【検証#05】MT4のMACDは一般的なMACDと違う？¶

//+------------------------------------------------------------------+
//|                                     05_MACD_Comparison_Indi.mq5   |
//| MQL検証シリーズ #05 検証インジケータ（修正版）                        |
//| https://fx-omoshiro-lab.com/mql-verification/05-macd-difference   |
//+------------------------------------------------------------------+
#property copyright "FXおもしろラボ"
#property link      "https://fx-omoshiro-lab.com/"
#property version   "1.01"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots   3

//--- plot MACD
#property indicator_label1  "MACD"
#property indicator_type1   DRAW_HISTOGRAM
#property indicator_color1  clrSilver
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1

//--- plot Signal_Standard (MT5 Standard)
#property indicator_label2  "Signal(Standard)"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrRed
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1

//--- plot Signal_General (General EMA Definition)
#property indicator_label3  "Signal(General EMA)"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrBlue
#property indicator_style3  STYLE_DOT
#property indicator_width3  1

input int InpFastEMA = 12;     // Fast EMA Period
input int InpSlowEMA = 26;     // Slow EMA Period
input int InpSignal  = 9;      // Signal Period

//--- buffers
double BufferMACD[];
double BufferSignalStandard[]; // MT5標準（実はSMA？）
double BufferSignalGeneral[];  // 一般的なEMA

//--- handle
int HandleMACD;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
{
    //--- indicator buffers mapping
    SetIndexBuffer(0, BufferMACD, INDICATOR_DATA);
    SetIndexBuffer(1, BufferSignalStandard, INDICATOR_DATA);
    SetIndexBuffer(2, BufferSignalGeneral, INDICATOR_DATA);

    //--- setting plot names
    PlotIndexSetString(0, PLOT_LABEL, "MACD(" + IntegerToString(InpFastEMA) + "," + IntegerToString(InpSlowEMA) + ")");
    PlotIndexSetString(1, PLOT_LABEL, "SignalStandard(" + IntegerToString(InpSignal) + ")");
    PlotIndexSetString(2, PLOT_LABEL, "SignalGeneralEMA(" + IntegerToString(InpSignal) + ")");

    //--- get standard MACD handle
    HandleMACD = iMACD(_Symbol, PERIOD_CURRENT, InpFastEMA, InpSlowEMA, InpSignal, PRICE_CLOSE);
    if(HandleMACD == INVALID_HANDLE)
    {
        Print("Failed to get MACD handle");
        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[])
{
    //--- check calculations
    if(rates_total < InpSlowEMA)
        return(0);

    int limit = prev_calculated - 1;
    if(limit < 0) limit = 0;

    int to_copy = rates_total - limit;

    double work_macd[];
    double work_signal[];

    if(CopyBuffer(HandleMACD, 0, 0, to_copy, work_macd) <= 0) return(0);
    if(CopyBuffer(HandleMACD, 1, 0, to_copy, work_signal) <= 0) return(0);

    double alpha = 2.0 / (InpSignal + 1.0);

    for(int i = 0; i < to_copy; i++)
    {
        int buf_index = limit + i;

        // バッファの更新（標準インジケータの値をコピー）
        BufferMACD[buf_index] = work_macd[i];
        BufferSignalStandard[buf_index] = work_signal[i];

        // 一般的なEMAシグナルの計算
        // EMA = alpha * Current + (1-alpha) * Prev

        if(buf_index == 0)
        {
            BufferSignalGeneral[buf_index] = BufferMACD[buf_index];
        }
        else
        {
            double prev = BufferSignalGeneral[buf_index - 1];

            // データ初期の安定化対策（簡易的）
            if(prev == 0.0 || prev == EMPTY_VALUE)
                 BufferSignalGeneral[buf_index] = BufferMACD[buf_index];
            else
                 BufferSignalGeneral[buf_index] = alpha * BufferMACD[buf_index] + (1.0 - alpha) * prev;
        }
    }

    return(rates_total);
}