AllAverages_v2.5_Dist_Up_Dn_alert

Author: Copyright � 2007-09, TrendLaboratory

This tool is designed as a comprehensive multi-functional technical indicator for trading platforms. It allows users to analyze market trends by calculating various types of moving averages (MAs) and specific price actions on a single chart.

Core Functionality

The primary logic of the script centers on flexibility and customization. Rather than providing just one standard average, it gives you a library of options to choose from:

Diverse Moving Averages: You can select from over 20 different calculation methods, ranging from standard averages (SMA, EMA) to complex, specialized ones like Hull Moving Average (HMA), Jurik Smoothing (JSmooth), and Volume Weighted Moving Average (VWMA).
Multiple Price Sources: The script doesn't just look at the closing price. It can calculate data based on various metrics, including Highs, Lows, Median prices, or "Typical" prices.
Heiken Ashi Integration: It includes the ability to process Heiken Ashi data (a type of smoothed price charting) directly within its calculations.

Trend and Visual Logic

Beyond just drawing lines, the script interprets market direction dynamically:

Trend Detection: When enabled in "Color Mode," the tool automatically identifies whether the market is in an "UpTrend" or "DownTrend." It does this by comparing the current value of the chosen average against its previous value.
Visual Cues: It provides distinct visual representations (different colors and lines) to signify when the trend shifts, helping users see direction changes at a glance.
Multi-Timeframe Analysis: The script can calculate data from different timeframes than the one currently displayed on your screen, allowing you to keep an eye on broader market trends while looking at smaller price movements.

Alerts and Notifications

The logic includes several layers of "proximity" and "direction" alerts:

Distance Tracking: It calculates how far the current market price is from the moving average in "Pips." It provides a real-time text display of this distance on your chart.
Proximity Alerts: You can set a specific "Range." If the market price gets very close to the moving average (within your chosen pip range) during an active trend, the script can trigger a sound notification.
Trend Shift Alerts: The logic is also capable of detecting exactly when an average flips from upward to downward (or vice versa) and triggering a notification at that specific moment.

Summary for the User

In essence, this tool acts as a "Swiss Army Knife" for trend followers. It allows you to pick your preferred mathematical smoothing method, choose which price data to prioritize, and set up a comprehensive alert system that tells you when the trend is changing or when the price is getting dangerously close to your key moving average levels.

Price Data Components

Indicators Used

Miscellaneous

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AllAverages_v2.5_Dist_Up_Dn_alert

//+------------------------------------------------------------------+
//|                                       AllAverages_v2.5_Stats.mq4 |
//|                             Copyright © 2007-09, TrendLaboratory |
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |
//|                                   E-mail: igorad2003@yahoo.co.uk |
//|     Statistics module modification Copyright © 2010 Nakagava Ltd.|
//|                                   http://www.prekybaforex.lt     |
//+------------------------------------------------------------------+
// List of MAs:
// MA_Method= 0: SMA        - Simple Moving Average
// MA_Method= 1: EMA        - Exponential Moving Average
// MA_Method= 2: Wilder     - Wilder Exponential Moving Average
// MA_Method= 3: LWMA       - Linear Weighted Moving Average 
// MA_Method= 4: SineWMA    - Sine Weighted Moving Average
// MA_Method= 5: TriMA      - Triangular Moving Average
// MA_Method= 6: LSMA       - Least Square Moving Average (or EPMA, Linear Regression Line)
// MA_Method= 7: SMMA       - Smoothed Moving Average
// MA_Method= 8: HMA        - Hull Moving Average by Alan Hull
// MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
// MA_Method=10: DEMA       - Double Exponential Moving Average by Patrick Mulloy
// MA_Method=11: T3         - T3 by T.Tillson
// MA_Method=12: ITrend     - Instantaneous Trendline by J.Ehlers
// MA_Method=13: Median     - Moving Median
// MA_Method=14: GeoMean    - Geometric Mean
// MA_Method=15: REMA       - Regularized EMA by Chris Satchwell
// MA_Method=16: ILRS       - Integral of Linear Regression Slope 
// MA_Method=17: IE/2       - Combination of LSMA and ILRS 
// MA_Method=18: TriMAgen   - Triangular Moving Average generalized by J.Ehlers
// MA_Method=19: VWMA       - Volume Weighted Moving Average 
// MA_Method=20: JSmooth    - Smoothing by Mark Jurik
// List of Prices:
// Price    = 0 - Close  
// Price    = 1 - Open  
// Price    = 2 - High  
// Price    = 3 - Low  
// Price    = 4 - Median Price   = (High+Low)/2  
// Price    = 5 - Typical Price  = (High+Low+Close)/3  
// Price    = 6 - Weighted Close = (High+Low+Close*2)/4
// Price    = 7 - Heiken Ashi Close  
// Price    = 8 - Heiken Ashi Open
// Price    = 9 - Heiken Ashi High
// Price    =10 - Heiken Ashi Low
 
#property copyright "Copyright © 2007-09, TrendLaboratory"
#property link      "http://finance.groups.yahoo.com/group/TrendLaboratory"

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1  Yellow
#property indicator_width1  2  
#property indicator_color2  DeepSkyBlue
#property indicator_width2  2  
#property indicator_color3  Tomato
#property indicator_width3  2  
//---- 

extern int     range        =  10; //I added this variable; distance off MA to trigger alert
extern int     ID           = 123;
extern int     Periods      = 3;
extern int     TimeFrame    =  0;
extern int     Price        =  0;
extern int     MA_Period    = 100;
extern int     MA_Shift     =  0;
extern int     MA_Method    =  1;
extern int     Color_Mode   =  1;
extern int     Sound_Mode   =  1; //0-off,1-on(works only with Color_Mode=1)
extern int     Sound_Shift  =  0; //0-open bar(multiple),1-closed bar(once)
extern string  Buy_Sound    =  "alert.wav";
extern string  Sell_Sound   =  "alertdud.wav";

extern string  PriceMode    = "";
extern string  _0           = "Close";
extern string  _1           = "Open";
extern string  _2           = "High";
extern string  _3           = "Low";
extern string  _4           = "Median";
extern string  _5           = "Typical";
extern string  _6           = "Weighted Close";
extern string  _7           = "Heiken Ashi Close";
extern string  _8           = "Heiken Ashi Open";
extern string  _9           = "Heiken Ashi High";
extern string  _10          = "Heiken Ashi Low";
extern string  MAMode       = "";
extern string  __0          = "SMA";
extern string  __1          = "EMA";
extern string  __2          = "Wilder";
extern string  __3          = "LWMA";
extern string  __4          = "SineWMA";
extern string  __5          = "TriMA";
extern string  __6          = "LSMA";
extern string  __7          = "SMMA";
extern string  __8          = "HMA";
extern string  __9          = "ZeroLagEMA";
extern string  __10         = "DEMA";
extern string  __11         = "T3";
extern string  __12         = "ITrend";
extern string  __13         = "Median";
extern string  __14         = "GeoMean";
extern string  __15         = "REMA";
extern string  __16         = "ILRS";
extern string  __17         = "IE/2";
extern string  __18         = "TriMAgen";
extern string  __19         = "VWMA";
extern string  __20         = "JSmooth";

double MA[];
double Up[];
double Dn[];
//----
double tmp[][6];
double haClose[], haOpen[], haHigh[], haLow[];
int    draw_begin, mBars, pBars, mcnt_bars; 
string short_name;
int    sUp = 0, sDn =0;   
bool uptrnd=false,dntrnd=false;



void DeleteLabel(string name)
{
   if(-1!=ObjectFind(name))
      ObjectDelete(name);
}

void CreateLabel(int x, int y, string name)
{   
   DeleteLabel(name);
   ObjectCreate(name, OBJ_LABEL, 0, 0, 0);
   ObjectSet(name, OBJPROP_CORNER, 1);
   ObjectSet(name, OBJPROP_XDISTANCE, x);
   ObjectSet(name, OBJPROP_YDISTANCE, y);
}


int deinit()
{
   DeleteLabel("Avg_"+ID);
   DeleteLabel("Max_"+ID);
   DeleteLabel("Cur_"+ID);
}

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
//---- 
   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2);
   SetIndexStyle(0,DRAW_LINE);
   if(TimeFrame == 0 || TimeFrame < Period()) TimeFrame = Period();
   SetIndexShift(0,MA_Shift*TimeFrame/Period());
   
   draw_begin=MA_Period*TimeFrame/Period();
//---- 
   switch(MA_Method)
   {
   case 1 : short_name="EMA(";  break;
   case 2 : short_name="Wilder("; break;
   case 3 : short_name="LWMA("; break;
   case 4 : short_name="SineWMA("; break;
   case 5 : short_name="TriMA("; break;
   case 6 : short_name="LSMA("; break;
   case 7 : short_name="SMMA("; break;
   case 8 : short_name="HMA("; break;
   case 9 : short_name="ZeroLagEMA("; break;
   case 10: short_name="DEMA(";  break;
   case 11: short_name="T3(";  break;
   case 12: short_name="InstTrend(";  break;
   case 13: short_name="Median(";  break;
   case 14: short_name="GeometricMean("; break;
   case 15: short_name="REMA(";  break;
   case 16: short_name="ILRS(";  break;
   case 17: short_name="IE/2(";  break;
   case 18: short_name="TriMA_gen("; break;
   case 19: short_name="VWMA("; break;
   case 20: short_name="JSmooth("; break;
   default: MA_Method=0; short_name="SMA(";
   }
   
   switch(TimeFrame)
   {
   case 1     : string TF = "M1"; break;
   case 5     : TF = "M5"; break;
   case 15    : TF = "M15"; break;
   case 30    : TF = "M30"; break;
   case 60    : TF = "H1"; break;
   case 240   : TF = "H4"; break;
   case 1440  : TF = "D1"; break;
   case 10080 : TF = "W1"; break;
   case 43200 : TF = "MN1"; break;
   default    : TF = "Current";
   } 
   
   IndicatorShortName(short_name+MA_Period+")"+" "+TF);
   SetIndexDrawBegin(0,draw_begin);
   SetIndexLabel(0,short_name+MA_Period+")"+" "+TF);
//---- 
   SetIndexBuffer(0,MA);
//---- 
   if(Color_Mode == 1)
   {
   SetIndexStyle(1,DRAW_LINE);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexShift(1,MA_Shift*TimeFrame/Period());
   SetIndexShift(2,MA_Shift*TimeFrame/Period());
   SetIndexDrawBegin(1,draw_begin);
   SetIndexDrawBegin(2,draw_begin);
   SetIndexLabel(1,short_name+MA_Period+")"+" "+TF+" UpTrend");
   SetIndexLabel(2,short_name+MA_Period+")"+" "+TF+" DnTrend");
   SetIndexBuffer(1,Up);
   SetIndexBuffer(2,Dn);
   }
   CreateLabel(5, 8, "Cur_"+ID);
   //CreateLabel(5, 10, "Avg_"+ID); I diabled this lable.
   //CreateLabel(5, 24, "Max_"+ID); I diabled this lable.
   
//----   
   return(0);
}

void PutText(string name, string st)
{
   ObjectSetText(name, st, 9, "Tahoma", Yellow);
} 

//+------------------------------------------------------------------+
//| AllAverages_v2.5                                                 |
//+------------------------------------------------------------------+
int start()
{
   int limit, y, i, shift, cnt_bars=IndicatorCounted(); 
   double aPrice[], mMA[], mUp[], mDn[];
  
   if(TimeFrame!=Period()) mBars = iBars(NULL,TimeFrame); else mBars = Bars;   
   
   if(mBars != pBars)
   {
   ArrayResize(aPrice,mBars);
   ArrayResize(aPrice,mBars);   
   
   ArrayResize(mMA,mBars);
   if(MA_Method==10 || MA_Method==11 || MA_Method==20) ArrayResize(tmp,mBars);
      if(Color_Mode ==1)
      {
      ArrayResize(mUp,mBars);
      ArrayResize(mDn,mBars);
      }
      if(Price > 6 && Price <= 10)
      {
      ArrayResize(haClose,mBars);
      ArrayResize(haOpen,mBars);
      ArrayResize(haHigh,mBars);
      ArrayResize(haLow,mBars);
      }
   pBars = mBars;
   }  
   
   if(cnt_bars<1)
   {
      for(i=1;i<=draw_begin;i++)
      { 
      MA[Bars-i]=iMA(NULL,TimeFrame,1,0,0,Price,Bars-i); 
      Up[Bars-i]=EMPTY_VALUE;
      Dn[Bars-i]=EMPTY_VALUE;
      }
   mcnt_bars = 0;
   
   }
//---- 
   if(mcnt_bars > 0) mcnt_bars--;
   
   for(y=mcnt_bars;y<mBars;y++)
   {
      if(Price <= 6) aPrice[y] = iMA(NULL,TimeFrame,1,0,0,Price,mBars-y-1);   
      else
      if(Price > 6 && Price <= 10) aPrice[y] = HeikenAshi(TimeFrame,Price-7,mBars-y-1);
      
      switch(MA_Method)
      {
      case 1 : mMA[y] = EMA(aPrice[y],mMA,MA_Period,y); break;
      case 2 : mMA[y] = Wilder(aPrice,mMA,MA_Period,y); break;  
      case 3 : mMA[y] = LWMA(aPrice,MA_Period,y); break;
      case 4 : mMA[y] = SineWMA(aPrice,MA_Period,y); break;
      case 5 : mMA[y] = TriMA(aPrice,MA_Period,y); break;
      case 6 : mMA[y] = LSMA(aPrice,MA_Period,y); break;
      case 7 : mMA[y] = SMMA(aPrice,mMA,MA_Period,y); break;
      case 8 : mMA[y] = HMA(aPrice,MA_Period,y); break;
      case 9 : mMA[y] = ZeroLagEMA(aPrice,mMA,MA_Period,y); break;
      case 10: mMA[y] = DEMA(0,aPrice[y],MA_Period,1,y); break;
      case 11: mMA[y] = T3(aPrice[y],MA_Period,0.7,y); break;
      case 12: mMA[y] = ITrend(aPrice,mMA,MA_Period,y); break;
      case 13: mMA[y] = Median(aPrice,MA_Period,y); break;
      case 14: mMA[y] = GeoMean(aPrice,MA_Period,y); break;
      case 15: mMA[y] = REMA(aPrice[y],mMA,MA_Period,0.5,y); break;
      case 16: mMA[y] = ILRS(aPrice,MA_Period,y); break;
      case 17: mMA[y] = IE2(aPrice,MA_Period,y); break;
      case 18: mMA[y] = TriMA_gen(aPrice,MA_Period,y); break;
      case 19: mMA[y] = VWMA(aPrice,MA_Period,y); break;
      case 20: mMA[y] = JSmooth(aPrice[y],MA_Period,1,y); break;
      default: mMA[y] = SMA(aPrice,MA_Period,y); break;
      }
   
      if(Color_Mode == 1)
      {
         if(mMA[y] > mMA[y-1]) {mUp[y] = mMA[y]; mDn[y] = EMPTY_VALUE; uptrnd=true; dntrnd=false;}
         else
         if(mMA[y] < mMA[y-1]) {mUp[y] = EMPTY_VALUE; mDn[y] = mMA[y]; dntrnd=true; uptrnd=false;}
         else
         {mUp[y] = EMPTY_VALUE; mDn[y] = EMPTY_VALUE;}
      
         if(Sound_Mode == 1 && y == mBars-1)
         {
            if(((Sound_Shift > 0 && sUp == 0) || Sound_Shift == 0) && mMA[y-Sound_Shift] > mMA[y-1-Sound_Shift] && mMA[y-1-Sound_Shift] <= mMA[y-2-Sound_Shift]) 
            {
            if(Sound_Shift > 0) {sUp = 1; sDn = 0;}
            //PlaySound(Buy_Sound); I disabled the default alert function
            }
            else
            if(((Sound_Shift > 0 && sDn == 0) || Sound_Shift == 0) && mMA[y-Sound_Shift] < mMA[y-1-Sound_Shift] && mMA[y-1-Sound_Shift] >= mMA[y-2-Sound_Shift]) 
            {
            if(Sound_Shift > 0) {sUp = 0; sDn = 1;}
            //PlaySound(Sell_Sound); I disabled the default alert function
            }
         }
      }
   
      if(TimeFrame == Period()) 
      {
      MA[mBars-y-1] = mMA[y];
         if(Color_Mode == 1)
         {  
         Up[mBars-y-1] = mUp[y];
         Dn[mBars-y-1] = mDn[y];
         }
      }
      
   }
   mcnt_bars = mBars-1;
   
   if(TimeFrame > Period())
   { 
      if(cnt_bars>0) cnt_bars--;
      limit = Bars-cnt_bars+TimeFrame/Period()-1;
      
      for(shift=0,y=0;shift<limit;shift++)
      {
      if (Time[shift] < iTime(NULL,TimeFrame,y)) y++; 
      MA[shift] = mMA[mBars-y-1];
         if(Color_Mode == 1)
         {
         Up[shift] = mUp[mBars-y-1];
         Dn[shift] = mDn[mBars-y-1];
         }
      }
   }

   static datetime lastAlertTime= 0;
   int ratio;
   if(TimeFrame==0)
      ratio= 1;
   else
      ratio= TimeFrame/Period();
   int s= 0;
   double cur= MathAbs(MA[0]-Bid);
   double max= 0;
   double avg= 0;
  
   for(i=0; i<Periods; i++)
   {    
      int idx= 0;       
      double tmp;      
      while(Time[s]>=iTime(Symbol(), TimeFrame, i)) 
      {
         if(0==idx)
         {
            tmp= MathMax(MathAbs(MA[s]-Low[s]), MathAbs(MA[s]-High[s]));
            avg+= tmp;
            max= MathMax(max, tmp);
                        
         }
         s++;
         idx++;
      }      
   }
   avg= avg/Periods;
   if(cur>=max && cur>=avg && lastAlertTime!=Time[0])
   {
      lastAlertTime= Time[0];
      //Alert(Symbol()+" Currnet value is equal or greater than the average, and the maximal value!"); I disabled text message alert
   }   
      
   //PutText("Avg_"+ID, "Average distance: " + DoubleToStr(avg/Point, 0)); I disabled this.
   //PutText("Max_"+ID, "Max distance: " + DoubleToStr(max/Point, 0)); I disabled this.
   PutText("Cur_"+ID, "Current Distance:  " + DoubleToStr(cur/Point, 0)+" Pips");
   if (uptrnd==true && cur/Point<range) PlaySound(Buy_Sound); // I added this line to trigger alert every pips if the market nears MA closer than "range" value
   else
   if (dntrnd==true && cur/Point<range) PlaySound(Sell_Sound); // I added this line to trigger alert every pips if the market nears MA closer than "range" value
//---- 
   return(0);
}

// MA_Method=0: SMA - Simple Moving Average
double SMA(double array[],int per,int bar)
{
   double Sum = 0;
   for(int i = 0;i < per;i++) Sum += array[bar-i];
   
   return(Sum/per);
}                
// MA_Method=1: EMA - Exponential Moving Average
double EMA(double price,double array[],int per,int bar)
{
   if(bar == 2) double ema = price;
   else 
   if(bar > 2) ema = array[bar-1] + 2.0/(1+per)*(price - array[bar-1]); 
   
   return(ema);
}
// MA_Method=2: Wilder - Wilder Exponential Moving Average
double Wilder(double array1[],double array2[],int per,int bar)
{
   if(bar == per) double wilder = SMA(array1,per,bar);
   else 
   if(bar > per) wilder = array2[bar-1] + (array1[bar] - array2[bar-1])/per; 
   
   return(wilder);
}
// MA_Method=3: LWMA - Linear Weighted Moving Average 
double LWMA(double array[],int per,int bar)
{
   double Sum = 0;
   double Weight = 0;
   
      for(int i = 0;i < per;i++)
      { 
      Weight+= (per - i);
      Sum += array[bar-i]*(per - i);
      }
   if(Weight>0) double lwma = Sum/Weight;
   else lwma = 0; 
   return(lwma);
} 
// MA_Method=4: SineWMA - Sine Weighted Moving Average
double SineWMA(double array[],int per,int bar)
{
   double pi = 3.1415926535;
   double Sum = 0;
   double Weight = 0;
  
      for(int i = 0;i < per-1;i++)
      { 
      Weight+= MathSin(pi*(i+1)/(per+1));
      Sum += array[bar-i]*MathSin(pi*(i+1)/(per+1)); 
      }
   if(Weight>0) double swma = Sum/Weight;
   else swma = 0; 
   return(swma);
}
// MA_Method=5: TriMA - Triangular Moving Average
double TriMA(double array[],int per,int bar)
{
   double sma;
   int len = MathCeil((per+1)*0.5);
   
   double sum=0;
   for(int i = 0;i < len;i++) 
   {
   sma = SMA(array,len,bar-i);
   sum += sma;
   } 
   double trima = sum/len;
   
   return(trima);
}
// MA_Method=6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
double LSMA(double array[],int per,int bar)
{   
   double Sum=0;
   for(int i=per; i>=1; i--) Sum += (i-(per+1)/3.0)*array[bar-per+i];
   double lsma = Sum*6/(per*(per+1));
   return(lsma);
}
// MA_Method=7: SMMA - Smoothed Moving Average
double SMMA(double array1[],double array2[],int per,int bar)
{
   if(bar == per) double smma = SMA(array1,per,bar);
   else 
   if(bar > per)
   {
   double Sum = 0;
   for(int i = 0;i < per;i++) Sum += array1[bar-i-1];
   smma = (Sum - array2[bar-1] + array1[bar])/per;
   }
   return(smma);
}                
// MA_Method=8: HMA - Hull Moving Average by Alan Hull
double HMA(double array[],int per,int bar)
{
   double tmp[];
   int len =  MathSqrt(per);
   ArrayResize(tmp,len);
   
   if(bar == per) double hma = array[bar]; 
   else
   if(bar > per)
   {
   for(int i = 0; i < len;i++) tmp[len-i-1] = 2*LWMA(array,per/2,bar-i) - LWMA(array,per,bar-i);  
   hma = LWMA(tmp,len,len-1); 
   }  

   return(hma);
}
// MA_Method=9: ZeroLagEMA - Zero-Lag Exponential Moving Average
double ZeroLagEMA(double array1[],double array2[],int per,int bar)
{
   double alfa = 2.0/(1+per); 
   int lag = 0.5*(per - 1); 
   
   if(bar == lag) double zema = array1[bar];
   else 
   if(bar > lag) zema = alfa*(2*array1[bar] - array1[bar-lag]) + (1-alfa)*array2[bar-1];
   
   return(zema);
}
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy
double DEMA(int num,double price,int per,double v,int bar)
{
   if(bar == 2) {double dema = price; tmp[bar][num] = dema; tmp[bar][num+1] = dema;}
   else 
   if(bar > 2) 
   {
   tmp[bar][num] = tmp[bar-1][num] + 2.0/(1+per)*(price - tmp[bar-1][num]); 
   tmp[bar][num+1] = tmp[bar-1][num+1] + 2.0/(1+per)*(tmp[bar][num] - tmp[bar-1][num+1]); 
   dema = (1+v)*tmp[bar][num] - v*tmp[bar][num+1];
   }
   return(dema);
}
// MA_Method=11: T3 by T.Tillson
double T3(double price,int per,double v,int bar)
{
   if(bar == 2) 
   {
   double T3 = price; 
   for(int k=0;k<=5;k++) tmp[bar][k] = T3;
   }
   else 
   if(bar > 2) 
   {
   double dema1 = DEMA(0,price,per,v,bar); 
   double dema2 = DEMA(2,dema1,per,v,bar); 
   T3 = DEMA(4,dema2,per,v,bar);
   }
   return(T3);
}
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
double ITrend(double price[],double array[],int per,int bar)
{
   double alfa = 2.0/(per+1);
   if(bar > 7)
   double it = (alfa - 0.25*alfa*alfa)*price[bar]+ 0.5*alfa*alfa*price[bar-1]-(alfa - 0.75*alfa*alfa)*price[bar-2]+
   2*(1-alfa)*array[bar-1] - (1-alfa)*(1-alfa)*array[bar-2];
   else
   it = (price[bar] + 2*price[bar-1]+ price[bar-2])/4;
   
   return(it);
}
// MA_Method=13: Median - Moving Median
double Median(double price[],int per,int bar)
{
   double array[];
   ArrayResize(array,per);
   
   for(int i = 0; i < per;i++) array[i] = price[bar-i];
   ArraySort(array);
   
   int num = MathRound((per-1)/2); 
   if(MathMod(per,2)>0) double median = array[num]; else median = 0.5*(array[num]+array[num+1]);
   
   return(median); 
}
// MA_Method=14: GeoMean - Geometric Mean
double GeoMean(double price[],int per,int bar)
{
   double gmean = MathPow(price[bar],1.0/per); 
   for(int i = 1; i < per;i++) gmean *= MathPow(price[bar-i],1.0/per); 
   
   return(gmean);
}
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell 
double REMA(double price,double array[],int per,double lambda,int bar)
{
   double alpha =  2.0/(per + 1);
   if(bar <= 3) double rema = price;
   else 
   if(bar > 3) 
   rema = (array[bar-1]*(1+2*lambda) + alpha*(price - array[bar-1]) - lambda*array[bar-2])/(1+lambda); 
   
   return(rema);
}
// MA_Method=16: ILRS - Integral of Linear Regression Slope 
double ILRS(double price[],int per,int bar)
{
   double sum = per*(per-1)*0.5;
   double sum2 = (per-1)*per*(2*per-1)/6.0;
     
   double sum1 = 0;
   double sumy = 0;
      for(int i=0;i<per;i++)
      { 
      sum1 += i*price[bar-i];
      sumy += price[bar-i];
      }
   double num1 = per*sum1 - sum*sumy;
   double num2 = sum*sum - per*sum2;
   
   if(num2 != 0) double slope = num1/num2; else slope = 0; 
   double ilrs = slope + SMA(price,per,bar);
   
   return(ilrs);
}
// MA_Method=17: IE/2 - Combination of LSMA and ILRS 
double IE2(double price[],int per,int bar)
{
   double ie = 0.5*(ILRS(price,per,bar) + LSMA(price,per,bar));
      
   return(ie); 
}
 
// MA_Method=18: TriMAgen - Triangular Moving Average Generalized by J.Ehlers
double TriMA_gen(double array[],int per,int bar)
{
   int len1 = MathFloor((per+1)*0.5);
   int len2 = MathCeil((per+1)*0.5);
   double sum=0;
   for(int i = 0;i < len2;i++) sum += SMA(array,len1,bar-i);
   double trimagen = sum/len2;
   
   return(trimagen);
}

// MA_Method=19: VWMA - Volume Weighted Moving Average 
double VWMA(double array[],int per,int bar)
{
   double Sum = 0;
   double Weight = 0;
   
      for(int i = 0;i < per;i++)
      { 
      Weight+= Volume[mBars-bar-1+i];
      Sum += array[bar-i]*Volume[mBars-bar-1+i];
      }
   if(Weight>0) double vwma = Sum/Weight;
   else vwma = 0; 
   return(vwma);
} 

// MA_Method=20: JSmooth - Smoothing by Mark Jurik
double JSmooth(double price,int per,double pow,int bar)
{
   double beta = 0.45*(per-1)/(0.45*(per-1)+2);
	double alpha = MathPow(beta,pow);
	if(bar == 2) {tmp[bar][4] = price; tmp[bar][0] = price; tmp[bar][2] = price;}
	else 
   if(bar > 2) 
   {
	tmp[bar][0] = (1-alpha)*price + alpha*tmp[bar-1][0];
	tmp[bar][1] = (price - tmp[bar][0])*(1-beta) + beta*tmp[bar-1][1];
	tmp[bar][2] = tmp[bar][0] + tmp[bar][1];
	tmp[bar][3] = (tmp[bar][2] - tmp[bar-1][4])*MathPow((1-alpha),2) + MathPow(alpha,2)*tmp[bar-1][3];
	tmp[bar][4] = tmp[bar-1][4] + tmp[bar][3]; 
   }
   return(tmp[bar][4]);
}

// HeikenAshi Price:  7 - Close,8 - Open,9 - High,10 - Low 
double HeikenAshi(int tf,int price,int bar)
{ 
   if(bar == iBars(NULL,TimeFrame)- 1) 
   {
   haClose[bar] = iClose(NULL,tf,bar);
   haOpen[bar]  = iOpen(NULL,tf,bar);
   haHigh[bar]  = iHigh(NULL,tf,bar);
   haLow[bar]   = iLow(NULL,tf,bar);
   }
   else
   {
   haClose[bar] = (iOpen(NULL,tf,bar)+iHigh(NULL,tf,bar)+iLow(NULL,tf,bar)+iClose(NULL,tf,bar))/4;
   haOpen[bar]  = (haOpen[bar+1]+haClose[bar+1])/2;
   haHigh[bar]  = MathMax(iHigh(NULL,tf,bar),MathMax(haOpen[bar], haClose[bar]));
   haLow[bar]   = MathMin(iLow(NULL,tf,bar),MathMin(haOpen[bar], haClose[bar]));
   }
   
   switch(price)
   {
   case 0: return(haClose[bar]);break;
   case 1: return(haOpen[bar]);break;
   case 2: return(haHigh[bar]);break;
   case 3: return(haLow[bar]);break;
   }
}

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