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//+------------------------------------------------------------------+
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//| Custom Moving Averages.mq4 |
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//| Copyright 2005-2015, MetaQuotes Software Corp. |
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//| http://www.mql4.com |
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//+------------------------------------------------------------------+
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#property copyright "2005-2015, MetaQuotes Software Corp."
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#property link "http://www.mql4.com"
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#property description "Moving Average"
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#property strict
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_color1 Red
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//--- indicator parameters
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input int InpMAPeriod=13; // Period
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input int InpMAShift=0; // Shift
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input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // Method
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//--- indicator buffer
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double ExtLineBuffer[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit(void)
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{
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string short_name;
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int draw_begin=InpMAPeriod-1;
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//--- indicator short name
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switch(InpMAMethod)
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{
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case MODE_SMA : short_name="SMA("; break;
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case MODE_EMA : short_name="EMA("; draw_begin=0; break;
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case MODE_SMMA : short_name="SMMA("; break;
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case MODE_LWMA : short_name="LWMA("; break;
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default : return(INIT_FAILED);
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}
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IndicatorShortName(short_name+string(InpMAPeriod)+")");
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IndicatorDigits(Digits);
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//--- check for input
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if(InpMAPeriod<2)
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return(INIT_FAILED);
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//--- drawing settings
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SetIndexStyle(0,DRAW_LINE);
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SetIndexShift(0,InpMAShift);
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SetIndexDrawBegin(0,draw_begin);
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtLineBuffer);
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//--- initialization done
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Moving Average |
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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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//--- check for bars count
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if(rates_total<InpMAPeriod-1 || InpMAPeriod<2)
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return(0);
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//--- counting from 0 to rates_total
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ArraySetAsSeries(ExtLineBuffer,false);
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ArraySetAsSeries(close,false);
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//--- first calculation or number of bars was changed
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if(prev_calculated==0)
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ArrayInitialize(ExtLineBuffer,0);
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//--- calculation
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switch(InpMAMethod)
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{
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case MODE_EMA: CalculateEMA(rates_total,prev_calculated,close); break;
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case MODE_LWMA: CalculateLWMA(rates_total,prev_calculated,close); break;
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case MODE_SMMA: CalculateSmoothedMA(rates_total,prev_calculated,close); break;
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case MODE_SMA: CalculateSimpleMA(rates_total,prev_calculated,close); break;
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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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//| simple moving average |
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//+------------------------------------------------------------------+
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void CalculateSimpleMA(int rates_total,int prev_calculated,const double &price[])
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{
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int i,limit;
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//--- first calculation or number of bars was changed
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if(prev_calculated==0)
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{
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limit=InpMAPeriod;
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//--- calculate first visible value
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double firstValue=0;
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for(i=0; i<limit; i++)
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firstValue+=price[i];
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firstValue/=InpMAPeriod;
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ExtLineBuffer[limit-1]=firstValue;
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}
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else
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limit=prev_calculated-1;
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//--- main loop
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for(i=limit; i<rates_total && !IsStopped(); i++)
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ExtLineBuffer[i]=ExtLineBuffer[i-1]+(price[i]-price[i-InpMAPeriod])/InpMAPeriod;
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//---
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}
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//+------------------------------------------------------------------+
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//| exponential moving average |
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//+------------------------------------------------------------------+
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void CalculateEMA(int rates_total,int prev_calculated,const double &price[])
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{
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int i,limit;
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double SmoothFactor=2.0/(1.0+InpMAPeriod);
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//--- first calculation or number of bars was changed
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if(prev_calculated==0)
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{
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limit=InpMAPeriod;
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ExtLineBuffer[0]=price[0];
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for(i=1; i<limit; i++)
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ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
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}
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else
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limit=prev_calculated-1;
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//--- main loop
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for(i=limit; i<rates_total && !IsStopped(); i++)
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ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
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//---
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}
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//+------------------------------------------------------------------+
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//| linear weighted moving average |
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//+------------------------------------------------------------------+
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void CalculateLWMA(int rates_total,int prev_calculated,const double &price[])
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{
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int i,limit;
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static int weightsum;
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double sum;
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//--- first calculation or number of bars was changed
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if(prev_calculated==0)
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{
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weightsum=0;
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limit=InpMAPeriod;
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//--- calculate first visible value
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double firstValue=0;
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for(i=0;i<limit;i++)
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{
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int k=i+1;
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weightsum+=k;
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firstValue+=k*price[i];
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}
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firstValue/=(double)weightsum;
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ExtLineBuffer[limit-1]=firstValue;
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}
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else
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limit=prev_calculated-1;
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//--- main loop
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for(i=limit; i<rates_total && !IsStopped(); i++)
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{
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sum=0;
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for(int j=0;j<InpMAPeriod;j++)
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sum+=(InpMAPeriod-j)*price[i-j];
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ExtLineBuffer[i]=sum/weightsum;
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}
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//---
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}
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//+------------------------------------------------------------------+
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//| smoothed moving average |
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//+------------------------------------------------------------------+
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void CalculateSmoothedMA(int rates_total,int prev_calculated,const double &price[])
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{
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int i,limit;
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//--- first calculation or number of bars was changed
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if(prev_calculated==0)
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{
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limit=InpMAPeriod;
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double firstValue=0;
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for(i=0; i<limit; i++)
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firstValue+=price[i];
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firstValue/=InpMAPeriod;
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ExtLineBuffer[limit-1]=firstValue;
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}
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else
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limit=prev_calculated-1;
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//--- main loop
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for(i=limit; i<rates_total && !IsStopped(); i++)
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ExtLineBuffer[i]=(ExtLineBuffer[i-1]*(InpMAPeriod-1)+price[i])/InpMAPeriod;
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//---
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}
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//+------------------------------------------------------------------+
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