WildersDMI变形ADX的MT4指标 //+------------------------------------------------------------------+ //| WildersDMI_v1.mq4 | //| Copyright 2007, TrendLaboratory Ltd. | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //| E-mail: [email protected] | //+------------------------------------------------------------------+ #property copyright "Copyright 2007, TrendLaboratory Ltd." #property link "http://finance.groups.yahoo.com/group/TrendLaboratory" //---- #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 LightBlue #property indicator_width1 2 #property indicator_color2 Lime #property indicator_width2 1 #property indicator_style2 2 #property indicator_color3 Tomato #property indicator_width3 1 #property indicator_style3 2 #property indicator_color4 Orange #property indicator_width4 2 #property indicator_level1 20 //---- input parameters extern int MA_Length =1; // Period of additional smoothing extern int DMI_Length =14; // Period of DMI extern int ADX_Length =14; // Period of ADX extern int ADXR_Length =14; // Period of ADXR extern int UseADX =1; // Use ADX: 0-off,1-on extern int UseADXR =1; // Use ADXR: 0-off,1-on //---- buffers double ADX; double PDI; double MDI; double ADXR; double sPDI; double sMDI; double STR; double DX; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators IndicatorBuffers(8); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0,ADX); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(1,PDI); SetIndexStyle(2,DRAW_LINE); SetIndexBuffer(2,MDI); SetIndexStyle(3,DRAW_LINE); SetIndexBuffer(3,ADXR); SetIndexBuffer(4,sPDI); SetIndexBuffer(5,sMDI); SetIndexBuffer(6,STR); SetIndexBuffer(7,DX); //---- name for DataWindow and indicator subwindow label string short_name="WildersDMI("+MA_Length+","+DMI_Length+","+ADX_Length+","+ADXR_Length+")"; IndicatorShortName(short_name); SetIndexLabel(0,"ADX"); SetIndexLabel(1,"+DI"); SetIndexLabel(2,"-DI"); SetIndexLabel(3,"ADXR"); //---- SetIndexDrawBegin(0,DMI_Length+MA_Length); SetIndexDrawBegin(1,DMI_Length+MA_Length); SetIndexDrawBegin(2,DMI_Length+MA_Length); SetIndexDrawBegin(3,DMI_Length+MA_Length); SetIndexShift(3,2); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int shift, limit, counted_bars=IndicatorCounted(); double alfa1=1.0/DMI_Length; double alfa2=1.0/ADX_Length; //---- if (counted_bars < 0) return(-1); if(counted_bars<1) for(shift=1;shift<=MA_Length+DMI_Length;shift++) { PDI[Bars-shift]=0.0;MDI[Bars-shift]=0.0;ADX[Bars-shift]=0.0; sPDI[Bars-shift]=0.0;sMDI[Bars-shift]=0.0;DX[Bars-shift]=0.0; STR[Bars-shift]=0.0;ADXR[Bars-shift]=0.0; } shift=Bars-MA_Length-DMI_Length-1; if(counted_bars>=DMI_Length+MA_Length) shift=Bars-counted_bars-1; while(shift>=0) { double AvgHigh =iMA(NULL,0,MA_Length,0,1,PRICE_HIGH,shift); double AvgHigh1=iMA(NULL,0,MA_Length,0,1,PRICE_HIGH,shift+1); double AvgLow =iMA(NULL,0,MA_Length,0,1,PRICE_LOW,shift); double AvgLow1 =iMA(NULL,0,MA_Length,0,1,PRICE_LOW,shift+1); double AvgClose1= iMA(NULL,0,MA_Length,0,1,PRICE_CLOSE,shift+1); //---- double Bulls=0.5*(MathAbs(AvgHigh-AvgHigh1)+(AvgHigh-AvgHigh1)); double Bears=0.5*(MathAbs(AvgLow1-AvgLow)+(AvgLow1-AvgLow)); if (Bulls > Bears) Bears=0; else if (Bulls < Bears) Bulls=0; else if (Bulls==Bears) {Bulls=0;Bears=0;} //---- sPDI[shift]=sPDI[shift+1] + alfa1 * (Bulls - sPDI[shift+1]); sMDI[shift]=sMDI[shift+1] + alfa1 * (Bears - sMDI[shift+1]); //---- double TR=MathMax(AvgHigh-AvgLow,AvgHigh-AvgClose1); STR[shift] =STR[shift+1] + alfa1 * (TR - STR[shift+1]); if(STR[shift]>0 ) { PDI[shift]=100*sPDI[shift]/STR[shift]; MDI[shift]=100*sMDI[shift]/STR[shift]; } if(UseADX > 0) { if((PDI[shift] + MDI[shift])>0) DX[shift]=100*MathAbs(PDI[shift] - MDI[shift])/(PDI[shift] + MDI[shift]); else DX[shift]=0; //---- ADX[shift]=ADX[shift+1] + alfa2 *(DX[shift] - ADX[shift+1]); if(UseADXR >0) ADXR[shift]=0.5*(ADX[shift] + ADX[shift+ADXR_Length]); } shift--; } //---- return(0); } //+------------------------------------------------------------------+ADX_WildersDMI_v1m.jpg