//+------------------------------------------------------------------+
//| Moving Averages Advance.mq4 |
//| Copyright © 2004, MetaQuotes Software Corp. 2007, MQL Service |
//| http://www.mqlservice.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp. 2007, MQL Service"
#property link "http://www.mqlservice.com/"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- indicator parameters
extern int MA_Period=13;
extern int MA_Shift=0;
extern int MA_Method=0;
extern int MA_Advance=30; // Added by MQL Serivce
//---- 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+MA_Advance);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
if(MA_Period<2) MA_Period=13;
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 :
MA_Method=0;
short_name="SMA(";
}
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 Moving Average |
//+------------------------------------------------------------------+
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+=Close[pos];
//---- main calculation loop
while(pos>=-MA_Advance)
{
int j = MathRound(MathMax(pos, 0));
sum+=Close[j];
ExtMapBuffer[pos+MA_Advance]=sum/MA_Period;
j = MathRound(MathMax(pos+MA_Period-1, 0));
sum-=Close[j];
pos--;
}
//---- zero initial bars
if(ExtCountedBars<1)
for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;
}
//+------------------------------------------------------------------+
//| Exponential Moving Average |
//+------------------------------------------------------------------+
void ema()
{
double pr=2.0/(MA_Period+1);
int pos=Bars-2-MA_Advance;
if(ExtCountedBars>2) pos=Bars-ExtCountedBars-1-MA_Advance;
//---- main calculation loop
while(pos>=-MA_Advance)
{
int j=MathRound(MathMax(pos, 0));
int k=pos+MA_Advance;
if(k==Bars-2) ExtMapBuffer[k+1]=Close[k+1];
ExtMapBuffer[k]=Close[j]*pr+ExtMapBuffer[k+1]*(1-pr);
pos--;
}
}
//+------------------------------------------------------------------+
//| Smoothed Moving Average |
//+------------------------------------------------------------------+
void smma()
{
double sum=0;
int i,k,pos=Bars-ExtCountedBars+1-MA_Advance;
//---- main calculation loop
pos=Bars-MA_Period-MA_Advance;
if(pos>Bars-ExtCountedBars-MA_Advance) pos=Bars-ExtCountedBars-MA_Advance;
while(pos>=-MA_Advance)
{
if(pos==Bars-MA_Period-MA_Advance)
{
//---- initial accumulation
for(i=0,k=pos+MA_Advance;i<MA_Period;i++,k++)
{
sum+=Close[k-MA_Advance];
//---- zero initial bars
ExtMapBuffer[k]=0;
}
}
else {
int p = MathMax(pos, 0);
sum=ExtMapBuffer[pos+1+MA_Advance]*(MA_Period-1)+Close[p];
}
ExtMapBuffer[pos+MA_Advance]=sum/MA_Period;
pos--;
}
}
//+------------------------------------------------------------------+
//| Linear Weighted Moving Average |
//+------------------------------------------------------------------+
void lwma()
{
double sum=0.0,lsum=0.0;
double price;
int i,weight=0,pos=Bars-ExtCountedBars-1-MA_Advance;
//---- initial accumulation
if(pos<MA_Period) pos=MA_Period;
for(i=1;i<=MA_Period;i++,pos--)
{
price=Close[pos];
sum+=price*i;
lsum+=price;
weight+=i;
}
//---- main calculation loop
pos++;
i=pos+MA_Period;
while(pos>=-MA_Advance)
{
ExtMapBuffer[pos+MA_Advance]=sum/weight;
if(pos==-MA_Advance) break;
pos--;
if(i>0) i--;
int p=MathMax(pos, 0);
price=Close[p];
sum=sum-lsum+price*MA_Period;
lsum-=Close[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 close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: