Time_Averaged_MA

ÿþ//+------------------------------------------------------------------+

//|                                             Time_Averaged_MA.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Time Averaged moving average"

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   1

//--- plot TAMA

#property indicator_label1  "TAMA"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint                 InpPeriod         =  10;            // Period

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

input uint                 InpPeriodMA       =  15;            // Smoothing period

input ENUM_MA_METHOD       InpMethod         =  MODE_SMA;      // Smoothing method

//--- indicator buffers

double         BufferTAMA[];

double         BufferTAP[];

//--- global variables

int            period_ind;

int            period_sm;

int            weight_sum;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_ind=int(InpPeriod<1 ? 1 : InpPeriod);

   period_sm=int(InpPeriodMA<2 ? 2 : InpPeriodMA);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferTAMA,INDICATOR_DATA);

   SetIndexBuffer(1,BufferTAP);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Time Averaged MA ("+(string)period_ind+","+(string)period_sm+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferTAMA,true);

   ArraySetAsSeries(BufferTAP,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<fmax(period_ind,4)) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period_ind-1;

      ArrayInitialize(BufferTAMA,EMPTY_VALUE);

      ArrayInitialize(BufferTAP,0);

     }

//--- >43>B>2:0 40==KE

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      int bh=Highest(period_ind,i);

      int bl=Lowest(period_ind,i);

      if(bh==WRONG_VALUE || bl==WRONG_VALUE)

         continue;

      double max=high[bh];

      double min=low[bl];

      

      BufferTAP[i]=

        (

         InpAppliedPrice==PRICE_CLOSE     ?  close[i+period_ind-1]   :

         InpAppliedPrice==PRICE_OPEN      ?  open[i+period_ind-1]    :

         InpAppliedPrice==PRICE_HIGH      ?  max                     :

         InpAppliedPrice==PRICE_LOW       ?  min                     :

         InpAppliedPrice==PRICE_MEDIAN    ? (max+min)/2.0            :

         InpAppliedPrice==PRICE_TYPICAL   ? (max+min+close[i])/3.0   :

         //--- PRICE_WEIGHTED

         (max+min+2.0*close[i])/4.0

        );  

     }

//---  0AGQB 8=48:0B>@0

   switch(InpMethod)

     {

      case MODE_EMA  :  return ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sm,BufferTAP,BufferTAMA);

      case MODE_SMMA :  return SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_sm,BufferTAP,BufferTAMA);

      case MODE_LWMA :  return LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_sm,BufferTAP,BufferTAMA,weight_sum);

      //---MODE_SMA

      default        :  return SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sm,BufferTAP,BufferTAMA);

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 High          |

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

int Highest(const int count,const int start,const bool as_series=true)

  {

   double array[];

   ArraySetAsSeries(array,as_series);

   return(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMaximum(array)+start : WRONG_VALUE);

  }

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

//| >72@0I05B 8=45:A <8=8<0;L=>3> 7=0G5=8O B09<A5@88 Low            |

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

int Lowest(const int count,const int start,const bool as_series=true)

  {

   double array[];

   ArraySetAsSeries(array,as_series);

   return(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMinimum(array)+start : WRONG_VALUE);

  }

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