Custom Moving Average Inputs

ÿþ//+------------------------------------------------------------------+

//|                                 Custom Moving Average Inputs.mq5 |

//|                              Copyright © 2018, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

//+------------------------------------------------------------------+

#property copyright "Copyright © 2018, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.000"

//--- indicator settings

#property indicator_chart_window

#property indicator_buffers 1

#property indicator_plots   1

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

//--- input parameters

input int            InpMAPeriod=13;         // Period

input int            InpMAShift=0;           // Shift

input ENUM_MA_METHOD InpMAMethod=MODE_SMMA;  // Method

input color          InpColor=clrBlue;       // Color

input int            InpWidth=1;             // Width

//--- indicator buffers

double               ExtLineBuffer[];

//+------------------------------------------------------------------+

//|   simple moving average                                          |

//+------------------------------------------------------------------+

void CalculateSimpleMA(int rates_total,int prev_calculated,int begin,const double &price[])

  {

   int i,limit;

//--- first calculation or number of bars was changed

   if(prev_calculated==0)// first calculation

     {

      limit=InpMAPeriod+begin;

      //--- set empty value for first limit bars

      for(i=0;i<limit-1;i++) ExtLineBuffer[i]=0.0;

      //--- calculate first visible value

      double firstValue=0;

      for(i=begin;i<limit;i++)

         firstValue+=price[i];

      firstValue/=InpMAPeriod;

      ExtLineBuffer[limit-1]=firstValue;

     }

   else limit=prev_calculated-1;

//--- main loop

   for(i=limit;i<rates_total && !IsStopped();i++)

      ExtLineBuffer[i]=ExtLineBuffer[i-1]+(price[i]-price[i-InpMAPeriod])/InpMAPeriod;

//---

  }

//+------------------------------------------------------------------+

//|  exponential moving average                                      |

//+------------------------------------------------------------------+

void CalculateEMA(int rates_total,int prev_calculated,int begin,const double &price[])

  {

   int    i,limit;

   double SmoothFactor=2.0/(1.0+InpMAPeriod);

//--- first calculation or number of bars was changed

   if(prev_calculated==0)

     {

      limit=InpMAPeriod+begin;

      ExtLineBuffer[begin]=price[begin];

      for(i=begin+1;i<limit;i++)

         ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);

     }

   else limit=prev_calculated-1;

//--- main loop

   for(i=limit;i<rates_total && !IsStopped();i++)

      ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);

//---

  }

//+------------------------------------------------------------------+

//|  linear weighted moving average                                  |

//+------------------------------------------------------------------+

void CalculateLWMA(int rates_total,int prev_calculated,int begin,const double &price[])

  {

   int        i,limit;

   static int weightsum;

   double     sum;

//--- first calculation or number of bars was changed

   if(prev_calculated==0)

     {

      weightsum=0;

      limit=InpMAPeriod+begin;

      //--- set empty value for first limit bars

      for(i=0;i<limit;i++) ExtLineBuffer[i]=0.0;

      //--- calculate first visible value

      double firstValue=0;

      for(i=begin;i<limit;i++)

        {

         int k=i-begin+1;

         weightsum+=k;

         firstValue+=k*price[i];

        }

      firstValue/=(double)weightsum;

      ExtLineBuffer[limit-1]=firstValue;

     }

   else limit=prev_calculated-1;

//--- main loop

   for(i=limit;i<rates_total && !IsStopped();i++)

     {

      sum=0;

      for(int j=0;j<InpMAPeriod;j++) sum+=(InpMAPeriod-j)*price[i-j];

      ExtLineBuffer[i]=sum/weightsum;

     }

//---

  }

//+------------------------------------------------------------------+

//|  smoothed moving average                                         |

//+------------------------------------------------------------------+

void CalculateSmoothedMA(int rates_total,int prev_calculated,int begin,const double &price[])

  {

   int i,limit;

//--- first calculation or number of bars was changed

   if(prev_calculated==0)

     {

      limit=InpMAPeriod+begin;

      //--- set empty value for first limit bars

      for(i=0;i<limit-1;i++) ExtLineBuffer[i]=0.0;

      //--- calculate first visible value

      double firstValue=0;

      for(i=begin;i<limit;i++)

         firstValue+=price[i];

      firstValue/=InpMAPeriod;

      ExtLineBuffer[limit-1]=firstValue;

     }

   else limit=prev_calculated-1;

//--- main loop

   for(i=limit;i<rates_total && !IsStopped();i++)

      ExtLineBuffer[i]=(ExtLineBuffer[i-1]*(InpMAPeriod-1)+price[i])/InpMAPeriod;

//---

  }

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

void OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);

//--- set accuracy

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);

//--- sets first bar from what index will be drawn

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod);

//---- line shifts when drawing

   PlotIndexSetInteger(0,PLOT_SHIFT,InpMAShift);

//--- color line

   PlotIndexSetInteger(0,PLOT_LINE_COLOR,InpColor);

//--- width line

   PlotIndexSetInteger(0,PLOT_LINE_WIDTH,InpWidth);

//--- name for DataWindow

   string short_name="unknown ma";

   switch(InpMAMethod)

     {

      case MODE_EMA :  short_name="EMA";  break;

      case MODE_LWMA : short_name="LWMA"; break;

      case MODE_SMA :  short_name="SMA";  break;

      case MODE_SMMA : short_name="SMMA"; break;

     }

   IndicatorSetString(INDICATOR_SHORTNAME,short_name+"("+string(InpMAPeriod)+")");

//---- sets drawing line empty value--

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);

//---- initialization done

  }

//+------------------------------------------------------------------+

//|  Moving Average                                                  |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const int begin,

                const double &price[])

  {

//--- check for bars count

   if(rates_total<InpMAPeriod-1+begin)

      return(0);// not enough bars for calculation

//--- first calculation or number of bars was changed

   if(prev_calculated==0)

      ArrayInitialize(ExtLineBuffer,0);

//--- sets first bar from what index will be draw

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod-1+begin);



//--- calculation

   switch(InpMAMethod)

     {

      case MODE_EMA:  CalculateEMA(rates_total,prev_calculated,begin,price);        break;

      case MODE_LWMA: CalculateLWMA(rates_total,prev_calculated,begin,price);       break;

      case MODE_SMMA: CalculateSmoothedMA(rates_total,prev_calculated,begin,price); break;

      case MODE_SMA:  CalculateSimpleMA(rates_total,prev_calculated,begin,price);   break;

     }

//--- return value of prev_calculated for next call

   return(rates_total);

  }

//+------------------------------------------------------------------+