【解説】【MQL5 community】 MACD Histogram MTF MC : MACD Histogram MC と MACD AnyTimeFrame を合わせたもの。
MACD Histogram MC はMACDとMACDシグナルとの差をヒストグラム化したもので、 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。
MACD AnyTimeFrame は1つの時間軸(1時間足が基本)でズームを行うというもの。
【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 MTF MC.mq5 |
//| Copyright ｩ 2010, AK20 |
//| traderak20@gmail.com |
//+------------------------------------------------------------------+
#property copyright "2010, traderak20@gmail.com"
#property description "Moving Average Convergence/Divergence, Histogram, Multi-timeframe, Multi-color"
#property version "V02B"
#property indicator_separate_window
#property indicator_buffers 4
#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_TF2"
#property indicator_label2 "Signal_TF2"
#property indicator_label3 "Histogram_TF2"
//--- 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 ENUM_TIMEFRAMES InpTimeFrame_2=PERIOD_H1; // Timeframe 2 (TF2) period
input string InpIndicator_TF1="MACD_Histogram_MC"; // Location of single timeframe indicator
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_TF2[];
double ExtSignalBuffer_TF2[];
double ExtHistogramBuffer_TF2[];
double ExtHistogramColorBuffer_TF2[];
//--- arrays TF2 - to retrieve TF 2 values of buffers and/or timeseries
double ExtMacdArray_TF2[]; // intermediate array to hold TF2 macd buffer values
double ExtSignalArray_TF2[]; // intermediate array to hold TF2 signal buffer values
double ExtHistogramArray_TF2[]; // intermediate array to hold TF2 histogram buffer values
double ExtHistogramColorArray_TF2[]; // intermediate array to hold TF2 histogram color buffer values
//--- variables
int PeriodRatio=1; // ratio between timeframe 1 (TF1) and timeframe 2 (TF2)
int PeriodSeconds_TF1; // TF1 period in seconds
int PeriodSeconds_TF2; // TF2 period in seconds
//--- indicator handles TF2
int ExtMacdHandle_TF2; // macd handle TF2
//--- 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_TF2,INDICATOR_DATA);
SetIndexBuffer(1,ExtSignalBuffer_TF2,INDICATOR_DATA);
SetIndexBuffer(2,ExtHistogramBuffer_TF2,INDICATOR_DATA);
SetIndexBuffer(3,ExtHistogramColorBuffer_TF2,INDICATOR_COLOR_INDEX);
//--- calculate at which bar to start drawing indicators
PeriodSeconds_TF1=PeriodSeconds();
PeriodSeconds_TF2=PeriodSeconds(InpTimeFrame_2);
if(PeriodSeconds_TF1＜PeriodSeconds_TF2)
PeriodRatio=PeriodSeconds_TF2/PeriodSeconds_TF1;
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSignalMA*PeriodRatio);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,(InpSlowEMA+InpSignalMA)*PeriodRatio);
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,(InpSlowEMA+InpSignalMA)*PeriodRatio);
//--- name for indicator
IndicatorSetString(INDICATOR_SHORTNAME,"MACD("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalMA)+")");
//--- get Macd handle
ExtMacdHandle_TF2=iCustom(NULL,InpTimeFrame_2,InpIndicator_TF1,InpFastEMA,InpSlowEMA,InpSignalMA,InpAppliedSignalMA,InpAppliedPrice,InpUseMultiColor);
//--- 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_TF2,true);
ArraySetAsSeries(ExtSignalBuffer_TF2,true);
ArraySetAsSeries(ExtHistogramBuffer_TF2,true);
ArraySetAsSeries(ExtHistogramColorBuffer_TF2,true);
ArraySetAsSeries(ExtMacdArray_TF2,true);
ArraySetAsSeries(ExtSignalArray_TF2,true);
ArraySetAsSeries(ExtHistogramArray_TF2,true);
ArraySetAsSeries(ExtHistogramColorArray_TF2,true);
ArraySetAsSeries(Time,true);
//--- check for data
int bars_TF2=Bars(NULL,InpTimeFrame_2);
if(bars_TF2＜InpSlowEMA+InpSignalMA)
return(0);
//--- not all data may be calculated
int calculated_TF2;
calculated_TF2=BarsCalculated(ExtMacdHandle_TF2);
if(calculated_TF2＜bars_TF2)
{
if(ShowErrorMessages) Print("Not all data of ExtMacdHandle_TF2 has been calculated (",calculated_TF2," bars). 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;
//--- create variable required to convert between TF1 and TF2
datetime convertedTime;
//--- loop through TF1 bars to set buffer TF1 values
for(int i=limit;i>=0;i--)
{
//--- convert time TF1 to nearest earlier time TF2 for a bar opened on TF2 which is to close during the current TF1 bar
//--- use this for calculations with PRICE_CLOSE, PRICE_HIGH, PRICE_LOW, PRICE_MEDIAN, PRICE_TYPICAL, PRICE_WEIGHTED
if(InpAppliedPrice!=PRICE_OPEN)
convertedTime=Time[i]+PeriodSeconds_TF1-PeriodSeconds_TF2;
//--- convert time TF1 to nearest earlier time TF2 for a bar opened on TF2 at the same time or before the current TF1 bar
//--- use this for calculations with PRICE_OPEN
if(InpAppliedPrice==PRICE_OPEN)
convertedTime=Time[i];
//--- check if TF2 data is available at convertedTime
datetime tempTimeArray_TF2[];
CopyTime(NULL,InpTimeFrame_2,calculated_TF2-1,1,tempTimeArray_TF2);
//--- no TF2 data available
if(convertedTime＜tempTimeArray_TF2[0])
continue;
//--- get macd buffer values of TF2
if(CopyBuffer(ExtMacdHandle_TF2,0,convertedTime,1,ExtMacdArray_TF2)＜=0)
{
if(ShowErrorMessages) Print("Getting MACD TF2 failed! Error",GetLastError());
return(0);
}
//--- set macd TF2 buffer on TF1
else
ExtMacdBuffer_TF2[i]=ExtMacdArray_TF2[0];
//--- get signal buffer values of TF2
if(CopyBuffer(ExtMacdHandle_TF2,1,convertedTime,1,ExtSignalArray_TF2)＜=0)
{
if(ShowErrorMessages) Print("Getting Signal TF2 failed! Error",GetLastError());
return(0);
}
//--- set signal TF2 buffer on TF1
else
ExtSignalBuffer_TF2[i]=ExtSignalArray_TF2[0];
//--- get histogram buffer values of TF2
if(CopyBuffer(ExtMacdHandle_TF2,2,convertedTime,1,ExtHistogramArray_TF2)＜=0)
{
if(ShowErrorMessages) Print("Getting Histogram TF2 failed! Error",GetLastError());
return(0);
}
//--- set histogram TF2 buffer on TF1
else
ExtHistogramBuffer_TF2[i]=ExtHistogramArray_TF2[0];
//--- get histogram color buffer values of TF2
if(CopyBuffer(ExtMacdHandle_TF2,3,convertedTime,1,ExtHistogramColorArray_TF2)＜=0)
{
if(ShowErrorMessages) Print("Getting Histogram Color TF2 failed! Error",GetLastError());
return(0);
}
//--- set histogram color TF2 buffer on TF1
else
ExtHistogramColorBuffer_TF2[i]=ExtHistogramColorArray_TF2[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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