//+------------------------------------------------------------------+ //| 18AvgMA.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property description "Average of 18 Moving Averages indicator" #property version "1.00" #property indicator_chart_window #property indicator_buffers 8 #property indicator_plots 1 //--- plot MA #property indicator_label1 "Avg of 18 MA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod = 50; // Period input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferMA[]; double BufferPrice[]; double BufferEMA[]; double BufferWilder[]; double BufferSMMA[]; double BufferZeroLagEMA[]; double BufferITrend[]; double BufferREMA[]; //--- global variables int period_ma; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_ma=int(InpPeriod<1 ? 1 : InpPeriod); //--- indicator buffers mapping SetIndexBuffer(0,BufferMA,INDICATOR_DATA); SetIndexBuffer(1,BufferPrice,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferEMA,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferWilder,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferSMMA,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferZeroLagEMA,INDICATOR_CALCULATIONS); SetIndexBuffer(6,BufferITrend,INDICATOR_CALCULATIONS); SetIndexBuffer(7,BufferREMA,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Average of 18 MA ("+(string)period_ma+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferMA,true); ArraySetAsSeries(BufferPrice,true); ArraySetAsSeries(BufferEMA,true); ArraySetAsSeries(BufferWilder,true); ArraySetAsSeries(BufferSMMA,true); ArraySetAsSeries(BufferZeroLagEMA,true); ArraySetAsSeries(BufferITrend,true); ArraySetAsSeries(BufferREMA,true); //--- create MA's handles ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice); if(handle_ma==INVALID_HANDLE) { Print("The iMA(1) object was not created: Error ",GetLastError()); return INIT_FAILED; } //--- 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[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(tick_volume,true); //--- Проверка количества доступных баров if(rates_total1) { limit=rates_total-period_ma-1; ArrayInitialize(BufferMA,EMPTY_VALUE); ArrayInitialize(BufferPrice,0); ArrayInitialize(BufferEMA,0); ArrayInitialize(BufferWilder,0); ArrayInitialize(BufferSMMA,0); ArrayInitialize(BufferZeroLagEMA,0); ArrayInitialize(BufferITrend,0); ArrayInitialize(BufferREMA,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1); int copied=CopyBuffer(handle_ma,0,0,count,BufferPrice); if(copied!=count) return 0; for(int i=limit; i>=0 && !IsStopped(); i--) { BufferEMA[i]=EMA(rates_total,BufferPrice[i],BufferEMA[i+1],period_ma,i); BufferWilder[i]=Wilder(rates_total,BufferPrice[i],BufferWilder[i+1],period_ma,i); BufferSMMA[i]=SMMA(rates_total,BufferPrice,BufferSMMA[i+1],period_ma,i); BufferZeroLagEMA[i]=ZeroLagEMA(rates_total,BufferPrice,BufferZeroLagEMA[i+1],period_ma,i); BufferITrend[i]=ITrend(rates_total,BufferPrice,BufferITrend,period_ma,i); BufferREMA[i]=REMA(rates_total,BufferPrice[i],BufferREMA,period_ma,0.5,i); } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double iSMA=SMA(rates_total,BufferPrice,period_ma,i); double iLWMA=LWMA(rates_total,BufferPrice,period_ma,i); double iSineWMA=SineWMA(rates_total,BufferPrice,period_ma,i); double iTriMA=TriMA(rates_total,BufferPrice,period_ma,i); double iLSMA=LSMA(rates_total,BufferPrice,period_ma,i); double iHMA=HMA(rates_total,BufferPrice,period_ma,i); double iMedian=Median(rates_total,BufferPrice,period_ma,i); double iGeoMean=GeoMean(rates_total,BufferPrice,period_ma,i); double iILRS=ILRS(rates_total,BufferPrice,period_ma,i); double iIE2=IE2(rates_total,BufferPrice,period_ma,i); double iTriMA_gen=TriMAgen(rates_total,BufferPrice,period_ma,i); double iVolWMA=VWMA(rates_total,BufferPrice,tick_volume,period_ma,i); BufferMA[i]=(iSMA+BufferEMA[i]+BufferWilder[i]+iLWMA+iSineWMA+iTriMA+iLSMA+BufferSMMA[i]+iHMA+BufferZeroLagEMA[i]+BufferITrend[i]+iMedian+iGeoMean+BufferREMA[i]+iILRS+iIE2+iTriMA_gen+iVolWMA)/18.0; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Simple Moving Average | //+------------------------------------------------------------------+ double SMA(const int rates_total,const double &array_src[],const int period,const int shift) { if(period<1 || shift>rates_total-period-1) return array_src[shift]; double sum=0; for(int i=0; i=rates_total-2 || period<1 ? price : prev+2.0/(1+period)*(price-prev)); } //+------------------------------------------------------------------+ //| Wilder Exponential Moving Average | //+------------------------------------------------------------------+ double Wilder(const int rates_total,const double price,const double prev,const int period,const int shift) { return(shift>=rates_total-2 || period<1 ? price : prev+(price-prev)/period); } //+------------------------------------------------------------------+ //| Linear Weighted Moving Average | //+------------------------------------------------------------------+ double LWMA(const int rates_total,const double &array_src[],const int period,const int shift) { if(period<1 || shift>rates_total-period-1) return 0; double sum=0; double weight=0; for(int i=0; i0 ? sum/weight : 0); } //+------------------------------------------------------------------+ //| Sine Weighted Moving Average | //+------------------------------------------------------------------+ double SineWMA(const int rates_total,const double &array_src[],const int period,const int shift) { if(period<1 || shift>rates_total-period-1) return 0; double sum=0; double weight=0; for(int i=0; i0 ? sum/weight : 0); } //+------------------------------------------------------------------+ //| Triangular Moving Average | //+------------------------------------------------------------------+ double TriMA(const int rates_total,const double &array_src[],const int period,const int shift) { if(period<1 || shift>rates_total-period-1) return 0; double sma; int len=(int)ceil((period+1)*0.5); double sum=0; for(int i=0; irates_total-period-1) return 0; double sum=0; for(int i=period; i>=1; i--) sum+=(i-(period+1)/3.0)*array_src[shift+period-i]; double lsma=sum*6.0/(period*(period+1)); return(lsma); } //+------------------------------------------------------------------+ //| Smoothed Moving Average | //+------------------------------------------------------------------+ double SMMA(const int rates_total,const double &array_src[],const double prev,const int period,const int shift) { if(period<1 || shift>rates_total-period-1) return 0; double smma=0; if(shift==rates_total-period-1) smma=SMA(rates_total,array_src,period,shift); else if(shiftrates_total-period-1) return 0; double tmp1[]; double hma=0; int len=(int)sqrt(period); ArrayResize(tmp1,len); if(shift==rates_total-period-1) hma=array_src[shift]; else if(shift=rates_total-lag ? array_src[shift] : alfa*(2.0*array_src[shift]-array_src[shift+lag])+(1-alfa)*prev); } //+------------------------------------------------------------------+ //| Instantaneous Trendline by J.Ehlers | //+------------------------------------------------------------------+ double ITrend(const int rates_total,const double &array_src[],const double &array[],const int period,const int shift) { double alfa=2.0/(period+1); return ( shiftrates_total-period-1) return 0; double array[]; ArrayResize(array,period); for(int i=0; i0 ? array_src[num] : 0.5*(array_src[num]+array[num+1])); } //+------------------------------------------------------------------+ //| Geometric Mean | //+------------------------------------------------------------------+ double GeoMean(const int rates_total,const double &array_src[],const int period,const int shift) { double gmean=0; if(shift=rates_total-3 ? price : (array[shift+1]*(1+2*lambda)+alpha*(price-array[shift+1])-lambda*array[shift+2])/(1+lambda)); } //+------------------------------------------------------------------+ //| Integral of Linear Regression Slope | //+------------------------------------------------------------------+ double ILRS(const int rates_total,const double &array_src[],const int period,const int shift) { if(period<1 || shift>rates_total-period-1) return 0; double sum=period*(period-1)*0.5; double sum2=(period-1)*period*(2*period-1)/6.0; double sum1=0; double sumy=0; for(int i=0; irates_total-period-1) return 0; return(0.5*(ILRS(rates_total,array_src,period,shift)+LSMA(rates_total,array_src,period,shift))); } //+------------------------------------------------------------------+ //| Triangular Moving Average generalized by J.Ehlers | //+------------------------------------------------------------------+ double TriMAgen(const int rates_total,const double &array_src[],const int period,const int shift) { if(period<1 || shift>rates_total-period-1) return 0; int len1=(int)floor((period+1)*0.5); int len2=(int)ceil((period+1)*0.5); double sum=0; for(int i=0; i double VWMA(const int rates_total,const double &array_src[],const T &volume[],const int period,const int shift) { if(period<1 || shift>rates_total-period-1) return 0; double sum=0; double weight=0; for(int i=0; i0 ? sum/weight : 0); } //+------------------------------------------------------------------+