//+------------------------------------------------------------------+ //| ADXdon.mq4 | //| Copyright 2005, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright 2004, MetaQuotes Software Corp." #property link "http://www.metaquotes.net/" #property indicator_separate_window #property indicator_buffers 3 #property indicator_color1 LightSeaGreen #property indicator_color2 YellowGreen #property indicator_color3 Wheat #property indicator_level1 20 //---- input parameters extern int ADXPeriod=14, DiPlusPeriod = 34, DiMinusPeriod=34; //---- buffers double ADXBuffer[]; double PlusDiBuffer[]; double MinusDiBuffer[]; double PlusSdiBuffer[]; double MinusSdiBuffer[]; double TRBuffer[]; double TempBuffer[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- 3 additional buffers are used for counting. IndicatorBuffers(7); //---- indicator buffers SetIndexBuffer(0,ADXBuffer); SetIndexBuffer(1,PlusDiBuffer); SetIndexBuffer(2,MinusDiBuffer); SetIndexBuffer(3,PlusSdiBuffer); SetIndexBuffer(4,MinusSdiBuffer); SetIndexBuffer(5,TempBuffer); SetIndexBuffer(6, TRBuffer ); //---- name for DataWindow and indicator subwindow label IndicatorShortName("ADX("+ADXPeriod+", DI-: "+DiMinusPeriod+", DI+: "+DiPlusPeriod+")"); SetIndexLabel(0,"ADX"); SetIndexLabel(1,"+DI"); SetIndexLabel(2,"-DI"); //---- SetIndexDrawBegin(0,ADXPeriod); SetIndexDrawBegin(1,ADXPeriod); SetIndexDrawBegin(2,ADXPeriod); //---- return(0); } //+------------------------------------------------------------------+ //| Average Directional Movement Index | //+------------------------------------------------------------------+ int start() { double pdm,mdm,tr; double price_high,price_low; int starti,i,counted_bars=IndicatorCounted(); //---- //int limit=Bars-2; int limit=Bars-counted_bars; if(counted_bars>0) limit++; i = limit; starti = i; //---- while(i>=0) { price_low=Low[i]; price_high=High[i]; //---- pdm = 0.0; mdm = 0.0; if ( price_high > High[i+1] ) pdm = price_high - High[i+1]; if ( price_low < Low[i+1] ) mdm = Low[i+1] - price_low; if ( pdm < mdm ) pdm = 0.0; else if ( mdm < pdm ) mdm = 0.0; //---- absolute true range 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 PlusSdiBuffer[i]=pdm; MinusSdiBuffer[i]=mdm; TRBuffer[i] = tr; //---- i--; } //---- apply EMA to +DI for(i=0; i=0) { double div=MathAbs(PlusDiBuffer[i]+MinusDiBuffer[i]); if(div==0.00) TempBuffer[i]=TempBuffer[i+1]; else TempBuffer[i]=MathAbs(PlusDiBuffer[i]-MinusDiBuffer[i]) / div; i--; } //---- ADX is exponential moving average on DX for(i=0; i