hma最新版

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//| HMA2.mq4 |
//| jnr314 |
//| https://www.mql5.com |
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#property copyright “jnr314”
#property link “https://www.mql5.com”
#property version “1.00”
#property strict

#include <MovingAverages.mqh>

//The Hull Moving Average (HMA), developed by Alan Hull, is an extreme-
//ly fast and smooth moving average that almost eliminates lag altoge-
//ther and manages to improve smoothing at the same time.To calculate
//it, firts, you have to calculate a difference between two LWMA of
//periods p/2 and p and then calculate another LWMA from this differen-
//ce but with a period of square root of p

//— indicator settings
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Black
#property indicator_style1 0
#property indicator_width1 1
#property indicator_color2 DeepSkyBlue
#property indicator_style2 0
#property indicator_width2 2

//—- input parameters
input int HMAPeriod=13; // Period
input int HMAShift=0; // Shift
input ENUM_MA_METHOD InpMAMethod=MODE_LWMA; // Method
//Actually, the HMA uses LWMA but you can change it if you want
//writting MODE_SMA (simple moving average)or MODE_EMA (exponential
//moving average) or MODE_SMMA (smoothed moving average) instead of
//MODE_LWMA (linear-weighted moving average).
input ENUM_APPLIED_PRICE InpMAPrice=5; // Price
//Here you chose the price which the moving averages will be applied:
//0-close price, 1-open price, 2-high price, 3-low price, 4- median
//price , 5-typical price, 6-weighted price.

//—- indicator buffers
double HMABuffer[];
double ExtSignalBuffer[];

//— right input parameters flag
bool ExtParameters=false;
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//| Custom indicator initialization function |
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int OnInit(void)
{
IndicatorDigits(Digits+1);
//— drawing settings
SetIndexStyle(0,DRAW_NONE);//If you want see the line (that is the
//difference between the two LWMAs) on the chart, change in this line,
//DRAW_NONE to DRAW_LINE. This line is very similar to the final HMA
//line for this reason I prefer that it stay invisible
SetIndexShift(0,HMAShift);
SetIndexStyle(1,DRAW_LINE);
SetIndexShift(1,HMAShift);
SetIndexDrawBegin(1,HMAPeriod);
//— indicator buffers mapping
SetIndexBuffer(0,HMABuffer);
SetIndexBuffer(1,ExtSignalBuffer);
//— name for indicator label
IndicatorShortName(“Hull Moving Average(“+IntegerToString(HMAPeriod)
+”,”+IntegerToString(HMAShift)+”)”);
SetIndexLabel(0,”Hull Moving Average”);
//— check for input parameters
if(HMAPeriod<=1)
{
Print(“Wrong input parameters”);
ExtParameters=false;
return(INIT_FAILED);
}
else
ExtParameters=true;
//— initialization done
return(INIT_SUCCEEDED);
}
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//| Hull Moving Average |
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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[])
{
int i,limit;
int p = (int)floor(MathSqrt(HMAPeriod));
int medp = (int)floor(HMAPeriod/2);
//—
if(rates_total<=HMAPeriod || !ExtParameters)
return(0);
//— last counted bar will be recounted
limit=rates_total-prev_calculated;
if(prev_calculated>0)
limit++;

//— hull moving average 1st buffer
for(i=0; i<limit; i++)
HMABuffer[i]=2*iMA(NULL,0,medp,0,InpMAMethod,InpMAPrice,i)
-iMA(NULL,0,HMAPeriod,0,InpMAMethod,InpMAPrice,i);
//— hull moving average 2nd buffer
int weightsum;
for(i=p;i>0;i–)
weightsum+=i;
LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,p,HMABuffer,ExtSignalBuffer,weightsum);
//— done
return(rates_total);
}
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