Author: Copyright 2018, MetaQuotes Software Corp.
Price Data Components
Indicators Used
Moving average indicator
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Wi
ÿþ//+------------------------------------------------------------------+

//|                                                           Wi.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 indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   1

//--- plot WI

#property indicator_label1  "WI"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrGreen,clrRed,clrBlue,clrLime,clrTomato,clrAqua

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- input parameters

input uint           InpPeriod   =  10;         // Period

input ENUM_MA_METHOD InpMethod   =  MODE_SMA;   // Method

//--- indicator buffers

double         BufferWI[];

double         BufferColors[];

double         BufferAPrice[];

//--- global variables

int            period_calc;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- setting global variables

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

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferWI,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferAPrice,INDICATOR_CALCULATIONS);

//--- settings indicators parameters

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetString(INDICATOR_SHORTNAME,"WI("+(string)period_calc+")");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferWI,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferAPrice,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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;8G5AB2> 10@>2 4;O @0AGQB0

   if(rates_total<4 || Point()==0) return 0;

//--- #AB0=>2:0 8=45:A0F88 <0AA82>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferWI,EMPTY_VALUE);

      ArrayInitialize(BufferColors,EMPTY_VALUE);

      ArrayInitialize(BufferAPrice,EMPTY_VALUE);

     }

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

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

      BufferAPrice[i]=(2*close[i]-high[i]-low[i])/Point();

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

   for(int i=limit; i>=0; i--)

     {

      BufferWI[i]=iMAOnArray(BufferAPrice,0,period_calc,0,InpMethod,i);

      if(BufferWI[i]>0)

        {

         if(BufferWI[i]>BufferWI[i+1]) BufferColors[i]=0;

         else if(BufferWI[i]<BufferWI[i+1]) BufferColors[i]=1;

         else BufferColors[i]=2;

        }

      else

        {

         if(BufferWI[i]>BufferWI[i+1]) BufferColors[i]=3;

         else if(BufferWI[i]<BufferWI[i+1]) BufferColors[i]=4;

         else BufferColors[i]=5;

        }

     }

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

   return(rates_total);

  }

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

//| iMAOnArray() https://www.mql5.com/ru/articles/81                 |

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

double iMAOnArray(double &array[],int total,int period,int ma_shift,int ma_method,int shift)

  {

   double buf[],arr[];

   if(total==0) total=ArraySize(array);

   if(total>0 && total<=period) return(0);

   if(shift>total-period-ma_shift) return(0);

//---

   switch(ma_method)

     {

      case MODE_SMA :

        {

         total=ArrayCopy(arr,array,0,shift+ma_shift,period);

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0;

         int    i,pos=total-1;

         for(i=1;i<period;i++,pos--)

            sum+=arr[pos];

         while(pos>=0)

           {

            sum+=arr[pos];

            buf[pos]=sum/period;

            sum-=arr[pos+period-1];

            pos--;

           }

         return(buf[0]);

        }

      case MODE_EMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double pr=2.0/(period+1);

         int    pos=total-2;

         while(pos>=0)

           {

            if(pos==total-2) buf[pos+1]=array[pos+1];

            buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr);

            pos--;

           }

         return(buf[shift+ma_shift]);

        }

      case MODE_SMMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0;

         int    i,k,pos;

         pos=total-period;

         while(pos>=0)

           {

            if(pos==total-period)

              {

               for(i=0,k=pos;i<period;i++,k++)

                 {

                  sum+=array[k];

                  buf[k]=0;

                 }

              }

            else sum=buf[pos+1]*(period-1)+array[pos];

            buf[pos]=sum/period;

            pos--;

           }

         return(buf[shift+ma_shift]);

        }

      case MODE_LWMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0.0,lsum=0.0;

         double price;

         int    i,weight=0,pos=total-1;

         for(i=1;i<=period;i++,pos--)

           {

            price=array[pos];

            sum+=price*i;

            lsum+=price;

            weight+=i;

           }

         pos++;

         i=pos+period;

         while(pos>=0)

           {

            buf[pos]=sum/weight;

            if(pos==0) break;

            pos--;

            i--;

            price=array[pos];

            sum=sum-lsum+price*period;

            lsum-=array[i];

            lsum+=price;

           }

         return(buf[shift+ma_shift]);

        }

      default: return(0);

     }

   return(0);

  }

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

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