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