- //+------------------------------------------------------------------+
- //| #MAMA.mq4 |
- //| |
- //| http://forex.kbpauk.ru/ |
- //+------------------------------------------------------------------+
-
- #property link "http://forex.kbpauk.ru/"
- #property indicator_chart_window
- #property indicator_buffers 2
- #property indicator_color1 Aqua
- #property indicator_color2 Chocolate
- //---- input parameters
- extern double FastLimit=0.5;
- extern double SlowLimit=0.05;
- //---- buffers
- double FABuffer[];
- double MABuffer[];
- //+------------------------------------------------------------------+
- //| Custom indicator initialization function |
- //+------------------------------------------------------------------+
- int init()
- {
- string short_name;
- //---- indicator line
- SetIndexStyle(0,DRAW_LINE);
- SetIndexStyle(1,DRAW_LINE);
- SetIndexBuffer(0,FABuffer);
- SetIndexBuffer(1,MABuffer);
- //---- name for DataWindow and indicator subwindow label
- short_name="#MAMA";
- IndicatorShortName(short_name);
- SetIndexLabel(0,"#FAMA");
- SetIndexLabel(1,"#MAMA");
- //----
- SetIndexDrawBegin(0,50);
- SetIndexDrawBegin(1,50);
- //----
- return(0);
- }
- //+------------------------------------------------------------------+
- //| #MAMA |
- //+------------------------------------------------------------------+
- int start()
- {
- int i,counted_bars=IndicatorCounted();
- double jI, jQ, DeltaPhase, alpha, ttime;
- double Price[5],Smooth[8],Detrender[8],Q1[8],I1[8],I2[3],Q2[3];
- double Re[3],Im[3],SmoothPeriod[3],Period_[3],Phase[3],MAMA[3],FAMA[3];
- //----
- if(Bars<=5) return(0);
- //----
- i=(Bars-counted_bars)+50;
- while(i>=0)
- {
- Price[1]=((High[i]+Low[i])/2); Price[2]=((High[i+1]+Low[i+1])/2);
- Price[3]=((High[i+2]+Low[i+2])/2); Price[4]=((High[i+3]+Low[i+3])/2);
- Smooth[1] = (4*Price[1] + 3*Price[2] + 2*Price[3] + Price[4]) / 10;
- Detrender[1] = (0.0962*Smooth[1] + 0.5769*Smooth[3] - 0.5769*Smooth[5] - 0.0962*Smooth[7])*(0.075*Period_[2] + 0.54);
- // {Compute InPhase and Quadrature components}
- Q1[1] = (0.0962*Detrender[1] + 0.5769*Detrender[3] - 0.5769*Detrender[5] - 0.0962*Detrender[7])*(0.075*Period_[2] + 0.54);
- I1[1] = Detrender[4];
- // {Advance the phase of I1 and Q1 by 90 degrees}
- jI = (0.0962*I1[1] + 0.5769*I1[3] - 0.5769*I1[5] - 0.0962*I1[7])*(0.075*Period_[2] + 0.54);
- jQ = (0.0962*Q1[1] + 0.5769*Q1[3] - 0.5769*Q1[5] - 0.0962*Q1[7])*(0.075*Period_[2] + 0.54);
- // {Phasor addition for 3 bar averaging)}
- I2[1] = I1[1] - jQ;
- Q2[1] = Q1[1] + jI;
- // {Smooth the I and Q components before applying the discriminator}
- I2[1] = 0.2*I2[1] + 0.8*I2[2];
- Q2[1] = 0.2*Q2[1] + 0.8*Q2[2];
- // {Homodyne Discriminator}
- Re[1] = I2[1]*I2[2] + Q2[1]*Q2[2];
- Im[1] = I2[1]*Q2[2] - Q2[1]*I2[2];
- Re[1] = 0.2*Re[1] + 0.8*Re[2];
- Im[1] = 0.2*Im[1] + 0.8*Im[2];
- if (Im[1]!=0 && Re[1]!=0) Period_ [1]= 360/MathArctan(Im[1]/Re[1]);
- if (Period_[1]>1.5*Period_[2]) Period_[1] = 1.5*Period_[2];
- if (Period_[1]<0.67*Period_[2])Period_[1] = 0.67*Period_[2];
- if (Period_[1]<6) Period_[1] = 6;
- if (Period_[1]>50) Period_[1] = 50;
- Period_[1] = 0.2*Period_[1] + 0.8*Period_[2];
- SmoothPeriod[1] =0.33*Period_[1] + 0.67*SmoothPeriod[2];
- if (I1[1] != 0) Phase[1] = (MathArctan(Q1[1] / I1[1]));
- DeltaPhase = Phase[2] - Phase[1];
- if (DeltaPhase < 1) DeltaPhase = 1;
- alpha = FastLimit / DeltaPhase;
- if (alpha < SlowLimit) alpha = SlowLimit;
- MAMA[1] = alpha*Price[1] + (1 - alpha)*MAMA[2];
- FAMA[1] = 0.5*alpha*MAMA[1] + (1 - 0.5*alpha)*FAMA[2];
- FABuffer[i]=MAMA[1];
- MABuffer[i]=FAMA[1];
- Smooth[7]=Smooth[5];Smooth[6]=Smooth[5];Smooth[5]=Smooth[4];Smooth[4]=Smooth[3];Smooth[3]=Smooth[2];Smooth[2]=Smooth[1];
- Detrender[7]=Detrender[6];Detrender[6]=Detrender[5];Detrender[5]=Detrender[4];Detrender[4]=Detrender[3];Detrender[3]=Detrender[2];Detrender[2]=Detrender[1];
- Q1[7]=Q1[6];Q1[6]=Q1[5];Q1[5]=Q1[4];Q1[4]=Q1[3];Q1[3]=Q1[2];Q1[2]=Q1[1];
- I1[7]=I1[6];I1[6]=I1[5];I1[5]=I1[4];I1[4]=I1[3];I1[3]=I1[2];I1[2]=I1[1];
- Q2[2]=Q2[1];
- I2[2]=I2[1];
- Re[2]=Re[1];
- Im[2]=Im[1];
- SmoothPeriod[2]=SmoothPeriod[1];
- Phase[2]=Phase[1];
- Period_[2]=Period_[1];
- MAMA[2]=MAMA[1];
- FAMA[2]=FAMA[1];
- i--;
- }
- return(0);
- }
- //+------------------------------------------------------------------+
|