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Geometric Moving Average
//+------------------------------------------------------------------+
//| Geometric Moving Average.mq5 |
//| Copyright 2024, Rosh Jardine |
//| https://www.mql5.com/en/users/roshjardine |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, Lyn Astara"
#property link "https://www.mql5.com/en/users/roshjardine"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot GeoMALine
#property indicator_label1 "GeoMALine"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
input int InputGeoMAPeriod = 7;
input int InputGeoMAShift = 0;
input ENUM_APPLIED_PRICE InputAppliedPriceEnum = PRICE_CLOSE;
//--- indicator buffers
double GeoMALineBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,GeoMALineBuffer,INDICATOR_DATA);
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
/*** setting values of the indicator that won't be visible on a chart ***/
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InputGeoMAPeriod);
//--- line shifts when drawing
PlotIndexSetInteger(0,PLOT_SHIFT,InputGeoMAShift);
string short_name = "GeoMA-"+EnumToString(InputAppliedPriceEnum)+"("+IntegerToString(InputGeoMAPeriod)+")";
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
/*const double x = double(1)/double(4);
double t = MathPow(90,x);
Print("t=",DoubleToString(t,4));*/
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
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[])
{
double p_t = 0.0; double p_0 = 0.0; static const double x = double(1)/double(InputGeoMAPeriod);
if (rates_total<=0) { return(0); }
if (prev_calculated<=0)
{
p_t = GET_APPLIED_PRICE(open[0],low[0],high[0],close[0]);
GeoMALineBuffer[0] = EMPTY_VALUE;
for (int i=1; i<InputGeoMAPeriod; i++)
{
p_t *= GET_APPLIED_PRICE(open[i],low[i],high[i],close[i]);
}
GeoMALineBuffer[InputGeoMAPeriod-1] = MathPow(p_t,x);
for (int i=InputGeoMAPeriod; i<rates_total; i++)
{
p_0 = p_t/GET_APPLIED_PRICE(open[i-InputGeoMAPeriod],low[i-InputGeoMAPeriod],high[i-InputGeoMAPeriod],close[i-InputGeoMAPeriod]);
p_t = p_0*GET_APPLIED_PRICE(open[i],low[i],high[i],close[i]);
GeoMALineBuffer[i] = MathPow(p_t,x);
}
return(rates_total);
}
for (int i=prev_calculated; i<=rates_total-1; i++)
{
p_0 = p_t/GET_APPLIED_PRICE(open[i-InputGeoMAPeriod],low[i-InputGeoMAPeriod],high[i-InputGeoMAPeriod],close[i-InputGeoMAPeriod]);
p_t = p_0*GET_APPLIED_PRICE(open[i],low[i],high[i],close[i]);
GeoMALineBuffer[i] = MathPow(p_t,x);
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
double GET_APPLIED_PRICE(const double ParamOpenPriceDouble,const double ParamLowPriceDouble,
const double ParamHighPriceDouble,const double ParamClosePriceDouble)
{
//+----------------------------------------------------------------------------------------------------------------------------------------+
/*** close price as the default ***/
double PriceResultDouble = ParamClosePriceDouble;
int AppliedPriceInt = int(InputAppliedPriceEnum);
//+----------------------------------------------------------------------------------------------------------------------------------------+
switch(AppliedPriceInt)
{
case 1 : PriceResultDouble = ParamOpenPriceDouble; break;
case 2 : PriceResultDouble = ParamLowPriceDouble; break;
case 3 : PriceResultDouble = ParamHighPriceDouble; break;
case 4 : PriceResultDouble = ParamClosePriceDouble; break;
/*** Median price ***/
case 5 : PriceResultDouble = (ParamHighPriceDouble + ParamLowPriceDouble)/2; break;
/*** Typical price ***/
case 6 : PriceResultDouble = (ParamHighPriceDouble + ParamLowPriceDouble + ParamClosePriceDouble)/3; break;
/*** Weighted price ***/
default : PriceResultDouble = (ParamHighPriceDouble + ParamLowPriceDouble + ParamClosePriceDouble + ParamClosePriceDouble)/4; break;
}
return(PriceResultDouble);
}
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