iMACD
iMACD
The function returns the handle of the Moving Averages Convergence/Divergence indicator. In systems where OsMA is called MACD Histogram, this indicator is shown as two lines. In the client terminal the Moving Averages Convergence/Divergence looks like a histogram.
int iMACD(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int fast_ema_period, // period for Fast average calculation
int slow_ema_period, // period for Slow average calculation
int signal_period, // period for their difference averaging
ENUM_APPLIED_PRICE applied_price // type of price or handle
);Parameters
- symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator. The NULL value means the current symbol.
- period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current timeframe.
- fast_ema_period
[in] Period for Fast Moving Average calculation.
- slow_ema_period
[in] Period for Slow Moving Average calculation.
- signal_period
[in] Period for Signal line calculation.
- applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE. The computer memory can be freed from an indicator that is no more utilized, using the IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers are the following: 0 - MAIN_LINE, 1 - SIGNAL_LINE.
Example:
//+------------------------------------------------------------------+
//| Demo_iMACD.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2000-2024, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iMACD technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (function type)."
#property description "All other parameters like in the standard MACD."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 2
//--- the MACD plot
#property indicator_label1 "MACD"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrSilver
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- the Signal plot
#property indicator_label2 "Signal"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_DOT
#property indicator_width2 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iMACD, // use iMACD
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iMACD; // type of the function
input int fast_ema_period=12; // period of fast ma
input int slow_ema_period=26; // period of slow ma
input int signal_period=9; // period of averaging of difference
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double MACDBuffer[];
double SignalBuffer[];
//--- variable for storing the handle of the iMACD indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Moving Averages Convergence/Divergence indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,MACDBuffer,INDICATOR_DATA);
SetIndexBuffer(1,SignalBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iMACD)
handle=iMACD(name,period,fast_ema_period,slow_ema_period,signal_period,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[4];
//--- period of fast ma
pars[0].type=TYPE_INT;
pars[0].integer_value=fast_ema_period;
//--- period of slow ma
pars[1].type=TYPE_INT;
pars[1].integer_value=slow_ema_period;
//--- period of averaging of difference between the fast and the slow moving average
pars[2].type=TYPE_INT;
pars[2].integer_value=signal_period;
//--- type of price
pars[3].type=TYPE_INT;
pars[3].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_MACD,4,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMACD indicator for the symbol %s/%s, error code %d",
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Moving Average Convergence/Divergence indicator is calculated for
short_name=StringFormat("iMACD(%s/%s,%d,%d,%d,%s)",name,EnumToString(period),
fast_ema_period,slow_ema_period,signal_period,EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| 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[])
{
//--- number of values copied from the iMACD indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iMACD indicator changed
//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the MACDBuffer array is greater than the number of values in the iMACD indicator for symbol/period, then we don't copy everything
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the iMACD indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operation
if(!FillArraysFromBuffers(MACDBuffer,SignalBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Moving Averages indicator Convergence/Divergence
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iMACD indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &macd_buffer[], // indicator buffer of MACD values
double &signal_buffer[], // indicator buffer of the signal line of MACD
int ind_handle, // handle of the iMACD indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,macd_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,0,amount,signal_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(handle!=INVALID_HANDLE)
IndicatorRelease(handle);
//--- clear the chart after deleting the indicator
Comment("");
}