Shifted_Moving_Average

//+------------------------------------------------------------------+
//|                                       Shifted Moving Average.mq5 |
//|              Copyright 2015, angreeee, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2015, angreeee and MetaQuotes Software Corp."
#property link      "https://www.mql5.com/en/users/angreeee"

//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots   1
#property indicator_type1   DRAW_LINE
#property indicator_color1  Red
//--- input parameters
input int            InpMAPeriod=13;         // Period
input int            InpMAShift=0;           // Shift
input ENUM_MA_METHOD InpMAMethod=MODE_SMMA;  // Method
input double         shift=0;                // Course Shift in PIPS
//--- indicator buffers
double               ExtLineBuffer[];
int                  precision=1;
//+------------------------------------------------------------------+
//|   simple moving average                                          |
//+------------------------------------------------------------------+
void CalculateSimpleMA(int rates_total,int prev_calculated,int begin,const double &price[])
  {
   int i,limit;
//--- first calculation or number of bars was changed
   if(prev_calculated==0)// first calculation
     {
      limit=InpMAPeriod+begin;
      //--- set empty value for first limit bars
      for(i=0;i<limit-1;i++) ExtLineBuffer[i]=0.0;
      //--- calculate first visible value
      double firstValue=0;
      for(i=begin;i<limit;i++)
         firstValue+=(price[i]+(shift*(Point()*precision)));
      firstValue/=InpMAPeriod;
      ExtLineBuffer[limit-1]=firstValue;
     }
   else limit=prev_calculated-1;
//--- main loop
   for(i=limit;i<rates_total && !IsStopped();i++)
      ExtLineBuffer[i]=ExtLineBuffer[i-1]+((price[i]+(shift*(Point()*precision)))-(price[i-InpMAPeriod]+(shift*(Point()*precision))))/InpMAPeriod;
//---
  }
//+------------------------------------------------------------------+
//|  exponential moving average                                      |
//+------------------------------------------------------------------+
void CalculateEMA(int rates_total,int prev_calculated,int begin,const double &price[])
  {
   int    i,limit;
   double SmoothFactor=2.0/(1.0+InpMAPeriod);
//--- first calculation or number of bars was changed
   if(prev_calculated==0)
     {
      limit=InpMAPeriod+begin;
      ExtLineBuffer[begin]=(price[begin]+(shift*(Point()*precision)));
      for(i=begin+1;i<limit;i++)
         ExtLineBuffer[i]=(price[i]+(shift*(Point()*precision)))*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
     }
   else limit=prev_calculated-1;
//--- main loop
   for(i=limit;i<rates_total && !IsStopped();i++)
      ExtLineBuffer[i]=(price[i]+(shift*(Point()*precision)))*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
//---
  }
//+------------------------------------------------------------------+
//|  linear weighted moving average                                  |
//+------------------------------------------------------------------+
void CalculateLWMA(int rates_total,int prev_calculated,int begin,const double &price[])
  {
   int        i,limit;
   static int weightsum;
   double     sum;
//--- first calculation or number of bars was changed
   if(prev_calculated==0)
     {
      weightsum=0;
      limit=InpMAPeriod+begin;
      //--- set empty value for first limit bars
      for(i=0;i<limit;i++) ExtLineBuffer[i]=0.0;
      //--- calculate first visible value
      double firstValue=0;
      for(i=begin;i<limit;i++)
        {
         int k=i-begin+1;
         weightsum+=k;
         firstValue+=k*(price[i]+(shift*(Point()*precision)));
        }
      firstValue/=(double)weightsum;
      ExtLineBuffer[limit-1]=firstValue;
     }
   else limit=prev_calculated-1;
//--- main loop
   for(i=limit;i<rates_total && !IsStopped();i++)
     {
      sum=0;
      for(int j=0;j<InpMAPeriod;j++) sum+=(InpMAPeriod-j)*(price[i-j]+(shift*(Point()*precision)));
      ExtLineBuffer[i]=sum/weightsum;
     }
   for(i=limit;i<rates_total && !IsStopped();i++)
      ExtLineBuffer[i]=ExtLineBuffer[i]+(shift*(Point()/precision));
//---
  }
//+------------------------------------------------------------------+
//|  smoothed moving average                                         |
//+------------------------------------------------------------------+
void CalculateSmoothedMA(int rates_total,int prev_calculated,int begin,const double &price[])
  {
   int i,limit;
//--- first calculation or number of bars was changed
   if(prev_calculated==0)
     {
      limit=InpMAPeriod+begin;
      //--- set empty value for first limit bars
      for(i=0;i<limit-1;i++) ExtLineBuffer[i]=0.0;
      //--- calculate first visible value
      double firstValue=0;
      for(i=begin;i<limit;i++)
         firstValue+=(price[i]+(shift*(Point()*precision)));
      firstValue/=InpMAPeriod;
      ExtLineBuffer[limit-1]=firstValue;
     }
   else limit=prev_calculated-1;
//--- main loop
   for(i=limit;i<rates_total && !IsStopped();i++)
      ExtLineBuffer[i]=(ExtLineBuffer[i-1]*(InpMAPeriod-1)+(price[i]+(shift*(Point()*precision))))/InpMAPeriod;
//---
  }
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
   precision=1;
   if((Digits()==3) || (Digits()==5)) precision=10;

//--- indicator buffers mapping
   SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);
//--- set accuracy
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//--- sets first bar from what index will be drawn
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod);
//---- line shifts when drawing
   PlotIndexSetInteger(0,PLOT_SHIFT,InpMAShift);
//--- name for DataWindow
   string short_name="unknown ma";
   switch(InpMAMethod)
     {
      case MODE_EMA :  short_name="EMA";  break;
      case MODE_LWMA : short_name="LWMA"; break;
      case MODE_SMA :  short_name="SMA";  break;
      case MODE_SMMA : short_name="SMMA"; break;
     }
   IndicatorSetString(INDICATOR_SHORTNAME,short_name+"("+string(InpMAPeriod)+")");
//---- sets drawing line empty value--
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//---- initialization done
  }
//+------------------------------------------------------------------+
//|  Moving Average                                                  |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
  {
//--- check for bars count
   if(rates_total<InpMAPeriod-1+begin)
      return(0);// not enough bars for calculation
//--- first calculation or number of bars was changed
   if(prev_calculated==0)
      ArrayInitialize(ExtLineBuffer,0);
//--- sets first bar from what index will be draw
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod-1+begin);

//--- calculation
   switch(InpMAMethod)
     {
      case MODE_EMA:  CalculateEMA(rates_total,prev_calculated,begin,price);        break;
      case MODE_LWMA: CalculateLWMA(rates_total,prev_calculated,begin,price);       break;
      case MODE_SMMA: CalculateSmoothedMA(rates_total,prev_calculated,begin,price); break;
      case MODE_SMA:  CalculateSimpleMA(rates_total,prev_calculated,begin,price);   break;
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+