AllAverages_v2.5_Distance
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This tool is a comprehensive technical analysis indicator designed to provide traders with a versatile way to visualize and track market trends. Rather than relying on a single method of calculation, it acts as an "all-in-one" suite that allows users to switch between various mathematical models to find the one that best fits their specific trading style.
Here is a breakdown of how the logic functions in plain language:
Core Functionality
The script calculates various types of Moving Averages (MAs)—which are tools used to smooth out price data to identify the underlying trend. It provides 21 different calculation methods, ranging from standard averages (like Simple and Exponential) to more complex specialized formulas (such as Hull, T3, and Jurik Smoothing).
Key Features
1. Diverse Data Sources The script doesn't just look at the "Closing Price" of a candle. Users can choose which price point the average should be based on, including:
- Standard prices (Open, High, Low, Close)
- Calculated averages (Median, Typical, Weighted Close)
- Heiken Ashi values (a specific type of specialized price action charting)
2. Multi-Timeframe Analysis The logic allows the indicator to "look" at higher timeframes while you are viewing a lower one. For example, you can see a Daily trend line while trading on a 15-minute chart. This helps traders stay aligned with the "big picture" of the market.
3. Visual Trend Indicators When activated in "Color Mode," the script does more than just draw a line; it tracks the direction of the move. It dynamically changes colors (or identifies segments) to show whether the average is moving upward or downward, making it easier to spot trend shifts at a glance.
4. Smart Alert System The tool includes a sophisticated notification system based on price proximity and volatility:
- Proximity Alerts: You can set a specific "range" (in pips). If the market price gets too close to the moving average line, the script will trigger an audio alert.
- Distance Statistics: It calculates the current distance between the price and the average, comparing it against the maximum and average distances over a recent period. This helps traders understand if the current move is "overextended" or returning to the mean.
5. Automatic Labeling The script creates dynamic text on the chart that displays real-time information, such as the current distance from the average in pips. This removes the need for manual calculations by providing the data directly in the visual workspace.
Summary of User Experience
For a non-programmer, this script functions as a customizable dashboard. You can select your preferred mathematical model, choose your preferred timeframe, and set up audio alerts to notify you when the price enters your "zone of interest" relative to the trend line. It essentially automates the process of monitoring complex trend data across multiple dimensions.
Price Data Components
Indicators Used
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AllAverages_v2.5_Distance
//+------------------------------------------------------------------+
//| AllAverages_v2.5_Stats.mq4 |
//| Copyright © 2007-09, TrendLaboratory |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2003@yahoo.co.uk |
//| Statistics module modification Copyright © 2010 Nakagava Ltd.|
//| http://www.prekybaforex.lt |
//+------------------------------------------------------------------+
// List of MAs:
// MA_Method= 0: SMA - Simple Moving Average
// MA_Method= 1: EMA - Exponential Moving Average
// MA_Method= 2: Wilder - Wilder Exponential Moving Average
// MA_Method= 3: LWMA - Linear Weighted Moving Average
// MA_Method= 4: SineWMA - Sine Weighted Moving Average
// MA_Method= 5: TriMA - Triangular Moving Average
// MA_Method= 6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
// MA_Method= 7: SMMA - Smoothed Moving Average
// MA_Method= 8: HMA - Hull Moving Average by Alan Hull
// MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy
// MA_Method=11: T3 - T3 by T.Tillson
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
// MA_Method=13: Median - Moving Median
// MA_Method=14: GeoMean - Geometric Mean
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell
// MA_Method=16: ILRS - Integral of Linear Regression Slope
// MA_Method=17: IE/2 - Combination of LSMA and ILRS
// MA_Method=18: TriMAgen - Triangular Moving Average generalized by J.Ehlers
// MA_Method=19: VWMA - Volume Weighted Moving Average
// MA_Method=20: JSmooth - Smoothing by Mark Jurik
// List of Prices:
// Price = 0 - Close
// Price = 1 - Open
// Price = 2 - High
// Price = 3 - Low
// Price = 4 - Median Price = (High+Low)/2
// Price = 5 - Typical Price = (High+Low+Close)/3
// Price = 6 - Weighted Close = (High+Low+Close*2)/4
// Price = 7 - Heiken Ashi Close
// Price = 8 - Heiken Ashi Open
// Price = 9 - Heiken Ashi High
// Price =10 - Heiken Ashi Low
#property copyright "Copyright © 2007-09, TrendLaboratory"
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_width1 2
#property indicator_color2 DeepSkyBlue
#property indicator_width2 2
#property indicator_color3 Tomato
#property indicator_width3 2
//----
extern int ID = 123;
extern int Periods = 3;
extern int TimeFrame = 0;
extern int Price = 0;
extern int MA_Period = 100;
extern int MA_Shift = 0;
extern int MA_Method = 1;
extern int Color_Mode = 1;
extern int Sound_Mode = 1; //0-off,1-on(works only with Color_Mode=1)
extern int Sound_Shift = 0; //0-open bar(multiple),1-closed bar(once)
extern string Buy_Sound = "alert.wav";
extern string Sell_Sound = "alert2.wav";
extern int range = 10; //I added this variable; distance off MA to trigger alert
extern string PriceMode = "";
extern string _0 = "Close";
extern string _1 = "Open";
extern string _2 = "High";
extern string _3 = "Low";
extern string _4 = "Median";
extern string _5 = "Typical";
extern string _6 = "Weighted Close";
extern string _7 = "Heiken Ashi Close";
extern string _8 = "Heiken Ashi Open";
extern string _9 = "Heiken Ashi High";
extern string _10 = "Heiken Ashi Low";
extern string MAMode = "";
extern string __0 = "SMA";
extern string __1 = "EMA";
extern string __2 = "Wilder";
extern string __3 = "LWMA";
extern string __4 = "SineWMA";
extern string __5 = "TriMA";
extern string __6 = "LSMA";
extern string __7 = "SMMA";
extern string __8 = "HMA";
extern string __9 = "ZeroLagEMA";
extern string __10 = "DEMA";
extern string __11 = "T3";
extern string __12 = "ITrend";
extern string __13 = "Median";
extern string __14 = "GeoMean";
extern string __15 = "REMA";
extern string __16 = "ILRS";
extern string __17 = "IE/2";
extern string __18 = "TriMAgen";
extern string __19 = "VWMA";
extern string __20 = "JSmooth";
double MA[];
double Up[];
double Dn[];
//----
double tmp[][6];
double haClose[], haOpen[], haHigh[], haLow[];
int draw_begin, mBars, pBars, mcnt_bars;
string short_name;
int sUp = 0, sDn =0;
void DeleteLabel(string name)
{
if(-1!=ObjectFind(name))
ObjectDelete(name);
}
void CreateLabel(int x, int y, string name)
{
DeleteLabel(name);
ObjectCreate(name, OBJ_LABEL, 0, 0, 0);
ObjectSet(name, OBJPROP_CORNER, 1);
ObjectSet(name, OBJPROP_XDISTANCE, x);
ObjectSet(name, OBJPROP_YDISTANCE, y);
}
int deinit()
{
DeleteLabel("Avg_"+ID);
DeleteLabel("Max_"+ID);
DeleteLabel("Cur_"+ID);
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2);
SetIndexStyle(0,DRAW_LINE);
if(TimeFrame == 0 || TimeFrame < Period()) TimeFrame = Period();
SetIndexShift(0,MA_Shift*TimeFrame/Period());
draw_begin=MA_Period*TimeFrame/Period();
//----
switch(MA_Method)
{
case 1 : short_name="EMA("; break;
case 2 : short_name="Wilder("; break;
case 3 : short_name="LWMA("; break;
case 4 : short_name="SineWMA("; break;
case 5 : short_name="TriMA("; break;
case 6 : short_name="LSMA("; break;
case 7 : short_name="SMMA("; break;
case 8 : short_name="HMA("; break;
case 9 : short_name="ZeroLagEMA("; break;
case 10: short_name="DEMA("; break;
case 11: short_name="T3("; break;
case 12: short_name="InstTrend("; break;
case 13: short_name="Median("; break;
case 14: short_name="GeometricMean("; break;
case 15: short_name="REMA("; break;
case 16: short_name="ILRS("; break;
case 17: short_name="IE/2("; break;
case 18: short_name="TriMA_gen("; break;
case 19: short_name="VWMA("; break;
case 20: short_name="JSmooth("; break;
default: MA_Method=0; short_name="SMA(";
}
switch(TimeFrame)
{
case 1 : string TF = "M1"; break;
case 5 : TF = "M5"; break;
case 15 : TF = "M15"; break;
case 30 : TF = "M30"; break;
case 60 : TF = "H1"; break;
case 240 : TF = "H4"; break;
case 1440 : TF = "D1"; break;
case 10080 : TF = "W1"; break;
case 43200 : TF = "MN1"; break;
default : TF = "Current";
}
IndicatorShortName(short_name+MA_Period+")"+" "+TF);
SetIndexDrawBegin(0,draw_begin);
SetIndexLabel(0,short_name+MA_Period+")"+" "+TF);
//----
SetIndexBuffer(0,MA);
//----
if(Color_Mode == 1)
{
SetIndexStyle(1,DRAW_LINE);
SetIndexStyle(2,DRAW_LINE);
SetIndexShift(1,MA_Shift*TimeFrame/Period());
SetIndexShift(2,MA_Shift*TimeFrame/Period());
SetIndexDrawBegin(1,draw_begin);
SetIndexDrawBegin(2,draw_begin);
SetIndexLabel(1,short_name+MA_Period+")"+" "+TF+" UpTrend");
SetIndexLabel(2,short_name+MA_Period+")"+" "+TF+" DnTrend");
SetIndexBuffer(1,Up);
SetIndexBuffer(2,Dn);
}
CreateLabel(5, 8, "Cur_"+ID);
//CreateLabel(5, 10, "Avg_"+ID); I diabled this lable.
//CreateLabel(5, 24, "Max_"+ID); I diabled this lable.
//----
return(0);
}
void PutText(string name, string st)
{
ObjectSetText(name, st, 9, "Tahoma", Yellow);
}
//+------------------------------------------------------------------+
//| AllAverages_v2.5 |
//+------------------------------------------------------------------+
int start()
{
int limit, y, i, shift, cnt_bars=IndicatorCounted();
double aPrice[], mMA[], mUp[], mDn[];
if(TimeFrame!=Period()) mBars = iBars(NULL,TimeFrame); else mBars = Bars;
if(mBars != pBars)
{
ArrayResize(aPrice,mBars);
ArrayResize(aPrice,mBars);
ArrayResize(mMA,mBars);
if(MA_Method==10 || MA_Method==11 || MA_Method==20) ArrayResize(tmp,mBars);
if(Color_Mode ==1)
{
ArrayResize(mUp,mBars);
ArrayResize(mDn,mBars);
}
if(Price > 6 && Price <= 10)
{
ArrayResize(haClose,mBars);
ArrayResize(haOpen,mBars);
ArrayResize(haHigh,mBars);
ArrayResize(haLow,mBars);
}
pBars = mBars;
}
if(cnt_bars<1)
{
for(i=1;i<=draw_begin;i++)
{
MA[Bars-i]=iMA(NULL,TimeFrame,1,0,0,Price,Bars-i);
Up[Bars-i]=EMPTY_VALUE;
Dn[Bars-i]=EMPTY_VALUE;
}
mcnt_bars = 0;
}
//----
if(mcnt_bars > 0) mcnt_bars--;
for(y=mcnt_bars;y<mBars;y++)
{
if(Price <= 6) aPrice[y] = iMA(NULL,TimeFrame,1,0,0,Price,mBars-y-1);
else
if(Price > 6 && Price <= 10) aPrice[y] = HeikenAshi(TimeFrame,Price-7,mBars-y-1);
switch(MA_Method)
{
case 1 : mMA[y] = EMA(aPrice[y],mMA,MA_Period,y); break;
case 2 : mMA[y] = Wilder(aPrice,mMA,MA_Period,y); break;
case 3 : mMA[y] = LWMA(aPrice,MA_Period,y); break;
case 4 : mMA[y] = SineWMA(aPrice,MA_Period,y); break;
case 5 : mMA[y] = TriMA(aPrice,MA_Period,y); break;
case 6 : mMA[y] = LSMA(aPrice,MA_Period,y); break;
case 7 : mMA[y] = SMMA(aPrice,mMA,MA_Period,y); break;
case 8 : mMA[y] = HMA(aPrice,MA_Period,y); break;
case 9 : mMA[y] = ZeroLagEMA(aPrice,mMA,MA_Period,y); break;
case 10: mMA[y] = DEMA(0,aPrice[y],MA_Period,1,y); break;
case 11: mMA[y] = T3(aPrice[y],MA_Period,0.7,y); break;
case 12: mMA[y] = ITrend(aPrice,mMA,MA_Period,y); break;
case 13: mMA[y] = Median(aPrice,MA_Period,y); break;
case 14: mMA[y] = GeoMean(aPrice,MA_Period,y); break;
case 15: mMA[y] = REMA(aPrice[y],mMA,MA_Period,0.5,y); break;
case 16: mMA[y] = ILRS(aPrice,MA_Period,y); break;
case 17: mMA[y] = IE2(aPrice,MA_Period,y); break;
case 18: mMA[y] = TriMA_gen(aPrice,MA_Period,y); break;
case 19: mMA[y] = VWMA(aPrice,MA_Period,y); break;
case 20: mMA[y] = JSmooth(aPrice[y],MA_Period,1,y); break;
default: mMA[y] = SMA(aPrice,MA_Period,y); break;
}
if(Color_Mode == 1)
{
if(mMA[y] > mMA[y-1]) {mUp[y] = mMA[y]; mDn[y] = EMPTY_VALUE;}
else
if(mMA[y] < mMA[y-1]) {mUp[y] = EMPTY_VALUE; mDn[y] = mMA[y];}
else
{mUp[y] = EMPTY_VALUE; mDn[y] = EMPTY_VALUE;}
if(Sound_Mode == 1 && y == mBars-1)
{
if(((Sound_Shift > 0 && sUp == 0) || Sound_Shift == 0) && mMA[y-Sound_Shift] > mMA[y-1-Sound_Shift] && mMA[y-1-Sound_Shift] <= mMA[y-2-Sound_Shift])
{
if(Sound_Shift > 0) {sUp = 1; sDn = 0;}
//PlaySound(Buy_Sound); I disabled the default alert function
}
else
if(((Sound_Shift > 0 && sDn == 0) || Sound_Shift == 0) && mMA[y-Sound_Shift] < mMA[y-1-Sound_Shift] && mMA[y-1-Sound_Shift] >= mMA[y-2-Sound_Shift])
{
if(Sound_Shift > 0) {sUp = 0; sDn = 1;}
//PlaySound(Sell_Sound); I disabled the default alert function
}
}
}
if(TimeFrame == Period())
{
MA[mBars-y-1] = mMA[y];
if(Color_Mode == 1)
{
Up[mBars-y-1] = mUp[y];
Dn[mBars-y-1] = mDn[y];
}
}
}
mcnt_bars = mBars-1;
if(TimeFrame > Period())
{
if(cnt_bars>0) cnt_bars--;
limit = Bars-cnt_bars+TimeFrame/Period()-1;
for(shift=0,y=0;shift<limit;shift++)
{
if (Time[shift] < iTime(NULL,TimeFrame,y)) y++;
MA[shift] = mMA[mBars-y-1];
if(Color_Mode == 1)
{
Up[shift] = mUp[mBars-y-1];
Dn[shift] = mDn[mBars-y-1];
}
}
}
static datetime lastAlertTime= 0;
int ratio;
if(TimeFrame==0)
ratio= 1;
else
ratio= TimeFrame/Period();
int s= 0;
double cur= MathAbs(MA[0]-Bid);
double max= 0;
double avg= 0;
for(i=0; i<Periods; i++)
{
int idx= 0;
double tmp;
while(Time[s]>=iTime(Symbol(), TimeFrame, i))
{
if(0==idx)
{
tmp= MathMax(MathAbs(MA[s]-Low[s]), MathAbs(MA[s]-High[s]));
avg+= tmp;
max= MathMax(max, tmp);
}
s++;
idx++;
}
}
avg= avg/Periods;
if(cur>=max && cur>=avg && lastAlertTime!=Time[0])
{
lastAlertTime= Time[0];
//Alert(Symbol()+" Currnet value is equal or greater than the average, and the maximal value!"); I disabled text message alert
}
//PutText("Avg_"+ID, "Average distance: " + DoubleToStr(avg/Point, 0)); I disabled this.
//PutText("Max_"+ID, "Max distance: " + DoubleToStr(max/Point, 0)); I disabled this.
PutText("Cur_"+ID, "Current Distance: " + DoubleToStr(cur/Point, 0)+" Pips");
if ((cur/Point)<range) PlaySound(Buy_Sound); // I added this line to trigger alert every pips if the market nears MA closer than "range" value
//----
return(0);
}
// MA_Method=0: SMA - Simple Moving Average
double SMA(double array[],int per,int bar)
{
double Sum = 0;
for(int i = 0;i < per;i++) Sum += array[bar-i];
return(Sum/per);
}
// MA_Method=1: EMA - Exponential Moving Average
double EMA(double price,double array[],int per,int bar)
{
if(bar == 2) double ema = price;
else
if(bar > 2) ema = array[bar-1] + 2.0/(1+per)*(price - array[bar-1]);
return(ema);
}
// MA_Method=2: Wilder - Wilder Exponential Moving Average
double Wilder(double array1[],double array2[],int per,int bar)
{
if(bar == per) double wilder = SMA(array1,per,bar);
else
if(bar > per) wilder = array2[bar-1] + (array1[bar] - array2[bar-1])/per;
return(wilder);
}
// MA_Method=3: LWMA - Linear Weighted Moving Average
double LWMA(double array[],int per,int bar)
{
double Sum = 0;
double Weight = 0;
for(int i = 0;i < per;i++)
{
Weight+= (per - i);
Sum += array[bar-i]*(per - i);
}
if(Weight>0) double lwma = Sum/Weight;
else lwma = 0;
return(lwma);
}
// MA_Method=4: SineWMA - Sine Weighted Moving Average
double SineWMA(double array[],int per,int bar)
{
double pi = 3.1415926535;
double Sum = 0;
double Weight = 0;
for(int i = 0;i < per-1;i++)
{
Weight+= MathSin(pi*(i+1)/(per+1));
Sum += array[bar-i]*MathSin(pi*(i+1)/(per+1));
}
if(Weight>0) double swma = Sum/Weight;
else swma = 0;
return(swma);
}
// MA_Method=5: TriMA - Triangular Moving Average
double TriMA(double array[],int per,int bar)
{
double sma;
int len = MathCeil((per+1)*0.5);
double sum=0;
for(int i = 0;i < len;i++)
{
sma = SMA(array,len,bar-i);
sum += sma;
}
double trima = sum/len;
return(trima);
}
// MA_Method=6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
double LSMA(double array[],int per,int bar)
{
double Sum=0;
for(int i=per; i>=1; i--) Sum += (i-(per+1)/3.0)*array[bar-per+i];
double lsma = Sum*6/(per*(per+1));
return(lsma);
}
// MA_Method=7: SMMA - Smoothed Moving Average
double SMMA(double array1[],double array2[],int per,int bar)
{
if(bar == per) double smma = SMA(array1,per,bar);
else
if(bar > per)
{
double Sum = 0;
for(int i = 0;i < per;i++) Sum += array1[bar-i-1];
smma = (Sum - array2[bar-1] + array1[bar])/per;
}
return(smma);
}
// MA_Method=8: HMA - Hull Moving Average by Alan Hull
double HMA(double array[],int per,int bar)
{
double tmp[];
int len = MathSqrt(per);
ArrayResize(tmp,len);
if(bar == per) double hma = array[bar];
else
if(bar > per)
{
for(int i = 0; i < len;i++) tmp[len-i-1] = 2*LWMA(array,per/2,bar-i) - LWMA(array,per,bar-i);
hma = LWMA(tmp,len,len-1);
}
return(hma);
}
// MA_Method=9: ZeroLagEMA - Zero-Lag Exponential Moving Average
double ZeroLagEMA(double array1[],double array2[],int per,int bar)
{
double alfa = 2.0/(1+per);
int lag = 0.5*(per - 1);
if(bar == lag) double zema = array1[bar];
else
if(bar > lag) zema = alfa*(2*array1[bar] - array1[bar-lag]) + (1-alfa)*array2[bar-1];
return(zema);
}
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy
double DEMA(int num,double price,int per,double v,int bar)
{
if(bar == 2) {double dema = price; tmp[bar][num] = dema; tmp[bar][num+1] = dema;}
else
if(bar > 2)
{
tmp[bar][num] = tmp[bar-1][num] + 2.0/(1+per)*(price - tmp[bar-1][num]);
tmp[bar][num+1] = tmp[bar-1][num+1] + 2.0/(1+per)*(tmp[bar][num] - tmp[bar-1][num+1]);
dema = (1+v)*tmp[bar][num] - v*tmp[bar][num+1];
}
return(dema);
}
// MA_Method=11: T3 by T.Tillson
double T3(double price,int per,double v,int bar)
{
if(bar == 2)
{
double T3 = price;
for(int k=0;k<=5;k++) tmp[bar][k] = T3;
}
else
if(bar > 2)
{
double dema1 = DEMA(0,price,per,v,bar);
double dema2 = DEMA(2,dema1,per,v,bar);
T3 = DEMA(4,dema2,per,v,bar);
}
return(T3);
}
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
double ITrend(double price[],double array[],int per,int bar)
{
double alfa = 2.0/(per+1);
if(bar > 7)
double it = (alfa - 0.25*alfa*alfa)*price[bar]+ 0.5*alfa*alfa*price[bar-1]-(alfa - 0.75*alfa*alfa)*price[bar-2]+
2*(1-alfa)*array[bar-1] - (1-alfa)*(1-alfa)*array[bar-2];
else
it = (price[bar] + 2*price[bar-1]+ price[bar-2])/4;
return(it);
}
// MA_Method=13: Median - Moving Median
double Median(double price[],int per,int bar)
{
double array[];
ArrayResize(array,per);
for(int i = 0; i < per;i++) array[i] = price[bar-i];
ArraySort(array);
int num = MathRound((per-1)/2);
if(MathMod(per,2)>0) double median = array[num]; else median = 0.5*(array[num]+array[num+1]);
return(median);
}
// MA_Method=14: GeoMean - Geometric Mean
double GeoMean(double price[],int per,int bar)
{
double gmean = MathPow(price[bar],1.0/per);
for(int i = 1; i < per;i++) gmean *= MathPow(price[bar-i],1.0/per);
return(gmean);
}
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell
double REMA(double price,double array[],int per,double lambda,int bar)
{
double alpha = 2.0/(per + 1);
if(bar <= 3) double rema = price;
else
if(bar > 3)
rema = (array[bar-1]*(1+2*lambda) + alpha*(price - array[bar-1]) - lambda*array[bar-2])/(1+lambda);
return(rema);
}
// MA_Method=16: ILRS - Integral of Linear Regression Slope
double ILRS(double price[],int per,int bar)
{
double sum = per*(per-1)*0.5;
double sum2 = (per-1)*per*(2*per-1)/6.0;
double sum1 = 0;
double sumy = 0;
for(int i=0;i<per;i++)
{
sum1 += i*price[bar-i];
sumy += price[bar-i];
}
double num1 = per*sum1 - sum*sumy;
double num2 = sum*sum - per*sum2;
if(num2 != 0) double slope = num1/num2; else slope = 0;
double ilrs = slope + SMA(price,per,bar);
return(ilrs);
}
// MA_Method=17: IE/2 - Combination of LSMA and ILRS
double IE2(double price[],int per,int bar)
{
double ie = 0.5*(ILRS(price,per,bar) + LSMA(price,per,bar));
return(ie);
}
// MA_Method=18: TriMAgen - Triangular Moving Average Generalized by J.Ehlers
double TriMA_gen(double array[],int per,int bar)
{
int len1 = MathFloor((per+1)*0.5);
int len2 = MathCeil((per+1)*0.5);
double sum=0;
for(int i = 0;i < len2;i++) sum += SMA(array,len1,bar-i);
double trimagen = sum/len2;
return(trimagen);
}
// MA_Method=19: VWMA - Volume Weighted Moving Average
double VWMA(double array[],int per,int bar)
{
double Sum = 0;
double Weight = 0;
for(int i = 0;i < per;i++)
{
Weight+= Volume[mBars-bar-1+i];
Sum += array[bar-i]*Volume[mBars-bar-1+i];
}
if(Weight>0) double vwma = Sum/Weight;
else vwma = 0;
return(vwma);
}
// MA_Method=20: JSmooth - Smoothing by Mark Jurik
double JSmooth(double price,int per,double pow,int bar)
{
double beta = 0.45*(per-1)/(0.45*(per-1)+2);
double alpha = MathPow(beta,pow);
if(bar == 2) {tmp[bar][4] = price; tmp[bar][0] = price; tmp[bar][2] = price;}
else
if(bar > 2)
{
tmp[bar][0] = (1-alpha)*price + alpha*tmp[bar-1][0];
tmp[bar][1] = (price - tmp[bar][0])*(1-beta) + beta*tmp[bar-1][1];
tmp[bar][2] = tmp[bar][0] + tmp[bar][1];
tmp[bar][3] = (tmp[bar][2] - tmp[bar-1][4])*MathPow((1-alpha),2) + MathPow(alpha,2)*tmp[bar-1][3];
tmp[bar][4] = tmp[bar-1][4] + tmp[bar][3];
}
return(tmp[bar][4]);
}
// HeikenAshi Price: 7 - Close,8 - Open,9 - High,10 - Low
double HeikenAshi(int tf,int price,int bar)
{
if(bar == iBars(NULL,TimeFrame)- 1)
{
haClose[bar] = iClose(NULL,tf,bar);
haOpen[bar] = iOpen(NULL,tf,bar);
haHigh[bar] = iHigh(NULL,tf,bar);
haLow[bar] = iLow(NULL,tf,bar);
}
else
{
haClose[bar] = (iOpen(NULL,tf,bar)+iHigh(NULL,tf,bar)+iLow(NULL,tf,bar)+iClose(NULL,tf,bar))/4;
haOpen[bar] = (haOpen[bar+1]+haClose[bar+1])/2;
haHigh[bar] = MathMax(iHigh(NULL,tf,bar),MathMax(haOpen[bar], haClose[bar]));
haLow[bar] = MathMin(iLow(NULL,tf,bar),MathMin(haOpen[bar], haClose[bar]));
}
switch(price)
{
case 0: return(haClose[bar]);break;
case 1: return(haOpen[bar]);break;
case 2: return(haHigh[bar]);break;
case 3: return(haLow[bar]);break;
}
}
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