【解説】【MQL5 community】 Moving Averages, multi-timeframe : Custom Moving Averageと同様。
【シグナル】
(i) 1つの移動平均を使用： 移動平均のラインを上抜けしたら、「買い」、下抜けしたら「売り」。 上昇基調になりそうな(移動平均が右肩上がり)場合のトレンドを把握することができる。
(ii) 2つの期間の異なる移動平均を使用： 一般に中期の移動平均線が上昇し、長期の移動平均線を 下から上に突き抜ける形で交差すると、 低迷していた価格が上昇しはじめたことを示すと言われている。 これが「ゴールデンクロス(Golden Cross)」。 その逆の中期の移動平均線が下降し、長期の移動平均線を 上から下に突き抜ける形で交差すると、 価格が下降しはじめたことを示すと言われている。 これが「デットクロス(Dead Cross)」。
//+------------------------------------------------------------------+
//| iUniMA MTF.mq5 |
//| Copyright ｩ 2010, AK20 |
//| traderak20@gmail.com |
//| |
//| Based on: |
//| iUniMA.mq5 by Integer |
//| MetaQuotes Software Corp. |
//| http://dmffx.com |
//+------------------------------------------------------------------+
#property copyright "2010, traderak20@gmail.com and Integer"
#property description "iUniMA, Multi-timeframe of version the Universal Moving Average"
#property version "V02"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- indicator plots
#property indicator_type1 DRAW_LINE
#property indicator_color1 Red
#property indicator_width1 1
#property indicator_label1 "MA_TF2"
#property indicator_style1 STYLE_SOLID
//--- enum variables
enum maswitch
{
Simple=MODE_SMA,
Exponential=MODE_EMA,
Smoothed=MODE_SMMA,
LinearWeighted=MODE_LWMA,
AMA=IND_AMA,
DEMA=IND_DEMA,
FRAMA=IND_FRAMA,
TEMA=IND_TEMA,
VIDYA=IND_VIDYA
};
//--- input parameters
input ENUM_TIMEFRAMES InpTimeFrame_2=PERIOD_H1; // Timeframe 2 (TF2) period
input maswitch InpAppliedMA=MODE_SMA; // Applied MA method for signal line
input int InpMaPeriod=14; // MA Period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
input int InpAmaFast=2; // Fast AMA period
input int InpAmaSlow=30; // Slow AMA period
input int InpCmoPeriod=9; // CMO period for VIDYA
//--- indicator buffers
double ExtMaBuffer_TF2[];
//--- arrays TF2 - to retrieve TF 2 values of buffers and/or timeseries
double ExtMaArray_TF2[]; // intermediate array to hold TF2 ma 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 ExtMaHandle_TF2; // ma 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,ExtMaBuffer_TF2,INDICATOR_DATA);
//--- 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,InpMaPeriod*PeriodRatio);
//--- name for indicator
IndicatorSetString(INDICATOR_SHORTNAME,"MA("+string(InpMaPeriod)+")");
//--- name for plots
string Label;
switch(InpAppliedMA)
{
case Simple:
Label="SMA("+string(InpMaPeriod)+","+fNamePriceShort(InpAppliedPrice)+")";
break;
case Exponential:
Label="EMA("+string(InpMaPeriod)+","+fNamePriceShort(InpAppliedPrice)+")";
break;
case Smoothed:
Label="SMMA("+string(InpMaPeriod)+","+fNamePriceShort(InpAppliedPrice)+")";
break;
case LinearWeighted:
Label="LWMA("+string(InpMaPeriod)+","+fNamePriceShort(InpAppliedPrice)+")";
break;
case AMA:
Label="AMA("+string(InpMaPeriod)+","+string(InpAmaFast)+","+string(InpAmaSlow)+","+fNamePriceShort(InpAppliedPrice)+")";
break;
case DEMA:
Label="DEMA("+string(InpMaPeriod)+","+fNamePriceShort(InpAppliedPrice)+")";
break;
case FRAMA:
Label="FRAM("+string(InpMaPeriod)+","+fNamePriceShort(InpAppliedPrice)+")";
break;
case TEMA:
Label="TEMA("+string(InpMaPeriod)+","+fNamePriceShort(InpAppliedPrice)+")";
break;
case VIDYA:
Label="VIDYA("+string(InpMaPeriod)+","+string(InpCmoPeriod)+","+fNamePriceShort(InpAppliedPrice)+")";
break;
}
PlotIndexSetString(0,PLOT_LABEL,Label);
//--- get MA handle
switch(InpAppliedMA){
case Simple:
ExtMaHandle_TF2=iMA(NULL,InpTimeFrame_2,InpMaPeriod,0,MODE_SMA,InpAppliedPrice);
break;
case Exponential:
ExtMaHandle_TF2=iMA(NULL,InpTimeFrame_2,InpMaPeriod,0,MODE_EMA,InpAppliedPrice);
break;
case Smoothed:
ExtMaHandle_TF2=iMA(NULL,InpTimeFrame_2,InpMaPeriod,0,MODE_SMMA,InpAppliedPrice);
break;
case LinearWeighted:
ExtMaHandle_TF2=iMA(NULL,InpTimeFrame_2,InpMaPeriod,0,MODE_LWMA,InpAppliedPrice);
break;
case AMA:
ExtMaHandle_TF2=iAMA(NULL,InpTimeFrame_2,InpMaPeriod,InpAmaFast,InpAmaSlow,0,InpAppliedPrice);
break;
case DEMA:
ExtMaHandle_TF2=iDEMA(NULL,InpTimeFrame_2,InpMaPeriod,0,InpAppliedPrice);
break;
case FRAMA:
ExtMaHandle_TF2=iFrAMA(NULL,InpTimeFrame_2,InpMaPeriod,0,InpAppliedPrice);
break;
case TEMA:
ExtMaHandle_TF2=iTEMA(NULL,InpTimeFrame_2,InpMaPeriod,0,InpAppliedPrice);
break;
case VIDYA:
ExtMaHandle_TF2=iVIDyA(NULL,InpTimeFrame_2,InpCmoPeriod,InpMaPeriod,0,InpAppliedPrice);
break;
}
//--- initialization done
}
//+------------------------------------------------------------------+
//| Abbreviate applied price to single character |
//+------------------------------------------------------------------+
string fNamePriceShort(ENUM_APPLIED_PRICE aPrice)
{
switch(aPrice)
{
case PRICE_CLOSE:
return("C");
case PRICE_HIGH:
return("H");
case PRICE_LOW:
return("L");
case PRICE_MEDIAN:
return("M");
case PRICE_OPEN:
return("O");
case PRICE_TYPICAL:
return("T");
case PRICE_WEIGHTED:
return("W");
default:
return("");
}
}
//+------------------------------------------------------------------+
//| 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(ExtMaBuffer_TF2,true);
ArraySetAsSeries(ExtMaArray_TF2,true);
ArraySetAsSeries(Time,true);
//--- check for data
int bars_TF2=Bars(NULL,InpTimeFrame_2);
if(bars_TF2＜InpMaPeriod)
return(0);
//--- not all data may be calculated
int calculated_TF2;
calculated_TF2=BarsCalculated(ExtMaHandle_TF2);
if(calculated_TF2＜bars_TF2)
{
if(ShowErrorMessages) Print("Not all data of ExtMaHandle_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 ma buffer values of TF2
if(CopyBuffer(ExtMaHandle_TF2,0,convertedTime,1,ExtMaArray_TF2)＜=0)
{
if(ShowErrorMessages) Print("Getting MA TF2 failed! Error",GetLastError());
return(0);
}
//--- set ma TF2 buffer on TF1
else
ExtMaBuffer_TF2[i]=ExtMaArray_TF2[0];
}
//--- return value of rates_total, will be used as prev_calculated in next call
return(rates_total);
}
//+------------------------------------------------------------------+
【表示結果】
Back to Meta Trader