【解説】【MQL5 community】 Moving Average of Oscillator (移動平均オシレーター): MACD の基準線からシグナル線の値を引いたもので、 基準線とシグナル線の上下を判定しやすくしています。 OsMA がプラスの時は基準線がシグナル線を上回り、 逆では下回っています。
【計算法】
OSMA = MACD-SIGNAL
【シグナル】
MACD のシグナルと同様で、基準線を下から上に抜けた時に、「買い」で、 基準線を上から下に抜けた時に、「売り」。
//+------------------------------------------------------------------+
//| OsMA.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Moving Average of Oscillator"
#property description "aka MACD histogram"
#include ＜MovingAverages.mqh>
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_plots 1
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 Silver
#property indicator_width1 2
//--- input parameters
input int InpFastEMAPeriod=12; // Fast EMA period
input int InpSlowEMAPeriod=26; // Slow EMA period
input int InpSignalSMAPeriod=9; // Signal SMA period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
//--- indicator buffers
double ExtOsMABuffer[];
double ExtMacdBuffer[];
double ExtSignalBuffer[];
double ExtFastMaBuffer[];
double ExtSlowMaBuffer[];
//--- MA handles
int ExtFastMaHandle;
int ExtSlowMaHandle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtOsMABuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtMacdBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(2,ExtSignalBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(3,ExtFastMaBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(4,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+2);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSlowEMAPeriod+InpSignalSMAPeriod-2);
//--- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"OsMA("+string(InpFastEMAPeriod)+","+string(InpSlowEMAPeriod)+","+string(InpSignalSMAPeriod)+")");
PlotIndexSetString(0,PLOT_LABEL,"OsMA");
//--- get MAs handles
ExtFastMaHandle=iMA(NULL,0,InpFastEMAPeriod,0,MODE_EMA,InpAppliedPrice);
ExtSlowMaHandle=iMA(NULL,0,InpSlowEMAPeriod,0,MODE_EMA,InpAppliedPrice);
//--- initialization done
}
//+------------------------------------------------------------------+
//| Moving Average of 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[])
{
if(rates_total＜InpSignalSMAPeriod)
return(0);
//--- not all data may be calculated
int calculated=BarsCalculated(ExtFastMaHandle);
if(calculated＜rates_total)
{
Print("Not all data of ExtFastMaHandle is calculated (",calculated,"bars ). Error",GetLastError());
return(0);
}
calculated=BarsCalculated(ExtSlowMaHandle);
if(calculated＜rates_total)
{
Print("Not all data of ExtSlowMaHandle 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 Fast EMA buffer
if(CopyBuffer(ExtFastMaHandle,0,0,to_copy,ExtFastMaBuffer)＜=0)
{
Print("Getting fast EMA is failed! Error",GetLastError());
return(0);
}
//--- get SlowSMA buffer
if(CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer)＜=0)
{
Print("Getting slow SMA is failed! Error",GetLastError());
return(0);
}
//---
int i,limit;
if(prev_calculated==0)
limit=0;
else limit=prev_calculated-1;
//--- the main loop of calculations
for(i=limit;i＜rates_total;i++)
{
//--- calculate MACD
ExtMacdBuffer[i]=ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
}
//--- calculate Signal
SimpleMAOnBuffer(rates_total,prev_calculated,0,InpSignalSMAPeriod,ExtMacdBuffer,ExtSignalBuffer);
//--- calculate OsMA
for(i=limit;i＜rates_total;i++)
{
ExtOsMABuffer[i]=ExtMacdBuffer[i]-ExtSignalBuffer[i];
}
//--- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
【表示結果】
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