【解説】【MQL5 community】 iHeikenAshiSm : Heiken_AshiにSmootherを付けたもの。 平均足はトレンドの方向を判断するために使われることの多い分析ツールです。
相場が上昇するときの平均足の実体を青色、 下降するときの色を赤色とすると、 青いの平均足が連続しているときには、上昇傾向、 逆に、赤いの平均足が連続するときには下降傾向と判断できます。
【計算法】
ある期間tにおいて,
Close = (Open+High+Low+Close)/4、
Open = [Open (t-1) + Close (t-1)]/2、
High = Max (High,Open,Close)、
Low = Min (Low,Open, Close)
【シグナル】
■青線の連続は買いサイン
■赤線の連続は売りサイン
■実体が短くヒゲが長い十字線はトレンド転換のサイン
■平均足の実体が長ければ長い程強いトレンドを示す
■極端に長い上ヒゲ青線は天井、 極端に長い下ヒゲ赤線は底値の予兆
まとめると、
【買いシグナル】
【底値圏での下ヒゲの長い赤線】 ⇒【実体の短い十字線】 ⇒【青線の出現】 ⇒【買い】
【売りシグナル】
【高値圏での上ヒゲの長い青線】 ⇒【実体の短い十字線】 ⇒【赤線の出現】 ⇒【売り】
//+------------------------------------------------------------------+
//| iHeikenAshiSm.mq5 |
//| Integer |
//| http://dmffx.com |
//+------------------------------------------------------------------+
#property copyright "Integer"
#property link "http://dmffx.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 17
#property indicator_plots 1
//--- plot HeikenAshi
#property indicator_label1 "HeikenAshi"
#property indicator_color1 DodgerBlue,Red
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
enum eType{
CANDLES=DRAW_COLOR_CANDLES,
BARS=DRAW_COLOR_BARS
};
enum eVar{
HeikenAshi=0,
Price=1
};
/*
The Heiken Ashi indicator with smoothing.
Depending on the parameter TYPE (BARS,CANDLES) it can be plotted as bars or candles.
Depending on the parameter Variant (HeikenAshi,Price) it can plot HeikenAshi bars
or conventional candles, painted as Heiken Ashi bars.
Parameters:
Variant - bars to plot (candles): bars・(candles) Heiken Ashi or standard price bars (candles);
Type - drawing type: bars or candles;
MAPeriod - ﾌﾀ period;
MAMethod - ﾌﾀ method: 0-SMA, 1-EMA, 2-SMMA, 3-LWMA;
SmPeriod - smoothing period;
SmMethod - smoothing method: 0-SMA, 1-EMA, 2-SMMA, 3-LWMA.
*/
input eVar Variant = HeikenAshi; /*Variant*/ // Heiken Ashi or price
input eType Type = CANDLES; /*Type*/ // drawing type - bars or candles
input int MAPeriod = 1; /*MAPeriod*/ // ﾌﾀ period
input ENUM_MA_METHOD MAMethod = MODE_SMA; /*MAMethod*/ // ﾌﾀ method: 0-SMA, 1-EMA, 2-SMMA, 3-LWMA
input int SmPeriod = 1; /*SmPeriod*/ // Smoothing period
input ENUM_MA_METHOD SmMethod = MODE_SMA; /*SmMethod*/ // Smoothing method: 0-SMA, 1-EMA, 2-SMMA, 3-LWMA
//--- indicator buffers
double HeikenAshiBuffer1[];
double HeikenAshiBuffer2[];
double HeikenAshiBuffer3[];
double HeikenAshiBuffer4[];
double HeikenAshiColors[];
double OpenMABuffer[];
double HighMABuffer[];
double LowMABuffer[];
double CloseMABuffer[];
double _open[];
double _high[];
double _low[];
double _close[];
double _openSm[];
double _highSm[];
double _lowSm[];
double _closeSm[];
int OpenMAHandle,HighMAHandle,LowMAHandle,CloseMAHandle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
PlotIndexSetInteger(0,PLOT_DRAW_TYPE,Type);
SetIndexBuffer(0,HeikenAshiBuffer1,INDICATOR_DATA);
SetIndexBuffer(1,HeikenAshiBuffer2,INDICATOR_DATA);
SetIndexBuffer(2,HeikenAshiBuffer3,INDICATOR_DATA);
SetIndexBuffer(3,HeikenAshiBuffer4,INDICATOR_DATA);
SetIndexBuffer(4,HeikenAshiColors,INDICATOR_COLOR_INDEX);
SetIndexBuffer(5,OpenMABuffer,INDICATOR_DATA);
SetIndexBuffer(6,HighMABuffer,INDICATOR_DATA);
SetIndexBuffer(7,LowMABuffer,INDICATOR_DATA);
SetIndexBuffer(8,CloseMABuffer,INDICATOR_DATA);
SetIndexBuffer(9,_open,INDICATOR_DATA);
SetIndexBuffer(10,_high,INDICATOR_DATA);
SetIndexBuffer(11,_low,INDICATOR_DATA);
SetIndexBuffer(12,_close,INDICATOR_DATA);
SetIndexBuffer(13,_openSm,INDICATOR_DATA);
SetIndexBuffer(14,_highSm,INDICATOR_DATA);
SetIndexBuffer(15,_lowSm,INDICATOR_DATA);
SetIndexBuffer(16,_closeSm,INDICATOR_DATA);
PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);
PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);
PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);
PlotIndexSetInteger(3,PLOT_SHOW_DATA,false);
OpenMAHandle=iMA(_Symbol,PERIOD_CURRENT,MAPeriod,0,MAMethod,PRICE_OPEN);
HighMAHandle=iMA(_Symbol,PERIOD_CURRENT,MAPeriod,0,MAMethod,PRICE_HIGH);
LowMAHandle=iMA(_Symbol,PERIOD_CURRENT,MAPeriod,0,MAMethod,PRICE_LOW);
CloseMAHandle=iMA(_Symbol,PERIOD_CURRENT,MAPeriod,0,MAMethod,PRICE_CLOSE);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
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[]
){
static bool error=true;
int start,start2,start3;
int begin2;
int beginX;
if(prev_calculated==0){
error=true;
}
if(error){
start=MAPeriod;
begin2=start;
start2=begin2;
start3=start2;
beginX=start3;
error=false;
ArrayInitialize(HeikenAshiBuffer1,EMPTY_VALUE);
ArrayInitialize(HeikenAshiBuffer2,EMPTY_VALUE);
ArrayInitialize(HeikenAshiBuffer3,EMPTY_VALUE);
ArrayInitialize(HeikenAshiBuffer4,EMPTY_VALUE);
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,MAPeriod+SmPeriod);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,MAPeriod+SmPeriod);
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,MAPeriod+SmPeriod);
PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,MAPeriod+SmPeriod);
}
else{
start=prev_calculated-1;
start2=start;
start3=start;
}
if(CopyBuffer(OpenMAHandle,0,0,rates_total-start,OpenMABuffer)==-1){
error=true;
return(0);
}
if(CopyBuffer(HighMAHandle,0,0,rates_total-start,HighMABuffer)==-1){
error=true;
return(0);
}
if(CopyBuffer(LowMAHandle,0,0,rates_total-start,LowMABuffer)==-1){
error=true;
return(0);
}
if(CopyBuffer(CloseMAHandle,0,0,rates_total-start,CloseMABuffer)==-1){
error=true;
return(0);
}
if(start2==begin2){
_open[start2]=OpenMABuffer[start2];
_high[start2]=HighMABuffer[start2];
_low[start2]=LowMABuffer[start2];
_close[start2]=CloseMABuffer[start2];
start2++;
}
for(int i=start2;i＜rates_total;i++){
_close[i]=(OpenMABuffer[i]+HighMABuffer[i]+LowMABuffer[i]+CloseMABuffer[i])/4;
_open[i]=(_open[i-1]+_close[i-1])/2;
_high[i]=MathMax(HighMABuffer[i],MathMax(_open[i],_close[i]));
_low[i]=MathMin(LowMABuffer[i],MathMin(_open[i],_close[i]));
}
fMAOnArray2(_open,_openSm,SmPeriod,SmMethod,beginX,start3,rates_total);
fMAOnArray2(_high,_highSm,SmPeriod,SmMethod,beginX,start3,rates_total);
fMAOnArray2(_low,_lowSm,SmPeriod,SmMethod,beginX,start3,rates_total);
fMAOnArray2(_close,_closeSm,SmPeriod,SmMethod,beginX,start3,rates_total);
if(Variant==HeikenAshi){
for(int i=start3;i＜rates_total;i++){
HeikenAshiColors[i]=HeikenAshiColors[i-1];
HeikenAshiBuffer1[i]=_openSm[i];
HeikenAshiBuffer2[i]=MathMax(_highSm[i],MathMax(_openSm[i],_closeSm[i]));
HeikenAshiBuffer3[i]=MathMin(_lowSm[i],MathMin(_openSm[i],_closeSm[i]));
HeikenAshiBuffer4[i]=_closeSm[i];
if(_closeSm[i]＜_openSm[i])HeikenAshiColors[i]=1;
if(_closeSm[i]>_openSm[i])HeikenAshiColors[i]=0;
}
}
else{
for(int i=start3;i＜rates_total;i++){
HeikenAshiColors[i]=HeikenAshiColors[i-1];
HeikenAshiBuffer1[i]=open[i];
HeikenAshiBuffer2[i]=high[i];
HeikenAshiBuffer3[i]=low[i];
HeikenAshiBuffer4[i]=close[i];
if(_closeSm[i]＜_openSm[i])HeikenAshiColors[i]=1;
if(_closeSm[i]>_openSm[i])HeikenAshiColors[i]=0;
}
}
return(rates_total);
}
//+------------------------------------------------------------------+
void fMAOnArray2(const double & aData[],double & aMA[],int aPeriod,int aMethod,int aBegin,int aStart,int aRatesTotal){
double p1;
double p2;
double tWS=0;
switch(aMethod){
case MODE_SMA:
aStart=MathMax(aStart,aBegin+aPeriod);
for(int i=aStart;i＜aRatesTotal;i++){
if(i==aBegin+aPeriod){
aMA[i]=0;
for(int j=0;j＜aPeriod;j++){
aMA[i]+=aData[i-j];
}
aMA[i]/=aPeriod;
}
else{
aMA[i]=aMA[i-1]-(aData[i-aPeriod]-aData[i])/aPeriod;
}
}
break;
case MODE_EMA:
if(aStart==aBegin){
aMA[aBegin]=aData[aBegin];
aStart++;
}
p1=2.0/(1.0+aPeriod);
p2=(1.0-p1);
for(int i=aStart;i＜aRatesTotal;i++){
aMA[i]=p1*aData[i]+p2*aMA[i-1];
}
break;
case MODE_LWMA:
aStart=MathMax(aStart,aBegin+aPeriod);
tWS=(1.0+aPeriod)/2.0*aPeriod;
for(int i=aStart;i＜aRatesTotal;i++){
aMA[i]=0;
for(int j=0;j＜aPeriod;j++){
aMA[i]+=aData[i-j]*(aPeriod-j);
}
aMA[i]/=tWS;
}
break;
case MODE_SMMA:
if(aStart==aBegin){
aMA[aBegin]=aData[aBegin];
aStart++;
}
p1=1.0/aPeriod;
p2=(1.0-p1);
for(int i=aStart;i＜aRatesTotal;i++){
aMA[i]=p1*aData[i]+p2*aMA[i-1];
}
break;
}
}
int fMADrawBegin(int aPeriod,int aMethod){
switch(aMethod){
case 1: return(10*aPeriod);
case 2: return(20*aPeriod);
}
return(aPeriod);
}
【表示結果】
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