RMA

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2019"

#property link        "mladenfx@gmail.com"

#property description "RMA"

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrSilver,clrMediumSeaGreen,clrOrangeRed

#property indicator_width1 2



//

//

//



input int                 inpPeriod    = 14;          // Period

input ENUM_APPLIED_PRICE  inpPrice     = PRICE_CLOSE; // Price



double val[],valc[];

int _calcPeriod1,_calcPeriod2,_calcPeriod3;



//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//



int OnInit()

{

   //

   //---

   //

         SetIndexBuffer(0,val);

         SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

            _calcPeriod1 = (inpPeriod>1) ? inpPeriod : 1;

            _calcPeriod2 = 2*_calcPeriod1;

            _calcPeriod3 = 3*_calcPeriod1;

   //

   //---

   //



   IndicatorSetString(INDICATOR_SHORTNAME,"RMA ("+(string)inpPeriod+")");

   return(INIT_SUCCEEDED);

}

void OnDeinit(const int reason) { return; }



//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//



#define _setPrice(_priceType,_target,_index) \

   { \

   switch(_priceType) \

   { \

      case PRICE_CLOSE:    _target = close[_index];                                              break; \

      case PRICE_OPEN:     _target = open[_index];                                               break; \

      case PRICE_HIGH:     _target = high[_index];                                               break; \

      case PRICE_LOW:      _target = low[_index];                                                break; \

      case PRICE_MEDIAN:   _target = (high[_index]+low[_index])/2.0;                             break; \

      case PRICE_TYPICAL:  _target = (high[_index]+low[_index]+close[_index])/3.0;               break; \

      case PRICE_WEIGHTED: _target = (high[_index]+low[_index]+close[_index]+close[_index])/4.0; break; \

      default : _target = 0; \

   }}



//

//---

//





int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

{

   struct sRmaStruct

   {

      double price;

      double summ1;

      double summ2;

      double summ3;

   };

   static sRmaStruct m_array[];

   static int m_arraySize = -1;

          if (m_arraySize<rates_total)

          {

              m_arraySize = ArrayResize(m_array,rates_total+500); if (m_arraySize<rates_total) return(0);

          }



   //

   //---

   //

                                    

   int i=prev_calculated-1; if (i<0) i=0; for (; i<rates_total && !_StopFlag; i++)

   {

      _setPrice(inpPrice,m_array[i].price,i);

               if (i>_calcPeriod1)

                     m_array[i].summ1 = m_array[i-1].summ1 + m_array[i].price - m_array[i-_calcPeriod1].price;

               else

               {

                     m_array[i].summ1 = m_array[i].price;

                     for(int k=1; k<_calcPeriod1 && i>=k; k++)

                            m_array[i].summ1 += m_array[i-k].price;

               }         

               if (i>_calcPeriod2)

                     m_array[i].summ2 = m_array[i-1].summ2 + m_array[i].price - m_array[i-_calcPeriod2].price;

               else

               {

                     m_array[i].summ2 = m_array[i].price;

                     for(int k=1; k<_calcPeriod2 && i>=k; k++)

                            m_array[i].summ2 += m_array[i-k].price;

               }         

               if (i>_calcPeriod3)

                     m_array[i].summ3 = m_array[i-1].summ3 + m_array[i].price - m_array[i-_calcPeriod3].price;

               else

               {

                     m_array[i].summ3 = m_array[i].price;

                     for(int k=1; k<_calcPeriod3 && i>=k; k++)

                            m_array[i].summ3 += m_array[i-k].price;

               }         

         //

         //---

         //

         

         val[i]  = m_array[i].summ3/(double)_calcPeriod3 - m_array[i].summ2/(double)_calcPeriod2 + m_array[i].summ1/(double)_calcPeriod1;

         valc[i] = (i>0) ? (val[i]>val[i-1]) ? 1 : (val[i]<val[i-1]) ? 2 : 0 : 0;

   }               

   return(i);        

}