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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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