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//| Copyright 2016, MetaQuotes Software Corp. |
//|
https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "
https://www.mql5.com"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 OrangeRed
#property indicator_color2 Lime
#property indicator_color3 Magenta
#property indicator_level1 20
#property indicator_level2 40
#property indicator_level3 60
//---- input parameters
extern int ADXPeriod=14;
//---- buffers
double ADXBuffer[];
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,PlusDiBuffer);
SetIndexBuffer(2,MinusDiBuffer);
SetIndexBuffer(3,PlusSdiBuffer);
SetIndexBuffer(4,MinusSdiBuffer);
SetIndexBuffer(5,TempBuffer);
//---- name for DataWindow and indicator subwindow label
IndicatorShortName("ADX_DOUBLE");
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();
//----
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
;
price_high=High;
//----
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;
//+------------------------------------------------------------------+
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=0; MinusSdiBuffer=0; }
else { PlusSdiBuffer=100.0*pdm/tr; MinusSdiBuffer=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=iMAOnArray(PlusSdiBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//+------------------------------------------------------------------+
//---- apply EMA to -DI
for(i=0; i<=limit; i++)
MinusDiBuffer=iMAOnArray(MinusSdiBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//+------------------------------------------------------------------+
//---- Directional Movement (DX)
i=Bars-2;
TempBuffer[i+1]=0;
i=starti;
while(i>=0)
{
double div=MathAbs(PlusDiBuffer+MinusDiBuffer);
if(div==0.00) TempBuffer=0;
else TempBuffer=100*(MathAbs(PlusDiBuffer-MinusDiBuffer)/div);
i--;
}
//+------------------------------------------------------------------+
//---- ADX is exponential moving average on DX
for(i=0; i<limit; i++)
ADXBuffer=iMAOnArray(TempBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//+------------------------------------------------------------------+
return(0);
}
//+------------------------------------------------------------------+--------------+
