自适应移动平均指标
自适应移动平均指标 (Adaptive Moving Average,AMA) 技术指标用于构造对价格序列噪声具有低灵敏度的移动平均,并且其特征在于趋势检测的最小滞后。这一指标是由Perry Kaufman在其著作《更聪明的交易》中开发和描述的。
不同的价格序列平滑算法的缺点之一是,意外的价格跳跃会导致虚假趋势信号的出现。另一方面,平滑导致关于趋势停止或变化的信号不可避免地滞后。开发这一指标就是为了消除这两个缺点。
参数
iAMA() 函数用于创建指标的句柄:
返回自适应移动平均指标的句柄。只有一个缓冲区。
int iAMA(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ama_period, // AMA period
int fast_ma_period, // fast Moving Average period
int slow_ma_period, // slow Moving Average period
int ama_shift, // horizontal shift of the indicator
ENUM_APPLIED_PRICE applied_price // price type or handle
);
symbol
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
ama_period
[in] 效率计算周期数。
fast_ma_period
[in] 市场快速波动时计算平滑率的快速周期数。
slow_ma_period
[in] 没有趋势时计算平滑率的慢速周期数。
ama_shift
[in] 指标相对于价格图表的偏移。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+
//| TestTrendAMA.mq5 |
//| Copyright 2023, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"
//--- enums
enum ENUM_LINE_STATE
{
LINE_STATE_NONE, // Undefined state
LINE_STATE_UP, // Upward
LINE_STATE_DOWN, // Downward
LINE_STATE_TURN_UP, // Upward reversal
LINE_STATE_TURN_DOWN, // Downward reversal
LINE_STATE_STOP_UP, // Upward stop
LINE_STATE_STOP_DOWN, // Downward stop
LINE_STATE_ABOVE, // Above value
LINE_STATE_UNDER, // Below value
LINE_STATE_CROSS_UP, // Crossing value upwards
LINE_STATE_CROSS_DOWN, // Crossing value downwards
LINE_STATE_TOUCH_BELOW, // Touching value from below
LINE_STATE_TOUCH_ABOVE, // Touch value from above
LINE_STATE_EQUALS, // Equal to value
};
//--- input parameters
input uint InpPeriod = 9; /* Period */
input uint InpPeriodFast = 2; /* Fast EMA Period*/
input uint InpPeriodSlow = 30; /* Slow EMA Period*/
input int InpShift = 0; /* AMA Shift */
input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */
//--- global variables
int handle=INVALID_HANDLE; // Indicator handle
int period=0; // AMA calculation period
int period_fast=0; // Fast EMA calculation period
int period_slow=0; // Slow EMA calculation period
int ind_digits=0; // Number of decimal places in the indicator values
string ind_title; // Indicator description
创建 ENUM_LINE_STATE 枚举是为了简化获取指标线的状态,即其相对于另一个指标或任何级别的线的形状和位置。
在振荡指标文章中的ATR指标参数部分可以查找有关枚举的更多信息。
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+
//| TestTrendAMA.mq5 |
//| Copyright 2023, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"
//--- includes
#include <Dashboard\Dashboard.mqh>
//--- enums
enum ENUM_LINE_STATE
{
LINE_STATE_NONE, // Undefined state
LINE_STATE_UP, // Upward
LINE_STATE_DOWN, // Downward
LINE_STATE_TURN_UP, // Upward reversal
LINE_STATE_TURN_DOWN, // Downward reversal
LINE_STATE_STOP_UP, // Upward stop
LINE_STATE_STOP_DOWN, // Downward stop
LINE_STATE_ABOVE, // Above value
LINE_STATE_UNDER, // Below value
LINE_STATE_CROSS_UP, // Crossing value upwards
LINE_STATE_CROSS_DOWN, // Crossing value downwards
LINE_STATE_TOUCH_BELOW, // Touching value from below
LINE_STATE_TOUCH_ABOVE, // Touch value from above
LINE_STATE_EQUALS, // Equal to value
};
//--- input parameters
input uint InpPeriod = 9; /* Period */
input uint InpPeriodFast = 2; /* Fast EMA Period*/
input uint InpPeriodSlow = 30; /* Slow EMA Period*/
input int InpShift = 0; /* AMA Shift */
input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */
//--- global variables
int handle=INVALID_HANDLE; // Indicator handle
int period=0; // AMA calculation period
int period_fast=0; // Fast EMA calculation period
int period_slow=0; // Slow EMA calculation period
int ind_digits=0; // Number of decimal places in the indicator values
string ind_title; // Indicator description
//--- variables for the panel
int mouse_bar_index; // Index of the bar the data is taken from
CDashboard *panel=NULL; // Pointer to the panel object
初始化
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- create timer
EventSetTimer(60);
//--- Indicator
//--- Set and adjust the calculation period and levels if necessary
period=int(InpPeriod<1 ? 9 : InpPeriod);
period_fast=int(InpPeriodFast<1 ? 2 : InpPeriodFast);
period_slow=int(InpPeriodSlow<1 ? 30 : InpPeriodSlow);
//--- Set the indicator name and the number of decimal places
ind_title=StringFormat("AMA(%lu,%lu,%lu)",period,period_fast,period_slow);
ind_digits=Digits()+1;
//--- Create indicator handle
ResetLastError();
handle=iAMA(Symbol(),PERIOD_CURRENT,period,period_fast,period_slow,InpShift,InpPrice);
if(handle==INVALID_HANDLE)
{
PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError());
return INIT_FAILED;
}
//--- Successful initialization
return(INIT_SUCCEEDED);
}
如果EA涉及使用仪表板,我们应该创建它:
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- create timer
EventSetTimer(60);
//--- Indicator
//--- Set and adjust the calculation period and levels if necessary
period=int(InpPeriod<1 ? 9 : InpPeriod);
period_fast=int(InpPeriodFast<1 ? 2 : InpPeriodFast);
period_slow=int(InpPeriodSlow<1 ? 30 : InpPeriodSlow);
//--- Set the indicator name and the number of decimal places
ind_title=StringFormat("AMA(%lu,%lu,%lu)",period,period_fast,period_slow);
ind_digits=Digits()+1;
//--- Create indicator handle
ResetLastError();
handle=iAMA(Symbol(),PERIOD_CURRENT,period,period_fast,period_slow,InpShift,InpPrice);
if(handle==INVALID_HANDLE)
{
PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError());
return INIT_FAILED;
}
//--- Dashboard
//--- Create the panel
panel=new CDashboard(1,20,20,197,225);
if(panel==NULL)
{
Print("Error. Failed to create panel object");
return INIT_FAILED;
}
//--- Set font parameters
panel.SetFontParams("Calibri",9);
//--- Display the panel with the "Symbol, Timeframe description" header text
panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7));
//--- Create a table with ID 0 to display bar data in it
panel.CreateNewTable(0);
//--- Draw a table with ID 0 on the panel background
panel.DrawGrid(0,2,20,6,2,18,96);
//--- Create a table with ID 1 to display indicator data in it
panel.CreateNewTable(1);
//--- Get the Y2 table coordinate with ID 0 and
//--- set the Y1 coordinate for the table with ID 1
int y1=panel.TableY2(0)+22;
//--- Draw a table with ID 1 on the panel background
panel.DrawGrid(1,2,y1,3,2,18,96);
//--- Display tabular data in the journal
panel.GridPrint(0,2);
panel.GridPrint(1,2);
//--- Initialize the variable with the index of the mouse cursor bar
mouse_bar_index=0;
//--- Display the data of the current bar on the panel
DrawData(mouse_bar_index,TimeCurrent());
//--- Successful initialization
return(INIT_SUCCEEDED);
}