First commit [09/03/2018]
This commit is contained in:
Pierre8rTeam
@@ -0,0 +1,240 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| MovingAverages.mqh |
|
||||
//| Copyright 2009-2017, MetaQuotes Software Corp. |
|
||||
//| http://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
//+------------------------------------------------------------------+
|
||||
//| Simple Moving Average |
|
||||
//+------------------------------------------------------------------+
|
||||
double SimpleMA(const int position,const int period,const double &price[])
|
||||
{
|
||||
//---
|
||||
double result=0.0;
|
||||
//--- check position
|
||||
if(position>=period-1 && period>0)
|
||||
{
|
||||
//--- calculate value
|
||||
for(int i=0;i<period;i++) result+=price[position-i];
|
||||
result/=period;
|
||||
}
|
||||
//---
|
||||
return(result);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Exponential Moving Average |
|
||||
//+------------------------------------------------------------------+
|
||||
double ExponentialMA(const int position,const int period,const double prev_value,const double &price[])
|
||||
{
|
||||
//---
|
||||
double result=0.0;
|
||||
//--- calculate value
|
||||
if(period>0)
|
||||
{
|
||||
double pr=2.0/(period+1.0);
|
||||
result=price[position]*pr+prev_value*(1-pr);
|
||||
}
|
||||
//---
|
||||
return(result);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Smoothed Moving Average |
|
||||
//+------------------------------------------------------------------+
|
||||
double SmoothedMA(const int position,const int period,const double prev_value,const double &price[])
|
||||
{
|
||||
//---
|
||||
double result=0.0;
|
||||
//--- check position
|
||||
if(period>0)
|
||||
{
|
||||
if(position==period-1)
|
||||
{
|
||||
for(int i=0;i<period;i++) result+=price[position-i];
|
||||
result/=period;
|
||||
}
|
||||
if(position>=period)
|
||||
result=(prev_value*(period-1)+price[position])/period;
|
||||
}
|
||||
//---
|
||||
return(result);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Linear Weighted Moving Average |
|
||||
//+------------------------------------------------------------------+
|
||||
double LinearWeightedMA(const int position,const int period,const double &price[])
|
||||
{
|
||||
//---
|
||||
double result=0.0,sum=0.0;
|
||||
int i,wsum=0;
|
||||
//--- calculate value
|
||||
if(position>=period-1 && period>0)
|
||||
{
|
||||
for(i=period;i>0;i--)
|
||||
{
|
||||
wsum+=i;
|
||||
sum+=price[position-i+1]*(period-i+1);
|
||||
}
|
||||
result=sum/wsum;
|
||||
}
|
||||
//---
|
||||
return(result);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Simple moving average on price array |
|
||||
//+------------------------------------------------------------------+
|
||||
int SimpleMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,
|
||||
const int period,const double& price[],double& buffer[])
|
||||
{
|
||||
int i,limit;
|
||||
//--- check for data
|
||||
if(period<=1 || rates_total-begin<period) return(0);
|
||||
//--- save as_series flags
|
||||
bool as_series_price=ArrayGetAsSeries(price);
|
||||
bool as_series_buffer=ArrayGetAsSeries(buffer);
|
||||
if(as_series_price) ArraySetAsSeries(price,false);
|
||||
if(as_series_buffer) ArraySetAsSeries(buffer,false);
|
||||
//--- first calculation or number of bars was changed
|
||||
if(prev_calculated==0) // first calculation
|
||||
{
|
||||
limit=period+begin;
|
||||
//--- set empty value for first bars
|
||||
for(i=0;i<limit-1;i++) buffer[i]=0.0;
|
||||
//--- calculate first visible value
|
||||
double firstValue=0;
|
||||
for(i=begin;i<limit;i++)
|
||||
firstValue+=price[i];
|
||||
firstValue/=period;
|
||||
buffer[limit-1]=firstValue;
|
||||
}
|
||||
else limit=prev_calculated-1;
|
||||
//--- main loop
|
||||
for(i=limit;i<rates_total;i++)
|
||||
buffer[i]=buffer[i-1]+(price[i]-price[i-period])/period;
|
||||
//--- restore as_series flags
|
||||
if(as_series_price) ArraySetAsSeries(price,true);
|
||||
if(as_series_buffer) ArraySetAsSeries(buffer,true);
|
||||
//---
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Exponential moving average on price array |
|
||||
//+------------------------------------------------------------------+
|
||||
int ExponentialMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,
|
||||
const int period,const double& price[],double& buffer[])
|
||||
{
|
||||
int i,limit;
|
||||
//--- check for data
|
||||
if(period<=1 || rates_total-begin<period) return(0);
|
||||
double dSmoothFactor=2.0/(1.0+period);
|
||||
//--- save as_series flags
|
||||
bool as_series_price=ArrayGetAsSeries(price);
|
||||
bool as_series_buffer=ArrayGetAsSeries(buffer);
|
||||
if(as_series_price) ArraySetAsSeries(price,false);
|
||||
if(as_series_buffer) ArraySetAsSeries(buffer,false);
|
||||
//--- first calculation or number of bars was changed
|
||||
if(prev_calculated==0)
|
||||
{
|
||||
limit=period+begin;
|
||||
//--- set empty value for first bars
|
||||
for(i=0;i<begin;i++) buffer[i]=0.0;
|
||||
//--- calculate first visible value
|
||||
buffer[begin]=price[begin];
|
||||
for(i=begin+1;i<limit;i++)
|
||||
buffer[i]=price[i]*dSmoothFactor+buffer[i-1]*(1.0-dSmoothFactor);
|
||||
}
|
||||
else limit=prev_calculated-1;
|
||||
//--- main loop
|
||||
for(i=limit;i<rates_total;i++)
|
||||
buffer[i]=price[i]*dSmoothFactor+buffer[i-1]*(1.0-dSmoothFactor);
|
||||
//--- restore as_series flags
|
||||
if(as_series_price) ArraySetAsSeries(price,true);
|
||||
if(as_series_buffer) ArraySetAsSeries(buffer,true);
|
||||
//---
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Linear weighted moving average on price array |
|
||||
//+------------------------------------------------------------------+
|
||||
int LinearWeightedMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,
|
||||
const int period,const double& price[],double& buffer[],int &weightsum)
|
||||
{
|
||||
int i,limit;
|
||||
double sum;
|
||||
//--- check for data
|
||||
if(period<=1 || rates_total-begin<period) return(0);
|
||||
//--- save as_series flags
|
||||
bool as_series_price=ArrayGetAsSeries(price);
|
||||
bool as_series_buffer=ArrayGetAsSeries(buffer);
|
||||
if(as_series_price) ArraySetAsSeries(price,false);
|
||||
if(as_series_buffer) ArraySetAsSeries(buffer,false);
|
||||
//--- first calculation or number of bars was changed
|
||||
if(prev_calculated==0)
|
||||
{
|
||||
weightsum=0;
|
||||
limit=period+begin;
|
||||
//--- set empty value for first bars
|
||||
for(i=0;i<limit;i++) buffer[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];
|
||||
}
|
||||
firstValue/=(double)weightsum;
|
||||
buffer[limit-1]=firstValue;
|
||||
}
|
||||
else limit=prev_calculated-1;
|
||||
//--- main loop
|
||||
for(i=limit;i<rates_total;i++)
|
||||
{
|
||||
sum=0;
|
||||
for(int j=0;j<period;j++) sum+=(period-j)*price[i-j];
|
||||
buffer[i]=sum/weightsum;
|
||||
}
|
||||
//--- restore as_series flags
|
||||
if(as_series_price) ArraySetAsSeries(price,true);
|
||||
if(as_series_buffer) ArraySetAsSeries(buffer,true);
|
||||
//---
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Smoothed moving average on price array |
|
||||
//+------------------------------------------------------------------+
|
||||
int SmoothedMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,
|
||||
const int period,const double& price[],double& buffer[])
|
||||
{
|
||||
int i,limit;
|
||||
//--- check for data
|
||||
if(period<=1 || rates_total-begin<period) return(0);
|
||||
//--- save as_series flags
|
||||
bool as_series_price=ArrayGetAsSeries(price);
|
||||
bool as_series_buffer=ArrayGetAsSeries(buffer);
|
||||
if(as_series_price) ArraySetAsSeries(price,false);
|
||||
if(as_series_buffer) ArraySetAsSeries(buffer,false);
|
||||
//--- first calculation or number of bars was changed
|
||||
if(prev_calculated==0)
|
||||
{
|
||||
limit=period+begin;
|
||||
//--- set empty value for first bars
|
||||
for(i=0;i<limit-1;i++) buffer[i]=0.0;
|
||||
//--- calculate first visible value
|
||||
double firstValue=0;
|
||||
for(i=begin;i<limit;i++)
|
||||
firstValue+=price[i];
|
||||
firstValue/=period;
|
||||
buffer[limit-1]=firstValue;
|
||||
}
|
||||
else limit=prev_calculated-1;
|
||||
//--- main loop
|
||||
for(i=limit;i<rates_total;i++)
|
||||
buffer[i]=(buffer[i-1]*(period-1)+price[i])/period;
|
||||
//--- restore as_series flags
|
||||
if(as_series_price) ArraySetAsSeries(price,true);
|
||||
if(as_series_buffer) ArraySetAsSeries(buffer,true);
|
||||
//---
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user