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;
  }
//+------------------------------------------------------------------+