双线MACD - MetaTrader 5脚本

//+------------------------------------------------------------------+
//|                                                  MACD(2lines).mq5|
//|                                         Copyright 2017, fXMeter. |
//|                            https://www.mql5.com/zh/users/fxmeter |
//+------------------------------------------------------------------+
//2021-10-15 12:02:34 V3.0 解决MT5在10月14日升级到Build 3080带来的问题
//2021-10-14 18:27:15 V2.0 Updated
//2020-2-5 15:13:49 改成MT5版本
//MT5版本：https://www.mql5.com/zh/code/27838
//MT4版本：https://www.mql5.com/zh/code/27603
//2017-04-27 13:54:38 按照国内股票软件通达信中的MACD公式编写
/*
SHORT=12,LONG=26,MID=9
DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
DEA:EMA(DIF,MID);
MACD:(DIF-DEA)*2,COLORSTICK;

说明:
国内把 DIF-DEA叫MACD(画成柱子)
而实际上国际上，包括MT4的内置公式中都是把DIF叫MACD(画成柱子),把DEA叫Signal,没有(DIF-DEA)*2
颜色按照通达信MCAD配置

*/
#property copyright "Copyright 2017,fxMeter."
#property link      "https://www.mql5.com/zh/users/fxmeter"
#property version   "4.00"
#property strict
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots   4
//--- plot DIF
#property indicator_label1  "DIF"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrSilver
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- plot DEA
#property indicator_label2  "DEA"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrYellow
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1
//--- plot macd hist+
#property indicator_label3  "Macd+"
#property indicator_type3   DRAW_HISTOGRAM
#property indicator_color3  clrRed
#property indicator_style3  STYLE_SOLID
#property indicator_width3  1
//--- plot macd hist-
#property indicator_label4  "Macd-"
#property indicator_type4   DRAW_HISTOGRAM
#property indicator_color4  clrAqua
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1


input int FastEMA = 12;
input int SlowEMA = 26;
input int MACDEMA = 9;


//--- indicator buffers
double         DIFBuffer[];
double         DEABuffer[];
double         MacdHistBuffer[];
double         MacdHistBuffer1[];
double w=0,w1=0;
int fastHandle=-1,slowHandle=-1;
double fast[1],slow[1];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
   SetIndexBuffer(0,DIFBuffer);
   SetIndexBuffer(1,DEABuffer);
   SetIndexBuffer(2,MacdHistBuffer);
   SetIndexBuffer(3,MacdHistBuffer1);

   ArraySetAsSeries(DIFBuffer,true);
   ArraySetAsSeries(DEABuffer,true);
   ArraySetAsSeries(MacdHistBuffer,true);
   ArraySetAsSeries(MacdHistBuffer1,true);

   for(int i=0; i<4; i++)
   {
      PlotIndexSetDouble(i,PLOT_EMPTY_VALUE,0.0);
      PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,3);
   }


   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

   string name = "MACD("+(string)FastEMA+","+(string)SlowEMA+","+(string)MACDEMA+")";
   IndicatorSetString(INDICATOR_SHORTNAME,name);

   if(FastEMA<0 || SlowEMA<0 || MACDEMA<0)
      return(INIT_FAILED);

   w = 2.0/(MACDEMA + 1);
   w1= 1.0-w;

   fastHandle = iMA(NULL,0,FastEMA,0,MODE_EMA,PRICE_CLOSE);
   slowHandle = iMA(NULL,0,SlowEMA,0,MODE_EMA,PRICE_CLOSE);
   if(fastHandle==-1||slowHandle==-1)
   {
      return(INIT_FAILED);
   }
//---
   return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
{
//---
   int i,limit=0;
   if(rates_total<=0)return(0);
   if(prev_calculated<=0)limit=rates_total-1;
   else limit=rates_total-prev_calculated+1;
   double hst=0.0;

   if(prev_calculated<=0)
   {
      ArrayInitialize(DIFBuffer,0.0);
      ArrayInitialize(DEABuffer,0.0);
      ArrayInitialize(MacdHistBuffer,0.0);
      ArrayInitialize(MacdHistBuffer1,0.0);
   }

   for(i=limit; i>=0; i--)
   {
      if(i>=rates_total-1)
      {
         DIFBuffer = DEABuffer = MacdHistBuffer = MacdHistBuffer1 = 0;
         continue;
      }
      if(CopyBuffer(fastHandle,0,i,1,fast)!=1)return(0);
      if(CopyBuffer(slowHandle,0,i,1,slow)!=1)return(0);
      DIFBuffer=fast[0]-slow[0];
      DEABuffer=w*DIFBuffer+w1*DEABuffer[i+1];
      hst = 2.0*(DIFBuffer-DEABuffer);
      if(hst>=0)
      {
         MacdHistBuffer=hst;
         MacdHistBuffer1=0.0;
      }
      else
      {
         MacdHistBuffer1=hst;
         MacdHistBuffer=0.0;
      }

   }

//--- return value of prev_calculated for next call
   return(rates_total);
}
//+------------------------------------------------------------------+