該指標適用于MT4 和 MT5。無需使用任何DLL。

第三代移動平均線 MetaTrader 指標 — 是標準移動平均線（MA）的先進版，在較長MA時段執行簡單的減少滯后性的程序。這種方法由M. Duerschner首次描述于他的文章Gleitende Durchschnitte 3.0(德語)。當前版設定λ = 2，最大程度的減少了滯后性。較高的λ值則會增加與經典移動平均線的相似性。

這是個MetaTrader指標，用于可調整移動平均線 3G智能交易。

輸入參數：

MA_Period (默認 = 50) — 第三代移動平均線的時段。

MA_Method (默認 = 1) — 移動平均線的方法。0 — SMA, 1 — EMA, 2 — SMMA, 3 — LWMA.

MA_Applied_Price (默認 = 5) — 移動平均線適用的價格。0 — PRICE_CLOSE, 1 — PRICE_OPEN, 2 — PRICE_HIGH, 3 — PRICE_LOW, 4 — PRICE_MEDIAN, 5 — PRICE_TYPICAL, 6 — PRICE_WEIGHTED.

正如您看到的，第三代移動平均線（紅線）比傳統的指數移動平均線（藍線）滯后性更短，而且能更快的反映出價格的變化。不過，它仍有滯后性而且可能會發出錯誤的信號。您可以將第三代移動平均線外匯指標作為標準移動平均線使用 — 用以偵測當前趨勢的方式。

標簽:MT4 MT5指標源碼

MT4源碼：
//+------------------------------------------------------------------+ //| 3rd Generation MA | //| Copyright ? 2011, EarnForex | //| http://www.tumamayizhan.com/ | //+------------------------------------------------------------------+ #property copyright "http://www.tumamayizhan.com" #property link "http://www.tumamayizhan.com" /* 3rd Generation MA based on research paper by Dr. Mafred Durschner: http://www.vtad.de/node/1441 (in German) Offers least possible lag but still provides price smoothing */ #property indicator_chart_window #property indicator_buffers 2 #property indicator_color1 Red //---- indicator parameters extern int MA_Period = 220; extern int MA_Sampling_Period = 50; // Sampling period should be less than 1/4 of MA_Period extern int MA_Method = 1; //0 - SMA, 1 - EMA, 2 - SMMA, 3 - LWMA extern int MA_Applied_Price = 5; // 0 - PRICE_CLOSE, 1 - PRICE_OPEN, 2 - PRICE_HIGH, 3 - PRICE_LOW, 4 - PRICE_MEDIAN, 5 - PRICE_TYPICAL, 6 - PRICE_WEIGHTED //---- indicator buffers double MA3G[]; double MA1[]; //---- double Lambda, Alpha; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { int draw_begin; string short_name; IndicatorBuffers(3); //---- drawing settings SetIndexStyle(0, DRAW_LINE); IndicatorDigits(MarketInfo(Symbol(), MODE_DIGITS)); draw_begin = MA_Period - 1; //---- indicator short name switch(MA_Method) { case 1: short_name="3GEMA("; draw_begin=0; break; case 2: short_name="3GSMMA("; break; case 3: short_name="3GLWMA("; break; default: MA_Method = 0; short_name = "3GSMA("; } IndicatorShortName(short_name + MA_Period + ")"); SetIndexDrawBegin(0, draw_begin); //---- indicator buffers mapping SetIndexBuffer(0, MA3G); SetIndexBuffer(1, MA1); Lambda = 1.0 * MA_Period / (1.0 * MA_Sampling_Period); Alpha = Lambda * (MA_Period - 1) / (MA_Period - Lambda); Print("Lambda = ", Lambda, "; Alpha = ", Alpha); //---- initialization done return(0); } //+------------------------------------------------------------------+ //| 3rd Generation Moving Average Custom Indicator | //+------------------------------------------------------------------+ int start() { int i; if (MA_Period * 2 < MA_Sampling_Period) { Print("MA_Period should be >= MA_Sampling_Period * 2."); return(-1); } if (Bars <= MA_Period) return(0); int ExtCountedBars = IndicatorCounted(); //---- check for possible errors if (ExtCountedBars < 0) return(-1); //---- last counted bar will be recounted if (ExtCountedBars > 0) ExtCountedBars--; if (ExtCountedBars < MA_Period) ExtCountedBars = MA_Period; //---- for (i = Bars - ExtCountedBars - 1; i >= 0; i--) MA1[i] = iMA(NULL, 0, MA_Period, 0, MA_Method, MA_Applied_Price, i); for (i = Bars - ExtCountedBars - 1; i >= 0; i--) { double MA2 = iMAOnArray(MA1, 0, MA_Sampling_Period, 0, MA_Method, i); MA3G[i] = (Alpha + 1) * MA1[i] - Alpha * MA2; } //---- done return(0); } //+------------------------------------------------------------------+
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MT5源碼：//+------------------------------------------------------------------+ //| 3rd Generation MA | //| Copyright ? 2011, EarnForex | //| http://www.tumamayizhan.com/ | //+------------------------------------------------------------------+ #property copyright "http://www.tumamayizhan.com" #property link "http://www.tumamayizhan.com" #property version "1.01" #property description "3rd Generation MA based on research paper by Dr. Manfred" #property description "Durschner: http://www.vtad.de/node/1441 (in German)." #property description "Offers least possible lag but still provides price smoothing." #property indicator_chart_window #property indicator_buffers 2 #property indicator_plots 1 #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_type1 DRAW_LINE #property indicator_width1 1 //---- indicator parameters input int MA_Period = 50; input ENUM_MA_METHOD MA_Method = MODE_EMA; input ENUM_APPLIED_PRICE MA_Applied_Price = PRICE_TYPICAL; //---- indicator buffers double MA3G[]; double MA[]; //---- double MA2[]; double Lambda, Alpha; int handle, MA_Sampling_Period = 2 * MA_Period; bool FirstRun = true; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { string short_name; SetIndexBuffer(0, MA3G, INDICATOR_DATA); SetIndexBuffer(1, MA, INDICATOR_CALCULATIONS); ArraySetAsSeries(MA3G, true); ArraySetAsSeries(MA, true); ArraySetAsSeries(MA2, true); //---- indicator short name switch(MA_Method) { case MODE_EMA: short_name = "3GEMA("; break; case MODE_SMMA: short_name = "3GSMMA("; break; case MODE_LWMA: short_name = "3GLWMA("; break; default: short_name = "3GSMA("; } IndicatorSetString(INDICATOR_SHORTNAME, short_name + IntegerToString(MA_Period) + ")"); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); handle = iMA(NULL, 0, MA_Sampling_Period, 0, MA_Method, MA_Applied_Price); if (handle == INVALID_HANDLE) { Print("Failed to initialize Moving Average."); return; } Lambda = 1.0 * MA_Sampling_Period / (1.0 * MA_Period); Alpha = Lambda * (MA_Sampling_Period - 1) / (MA_Sampling_Period - Lambda); Print("Lambda = ", Lambda, "; Alpha = ", Alpha); } //+------------------------------------------------------------------+ //| 3rd Generation Moving Average Custom Indicator | //+------------------------------------------------------------------+ 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 &tickvolume[], const long &volume[], const int &spread[]) { int i; int TotalPeriod = MA_Sampling_Period + MA_Period; if (rates_total <= TotalPeriod) return(0); // Not enough bars int ExtCountedBars; if (FirstRun) ExtCountedBars = 0; else { ExtCountedBars = prev_calculated; if (ExtCountedBars < 0) return(-1); if ((rates_total - ExtCountedBars < TotalPeriod) || (ExtCountedBars == 0)) ExtCountedBars = rates_total - TotalPeriod; } // +2 to use in iMAOnArrayMQL4() // + MA_Period because we need that amount more to calculate the components of the resulting indicator int MABars = rates_total - ExtCountedBars + MA_Period + 2; if (MABars > rates_total) MABars = rates_total; if (CopyBuffer(handle, 0, 0, MABars, MA) != MABars) return(0); int MAonMABars = rates_total - ExtCountedBars + MA_Period; if (MAonMABars > rates_total) MAonMABars = rates_total; iMAOnArrayMQL4(MA, MAonMABars, MA_Period, 0, MA_Method, 0, MA2); for (i = rates_total - ExtCountedBars - 1; i >= 0; i--) MA3G[i] = (Alpha + 1) * MA[i] - Alpha * MA2[i]; FirstRun = false; return(rates_total); } //+------------------------------------------------------------------+ //| http://www.mql5.com/en/articles/81 | //+------------------------------------------------------------------+ double iMAOnArrayMQL4(double &array[], int total, int period, int ma_shift, int ma_method, int shift, double &buf[]) { double arr[]; if(total==0) total=ArraySize(array); if(total>0 && total<=period) return(0); if(shift>total-period-ma_shift) return(0); switch(ma_method) { case MODE_SMA : { total=ArrayCopy(arr,array,0,shift+ma_shift,period); if(ArrayResize(buf,total)<0) return(0); double sum=0; int i,pos=total-1; for(i=1;i<period;i++,pos--) sum+=arr[pos]; while(pos>=0) { sum+=arr[pos]; buf[pos]=sum/period; sum-=arr[pos+period-1]; pos--; } return(buf[0]); } case MODE_EMA : { if(ArrayResize(buf,total)<0) return(0); double pr=2.0/(period+1); int pos=total-2; while(pos>=0) { if(pos==total-2) buf[pos+1]=array[pos+1]; buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr); pos--; } return(buf[shift+ma_shift]); } case MODE_SMMA : { if(ArrayResize(buf,total)<0) return(0); double sum=0; int i,k,pos; pos=total-period; while(pos>=0) { if(pos==total-period) { for(i=0,k=pos;i<period;i++,k++) { sum+=array[k]; buf[k]=0; } } else sum=buf[pos+1]*(period-1)+array[pos]; buf[pos]=sum/period; pos--; } return(buf[shift+ma_shift]); } case MODE_LWMA : { if(ArrayResize(buf,total)<0) return(0); double sum=0.0,lsum=0.0; double price; int i,weight=0,pos=total-1; for(i=1;i<=period;i++,pos--) { price=array[pos]; sum+=price*i; lsum+=price; weight+=i; } pos++; i=pos+period; while(pos>=0) { buf[pos]=sum/weight; if(pos==0) break; pos--; i--; price=array[pos]; sum=sum-lsum+price*period; lsum-=array[i]; lsum+=price; } return(buf[shift+ma_shift]); } default: return(0); } return(0); } //+------------------------------------------------------------------+
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