Generalized Hull Moving Average

Author: AIS Forex
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Generalized Hull Moving Average
//+------------------------------------------------------------------+
//|                              Generalized Hull Moving Average.mq5 |
//|                                                        AIS Forex |
//|                        https://www.mql5.com/ru/users/aleksej1966 |
//+------------------------------------------------------------------+
#property copyright "AIS Forex"
#property link      "https://www.mql5.com/ru/users/aleksej1966"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots   1

#property indicator_type1  DRAW_LINE
#property indicator_label1 "Gen.HMA"
#property indicator_color1 clrBlue
#property indicator_width1 1
#property indicator_style1 STYLE_SOLID

#property indicator_applied_price PRICE_CLOSE

input ushort iPeriod=14;
ushort period=4;
double buffer[],coeff[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,buffer,INDICATOR_DATA);
   ArraySetAsSeries(buffer,true);
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   period=MathMax(period,iPeriod);

   ArrayResize(coeff,period);
   ArrayInitialize(coeff,-1);

   for(int i=0; i<period/2; i++)
      coeff[i]=3;

   if(MathMod(period,2)==1)
      coeff[period/2]=0;

   double denom=0;
   for(int i=0; i<period; i++)
      denom=denom+coeff[i];

   for(int i=0; i<period; i++)
      coeff[i]=coeff[i]/denom;
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
  {
//---
   ArraySetAsSeries(price,true);

   int bars=prev_calculated>0? rates_total-prev_calculated:rates_total-period-1;

   for(int i=bars; i>=0; i--)
     {
      double sum=0;
      for(int j=0; j<period; j++)
         sum=sum+coeff[j]*price[i+j];

      buffer[i]=sum;
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

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