//+------------------------------------------------------------------+ //| Kaufman3.mq4 | //| Copyright 2004, by konKop & wellx | //| Modified 2006, mbkennel | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright 2004, by konKop, GOODMAN, Mstera, af + wellx; 2006 mbkennel" #property link "http://www.metaquotes.net" // // This is a modification of the Kaufman AMA indicator to add // an extra exponential moving average to the KAMA value. // // It may be interesting as a basis for a trend following indicator, // as it may be whipped out of longer term trends more than conventional // methods. // // Try on 1H or 4H charts, with various parameters. #property indicator_chart_window #property indicator_buffers 2 #property indicator_color1 White #property indicator_color2 Magenta //---- input parameters extern int periodAMA=6; // length of time to compute signal-to-noise ratio extern int nfast=2; // EMA length with high signal to noise extern int nslow=60; // EMA length with lowest signal to noise extern double G=2.5; // nonlinear squashing extern double EMAofKaufPeriod=16.0; // for signal line, fixed EMA of kAMA extern int offset=1; // offset this number of bars //---- buffers double kAMAbuffer[]; double kAMAfiltbuffer[]; //+------------------------------------------------------------------+ int cbars=0; double slowSC,fastSC; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators IndicatorBuffers(2); SetIndexStyle(0,DRAW_LINE); //SetIndexDrawBegin(0,nslow+nfast); SetIndexBuffer(0,kAMAbuffer); SetIndexBuffer(1,kAMAfiltbuffer); IndicatorDigits(6); //slowSC=0.064516; //fastSC=0.2; cbars=IndicatorCounted(); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int i,pos=0; double noise,noise0,AMA,AMA0,signal,ER; double dSC,ERSC,wlxSSC; //---- TODO: add your code here slowSC=(2.0 /(nslow+1)); fastSC=(2.0 /(nfast+1)); if (Bars<=(periodAMA+2)) return(0); //---- check for possible errors if (cbars<0) return(-1); //---- last counted bar will be recounted if (cbars>0) cbars--; pos=Bars-periodAMA-2; //pos=100; //Print("cbars1: ", cbars); AMA0=Close[pos+1]; while (pos>=offset) { if(pos==Bars-periodAMA-2) AMA0=Close[pos+1]; signal=MathAbs(Close[pos]-Close[pos+periodAMA]); noise=0; for(i=0;i=offset; i--) { double v = input[i]; ema = p*v + omp*ema; output[i-offset] = ema; } }