222 lines
7.4 KiB
MQL5
222 lines
7.4 KiB
MQL5
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#property copyright "4kk4"
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#property link "https://www.mql5.com/en/users/4kk4"
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#property description "KG Moving Average"
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//--- indicator settings
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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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#property indicator_type1 DRAW_LINE
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#property indicator_color1 Red
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#property indicator_width1 2
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//--- input parameters
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input ENUM_TIMEFRAMES InpTimeFrame = PERIOD_CURRENT; // Timeframe Terapan
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input int InpMAPeriod = 60 ; // 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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input ENUM_APPLIED_PRICE InpMAPrice= PRICE_CLOSE ; // Method
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//--- indicator buffers
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double ExtLineBuffer[];
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int MAPeriod; //= PeriodSeconds(InpMAPeriod) / (PeriodSeconds() ); // Period
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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,int begin,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)// first calculation
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{
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limit=MAPeriod+begin;
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//--- set empty value for first limit bars
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for(i=0;i<limit-1;i++)
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ExtLineBuffer[i]=0.0;
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//--- calculate first visible value
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double firstValue=0;
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for(i=begin;i<limit;i++)
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firstValue+=price[i];
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firstValue/=MAPeriod;
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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-MAPeriod])/MAPeriod;
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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,int begin,const double &price[])
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{
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int i,limit;
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double SmoothFactor=2.0/(1.0+MAPeriod);
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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=MAPeriod+begin;
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ExtLineBuffer[begin]=price[begin];
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for(i=begin+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,int begin,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=MAPeriod+begin;
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//--- set empty value for first limit bars
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for(i=0;i<limit;i++)
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ExtLineBuffer[i]=0.0;
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//--- calculate first visible value
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double firstValue=0;
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for(i=begin;i<limit;i++)
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{
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int k=i-begin+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<MAPeriod;j++)
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sum+=(MAPeriod-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,int begin,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=MAPeriod+begin;
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//--- set empty value for first limit bars
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for(i=0;i<limit-1;i++)
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ExtLineBuffer[i]=0.0;
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//--- calculate first visible value
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double firstValue=0;
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for(i=begin;i<limit;i++)
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firstValue+=price[i];
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firstValue/=MAPeriod;
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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]*(MAPeriod-1)+price[i])/MAPeriod;
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//---
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}
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);
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//--- set accuracy
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,MAPeriod);
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//---- line shifts when drawing
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PlotIndexSetInteger(0,PLOT_SHIFT,InpMAShift);
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//--- name for DataWindow
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string short_name="unknown ma";
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switch(InpMAMethod)
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{
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case MODE_EMA :
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short_name="EMA";
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break;
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case MODE_LWMA :
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short_name="LWMA";
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break;
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case MODE_SMA :
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short_name="SMA";
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break;
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case MODE_SMMA :
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short_name="SMMA";
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break;
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}
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int period = PeriodSeconds()/60;
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if(period == 10080)
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period = 7200; //mingguan
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if(period == 40320)
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period = 28800; //bulanan
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if(period == 161280)
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period = 115200;//4 bulanan
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if(period == 483840)
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period = 345600;//tahunan
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MAPeriod = (InpMAPeriod) / period; // Period
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IndicatorSetString(INDICATOR_SHORTNAME,short_name+"("+string(MAPeriod)+")");
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//---- sets drawing line empty value--
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
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//---- initialization done
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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 int begin,
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const double &price[])
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{
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//--- check for bars count
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if(rates_total<MAPeriod-1+begin)
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return(0);// not enough bars for calculation
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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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//--- sets first bar from what index will be draw
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,MAPeriod-1+begin);
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//--- calculation
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switch(InpMAMethod)
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{
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case MODE_EMA:
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CalculateEMA(rates_total,prev_calculated,begin,price);
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break;
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case MODE_LWMA:
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CalculateLWMA(rates_total,prev_calculated,begin,price);
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break;
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case MODE_SMMA:
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CalculateSmoothedMA(rates_total,prev_calculated,begin,price);
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break;
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case MODE_SMA:
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CalculateSimpleMA(rates_total,prev_calculated,begin,price);
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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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