EWMA

//+------------------------------------------------------------------+
//|                                                         EWMA.mq5 |
//|                               Copyright 2020, Vladimir Mikhailov |
//|                                                mikh.vl@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2020, Vladimir Mikhailov"
#property link      "mikh.vl@gmail.com"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots   1
#property indicator_applied_price PRICE_CLOSE
//--- plot Moving Average
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrRed
#property indicator_style1  STYLE_SOLID
#property indicator_width1  2
//--- input parameters
input double   Alfa=0.1;  //Alfa {0;1}
//--- indicator buffers
double         iBuffer[], a;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,iBuffer,INDICATOR_DATA);

   if(Alfa < 0 || Alfa > 1)
     {
      Print("Wrong Alfa! Set Alfa to default - 0.1.");
      a = 0.1;
     }
   else
     {
      a = Alfa;
     }

   IndicatorSetString(INDICATOR_SHORTNAME, "EWMA(" + DoubleToString(a,3) + ")");
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
  {
//--- calc start moving price
   if(prev_calculated == 0)
     {
      iBuffer[0] = price[0];

      for(int i = 1; i < rates_total - 1; i++)
         iBuffer[i] = a * price[i] + (1 - a) * iBuffer[i - 1];
     }

//--- calc current moving price
   iBuffer[rates_total - 1] = a * price[rates_total - 1] + (1 - a) * iBuffer[rates_total - 2];

//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+