MA_AllAverages_v2.2d_mtf
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This tool is a comprehensive technical analysis indicator designed to provide traders with a wide variety of moving average calculations and price data points on a single chart. Instead of relying on just one standard moving average, it allows users to choose from a vast library of mathematical models to determine market trends.
Core Functionalities
1. Extensive Moving Average Library The script includes 20 different moving average methods. These range from standard industry averages (like Simple and Exponential) to advanced, complex algorithms such as:
- Trend-Following Methods: Options like the Hull Moving Average (HMA), T3, and DEMA, which are designed to reduce "lag" while maintaining smoothness.
- Volatility and Volume Adjustments: Includes Volume Weighted Moving Averages (VWMA) and Linear Regression-based averages (LSMA).
- Smoothing & Geometry: Specialized calculations like the Geometric Mean, Median, and Sine Weighted Moving Averages.
2. Custom Price Source Selection Unlike standard indicators that usually only look at "Closing Prices," this script allows you to choose which specific price data point should be used as the foundation for the calculations. This includes:
- Standard Data: Open, High, Low, and Median prices.
- Specialized Calculations: Typical Price, Weighted Close, and various "Heiken Ashi" price points (which are synthetic candles used to filter out market noise).
- Navel Prices: A specialized pricing calculation based on specific weighted averages of the high, low, open, and close.
3. Multi-Timeframe Analysis The logic includes a "TimeFrame" feature. This allows the indicator to calculate data from higher timeframes (such as Daily or Weekly charts) and display that information on your current lower-timeframe chart (like 15-minute or 1-hour charts). This helps traders see the "big picture" without switching back and forth between different windows.
4. Visual Trend Indicators The script is designed to provide clear visual cues regarding market direction:
- Color Coding: Depending on your settings, the indicator can automatically change colors based on whether the moving average is trending upwards or downwards.
- Dynamic Display: It supports various visual styles, including solid lines and dots (or no lines at all if dots are selected), making it easy to customize the visual clutter of the trading screen.
How It Works Logically
When the script runs, it scans the historical data based on your selected timeframe and price source. It then applies the specific mathematical formula of your chosen Moving Average method to that data. Finally, it projects these results onto your chart, adjusting for any "shifts" (offsets) you prefer, allowing you to see exactly how the market is trending across various mathematical perspectives simultaneously.
Price Data Components
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MA_AllAverages_v2.2d_mtf
//+------------------------------------------------------------------+
//| AllAverages_v2.2.mq4 |
//| Copyright © 2007-08, TrendLaboratory |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2003@yahoo.co.uk |
//+------------------------------------------------------------------+
// mod:
// 2008fxtsd t3 Tilson Dema //Fulks Matulich
// 2009fxtsd Navel price
// 2009fxtsd dot/line
//
// List of MAs:
// MA_Method= 0: SMA - Simple Moving Average
// MA_Method= 1: EMA - Exponential Moving Average
// MA_Method= 2: Wilder - Wilder Exponential Moving Average
// MA_Method= 3: LWMA - Linear Weighted Moving Average
// MA_Method= 4: SineWMA - Sine Weighted Moving Average
// MA_Method= 5: TriMA - Triangular Moving Average
// MA_Method= 6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
// MA_Method= 7: SMMA - Smoothed Moving Average
// MA_Method= 8: HMA - Hull Moving Average by Alan Hull
// MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy //Fulks Matulich
// MA_Method=11: T3 - T3 by T.Tillson;// modBFulks AMatulich
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
// MA_Method=13: Median - Moving Median
// MA_Method=14: GeoMean - Geometric Mean
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell
// MA_Method=16: ILRS - Integral of Linear Regression Slope
// MA_Method=17: IE/2 - Combination of LSMA and ILRS
// MA_Method=18: TriMAgen - Triangular Moving Average generalized by J.Ehlers
// MA_Method=19: VWMA - Volume Weighted Moving Average
//
// List of Prices:
// Price = 0 - Close
// Price = 1 - Open
// Price = 2 - High
// Price = 3 - Low
// Price = 4 - Median Price = (High+Low)/2
// Price = 5 - Typical Price = (High+Low+Close)/3
// Price = 6 - Weighted Close = (High+Low+Close*2)/4
// Price = 7 - 10 Heiken Ashi Close haClose = (Open +High+Low+Close)/4;
// Price = 8 - Heiken Ashi Open haOpen = (Open[i+1]+Close[i+1])/2; (previous bar (Open+Close)/2)
// Price = 9 - Heiken Ashi High haHigh = Max (High, hOpen, hClose);
// Price = 10- Heiken Ashi Low haLow = Min (Low, hOpen, hClose) ;
// price = 11-14 : "11nvC 12nvO 13nvH 14nvL"; // Navel SMA price
// "nvC=(2O+H+L+5C)/9; nvO=(2O[i+1]+C[i+1])/3;nvH=Max(H,nO,nC);nvL=Min(L,nO,nC)";
#property copyright "Copyright © 2007-08, TrendLaboratory"
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 DarkGoldenrod
#property indicator_width1 2
#property indicator_color2 DeepSkyBlue
#property indicator_width2 2
#property indicator_color3 Tomato
#property indicator_width3 2
//----
extern int TimeFrame = 0;
extern int MA_Period = 14;
extern int Price = 0;
extern int MA_Shift = 0;
extern int MA_Method = 0;
//----
double MA[];
double Up[];
double Dn[];
//----
double tmp[][6];
double haClose[], haOpen[], haHigh[], haLow[];
double nvClose[], nvOpen[], nvHigh[], nvLow[];
int draw_begin, mBars, pBars, mcnt_bars;
string short_name;
extern string note_MA_Method ="0SMA 1EMA 2WilderSMMA ";
extern string _____ ="3LWMA 4SineWMA 5TriMA";
extern string ____ ="6LSMA 7SMMA 8HMA ";
extern string ___ ="9ZeroLagEMA 10DEMA 11T3";
extern string __ ="12iTrendJEhlers 13Median 14GeoMean 15REMA";
extern string _ ="16ILRS 17IE/2 18TriMAgen 19VWMA ";
extern int Color_Mode = 1;
extern bool drawDots = false;
extern bool drawDotLine = false;
extern string note_Price = "0C 1O 2H 3L 4Md 5Tp 6WghC";
extern string _________ = "Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6";
extern string HA_price_ = "7haC 8haO 9haH 10haL";
extern string _______ = "haC=(O+H+L+C)/4; haO=(O[i1]+C[i1])/2;haH=Max(H,haO,haC);haL=Min(L,hO,hC)";
extern string priceNavel = "11nvC 12nvO 13nvH 14nvL";
extern string ______ = "nvC=(2O+H+L+5C)/9; nvO=(2O[i1]+C[i1])/3;nvH=Max(H,nO,nC);nvL=Min(L,nO,nC)";
extern string TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN";
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2);
if (drawDots)
{
if (drawDotLine)SetIndexStyle(0,DRAW_LINE); else SetIndexStyle(0,DRAW_NONE);
SetIndexStyle(1,DRAW_ARROW);SetIndexArrow(1,158);SetIndexEmptyValue(1,EMPTY_VALUE);
SetIndexStyle(2,DRAW_ARROW);SetIndexArrow(2,158);SetIndexEmptyValue(2,EMPTY_VALUE);
}
else
{
SetIndexStyle(0,DRAW_LINE); SetIndexStyle(1,DRAW_LINE); SetIndexStyle(2,DRAW_LINE);
}
if(TimeFrame == 0 || TimeFrame < Period()) TimeFrame = Period();
SetIndexShift(0,MA_Shift*TimeFrame/Period());
SetIndexShift(1,MA_Shift*TimeFrame/Period());
SetIndexShift(2,MA_Shift*TimeFrame/Period());
draw_begin=MA_Period*TimeFrame/Period();
//----
switch(MA_Method)
{
case 1 : short_name="EMA("; break;
case 2 : short_name="Wilder("; break;
case 3 : short_name="LWMA("; break;
case 4 : short_name="SineWMA("; break;
case 5 : short_name="TriMA("; break;
case 6 : short_name="LSMA("; break;
case 7 : short_name="SMMA("; break;
case 8 : short_name="HMA("; break;
case 9 : short_name="ZeroLagEMA("; break;
case 10: short_name="DEMA("; break;
case 11: short_name="T3("; break;
case 12: short_name="InstTrend("; break;
case 13: short_name="Median("; break;
case 14: short_name="GeometricMean("; break;
case 15: short_name="REMA("; break;
case 16: short_name="ILRS("; break;
case 17: short_name="IE/2("; break;
case 18: short_name="TriMA_gen("; break;
case 19: short_name="VWMA("; break;
default: MA_Method=0; short_name="SMA(";
}
switch(TimeFrame)
{
case 1 : string TF = "M1"; break;
case 5 : TF = "M5"; break;
case 15 : TF = "M15"; break;
case 30 : TF = "M30"; break;
case 60 : TF = "H1"; break;
case 240 : TF ="H4"; break;
case 1440 : TF="D1"; break;
case 10080 : TF="W1"; break;
case 43200 : TF="MN1"; break;
default : TF="Current";
}
IndicatorShortName(short_name+MA_Period+")"+" "+TF);
SetIndexDrawBegin(0,draw_begin);
SetIndexDrawBegin(1,draw_begin);
SetIndexDrawBegin(2,draw_begin);
SetIndexLabel(0,short_name+MA_Period+")"+" "+TF);
SetIndexLabel(1,short_name+MA_Period+")"+" "+TF+" UpTrend");
SetIndexLabel(2,short_name+MA_Period+")"+" "+TF+" DnTrend");
//----
SetIndexBuffer(0,MA);
SetIndexBuffer(1,Up);
SetIndexBuffer(2,Dn);
//----
return(0);
}
//+------------------------------------------------------------------+
//| AllAverages_v2.2 |
//+------------------------------------------------------------------+
int start()
{
int limit, y, i, shift, cnt_bars=IndicatorCounted();
double aPrice[], mMA[], mUp[], mDn[];
if(TimeFrame!=Period()) mBars = iBars(NULL,TimeFrame); else mBars = Bars;
if(mBars != pBars)
{
ArrayResize(aPrice,mBars);
ArrayResize(mMA,mBars);
if(MA_Method==10 || MA_Method==11) ArrayResize(tmp,mBars);
if(Color_Mode ==1)
{
ArrayResize(mUp,mBars);
ArrayResize(mDn,mBars);
}
if(Price > 6 && Price <= 10)
{
ArrayResize(haClose,mBars);
ArrayResize(haOpen,mBars);
ArrayResize(haHigh,mBars);
ArrayResize(haLow,mBars);
}
if(Price > 10 && Price <= 14)
{
ArrayResize(nvClose,mBars);
ArrayResize(nvOpen,mBars);
ArrayResize(nvHigh,mBars);
ArrayResize(nvLow,mBars);
}
pBars = mBars;
}
if(cnt_bars<1)
{
for(i=1;i<=draw_begin;i++)
{
MA[Bars-i]=iMA(NULL,TimeFrame,1,0,0,Price,Bars-i);
Up[Bars-i]=EMPTY_VALUE;
Dn[Bars-i]=EMPTY_VALUE;
}
mcnt_bars = 0;
}
//----
if(mcnt_bars > 0) mcnt_bars--;
for(y=mcnt_bars;y<mBars;y++)
{
if(Price <= 6) aPrice[y] = iMA(NULL,TimeFrame,1,0,0,Price,mBars-y-1);
else
if(Price > 6 && Price <= 10) aPrice[y] = HeikenAshi(TimeFrame,Price-7,mBars-y-1);
else
if(Price > 10 && Price <= 14) aPrice[y] = prNavel(TimeFrame,Price-11,mBars-y-1);
switch(MA_Method)
{
case 1 : mMA[y] = EMA(aPrice[y],mMA,MA_Period,y); break;
case 2 : mMA[y] = Wilder(aPrice,mMA,MA_Period,y); break;
case 3 : mMA[y] = LWMA(aPrice,MA_Period,y); break;
case 4 : mMA[y] = SineWMA(aPrice,MA_Period,y); break;
case 5 : mMA[y] = TriMA(aPrice,MA_Period,y); break;
case 6 : mMA[y] = LSMA(aPrice,MA_Period,y); break;
case 7 : mMA[y] = SMMA(aPrice,mMA,MA_Period,y); break;
case 8 : mMA[y] = HMA(aPrice,MA_Period,y); break;
case 9 : mMA[y] = ZeroLagEMA(aPrice,mMA,MA_Period,y); break;
case 10: mMA[y] = DEMA(0,aPrice[y],MA_Period,1,y); break;
case 11: mMA[y] = T3(aPrice[y],MA_Period,0.7,y); break;
case 12: mMA[y] = ITrend(aPrice,mMA,MA_Period,y); break;
case 13: mMA[y] = Median(aPrice,MA_Period,y); break;
case 14: mMA[y] = GeoMean(aPrice,MA_Period,y); break;
case 15: mMA[y] = REMA(aPrice[y],mMA,MA_Period,0.5,y); break;
case 16: mMA[y] = ILRS(aPrice,MA_Period,y); break;
case 17: mMA[y] = IE2(aPrice,MA_Period,y); break;
case 18: mMA[y] = TriMA_gen(aPrice,MA_Period,y); break;
case 19: mMA[y] = VWMA(aPrice,MA_Period,y); break;
default: mMA[y] = SMA(aPrice,MA_Period,y); break;
}
if(Color_Mode == 1)
{
if(mMA[y] > mMA[y-1]) {mUp[y] = mMA[y]; mDn[y] = EMPTY_VALUE;}
else
if(mMA[y] < mMA[y-1]) {mUp[y] = EMPTY_VALUE; mDn[y] = mMA[y];}
else
{mUp[y] = EMPTY_VALUE; mDn[y] = EMPTY_VALUE;}
}
if(TimeFrame == Period())
{
MA[mBars-y-1] = mMA[y];
if(Color_Mode == 1)
{
Up[mBars-y-1] = mUp[y];
Dn[mBars-y-1] = mDn[y];
}
}
}
mcnt_bars = mBars-1;
if(TimeFrame > Period())
{
if(cnt_bars>0) cnt_bars--;
limit = Bars-cnt_bars+TimeFrame/Period()-1;
for(shift=0,y=0;shift<limit;shift++)
{
if (Time[shift] < iTime(NULL,TimeFrame,y)) y++;
MA[shift] = mMA[mBars-y-1];
if(Color_Mode == 1)
{
Up[shift] = mUp[mBars-y-1];
Dn[shift] = mDn[mBars-y-1];
}
}
}
//----
return(0);
}
// MA_Method=0: SMA - Simple Moving Average
double SMA(double array[],int per,int bar)
{
double Sum = 0;
for(int i = 0;i < per;i++) Sum += array[bar-i];
return(Sum/per);
}
// MA_Method=1: EMA - Exponential Moving Average
double EMA(double price,double array[],int per,int bar)
{
if(bar == 2) double ema = price;
else
if(bar > 2) ema = array[bar-1] + 2.0/(1+per)*(price - array[bar-1]);
return(ema);
}
// MA_Method=2: Wilder - Wilder Exponential Moving Average
double Wilder(double array1[],double array2[],int per,int bar)
{
if(bar == per) double wilder = SMA(array1,per,bar);
else
if(bar > per) wilder = array2[bar-1] + (array1[bar] - array2[bar-1])/per;
return(wilder);
}
// MA_Method=3: LWMA - Linear Weighted Moving Average
double LWMA(double array[],int per,int bar)
{
double Sum = 0;
double Weight = 0;
for(int i = 0;i < per;i++)
{
Weight+= (per - i);
Sum += array[bar-i]*(per - i);
}
if(Weight>0) double lwma = Sum/Weight;
else lwma = 0;
return(lwma);
}
// MA_Method=4: SineWMA - Sine Weighted Moving Average
double SineWMA(double array[],int per,int bar)
{
double pi = 3.1415926535;
double Sum = 0;
double Weight = 0;
for(int i = 0;i < per-1;i++)
{
Weight+= MathSin(pi*(i+1)/(per+1));
Sum += array[bar-i]*MathSin(pi*(i+1)/(per+1));
}
if(Weight>0) double swma = Sum/Weight;
else swma = 0;
return(swma);
}
// MA_Method=5: TriMA - Triangular Moving Average
double TriMA(double array[],int per,int bar)
{
double sma;
int len = MathCeil((per+1)*0.5);
double sum=0;
for(int i = 0;i < len;i++)
{
sma = SMA(array,len,bar-i);
sum += sma;
}
double trima = sum/len;
return(trima);
}
// MA_Method=6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
double LSMA(double array[],int per,int bar)
{
double Sum=0;
for(int i=per; i>=1; i--) Sum += (i-(per+1)/3.0)*array[bar-per+i];
double lsma = Sum*6/(per*(per+1));
return(lsma);
}
// MA_Method=7: SMMA - Smoothed Moving Average
double SMMA(double array1[],double array2[],int per,int bar)
{
if(bar == per) double smma = SMA(array1,per,bar);
else
if(bar > per)
{
double Sum = 0;
for(int i = 0;i < per;i++) Sum += array1[bar-i-1];
smma = (Sum - array2[bar-1] + array1[bar])/per;
}
return(smma);
}
// MA_Method=8: HMA - Hull Moving Average by Alan Hull
double HMA(double array[],int per,int bar)
{
double tmp[];
int len = MathSqrt(per);
ArrayResize(tmp,len);
if(bar == per) double hma = array[bar];
else
if(bar > per)
{
for(int i = 0; i < len;i++) tmp[len-i-1] = 2*LWMA(array,per/2,bar-i) - LWMA(array,per,bar-i);
hma = LWMA(tmp,len,len-1);
}
return(hma);
}
// MA_Method=9: ZeroLagEMA - Zero-Lag Exponential Moving Average
double ZeroLagEMA(double array1[],double array2[],int per,int bar)
{
double alfa = 2.0/(1+per);
int lag = 0.5*(per - 1);
if(bar == lag) double zema = array1[bar];
else
if(bar > lag) zema = alfa*(2*array1[bar] - array1[bar-lag]) + (1-alfa)*array2[bar-1];
return(zema);
}
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy//Fulks Matulich
double DEMA(int num,double price,int per,double v,int bar)
{
if(bar == 2) {double dema = price; tmp[bar][num] = dema; tmp[bar][num+1] = dema;}
else
if(bar > 2)
{
tmp[bar][num] = tmp[bar-1][num] + 2.0/(2.0 +(per-1.0)/2.0)*(price - tmp[bar-1][num]);
tmp[bar][num+1] = tmp[bar-1][num+1] + 2.0/(2.0 +(per-1.0)/2.0)*(tmp[bar][num] - tmp[bar-1][num+1]);
dema = (1+v)*tmp[bar][num] - v*tmp[bar][num+1];
}
return(dema);
}
// MA_Method=11: T3 by T.Tillson; Bob Fulks Alex Matulich 98/03
double T3(double price,int per,double v,int bar)
{
if(bar == 2)
{
double T3 = price;
for(int k=0;k<=5;k++) tmp[bar][k] = T3;
}
else
if(bar > 2)
{
double dema1 = DEMA(0,price,per,v,bar);
double dema2 = DEMA(2,dema1,per,v,bar);
T3 = DEMA(4,dema2,per,v,bar);
}
return(T3);
}
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
double ITrend(double price[],double array[],int per,int bar)
{
double alfa = 2.0/(per+1);
if(bar > 7)
double it = (alfa - alfa*alfa/4)*price[bar]+ 0.5*alfa*alfa*price[bar-1]-(alfa - 0.75*alfa*alfa)*price[bar-2]+
2*(1-alfa)*array[bar-1] - (1-alfa)*(1-alfa)*array[bar-2];
else
it = (price[bar] + 2*price[bar-1]+ price[bar-2])/4;
return(it);
}
// MA_Method=13: Median - Moving Median
double Median(double price[],int per,int bar)
{
double array[];
ArrayResize(array,per);
for(int i = 0; i < per;i++) array[i] = price[bar-i];
ArraySort(array);
int num = MathRound((per-1)/2);
if(MathMod(per,2)>0) double median = array[num]; else median = 0.5*(array[num]+array[num+1]);
return(median);
}
// MA_Method=14: GeoMean - Geometric Mean
double GeoMean(double price[],int per,int bar)
{
double gmean = MathPow(price[bar],1.0/per);
for(int i = 1; i < per;i++) gmean *= MathPow(price[bar-i],1.0/per);
return(gmean);
}
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell
double REMA(double price,double array[],int per,double lambda,int bar)
{
double alpha = 2.0/(per + 1);
if(bar <= 3) double rema = price;
else
if(bar > 3)
rema = (array[bar-1]*(1+2*lambda) + alpha*(price - array[bar-1]) - lambda*array[bar-2])/(1+lambda);
return(rema);
}
// MA_Method=16: ILRS - Integral of Linear Regression Slope
double ILRS(double price[],int per,int bar)
{
double sum = per*(per-1)*0.5;
double sum2 = (per-1)*per*(2*per-1)/6.0;
double sum1 = 0;
double sumy = 0;
for(int i=0;i<per;i++)
{
sum1 += i*price[bar-i];
sumy += price[bar-i];
}
double num1 = per*sum1 - sum*sumy;
double num2 = sum*sum - per*sum2;
if(num2 != 0) double slope = num1/num2; else slope = 0;
double ilrs = slope + SMA(price,per,bar);
return(ilrs);
}
// MA_Method=17: IE/2 - Combination of LSMA and ILRS
double IE2(double price[],int per,int bar)
{
double ie = 0.5*(ILRS(price,per,bar) + LSMA(price,per,bar));
return(ie);
}
// MA_Method=18: TriMAgen - Triangular Moving Average Generalized by J.Ehlers
double TriMA_gen(double array[],int per,int bar)
{
int len1 = MathFloor((per+1)*0.5);
int len2 = MathCeil((per+1)*0.5);
double sum=0;
for(int i = 0;i < len2;i++) sum += SMA(array,len1,bar-i);
double trimagen = sum/len2;
return(trimagen);
}
// MA_Method=19: VWMA - Volume Weighted Moving Average
double VWMA(double array[],int per,int bar)
{
double Sum = 0;
double Weight = 0;
for(int i = 0;i < per;i++)
{
Weight+= Volume[mBars-bar-1+i];
Sum += array[bar-i]*Volume[mBars-bar-1+i];
}
if(Weight>0) double vwma = Sum/Weight;
else vwma = 0;
return(vwma);
}
double HeikenAshi(int tf,int price,int bar)
{
if(bar == iBars(NULL,TimeFrame)- 1)
{
haClose[bar] = iClose(NULL,tf,bar);
haOpen[bar] = iOpen(NULL,tf,bar);
haHigh[bar] = iHigh(NULL,tf,bar);
haLow[bar] = iLow(NULL,tf,bar);
}
else
{
haClose[bar] = (iOpen(NULL,tf,bar)+iHigh(NULL,tf,bar)+iLow(NULL,tf,bar)+iClose(NULL,tf,bar))/4;
haOpen[bar] = (haOpen[bar+1]+haClose[bar+1])/2;
haHigh[bar] = MathMax(iHigh(NULL,tf,bar),MathMax(haOpen[bar], haClose[bar]));
haLow[bar] = MathMin(iLow(NULL,tf,bar),MathMin(haOpen[bar], haClose[bar]));
}
switch(price)
{
case 0: return(haClose[bar]);break;
case 1: return(haOpen[bar]);break;
case 2: return(haHigh[bar]);break;
case 3: return(haLow[bar]);break;
}
}
// Navel price
double prNavel(int tf,int price,int bar)
{
if(bar == iBars(NULL,TimeFrame)- 1)
{
nvClose[bar] = iClose(NULL,tf,bar);
nvOpen[bar] = iOpen(NULL,tf,bar);
nvHigh[bar] = iHigh(NULL,tf,bar);
nvLow[bar] = iLow(NULL,tf,bar);
}
else
{
nvClose[bar] = (iOpen(NULL,tf,bar)*2+iHigh(NULL,tf,bar)+iLow(NULL,tf,bar)+iClose(NULL,tf,bar)*5)/9;
nvOpen[bar] = (nvOpen[bar+1]*2+nvClose[bar+1])/3;
nvHigh[bar] = MathMax(iHigh(NULL,tf,bar),MathMax(nvOpen[bar], nvClose[bar]));
nvLow[bar] = MathMin(iLow(NULL,tf,bar), MathMin(nvOpen[bar], nvClose[bar]));
}
switch(price)
{
case 0: return(nvClose[bar]);break;
case 1: return(nvOpen[bar]);break;
case 2: return(nvHigh[bar]);break;
case 3: return(nvLow[bar]);break;
}
}
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