| Автор |
Сообщение |
X-Story
Зарегистрирован: 29.01.2008
Сообщения: 158
|
Есть такой индикатор Digital MACD, одна из модификаций обычного MACD. но как я понимаю, в нем использована сстема фильтрации шума, что в итоге дает более чистые сигналы. Имеется исходник этого индикатора в МТ4.
Надо перевести его без искажений и потерь в Ами. КОд в МТ4 прилагаю ниже. Заранее Спасибо! 
| Код: |
//+------------------------------------------------------------------+
//| Digital MACD.mq4 |
//| Digital MACD rewritten by CrazyChart |
//| |
//+------------------------------------------------------------------+
#property copyright "Digital MACD rewritten by CrazyChart"
#property link " "
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 YellowGreen
#property indicator_color2 White
//---- input parameters
extern int CountBars=300;
extern int SignalMAPeriod=5;
//---- buffers
double ExtGraph[];
double ExtSignal[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(0,ExtGraph);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,ExtSignal);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//---- TODO: add your code here
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
//---- TODO: add your code here
int shift,cnt,loop,AccountedBars;
double value1,value2,AVG;
bool firstTime=true;
if (firstTime) {
AccountedBars = Bars-CountBars;
loop = CountBars-SignalMAPeriod-1;
firstTime=false;
};
for (shift=Bars-2;shift>=0;shift--) {
value1 =
0.2149840610*Close[shift+0]
+0.2065763732*Close[shift+1]
+0.1903728890*Close[shift+2]
+0.1675422436*Close[shift+3]
+0.1397053150*Close[shift+4]
+0.1087951881*Close[shift+5]
+0.0768869405*Close[shift+6]
+0.0460244906*Close[shift+7]
+0.0180517395*Close[shift+8]
-0.0055294579*Close[shift+9]
-0.0236660212*Close[shift+10]
-0.0358140055*Close[shift+11]
-0.0419497760*Close[shift+12]
-0.0425331450*Close[shift+13]
-0.0384279507*Close[shift+14]
-0.0307917433*Close[shift+15]
-0.0209443384*Close[shift+16]
-0.0102335925*Close[shift+17]
+0.0000932767*Close[shift+18]
+0.0089950015*Close[shift+19]
+0.0157131144*Close[shift+20]
+0.0198149331*Close[shift+21]
+0.0211989019*Close[shift+22]
+0.0200639819*Close[shift+23]
+0.0168532934*Close[shift+24]
+0.0121825067*Close[shift+25]
+0.0067474241*Close[shift+26]
+0.0012444305*Close[shift+27]
-0.0037087682*Close[shift+28]
-0.0076300416*Close[shift+29]
-0.0102110543*Close[shift+30]
-0.0113306266*Close[shift+31]
-0.0110462105*Close[shift+32]
-0.0095662166*Close[shift+33]
-0.0072080453*Close[shift+34]
-0.0043494435*Close[shift+35]
-0.0013771970*Close[shift+36]
+0.0013575268*Close[shift+37]
+0.0035760416*Close[shift+38]
+0.0050946166*Close[shift+39]
+0.0058339574*Close[shift+40]
+0.0058160431*Close[shift+41]
+0.0051486631*Close[shift+42]
+0.0039984014*Close[shift+43]
+0.0025619380*Close[shift+44]
+0.0010531475*Close[shift+45]
-0.0003481453*Close[shift+46]
-0.0014937154*Close[shift+47]
-0.0022905986*Close[shift+48]
-0.0027000514*Close[shift+49]
-0.0027359080*Close[shift+50]
-0.0024543322*Close[shift+51]
-0.0019409837*Close[shift+52]
-0.0012957482*Close[shift+53]
-0.0006179734*Close[shift+54]
+0.0000057542*Close[shift+55]
+0.0005111297*Close[shift+56]
+0.0008605279*Close[shift+57]
+0.0010441921*Close[shift+58]
+0.0010775684*Close[shift+59]
+0.0009966494*Close[shift+60]
+0.0008537300*Close[shift+61]
+0.0007142855*Close[shift+62]
+0.0006599146*Close[shift+63]
-0.0008151017*Close[shift+64];
value2 =
0.0825641231*Close[shift+0]
+0.0822783080*Close[shift+1]
+0.0814249974*Close[shift+2]
+0.0800166909*Close[shift+3]
+0.0780735197*Close[shift+4]
+0.0756232268*Close[shift+5]
+0.0727009740*Close[shift+6]
+0.0693478349*Close[shift+7]
+0.0656105823*Close[shift+8]
+0.0615409157*Close[shift+9]
+0.0571939540*Close[shift+10]
+0.0526285643*Close[shift+11]
+0.0479025123*Close[shift+12]
+0.0430785482*Close[shift+13]
+0.0382152880*Close[shift+14]
+0.0333706133*Close[shift+15]
+0.0286021160*Close[shift+16]
+0.0239614376*Close[shift+17]
+0.0194972056*Close[shift+18]
+0.0152532583*Close[shift+19]
+0.0112682658*Close[shift+20]
+0.0075745482*Close[shift+21]
+0.0041980052*Close[shift+22]
+0.0011588603*Close[shift+23]
-0.0015292889*Close[shift+24]
-0.0038593393*Close[shift+25]
-0.0058303888*Close[shift+26]
-0.0074473108*Close[shift+27]
-0.0087203043*Close[shift+28]
-0.0096645874*Close[shift+29]
-0.0102995666*Close[shift+30]
-0.0106483424*Close[shift+31]
-0.0107374524*Close[shift+32]
-0.0105952115*Close[shift+33]
-0.0102516944*Close[shift+34]
-0.0097377645*Close[shift+35]
-0.0090838346*Close[shift+36]
-0.0083237046*Close[shift+37]
-0.0074804382*Close[shift+38]
-0.0065902734*Close[shift+39]
-0.0056742995*Close[shift+40]
-0.0047554314*Close[shift+41]
-0.0038574209*Close[shift+42]
-0.0029983549*Close[shift+43]
-0.0021924972*Close[shift+44]
-0.0014513858*Close[shift+45]
-0.0007848072*Close[shift+46]
-0.0001995891*Close[shift+47]
+0.0003009728*Close[shift+48]
+0.0007162164*Close[shift+49]
+0.0010478905*Close[shift+50]
+0.0012994016*Close[shift+51]
+0.0014755433*Close[shift+52]
+0.0015824007*Close[shift+53]
+0.0016272598*Close[shift+54]
+0.0016185271*Close[shift+55]
+0.0015648336*Close[shift+56]
+0.0014747659*Close[shift+57]
+0.0013569946*Close[shift+58]
+0.0012193896*Close[shift+59]
+0.0010695971*Close[shift+60]
+0.0009140878*Close[shift+61]
+0.0007591540*Close[shift+62]
+0.0016019033*Close[shift+63];
ExtGraph[shift]=value1-value2;
if (shift>0) AccountedBars=AccountedBars+1;
};
for (shift=loop;shift>=0;shift--) {
AVG = 0;
for (cnt=0;cnt<=SignalMAPeriod-1;cnt++) {
AVG = AVG + ExtGraph[shift+cnt];
};
ExtSignal[shift]=AVG/SignalMAPeriod;
if (shift>0) loop = loop-1;
};
//----
return(0);
}
//+------------------------------------------------------------------+
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Tinych
Зарегистрирован: 08.02.2012
Сообщения: 41
|
Можно написать примерно так, но коэффициенты генератором формируются для каждой конкретной ситуации.
_SECTION_BEGIN("sysS1");
sysS1= -0.15050869*Ref(C,-0)
-0.13404583*Ref(C,-1)
-0.11534917*Ref(C,-2)
-0.09470778*Ref(C,-3)
-0.07244922*Ref(C,-4)
-0.04892523*Ref(C,-5)
-0.02451389*Ref(C,-6)
+0.00039374*Ref(C,-7)
+0.02539355*Ref(C,-
+0.05008105*Ref(C,-9)
+0.07405359*Ref(C,-10)
+0.09691993*Ref(C,-11)
+0.11830594*Ref(C,-12)
+0.13786058*Ref(C,-13)
+0.15526309*Ref(C,-14)
+0.17022652*Ref(C,-15)
+0.18250496*Ref(C,-16)
+0.19189536*Ref(C,-17)
+0.19824332*Ref(C,-1
+0.20144353*Ref(C,-19);
_SECTION_END();
_SECTION_BEGIN("sysS2");
sysS2= 0.20144353*Ref(C,-20)
+0.19824332*Ref(C,-21)
+0.19189536*Ref(C,-22)
+0.18250496*Ref(C,-23)
+0.17022652*Ref(C,-24)
+0.15526309*Ref(C,-25)
+0.13786058*Ref(C,-26)
+0.11830594*Ref(C,-27)
+0.09691993*Ref(C,-2
+0.07405359*Ref(C,-29)
+0.05008105*Ref(C,-30)
+0.02539355*Ref(C,-31)
+0.00039374*Ref(C,-32)
-0.02451389*Ref(C,-33)
-0.04892523*Ref(C,-34)
-0.07244922*Ref(C,-35)
-0.09470778*Ref(C,-36)
-0.11534917*Ref(C,-37)
-0.13404583*Ref(C,-3
-0.15050869*Ref(C,-39);
_SECTION_END();
_SECTION_BEGIN("sysS3");
sysS3= -0.16448245*Ref(C,-40)
-0.17575894*Ref(C,-41)
-0.18417147*Ref(C,-42)
-0.18960536*Ref(C,-43)
-0.19199287*Ref(C,-44)
-0.19131919*Ref(C,-45)
-0.18761799*Ref(C,-46)
-0.18097499*Ref(C,-47)
-0.17152134*Ref(C,-4
-0.15943522*Ref(C,-49)
-0.14493519*Ref(C,-50)
-0.12827913*Ref(C,-51)
-0.10975611*Ref(C,-52)
-0.08968572*Ref(C,-53)
-0.06840650*Ref(C,-54)
-0.04627800*Ref(C,-55)
-0.02366420*Ref(C,-56)
-0.00093912*Ref(C,-57)
+0.02153143*Ref(C,-5
+0.04338391*Ref(C,-59);
_SECTION_END();
_SECTION_BEGIN("sysS4");
sysS4=0.06427635*Ref(C,-60)
+0.08387882*Ref(C,-61)
+0.10189513*Ref(C,-62)
+0.11805096*Ref(C,-63)
+0.13211415*Ref(C,-64)
+0.14388292*Ref(C,-65)
+0.15320218*Ref(C,-66)
+0.15995451*Ref(C,-67)
+0.16407161*Ref(C,-6
+0.16552408*Ref(C,-69)
+0.16433274*Ref(C,-70)
+0.16055685*Ref(C,-71)
+0.15430128*Ref(C,-72)
+0.14570654*Ref(C,-73)
+0.13495348*Ref(C,-74)
+0.12225132*Ref(C,-75)
+0.10784314*Ref(C,-76)
+0.09198898*Ref(C,-77)
+0.07497671*Ref(C,-7
+0.05709927*Ref(C,-79);
_SECTION_END();
_SECTION_BEGIN("sysS5");
sysS5= 0.03866674*Ref(C,-80)
+0.01998444*Ref(C,-81)
+0.00136549*Ref(C,-82)
-0.01689524*Ref(C,-83)
-0.03450301*Ref(C,-84)
-0.05119171*Ref(C,-85)
-0.06670401*Ref(C,-86)
-0.08081857*Ref(C,-87)
-0.09333262*Ref(C,-8
-0.10408173*Ref(C,-89)
-0.11292713*Ref(C,-90)
-0.11977330*Ref(C,-91)
-0.12455105*Ref(C,-92)
-0.12723476*Ref(C,-93)
-0.12782805*Ref(C,-94)
-0.12637459*Ref(C,-95)
-0.12294599*Ref(C,-96)
-0.11765005*Ref(C,-97)
-0.11061707*Ref(C,-9
-0.10201156*Ref(C,-99);
_SECTION_END();
_SECTION_BEGIN("sysS6");
sysS6= -0.09200865*Ref(C,-100)
-0.08081403*Ref(C,-101)
-0.06863761*Ref(C,-102)
-0.05571008*Ref(C,-103)
-0.04225693*Ref(C,-104)
-0.02851992*Ref(C,-105)
-0.01472380*Ref(C,-106)
-0.00110374*Ref(C,-107)
+0.01213129*Ref(C,-108)
+0.02476875*Ref(C,-109)
+0.03662500*Ref(C,-110)
+0.04752577*Ref(C,-111)
+0.05732696*Ref(C,-112)
+0.06589656*Ref(C,-113)
+0.07313918*Ref(C,-114)
+0.07897438*Ref(C,-115)
+0.08335575*Ref(C,-116)
+0.08625645*Ref(C,-117)
+0.08768078*Ref(C,-118)
+0.08765422*Ref(C,-119);
_SECTION_END();
_SECTION_BEGIN("sysS7");
sysS7= 0.08623024*Ref(C,-120)
+0.08347516*Ref(C,-121)
+0.07948911*Ref(C,-122)
+0.07437478*Ref(C,-123)
+0.06826280*Ref(C,-124)
+0.06128514*Ref(C,-125)
+0.05359688*Ref(C,-126)
+0.04534333*Ref(C,-127)
+0.03669195*Ref(C,-128)
+0.02779034*Ref(C,-129)
+0.01880831*Ref(C,-130)
+0.00988756*Ref(C,-131)
+0.00118096*Ref(C,-132)
-0.00717909*Ref(C,-133)
-0.01506238*Ref(C,-134)
-0.02236479*Ref(C,-135)
-0.02898171*Ref(C,-136)
-0.03483678*Ref(C,-137)
-0.03986066*Ref(C,-138)
-0.04400801*Ref(C,-139)
;
_SECTION_END();
_SECTION_BEGIN("sysS8");
sysS8= 0.08623024*Ref(C,-120)
+0.08347516*Ref(C,-121)
+0.07948911*Ref(C,-122)
+0.07437478*Ref(C,-123)
+0.06826280*Ref(C,-124)
+0.06128514*Ref(C,-125)
+0.05359688*Ref(C,-126)
+0.04534333*Ref(C,-127)
+0.03669195*Ref(C,-128)
+0.02779034*Ref(C,-129)
+0.01880831*Ref(C,-130)
+0.00988756*Ref(C,-131)
+0.00118096*Ref(C,-132)
-0.00717909*Ref(C,-133)
-0.01506238*Ref(C,-134)
-0.02236479*Ref(C,-135)
-0.02898171*Ref(C,-136)
-0.03483678*Ref(C,-137)
-0.03986066*Ref(C,-138)
-0.04400801*Ref(C,-139);
_SECTION_END();
_SECTION_BEGIN("sysS9");
sysS9= -0.04724773*Ref(C,-140)
-0.04956379*Ref(C,-141)
-0.05095954*Ref(C,-142)
-0.05145905*Ref(C,-143)
-0.05108515*Ref(C,-144)
-0.04989315*Ref(C,-145)
-0.04793625*Ref(C,-146)
-0.04529017*Ref(C,-147)
-0.04202520*Ref(C,-148)
-0.03823698*Ref(C,-149)
-0.03400411*Ref(C,-150)
-0.02943667*Ref(C,-151)
-0.02460808*Ref(C,-152)
-0.01963297*Ref(C,-153)
-0.01459456*Ref(C,-154)
-0.00958527*Ref(C,-155)
-0.00468438*Ref(C,-156)
+0.00002187*Ref(C,-157)
+0.00447252*Ref(C,-158)
+0.00859977*Ref(C,-159);
_SECTION_END();
_SECTION_BEGIN("sysS10");
sysS10= 0.01235393*Ref(C,-160)
+0.01568935*Ref(C,-161)
+0.01856449*Ref(C,-162)
+0.02097453*Ref(C,-163)
+0.02289095*Ref(C,-164)
+0.02430927*Ref(C,-165)
+0.02524780*Ref(C,-166)
+0.02570790*Ref(C,-167)
+0.02571613*Ref(C,-168)
+0.02529740*Ref(C,-169)
+0.02449841*Ref(C,-170)
+0.02334893*Ref(C,-171)
+0.02190786*Ref(C,-172)
+0.02018282*Ref(C,-173)
+0.01828401*Ref(C,-174)
+0.01620024*Ref(C,-175)
+0.01400885*Ref(C,-176)
+0.01176192*Ref(C,-177)
+0.00950431*Ref(C,-178)
+0.00726288*Ref(C,-179);
_SECTION_END();
_SECTION_BEGIN("sysS11");
sysS11= 0.00508620*Ref(C,-180)
+0.00300876*Ref(C,-181)
+0.00107225*Ref(C,-182)
-0.00068438*Ref(C,-183)
-0.00232501*Ref(C,-184)
-0.00364395*Ref(C,-185)
-0.00484010*Ref(C,-186)
-0.00583488*Ref(C,-187)
-0.00658474*Ref(C,-188)
-0.00710778*Ref(C,-189)
-0.00742092*Ref(C,-190)
-0.00755284*Ref(C,-191)
-0.00750952*Ref(C,-192)
-0.00730913*Ref(C,-193)
-0.00695474*Ref(C,-194)
-0.04134525*Ref(C,-195);
_SECTION_END();
_SECTION_BEGIN("SATL2");
DMACD = (sysS1+ sysS2+ sysS3+sysS4+ sysS5+ sysS6+ sysS7+ sysS8+ sysS9+ sysS10+ sysS11);
Plot(DMACD," DMACD ",colorBlue, styleThick);
_SECTION_END(); |
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