AMA_v1

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "AMA"

//+------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "AMA"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrMediumSeaGreen,clrOrangeRed

#property indicator_width1  2



//

//

//



input int                inpPeriod     = 14;          // Period

input int                inpFastPeriod =  2;          // Fast end period

input int                inpSlowPeriod = 30;          // Slow end period

input ENUM_APPLIED_PRICE inpPrice      = PRICE_CLOSE; // Price



//

//---

//



double val[],valc[],g_fastEnd,g_slowEnd; int g_hlPeriod;



//------------------------------------------------------------------

// Custom indicator initialization function

//------------------------------------------------------------------ 

//

//

//



int OnInit()

{

   //

   //--- indicator buffers mapping

   //

         SetIndexBuffer(0,val ,INDICATOR_DATA);

         SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

            g_fastEnd  = 2.0/(inpFastPeriod+1.0);   

            g_slowEnd  = 2.0/(inpSlowPeriod+1.0);   

            g_hlPeriod = inpPeriod+1;

   //

   //--- indicator short name assignment

   //

   IndicatorSetString(INDICATOR_SHORTNAME,"AMA ("+(string)inpPeriod+")");

   return (INIT_SUCCEEDED);

}

void OnDeinit(const int reason) { }



//------------------------------------------------------------------

// Custom indicator iteration function

//------------------------------------------------------------------

//

//---

//



#define _setPrice(_priceType,_target,_index) \

   { \

   switch(_priceType) \

   { \

      case PRICE_CLOSE:    _target = close[_index];                                              break; \

      case PRICE_OPEN:     _target = open[_index];                                               break; \

      case PRICE_HIGH:     _target = high[_index];                                               break; \

      case PRICE_LOW:      _target = low[_index];                                                break; \

      case PRICE_MEDIAN:   _target = (high[_index]+low[_index])/2.0;                             break; \

      case PRICE_TYPICAL:  _target = (high[_index]+low[_index]+close[_index])/3.0;               break; \

      case PRICE_WEIGHTED: _target = (high[_index]+low[_index]+close[_index]+close[_index])/4.0; break; \

      default : _target = 0; \

   }}



//

//---

//



int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

{

   static int    prev_i=-1;

   static double prev_max,prev_min;



   //

   //

   //

   

   int i= prev_calculated-1; if (i<0) i=0; for (; i<rates_total && !_StopFlag; i++)

   {

      double _price; _setPrice(inpPrice,_price,i);

      if (prev_i!=i)

         {

            prev_i = i; 

            int start    = i-g_hlPeriod+1; if (start<0) start=0;

                prev_max = high[ArrayMaximum(high,start,g_hlPeriod-1)];

                prev_min = low [ArrayMinimum(low ,start,g_hlPeriod-1)];

         }

         double max = (high[i] > prev_max) ? high[i] : prev_max;

         double min = (low[i]  < prev_min) ? low[i]  : prev_min;



         //

         //---

         //



         double mltp = (max!=min) ? ((_price-min)-(max-_price))/(max-min) : 1; if (mltp<0) mltp *= -1;

         double ssc  = mltp * ( g_fastEnd-g_slowEnd) + g_slowEnd;	

	

         //

         //---

         //



      val[i] = (i>0) ? val[i-1]+(ssc*ssc)*(_price-val[i-1]) : _price;

      valc[i]=(i>0) ?(val[i]>val[i-1]) ? 1 :(val[i]<val[i-1]) ? 2 : valc[i-1]: 0;

   }

   return(i);

}