//+------------------------------------------------------------------+
//| Average Size Bar.mq4 |
//| Êèì Èãîðü Â. aka KimIV. |
//| http://www.kimiv.ru/ |
//+------------------------------------------------------------------+
#property copyright "Êèì Èãîðü Â. aka KimIV."
#property link "http://www.kimiv.ru/"
//----
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- indicator parameters
extern int MA_Period=10;
extern int MA_Shift=0;
extern int MA_Method=0;
//---- indicator buffers
double ExtMapBuffer[];
//----
int ExtCountedBars=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
int draw_begin;
string short_name;
//---- drawing settings
SetIndexStyle(0, DRAW_LINE);
SetIndexShift(0, MA_Shift);
IndicatorDigits(MarketInfo(Symbol(), MODE_DIGITS));
if(MA_Period<2) MA_Period=10;
draw_begin=MA_Period - 1;
//---- indicator short name
switch(MA_Method)
{
case 1 : short_name="EMA("; draw_begin=0; break;
case 2 : short_name="SMMA("; break;
case 3 : short_name="LWMA("; break;
default : short_name="SMA("; MA_Method=0;
}
IndicatorShortName(short_name + MA_Period + ")");
SetIndexDrawBegin(0, draw_begin);
//---- indicator buffers mapping
SetIndexBuffer(0, ExtMapBuffer);
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if(Bars<=MA_Period) return(0);
ExtCountedBars=IndicatorCounted();
//---- check for possible errors
if (ExtCountedBars<0) return(-1);
//---- last counted bar will be recounted
if (ExtCountedBars>0) ExtCountedBars--;
//----
switch(MA_Method)
{
case 0 : sma(); break;
case 1 : ema(); break;
case 2 : smma(); break;
case 3 : lwma();
}
//---- done
return(0);
}
//+------------------------------------------------------------------+
//| Simple Average Size Bar |
//+------------------------------------------------------------------+
void sma()
{
double sum=0;
int i, pos=Bars - ExtCountedBars - 1;
//---- initial accumulation
if(pos<MA_Period) pos=MA_Period;
for(i=1;i<MA_Period;i++,pos--) sum+=High[pos]-Low[pos];
//---- main calculation loop
while(pos>=0)
{
sum+=High[pos]-Low[pos];
ExtMapBuffer[pos]=sum/MA_Period;
sum-=High[pos+MA_Period-1]-Low[pos+MA_Period-1];
pos--;
}
//---- zero initial bars
if(ExtCountedBars<1) for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;
}
//+------------------------------------------------------------------+
//| Exponential Average Size |
//+------------------------------------------------------------------+
void ema()
{
double pr=2.0/(MA_Period+1);
int pos=Bars-2;
if(ExtCountedBars>2) pos=Bars-ExtCountedBars-1;
//---- main calculation loop
while(pos>=0)
{
if(pos==Bars-2) ExtMapBuffer[pos+1]=High[pos+1]-Low[pos+1];
ExtMapBuffer[pos]=(High[pos]-Low[pos])*pr+ExtMapBuffer[pos+1]*(1-pr);
pos--;
}
}
//+------------------------------------------------------------------+
//| Smoothed Average Size Bar |
//+------------------------------------------------------------------+
void smma()
{
double sum=0;
int i,k,pos=Bars-ExtCountedBars+1;
//---- main calculation loop
pos=Bars-MA_Period;
if(pos>Bars-ExtCountedBars) pos=Bars-ExtCountedBars;
while(pos>=0)
{
if(pos==Bars-MA_Period)
{
//---- initial accumulation
for(i=0,k=pos;i<MA_Period;i++,k++)
{
sum+=High[k]-Low[k];
//---- zero initial bars
ExtMapBuffer[k]=0;
}
}
else sum=ExtMapBuffer[pos+1]*(MA_Period-1)+High[pos]-Low[pos];
ExtMapBuffer[pos]=sum/MA_Period;
pos--;
}
}
//+------------------------------------------------------------------+
//| Linear Weighted Average Size Bar |
//+------------------------------------------------------------------+
void lwma()
{
double sum=0.0,lsum=0.0;
double price;
int i,weight=0,pos=Bars-ExtCountedBars-1;
//---- initial accumulation
if(pos<MA_Period) pos=MA_Period;
for(i=1;i<=MA_Period;i++,pos--)
{
price=High[pos]-Low[pos];
sum+=price*i;
lsum+=price;
weight+=i;
}
//---- main calculation loop
pos++;
i=pos+MA_Period;
while(pos>=0)
{
ExtMapBuffer[pos]=sum/weight;
if(pos==0) break;
pos--;
i--;
price=High[pos]-Low[pos];
sum=sum-lsum+price*MA_Period;
lsum-=High[i]-Low[i];
lsum+=price;
}
//---- zero initial bars
if(ExtCountedBars<1) for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: