【SOURCE FILE】ZeroLag_MACD.mq5

【解説】【MQL5 community】 ZeroLag MACD　: 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と基本的な計算法を用いるものの、少し異なる。 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】

速い移動平均：
　ZeroLagEMAp = FastEMABuffer[i] + FastEMABuffer[i] - val[i];

遅い移動平均：
　ZeroLagEMAq = SlowEMABuffer[i] + SlowEMABuffer[i] - val1[i];

MACD：
　MACDBuffer[i]=ZeroLagEMAp-ZeroLagEMAq;

シグナル：
　SignalBuffer[i]=SignalEMABuffer[i]+SignalEMABuffer[i]-val3[i];

【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。

---

//+------------------------------------------------------------------+
//|                                                 ZeroLag MACD.mq5 |
//|                                                        avoitenko |
//|                        https://login.mql5.com/en/users/avoitenko |
//+------------------------------------------------------------------+
#property copyright "avoitenko"
#property link      "https://login.mql5.com/en/users/avoitenko"
#property version   "2.00"

#include ＜MovingAverages.mqh>

#property indicator_separate_window
#property indicator_buffers 9
#property indicator_plots   2

//--- plot MACDBuffer
#property indicator_label1  "Main"
#property indicator_type1   DRAW_HISTOGRAM
#property indicator_color1  Blue
#property indicator_style1  STYLE_SOLID
#property indicator_width1  2

//--- plot SignalBuffer
#property indicator_label2  "Signal"
#property indicator_type2   DRAW_LINE
#property indicator_color2  Red
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1

//---- input parameters
input int FastEMA = 12; // Fast EMA
input int SlowEMA = 26; // Slow EMA
input int SignalEMA = 9;// Signal EMA
input ENUM_APPLIED_PRICE Price=PRICE_CLOSE;// Apply to

//---- buffers
double MACDBuffer[];
double SignalBuffer[];
double FastEMABuffer[];
double SlowEMABuffer[];
double SignalEMABuffer[];
double val[];
double val1[];
double val2[];
double val3[];

int limit;

//indicator handles
int maHandle1,maHandle2;
//+------------------------------------------------------------------+
int OnInit()
//+------------------------------------------------------------------+
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,MACDBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,SignalBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,FastEMABuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,SlowEMABuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(4,SignalEMABuffer,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,val,INDICATOR_CALCULATIONS);
   SetIndexBuffer(6,val1,INDICATOR_CALCULATIONS);
   SetIndexBuffer(7,val2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(8,val3,INDICATOR_CALCULATIONS);

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetInteger(0,PLOT_SHIFT,0);
   PlotIndexSetInteger(1,PLOT_SHIFT,0);
   PlotIndexSetString(0,PLOT_LABEL,"MACD");
   PlotIndexSetString(1,PLOT_LABEL,"Signal");

   IndicatorSetString(INDICATOR_SHORTNAME,"ZeroLag MACD("+IntegerToString(FastEMA)
                      +","+IntegerToString(SlowEMA)+","+IntegerToString(SignalEMA)+")");

   ArraySetAsSeries(MACDBuffer,true);
   ArraySetAsSeries(SignalBuffer,true);
   ArraySetAsSeries(FastEMABuffer,true);
   ArraySetAsSeries(SlowEMABuffer,true);
   ArraySetAsSeries(SignalEMABuffer,true);
   ArraySetAsSeries(val,true);
   ArraySetAsSeries(val1,true);
   ArraySetAsSeries(val2,true);
   ArraySetAsSeries(val3,true);

   maHandle1 = iMA(_Symbol, PERIOD_CURRENT, FastEMA, 0, MODE_EMA, Price);
   maHandle2 = iMA(_Symbol, PERIOD_CURRENT, SlowEMA, 0, MODE_EMA, Price);
//---
   return(0);
  }
//+------------------------------------------------------------------+
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 &tick_volume[],
                const long &volume[],
                const int &spread[])
//+------------------------------------------------------------------+
  {

//---
   if(rates_total＜prev_calculated)
      return(0);

   limit=rates_total-prev_calculated;

   if(CopyBuffer(maHandle1, MAIN_LINE, 0, rates_total, FastEMABuffer) ＜ 0) return(0);
   if(CopyBuffer(maHandle2, MAIN_LINE, 0, rates_total, SlowEMABuffer) ＜ 0) return(0);

   ExponentialMAOnBuffer(rates_total,prev_calculated,0,FastEMA,FastEMABuffer,val);
// SimpleMAOnBuffer(rates_total,prev_calculated,0,FastEMA,FastEMABuffer,val);

   ExponentialMAOnBuffer(rates_total,prev_calculated,0,SlowEMA,SlowEMABuffer,val1);
// SimpleMAOnBuffer(rates_total,prev_calculated,0,FastEMA,SlowEMABuffer,val1);

   for(int i=0; i＜limit; i++)
     {
      double ZeroLagEMAp = FastEMABuffer[i] + FastEMABuffer[i] - val[i];
      double ZeroLagEMAq = SlowEMABuffer[i] + SlowEMABuffer[i] - val1[i];
      MACDBuffer[i]=ZeroLagEMAp-ZeroLagEMAq;
     }

   ExponentialMAOnBuffer(rates_total,prev_calculated,0,SignalEMA,MACDBuffer,val2);

   ArrayCopy(SignalEMABuffer,val2,0,0,limit);

   ExponentialMAOnBuffer(rates_total,prev_calculated,0,SignalEMA,SignalEMABuffer,val3);

   for(int i=0; i＜limit; i++)
     {
      SignalBuffer[i]=SignalEMABuffer[i]+SignalEMABuffer[i]-val3[i];
     }

//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
//+------------------------------------------------------------------+
  {
   IndicatorRelease(maHandle1);
   IndicatorRelease(maHandle2);
  }
//+------------------------------------------------------------------+



【表示結果】

















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