【解説】【MQL5 community】 MACD_Histogram_MC : 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。 特にここでは、MACDとMACDシグナルとの差をヒストグラム化したもの。 またヒストグラムは ZeroLag MACD と同様に, 特に価格が上昇している場合は, 緑色, 逆に下落している場合は, 赤色.
【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 Histogram MC.mq5 |
//| Copyright ｩ 2010, AK20 |
//| traderak20@gmail.com |
//| |
//| Based on: |
//| MACD.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2010, traderak20@gmail.com"
#property description "Moving Average Convergence/Divergence, Histogram, Multi-color"
#property version "v02b"
#include ＜MovingAverages.mqh>
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots 3
//--- indicator plots
#property indicator_type1 DRAW_LINE
#property indicator_type2 DRAW_LINE
#property indicator_type3 DRAW_COLOR_HISTOGRAM
#property indicator_color1 Blue
#property indicator_color2 Red
#property indicator_color3 Green,Red,Blue
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 1
#property indicator_label1 "MACD"
#property indicator_label2 "Signal"
#property indicator_label3 "Histogram"
//--- enum variables
enum colorswitch // use single or multi-color display of Histogram
{
MultiColor=0,
SingleColor=1
};
enum maswitch // use SMA or EMA when calculating Signal
{
Simple=MODE_SMA,
Exponential=MODE_EMA
};
//--- input parameters
input int InpFastEMA=12; // Fast EMA period
input int InpSlowEMA=26; // Slow EMA period
input int InpSignalMA=9; // Signal MA period
input maswitch InpAppliedSignalMA=MODE_SMA; // Applied MA method for signal line
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
input colorswitch InpUseMultiColor=MultiColor; // Use multi-color or single-color histogram
//--- indicator buffers
double ExtMacdBuffer[];
double ExtSignalBuffer[];
double ExtHistogramBuffer[];
double ExtHistogramColorBuffer[];
double ExtFastMaBuffer[];
double ExtSlowMaBuffer[];
//--- indicator handles
int ExtFastMaHandle;
int ExtSlowMaHandle;
//--- turn on/off error messages
bool ShowErrorMessages=false; // turn on/off error messages for debugging
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtMacdBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
SetIndexBuffer(2,ExtHistogramBuffer,INDICATOR_DATA);
SetIndexBuffer(3,ExtHistogramColorBuffer,INDICATOR_COLOR_INDEX);
SetIndexBuffer(4,ExtFastMaBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(5,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSlowEMA-1);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpSlowEMA+InpSignalMA-1);
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,InpSlowEMA+InpSignalMA-1);
//--- name for indicator
IndicatorSetString(INDICATOR_SHORTNAME,"MACD("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalMA)+")");
//--- get MA handles
ExtFastMaHandle=iMA(NULL,0,InpFastEMA,0,MODE_EMA,InpAppliedPrice);
ExtSlowMaHandle=iMA(NULL,0,InpSlowEMA,0,MODE_EMA,InpAppliedPrice);
//--- initialization done
}
//+------------------------------------------------------------------+
//| Moving Averages Convergence/Divergence |
//+------------------------------------------------------------------+
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[])
{
//--- set arrays as series, most recent entry at index [0]
ArraySetAsSeries(ExtMacdBuffer,true);
ArraySetAsSeries(ExtSignalBuffer,true);
ArraySetAsSeries(ExtHistogramBuffer,true);
ArraySetAsSeries(ExtHistogramColorBuffer,true);
ArraySetAsSeries(ExtFastMaBuffer,true);
ArraySetAsSeries(ExtSlowMaBuffer,true);
//--- check for data
if(rates_total＜InpSlowEMA+InpSignalMA)
return(0);
//--- not all data may be calculated
int calculated;
calculated=BarsCalculated(ExtFastMaHandle);
if(calculated＜rates_total)
{
if(ShowErrorMessages) Print("Not all data of ExtFastMaHandle has been calculated (",calculated,"bars ). Error",GetLastError());
return(0);
}
calculated=BarsCalculated(ExtSlowMaHandle);
if(calculated＜rates_total)
{
if(ShowErrorMessages) Print("Not all data of ExtSlowMaHandle has been calculated (",calculated,"bars ). Error",GetLastError());
return(0);
}
//--- calculate how many bars need to be recalculated
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 fast MA buffer values
if(CopyBuffer(ExtFastMaHandle,0,0,to_copy,ExtFastMaBuffer)＜=0)
{
if(ShowErrorMessages) Print("Getting fast EMA failed! Error",GetLastError());
return(0);
}
//--- get slow MA buffer values
if(CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer)＜=0)
{
if(ShowErrorMessages) Print("Getting slow SMA failed! Error",GetLastError());
return(0);
}
//--- set limit for which bars need to be (re)calculated
int limit;
if(prev_calculated==0 || prev_calculated＜0 || prev_calculated>rates_total)
limit=rates_total-1;
else
limit=rates_total-prev_calculated;
//--- calculate MACD buffer
for(int i=limit;i>=0;i--)
ExtMacdBuffer[i]=ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
//--- calculate Signal buffer
if(InpAppliedSignalMA==0)
SimpleMAOnBuffer(rates_total,prev_calculated,0,InpSignalMA,ExtMacdBuffer,ExtSignalBuffer);
if(InpAppliedSignalMA==1)
ExponentialMAOnBuffer(rates_total,prev_calculated,0,InpSignalMA,ExtMacdBuffer,ExtSignalBuffer);
//--- calculate Histogram buffer
for(int i=limit;i>=0;i--)
ExtHistogramBuffer[i]=ExtMacdBuffer[i]-ExtSignalBuffer[i];
//--- set color Histogram
for(int i=limit;i>=0;i--)
{
if(InpUseMultiColor==MultiColor && iExtHistogramBuffer[i+1])
ExtHistogramColorBuffer[i]=0;
if(ExtHistogramBuffer[i]＜ExtHistogramBuffer[i+1])
ExtHistogramColorBuffer[i]=1;
if(ExtHistogramBuffer[i]==ExtHistogramBuffer[i+1])
ExtHistogramColorBuffer[i]=2;
}
if(InpUseMultiColor==SingleColor)
ExtHistogramColorBuffer[i]=0;
}
//--- return value of rates_total, will be used as prev_calculated in next call
return(rates_total);
}
//+------------------------------------------------------------------+
【表示結果】
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