Update to version 2.02
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//+------------------------------------------------------------------+
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//| Custom Moving Average.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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//--- indicator settings
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 Red
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//--- input parameters
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input int InpMAPeriod=13; // Period
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input int InpMAShift=0; // Shift
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input ENUM_MA_METHOD InpMAMethod=MODE_SMMA; // Method
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input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE;
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//--- indicator buffers
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double ExtLineBuffer[];
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//
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//
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//
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#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
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RangeBarIndicator rangeBarsIndicator;
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//
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//
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//
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//+------------------------------------------------------------------+
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//| simple moving average |
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//+------------------------------------------------------------------+
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void CalculateSimpleMA(int rates_total,int prev_calculated,int begin,const double &price[])
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{
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int i,limit;
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//--- first calculation or number of bars was changed
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if(prev_calculated==0)// first calculation
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{
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limit=InpMAPeriod+begin;
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//--- set empty value for first limit bars
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for(i=0;i<limit-1;i++) ExtLineBuffer[i]=0.0;
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//--- calculate first visible value
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double firstValue=0;
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for(i=begin;i<limit;i++)
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firstValue+=price[i];
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firstValue/=InpMAPeriod;
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ExtLineBuffer[limit-1]=firstValue;
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}
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else limit=prev_calculated-1;
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//--- main loop
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for(i=limit;i<rates_total && !IsStopped();i++)
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ExtLineBuffer[i]=ExtLineBuffer[i-1]+(price[i]-price[i-InpMAPeriod])/InpMAPeriod;
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//---
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}
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//+------------------------------------------------------------------+
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//| exponential moving average |
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//+------------------------------------------------------------------+
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void CalculateEMA(int rates_total,int prev_calculated,int begin,const double &price[])
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{
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int i,limit;
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double SmoothFactor=2.0/(1.0+InpMAPeriod);
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//--- first calculation or number of bars was changed
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if(prev_calculated==0)
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{
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limit=InpMAPeriod+begin;
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ExtLineBuffer[begin]=price[begin];
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for(i=begin+1;i<limit;i++)
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ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
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}
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else limit=prev_calculated-1;
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//--- main loop
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for(i=limit;i<rates_total && !IsStopped();i++)
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ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
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//---
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}
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//+------------------------------------------------------------------+
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//| linear weighted moving average |
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//+------------------------------------------------------------------+
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void CalculateLWMA(int rates_total,int prev_calculated,int begin,const double &price[])
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{
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int i,limit;
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static int weightsum;
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double sum;
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//--- first calculation or number of bars was changed
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if(prev_calculated==0)
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{
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weightsum=0;
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limit=InpMAPeriod+begin;
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//--- set empty value for first limit bars
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for(i=0;i<limit;i++) ExtLineBuffer[i]=0.0;
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//--- calculate first visible value
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double firstValue=0;
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for(i=begin;i<limit;i++)
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{
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int k=i-begin+1;
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weightsum+=k;
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firstValue+=k*price[i];
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}
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firstValue/=(double)weightsum;
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ExtLineBuffer[limit-1]=firstValue;
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}
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else limit=prev_calculated-1;
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//--- main loop
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for(i=limit;i<rates_total && !IsStopped();i++)
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{
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sum=0;
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for(int j=0;j<InpMAPeriod;j++) sum+=(InpMAPeriod-j)*price[i-j];
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ExtLineBuffer[i]=sum/weightsum;
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}
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//---
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}
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//+------------------------------------------------------------------+
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//| smoothed moving average |
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//+------------------------------------------------------------------+
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void CalculateSmoothedMA(int rates_total,int prev_calculated,int begin,const double &price[])
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{
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int i,limit;
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//--- first calculation or number of bars was changed
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if(prev_calculated==0)
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{
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limit=InpMAPeriod+begin;
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//--- set empty value for first limit bars
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for(i=0;i<limit-1;i++) ExtLineBuffer[i]=0.0;
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//--- calculate first visible value
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double firstValue=0;
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for(i=begin;i<limit;i++)
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firstValue+=price[i];
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firstValue/=InpMAPeriod;
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ExtLineBuffer[limit-1]=firstValue;
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}
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else limit=prev_calculated-1;
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//--- main loop
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for(i=limit;i<rates_total && !IsStopped();i++)
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ExtLineBuffer[i]=(ExtLineBuffer[i-1]*(InpMAPeriod-1)+price[i])/InpMAPeriod;
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//---
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}
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);
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//--- set accuracy
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod);
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//---- line shifts when drawing
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PlotIndexSetInteger(0,PLOT_SHIFT,InpMAShift);
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//--- name for DataWindow
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string short_name="unknown ma";
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switch(InpMAMethod)
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{
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case MODE_EMA : short_name="EMA"; break;
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case MODE_LWMA : short_name="LWMA"; break;
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case MODE_SMA : short_name="SMA"; break;
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case MODE_SMMA : short_name="SMMA"; break;
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}
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IndicatorSetString(INDICATOR_SHORTNAME,short_name+"("+string(InpMAPeriod)+")");
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//---- sets drawing line empty value--
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
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//
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// Indicator uses Price[] array for calculations so we need to set this in the MedianRenkoIndicator class
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//
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rangeBarsIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
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//
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//
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//
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//---- initialization done
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}
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//+------------------------------------------------------------------+
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//| Moving Average |
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//+------------------------------------------------------------------+
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/*int OnCalculate(const int rates_total,
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const int prev_calculated,
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const int begin,
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const double &price[])
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{*/
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int OnCalculate(const int rates_total,const int prev_calculated,
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const datetime &Time[],
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const double &Open[],
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const double &High[],
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const double &Low[],
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const double &Close[],
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const long &TickVolume[],
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const long &Volume[],
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const int &Spread[])
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{
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//
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// Process data through MedianRenko indicator
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//
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if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
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return(0);
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//
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// Make the following modifications in the code below:
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//
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// rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
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//
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// rangeBarsIndicator.Open[] should be used instead of open[]
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// rangeBarsIndicator.Low[] should be used instead of low[]
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// rangeBarsIndicator.High[] should be used instead of high[]
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// rangeBarsIndicator.Close[] should be used instead of close[]
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//
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// rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
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//
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// rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
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// (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
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//
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// rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
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// rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
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// (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
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//
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// rangeBarsIndicator.Price[] should be used instead of Price[]
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// (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] to be used
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//
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int _prev_calculated = rangeBarsIndicator.GetPrevCalculated();
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int _begin = 0;
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//
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//
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//
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//--- check for bars count
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if(rates_total<InpMAPeriod-1+_begin)
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return(0);// not enough bars for calculation
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//--- first calculation or number of bars was changed
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if(_prev_calculated==0)
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ArrayInitialize(ExtLineBuffer,0);
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//--- sets first bar from what index will be draw
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod-1+_begin);
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//--- calculation
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switch(InpMAMethod)
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{
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case MODE_EMA: CalculateEMA(rates_total,_prev_calculated,_begin,rangeBarsIndicator.Price); break;
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case MODE_LWMA: CalculateLWMA(rates_total,_prev_calculated,_begin,rangeBarsIndicator.Price); break;
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case MODE_SMMA: CalculateSmoothedMA(rates_total,_prev_calculated,_begin,rangeBarsIndicator.Price); break;
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case MODE_SMA: CalculateSimpleMA(rates_total,_prev_calculated,_begin,rangeBarsIndicator.Price); break;
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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