ADX+ADXMA

/*
o=======================================o
// \\
O ADX + ADXMA Mod O
|| by Edorenta ||
|| (Paul de Renty) ||
|| edorenta@gmail.com ||
O __________________ O
\\ //
o=======================================o

*/

#property copyright “Copyright ?2016, MetaQuotes Software Corp & Edorenta.”

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Turquoise
#property indicator_color2 Magenta
#property indicator_color3 Turquoise
#property indicator_color4 Magenta

//—- input parameters
extern int ADX_period=50; //ADX period
extern int ADXMA_ln=25; //ADXMA period
extern ENUM_MA_METHOD ADXMA_type = MODE_SMA; //ADXMA calculation
//—- buffers
double ADXBuffer[];
double ADXMABuffer[];
double PlusDiBuffer[];
double MinusDiBuffer[];
double PlusSdiBuffer[];
double MinusSdiBuffer[];
double TempBuffer[];
//+——————————————————————+
//| Custom indicator initialization function |
//+——————————————————————+
int init()
{
//—- 3 additional buffers are used for counting.
IndicatorBuffers(7);
//—- indicator buffers
SetIndexBuffer(0,ADXBuffer);
SetIndexBuffer(1,ADXMABuffer);
SetIndexBuffer(2,PlusDiBuffer);
SetIndexBuffer(3,MinusDiBuffer);

SetIndexBuffer(4,PlusSdiBuffer);
SetIndexBuffer(5,MinusSdiBuffer);
SetIndexBuffer(6,TempBuffer);
//—- name for DataWindow and indicator subwindow label
IndicatorShortName(“ADX(“+ADX_period+”) + ADXMA(“+ADXMA_ln+”)”);
SetIndexLabel(0,”ADX”);
SetIndexLabel(1,”ADXMA”);
SetIndexLabel(2,”+DI”);
SetIndexLabel(3,”-DI”);
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
SetIndexStyle(2,DRAW_LINE,STYLE_DOT);
SetIndexStyle(3,DRAW_LINE,STYLE_DOT);
//—-
SetIndexDrawBegin(0,ADX_period);
SetIndexDrawBegin(1,ADX_period);
SetIndexDrawBegin(2,ADX_period);
SetIndexDrawBegin(3,ADX_period);
//—-
return(0);
}
//+——————————————————————+
//| Average Directional Movement Index |
//+——————————————————————+
int start()
{
double pdm,mdm,tr;
double price_high,price_low;
int starti,i,counted_bars=IndicatorCounted();
//—-
i=Bars-2;
PlusSdiBuffer[i+1]=0;
MinusSdiBuffer[i+1]=0;
if(counted_bars>=i) i=Bars-counted_bars-1;
starti=i;
//—-
while(i>=0)
{
price_low=Low[i];
price_high=High[i];
//—-
pdm=price_high-High[i+1];
mdm=Low[i+1]-price_low;
if(pdm<0) pdm=0; // +DM
if(mdm<0) mdm=0; // -DM
if(pdm==mdm) { pdm=0; mdm=0; }
else if(pdm<mdm) pdm=0;
else if(mdm<pdm) mdm=0;
//—- counting directional strength
double num1=MathAbs(price_high-price_low);
double num2=MathAbs(price_high-Close[i+1]);
double num3=MathAbs(price_low-Close[i+1]);
tr=MathMax(num1,num2);
tr=MathMax(tr,num3);
//—- counting plus/minus direction
if(tr==0) { PlusSdiBuffer[i]=0; MinusSdiBuffer[i]=0; }
else { PlusSdiBuffer[i]=100.0*pdm/tr; MinusSdiBuffer[i]=100.0*mdm/tr; }
//—-
i–;
}
//—- last counted bar will be recounted
if(counted_bars>0) counted_bars–;
int limit=Bars-counted_bars;
//—- apply EMA to +DI
for(i=0; i<=limit; i++)
PlusDiBuffer[i]=iMAOnArray(PlusSdiBuffer,Bars,ADX_period,0,MODE_EMA,i);
//—- apply EMA to -DI
for(i=0; i<=limit; i++)
MinusDiBuffer[i]=iMAOnArray(MinusSdiBuffer,Bars,ADX_period,0,MODE_EMA,i);
//—- Directional Movement (DX)
i=Bars-2;
TempBuffer[i+1]=0;
i=starti;
while(i>=0)
{
double div=MathAbs(PlusDiBuffer[i]+MinusDiBuffer[i]);
if(div==0.00) TempBuffer[i]=0;
else TempBuffer[i]=100*(MathAbs(PlusDiBuffer[i]-MinusDiBuffer[i])/div);
i–;
}
//—- ADX is exponential moving average on DX
for(i=0; i<limit; i++)
ADXBuffer[i]=iMAOnArray(TempBuffer,Bars,ADX_period,0,MODE_EMA,i);
for(i=limit;i>=0;i–){
ADXMABuffer[i] = iMAOnArray(ADXBuffer,0,ADXMA_ln,0,ADXMA_type,i);
}
//—-
return(0);
}
//+——————————————————————+————–+