在MQL4中将DMI从Tradingview移植到修订的ADX中-未提供等效结果

Question

TradingView在使用的条形图上计算它们的DMI (相当于MT4 ADX)，即当您选择海肯阿什条形图作为价格显示时，用于ADX计算的打开和关闭值是修改后的HA值。此外，他们的DMI需要一个额外的输入，一个平滑周期，通过它来平滑ADX线，如果设置为1，将保持传统ADX线不变，就像Metatrader一样。

他们的DMI代码是免费提供的。我尝试在下面引用的脚本中复制他们的DMI在Heiken Ashi栏上的使用。

Metatrader和Tradingview之间的情节非常不同(见图)。

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为了清晰起见，我整理了代码并添加了原始的PINE脚本。

相关的行号在注释中，也包含原始PINE代码中的行。

//+------------------------------------------------------------------+
//|                                                SmoothedHAADX.mq4 |
//|                               Copyright 2021, andydoc1@gmail.com |
//|                                      mailto://andydoc1@gmail.com |
//+------------------------------------------------------------------+
//---- port of DMI from Tradingview
//---- (https://www.tradingview.com/pine-script-reference/v4/#fun_dmi)
//---- applied to Heiken-Ashi Candles.
//---- Still not correct as plots differently.
//---- 
//---- PINE source code for DMI:
//---- up = change(security(heikinashi(syminfo.tickerid), timeframe.period, high))
//---- down = -change(security(heikinashi(syminfo.tickerid), timeframe.period, low))
//---- plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
//---- minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
//---- trur = rma(tr, di_len)
//---- plus = fixnan(100 * rma(plusDM, di_len) / trur)
//---- minus = fixnan(100 * rma(minusDM, di_len) / trur)
//---- sum = plus + minus
//---- adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adx_len)
//---- 
//---- na fills an empty value with NULL
//---- tr is true range
//---- rma is EMA
//---- fixnan fills empty value with previous value
//---- 
//---- original inputs:
//---- di_len = ADX period
//---- adx_len = ADX Smoothing period

#property copyright "Copyright 2020, andydoc1"
#property link      "mailto://andydoc1@gmail.com"
#property version   "1.00"
#property strict

#property indicator_separate_window
#property indicator_buffers 9
#property indicator_color1 White
#property indicator_width1 2
#property indicator_color2 Green
#property indicator_width2 1
#property indicator_style2 1
#property indicator_color3 Red
#property indicator_width3 1
#property indicator_style3 2

//---- buffers
double ExtMapBufferADX[]; //ADX
double ExtMapBufferPDI[]; //+DI
double ExtMapBufferNDI[]; //-DI
double ExtMapBufferHAO[]; //O
double ExtMapBufferHAC[]; //C
double ExtMapBufferTR[]; //tr
double ExtMapBufferPDM[]; //plusDM
double ExtMapBufferMDM[]; //minusDM
double ExtMapBufferDIratio[]; //DI ratio
double up, down, trur, sum, diff;

extern int ADXperiod=14;
extern int ADXsmperiod =14;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,ExtMapBufferADX); //ADX
   SetIndexLabel(0,"ADX"); 
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,ExtMapBufferPDI); //+DI
   SetIndexLabel(1,"Plus DI");
   SetIndexStyle(2,DRAW_LINE);
   SetIndexBuffer(2,ExtMapBufferNDI); //-DI
   SetIndexLabel(2,"Minus DI");
   SetIndexBuffer(3,ExtMapBufferHAO); //Heiken-Ashi Open
   SetIndexBuffer(4,ExtMapBufferHAC); //Heiken-Ashi Close
   SetIndexBuffer(5,ExtMapBufferTR); //True Range
   SetIndexBuffer(6,ExtMapBufferPDM); //+DM
   SetIndexBuffer(7,ExtMapBufferMDM); //-DM
   SetIndexBuffer(8,ExtMapBufferDIratio); //Ratio of Diff(+DI, -DI):Sum(+DI, -DI)
   IndicatorShortName("ADX("+IntegerToString(ADXperiod)+"), based on Heiken Ashi Candles, smoothed over "+IntegerToString(14)+" periods.");
//----
   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 counted_bars=IndicatorCounted();
   if(counted_bars < 0)  return(-1);
   if(counted_bars>0) counted_bars--;
   int limit=Bars-counted_bars;
   if(counted_bars==0) limit-=1+ADXperiod+ADXsmperiod;
//---- main loop
   for(int i=limit-1; i>=0; i--)
     {
      ExtMapBufferHAO[i] = (Open[i+1]+Close[i+1])/2;
      ExtMapBufferHAC[i] = (Open[i]+High[i]+Low[i]+Close[i])/4;
     }
   for(int i=limit-1; i>=0; i--)
     {
      up = High[i]-High[i+1]; //up = change(high) 
      down = -(Low[i]-Low[i+1]); //down = -change(low)
      ExtMapBufferPDM[i] = !up ? NULL : (up > down && up > 0 ? up : 0); //+DM = na(up) ? na : (up > down and up > 0 ? up : 0)
      ExtMapBufferMDM[i] = !down ? NULL : (down > up && down > 0 ? down : 0);//-DM = na(down) ? na : (down > up and down > 0 ? down : 0)
      ExtMapBufferTR[i] = MathMax(High[i] - Low[i+1], MathMax(MathAbs(High[i] - ExtMapBufferHAC[i+1]), MathAbs(Low[i+1] - ExtMapBufferHAC[i+1])));// --tr definition for line 122
     } // -- line 94
   for(int i=limit-(2+ADXperiod); i>=0; i--)
     {
      trur = iMAOnArray(ExtMapBufferTR,0,ADXperiod,0,1,i);//trur = rma(tr, len) -- line 122
      ExtMapBufferPDI[i] = !(100*iMAOnArray(ExtMapBufferPDM,0,ADXperiod,0,1,i)/trur) ? ExtMapBufferPDI[i+1] : 100*iMAOnArray(ExtMapBufferPDM,0,ADXperiod,0,1,i)/trur;//plus = fixnan(100 * rma(plusDM, ADXperiod) / trur)
      ExtMapBufferNDI[i] = !(100*iMAOnArray(ExtMapBufferMDM,0,ADXperiod,0,1,i)/trur) ? ExtMapBufferNDI[i+1] : 100*iMAOnArray(ExtMapBufferMDM,0,ADXperiod,0,1,i)/trur;//minus = fixnan(100 * rma(minusDM, len) / trur)
      sum = ExtMapBufferPDI[i] + ExtMapBufferNDI[i] == 0.0 ? 1.0 : ExtMapBufferPDI[i] + ExtMapBufferNDI[i];//sum == 0 ? 1 : sum -- for line 127
      diff = MathAbs(ExtMapBufferPDI[i] - ExtMapBufferNDI[i]);//abs(plus - minus) -- for line 127
      ExtMapBufferDIratio[i] = diff / sum;//abs(plus - minus) / (sum == 0 ? 1 : sum) -- line 127 for line 131
     }
   for(int i=limit-(3+ADXperiod+ADXsmperiod); i>=0; i--)
     {
      ExtMapBufferADX[i] = 100*iMAOnArray(ExtMapBufferDIratio,0,ADXsmperiod,0,1,i);//adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen) -- line 131
     }
   //--- Debugging
   for(int i = 0;i<100;i++)
      {
      //Print(ExtMapBufferHAO[i],",",ExtMapBufferHAC[i],",",ExtMapBufferPDM[i],",",ExtMapBufferMDM[i],",",ExtMapBufferTR[i],",",ExtMapBufferPDI[i],",",ExtMapBufferNDI[i],",",ExtMapBufferDIratio[i],",",ExtMapBufferADX[i]);
      }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

你有什么办法让它工作起来吗？该指标是Tradingview中一个非常有利可图的反向测试的基础，我将很高兴与任何帮助这一工作的人分享这一策略。

感谢AnyDozer在上面所反映的各种提示/建议

Answer 1

将所有iMAOnArray()从MODE_EMA或1更改为MODE_SMMA或2