArraySize(ExtSignalBuffer2pom); i++)
      for(int j = 0; j ＜ PeriodRatio ; j++)
         ExtSignalBuffer[fmod(rates_total,PeriodRatio)+i*PeriodRatio+j] = ExtSignalBuffer2pom[i];

   return(rates_total);
  }
//+------------------------------------------------------------------+



【表示結果】










上は1時間足、下は15分足。
1時間足をベースにそれよりも短い時間足はズームとなっている。







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