Sharp modified MA

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

#property copyright   "© mladen, 2019"

#property link        "mladenfx@gmail.com"

#property description "Sharp modified moving average"

//+------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 4

#property indicator_plots   1

#property indicator_label1  "Sharp MMA"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrMediumSeaGreen,clrOrangeRed

#property indicator_width1  2



//

//

//



input int                inpPeriod = 14;          // Average period

input ENUM_APPLIED_PRICE inpPrice  = PRICE_CLOSE; // Price



//

//---

//



double val[],valc[],avg[],prices[];

int  ª_maHandle; 



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

// Custom indicator initialization function

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

//

//

//



int OnInit()

{

   //

   //--- indicator buffers mapping

   //

         SetIndexBuffer(0,val   ,INDICATOR_DATA);

         SetIndexBuffer(1,valc  ,INDICATOR_COLOR_INDEX);

         SetIndexBuffer(2,avg   ,INDICATOR_CALCULATIONS);

         SetIndexBuffer(3,prices,INDICATOR_CALCULATIONS);

            ª_maHandle  = iMA(_Symbol,0,inpPeriod,0,MODE_SMA,inpPrice); if (!_checkHandle(ª_maHandle,"average")) return(INIT_FAILED);

   //

   //--- indicator short name assignment

   //

   IndicatorSetString(INDICATOR_SHORTNAME,"Sharp MMA ("+(string)inpPeriod+")");

   return (INIT_SUCCEEDED);

}

void OnDeinit(const int reason) { }



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

// Custom indicator iteration function

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

//

//---

//



#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[])

{

   int _copyCount = rates_total-prev_calculated+1; if (_copyCount>rates_total) _copyCount=rates_total;

         if (CopyBuffer(ª_maHandle,0,0,_copyCount,avg)!=_copyCount) return(prev_calculated);



   //

   //---

   //



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

   {

      _setPrice(inpPrice,prices[i],i);

      if (avg[i]==EMPTY_VALUE) avg[i] = prices[i];

         double _slope = 0; for (int k=0; k<inpPeriod && i>=k; k++) _slope += prices[i-k]*(inpPeriod-(1.0+2.0*k))/2.0;

         val[i]  = avg[i] + 6.0*_slope / ((inpPeriod+1)*inpPeriod);

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

   }

   return(i);

}



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

// Custom functions

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

//

//---

//



bool _checkHandle(int _handle, string _description)

{

   static int  _chandles[];

          int  _size   = ArraySize(_chandles);

          bool _answer = (_handle!=INVALID_HANDLE);

          if  (_answer)

               { ArrayResize(_chandles,_size+1); _chandles[_size]=_handle; }

          else { for (int i=_size-1; i>=0; i--) IndicatorRelease(_chandles[i]); ArrayResize(_chandles,0); Alert(_description+" initialization failed"); }

   return(_answer);

}  

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