Average Size Bar

//+------------------------------------------------------------------+
//|                                             Average Size Bar.mq4 |
//|                                          Êèì Èãîðü Â. aka KimIV. |
//|                                             http://www.kimiv.ru/ |
//+------------------------------------------------------------------+
#property copyright "Êèì Èãîðü Â. aka KimIV."
#property link      "http://www.kimiv.ru/"

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- indicator parameters
extern int MA_Period=10;
extern int MA_Shift=0;
extern int MA_Method=0;
//---- indicator buffers
double ExtMapBuffer[];
//----
int ExtCountedBars=0;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init() {
  int    draw_begin;
  string short_name;
  //---- drawing settings
  SetIndexStyle(0, DRAW_LINE);
  SetIndexShift(0, MA_Shift);
  IndicatorDigits(MarketInfo(Symbol(), MODE_DIGITS));
  if(MA_Period<2) MA_Period=10;
  draw_begin = MA_Period - 1;
  //---- indicator short name
  switch(MA_Method) {
    case 1  : short_name = "EMA("; draw_begin = 0; break;
    case 2  : short_name = "SMMA("; break;
    case 3  : short_name = "LWMA("; break;
    default : short_name = "SMA("; MA_Method = 0;
  }
  IndicatorShortName(short_name + MA_Period + ")");
  SetIndexDrawBegin(0, draw_begin);
  //---- indicator buffers mapping
  SetIndexBuffer(0, ExtMapBuffer);
  //---- initialization done
  return(0);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start() {
  if(Bars<=MA_Period) return(0);
  ExtCountedBars=IndicatorCounted();
  //---- check for possible errors
  if (ExtCountedBars<0) return(-1);
  //---- last counted bar will be recounted
  if (ExtCountedBars>0) ExtCountedBars--;
  //----
  switch(MA_Method) {
    case 0 : sma();  break;
    case 1 : ema();  break;
    case 2 : smma(); break;
    case 3 : lwma();
  }
  //---- done
  return(0);
}

//+------------------------------------------------------------------+
//| Simple Average Size Bar                                          |
//+------------------------------------------------------------------+
void sma() {
  double sum = 0;
  int    i, pos = Bars - ExtCountedBars - 1;
  //---- initial accumulation
   if(pos<MA_Period) pos=MA_Period;
   for(i=1;i<MA_Period;i++,pos--) sum+=High[pos]-Low[pos];
  //---- main calculation loop
  while(pos>=0) {
    sum+=High[pos]-Low[pos];
    ExtMapBuffer[pos]=sum/MA_Period;
	  sum-=High[pos+MA_Period-1]-Low[pos+MA_Period-1];
 	  pos--;
  }
  //---- zero initial bars
  if(ExtCountedBars<1) for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;
}

//+------------------------------------------------------------------+
//| Exponential Average Size                                         |
//+------------------------------------------------------------------+
void ema() {
  double pr=2.0/(MA_Period+1);
  int    pos=Bars-2;
  if(ExtCountedBars>2) pos=Bars-ExtCountedBars-1;
  //---- main calculation loop
  while(pos>=0) {
    if(pos==Bars-2) ExtMapBuffer[pos+1]=High[pos+1]-Low[pos+1];
    ExtMapBuffer[pos]=(High[pos]-Low[pos])*pr+ExtMapBuffer[pos+1]*(1-pr);
 	  pos--;
  }
}

//+------------------------------------------------------------------+
//| Smoothed Average Size Bar                                        |
//+------------------------------------------------------------------+
void smma() {
  double sum=0;
  int    i,k,pos=Bars-ExtCountedBars+1;
  //---- main calculation loop
  pos=Bars-MA_Period;
  if(pos>Bars-ExtCountedBars) pos=Bars-ExtCountedBars;
  while(pos>=0) {
    if(pos==Bars-MA_Period) {
      //---- initial accumulation
      for(i=0,k=pos;i<MA_Period;i++,k++) {
        sum+=High[k]-Low[k];
        //---- zero initial bars
        ExtMapBuffer[k]=0;
      }
    }
    else sum=ExtMapBuffer[pos+1]*(MA_Period-1)+High[pos]-Low[pos];
    ExtMapBuffer[pos]=sum/MA_Period;
    pos--;
  }
}

//+------------------------------------------------------------------+
//| Linear Weighted Average Size Bar                                 |
//+------------------------------------------------------------------+
void lwma() {
  double sum=0.0,lsum=0.0;
  double price;
  int    i,weight=0,pos=Bars-ExtCountedBars-1;
  //---- initial accumulation
  if(pos<MA_Period) pos=MA_Period;
  for(i=1;i<=MA_Period;i++,pos--) {
    price=High[pos]-Low[pos];
    sum+=price*i;
    lsum+=price;
    weight+=i;
  }
  //---- main calculation loop
  pos++;
  i=pos+MA_Period;
  while(pos>=0) {
    ExtMapBuffer[pos]=sum/weight;
    if(pos==0) break;
    pos--;
    i--;
    price=High[pos]-Low[pos];
    sum=sum-lsum+price*MA_Period;
    lsum-=High[i]-Low[i];
    lsum+=price;
  }
  //---- zero initial bars
  if(ExtCountedBars<1) for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;
}
//+------------------------------------------------------------------+