| //+------------------------------------------------------------------+
|
| //| MovingAverages.mqh |
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| //| Copyright 2000-2025, MetaQuotes Ltd. |
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| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
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|
|
| //+------------------------------------------------------------------+
|
| //| Simple Moving Average |
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| //+------------------------------------------------------------------+
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| double SimpleMA(const int position,const int period,const double &price[])
|
| {
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| double result=0.0;
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| //--- check period
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| if(period>0 && period<=(position+1))
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| {
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| for(int i=0; i<period; i++)
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| result+=price[position-i];
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|
|
| result/=period;
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| }
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|
|
| return(result);
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| }
|
| //+------------------------------------------------------------------+
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| //| Exponential Moving Average |
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| //+------------------------------------------------------------------+
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| double ExponentialMA(const int position,const int period,const double prev_value,const double &price[])
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| {
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| double result=0.0;
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| //--- check period
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| if(period>0)
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| {
|
| double pr=2.0/(period+1.0);
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| result=price[position]*pr+prev_value*(1-pr);
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| }
|
|
|
| return(result);
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| }
|
| //+------------------------------------------------------------------+
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| //| Smoothed Moving Average |
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| //+------------------------------------------------------------------+
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| double SmoothedMA(const int position,const int period,const double prev_value,const double &price[])
|
| {
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| double result=0.0;
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| //--- check period
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| if(period>0 && period<=(position+1))
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| {
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| if(position==period-1)
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| {
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| for(int i=0; i<period; i++)
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| result+=price[position-i];
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|
|
| result/=period;
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| }
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|
|
| result=(prev_value*(period-1)+price[position])/period;
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| }
|
|
|
| return(result);
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| }
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| //+------------------------------------------------------------------+
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| //| Linear Weighted Moving Average |
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| //+------------------------------------------------------------------+
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| double LinearWeightedMA(const int position,const int period,const double &price[])
|
| {
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| double result=0.0;
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| //--- check period
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| if(period>0 && period<=(position+1))
|
| {
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| double sum =0.0;
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| int wsum=0;
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|
|
| for(int i=period; i>0; i--)
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| {
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| wsum+=i;
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| sum +=price[position-i+1]*(period-i+1);
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| }
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|
|
| result=sum/wsum;
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| }
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|
|
| return(result);
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| }
|
| //+------------------------------------------------------------------+
|
| //| Simple moving average on price array |
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| //+------------------------------------------------------------------+
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| int SimpleMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,const int period,const double& price[],double& buffer[])
|
| {
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| //--- check period
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| if(period<=1 || period>(rates_total-begin))
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| return(0);
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| //--- save as_series flags
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| bool as_series_price=ArrayGetAsSeries(price);
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| bool as_series_buffer=ArrayGetAsSeries(buffer);
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|
|
| ArraySetAsSeries(price,false);
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| ArraySetAsSeries(buffer,false);
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| //--- calculate start position
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| int start_position;
|
|
|
| if(prev_calculated==0) // first calculation or number of bars was changed
|
| {
|
| //--- set empty value for first bars
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| start_position=period+begin;
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|
|
| for(int i=0; i<start_position-1; i++)
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| buffer[i]=0.0;
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| //--- calculate first visible value
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| double first_value=0;
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|
|
| for(int i=begin; i<start_position; i++)
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| first_value+=price[i];
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|
|
| buffer[start_position-1]=first_value/period;
|
| }
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| else
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| start_position=prev_calculated-1;
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| //--- main loop
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| for(int i=start_position; i<rates_total; i++)
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| buffer[i]=buffer[i-1]+(price[i]-price[i-period])/period;
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| //--- restore as_series flags
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| ArraySetAsSeries(price,as_series_price);
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| ArraySetAsSeries(buffer,as_series_buffer);
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| //---
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| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Exponential moving average on price array |
|
| //+------------------------------------------------------------------+
|
| int ExponentialMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,const int period,const double& price[],double& buffer[])
|
| {
|
| //--- check period
|
| if(period<=1 || period>(rates_total-begin))
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| return(0);
|
| //--- save and clear 'as_series' flags
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| bool as_series_price=ArrayGetAsSeries(price);
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| bool as_series_buffer=ArrayGetAsSeries(buffer);
|
|
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| ArraySetAsSeries(price,false);
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| ArraySetAsSeries(buffer,false);
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| //--- calculate start position
|
| int start_position;
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| double smooth_factor=2.0/(1.0+period);
|
|
|
| if(prev_calculated==0) // first calculation or number of bars was changed
|
| {
|
| //--- set empty value for first bars
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| for(int i=0; i<begin; i++)
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| buffer[i]=0.0;
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| //--- calculate first visible value
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| start_position=period+begin;
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| buffer[begin] =price[begin];
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|
|
| for(int i=begin+1; i<start_position; i++)
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| buffer[i]=price[i]*smooth_factor+buffer[i-1]*(1.0-smooth_factor);
|
| }
|
| else
|
| start_position=prev_calculated-1;
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| //--- main loop
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| for(int i=start_position; i<rates_total; i++)
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| buffer[i]=price[i]*smooth_factor+buffer[i-1]*(1.0-smooth_factor);
|
| //--- restore as_series flags
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| ArraySetAsSeries(price,as_series_price);
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| ArraySetAsSeries(buffer,as_series_buffer);
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| //---
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Linear weighted moving average on price array classic |
|
| //+------------------------------------------------------------------+
|
| int LinearWeightedMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,const int period,const double& price[],double& buffer[])
|
| {
|
| //--- check period
|
| if(period<=1 || period>(rates_total-begin))
|
| return(0);
|
| //--- save as_series flags
|
| bool as_series_price=ArrayGetAsSeries(price);
|
| bool as_series_buffer=ArrayGetAsSeries(buffer);
|
|
|
| ArraySetAsSeries(price,false);
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| ArraySetAsSeries(buffer,false);
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| //--- calculate start position
|
| int i,start_position;
|
|
|
| if(prev_calculated<=period+begin+2) // first calculation or number of bars was changed
|
| {
|
| //--- set empty value for first bars
|
| start_position=period+begin;
|
|
|
| for(i=0; i<start_position; i++)
|
| buffer[i]=0.0;
|
| }
|
| else
|
| start_position=prev_calculated-2;
|
| //--- calculate first visible value
|
| double sum=0.0,lsum=0.0;
|
| int l,weight=0;
|
|
|
| for(i=start_position-period,l=1; i<start_position; i++,l++)
|
| {
|
| sum +=price[i]*l;
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| lsum +=price[i];
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| weight+=l;
|
| }
|
| buffer[start_position-1]=sum/weight;
|
| //--- main loop
|
| for(i=start_position; i<rates_total; i++)
|
| {
|
| sum =sum-lsum+price[i]*period;
|
| lsum =lsum-price[i-period]+price[i];
|
| buffer[i]=sum/weight;
|
| }
|
| //--- restore as_series flags
|
| ArraySetAsSeries(price,as_series_price);
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| ArraySetAsSeries(buffer,as_series_buffer);
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| //---
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Linear weighted moving average on price array fast |
|
| //+------------------------------------------------------------------+
|
| int LinearWeightedMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,const int period,const double& price[],double& buffer[],int &weight_sum)
|
| {
|
| //--- check period
|
| if(period<=1 || period>(rates_total-begin))
|
| return(0);
|
| //--- save as_series flags
|
| bool as_series_price=ArrayGetAsSeries(price);
|
| bool as_series_buffer=ArrayGetAsSeries(buffer);
|
|
|
| ArraySetAsSeries(price,false);
|
| ArraySetAsSeries(buffer,false);
|
| //--- calculate start position
|
| int start_position;
|
|
|
| if(prev_calculated==0) // first calculation or number of bars was changed
|
| {
|
| //--- set empty value for first bars
|
| start_position=period+begin;
|
|
|
| for(int i=0; i<start_position; i++)
|
| buffer[i]=0.0;
|
| //--- calculate first visible value
|
| double first_value=0;
|
| int wsum =0;
|
|
|
| for(int i=begin,k=1; i<start_position; i++,k++)
|
| {
|
| first_value+=k*price[i];
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| wsum +=k;
|
| }
|
|
|
| buffer[start_position-1]=first_value/wsum;
|
| weight_sum=wsum;
|
| }
|
| else
|
| start_position=prev_calculated-1;
|
| //--- main loop
|
| for(int i=start_position; i<rates_total; i++)
|
| {
|
| double sum=0;
|
|
|
| for(int j=0; j<period; j++)
|
| sum+=(period-j)*price[i-j];
|
|
|
| buffer[i]=sum/weight_sum;
|
| }
|
| //--- restore as_series flags
|
| ArraySetAsSeries(price,as_series_price);
|
| ArraySetAsSeries(buffer,as_series_buffer);
|
| //---
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Smoothed moving average on price array |
|
| //+------------------------------------------------------------------+
|
| int SmoothedMAOnBuffer(const int rates_total,const int prev_calculated,const int begin,const int period,const double& price[],double& buffer[])
|
| {
|
| //--- check period
|
| if(period<=1 || period>(rates_total-begin))
|
| return(0);
|
| //--- save as_series flags
|
| bool as_series_price=ArrayGetAsSeries(price);
|
| bool as_series_buffer=ArrayGetAsSeries(buffer);
|
|
|
| ArraySetAsSeries(price,false);
|
| ArraySetAsSeries(buffer,false);
|
| //--- calculate start position
|
| int start_position;
|
|
|
| if(prev_calculated==0) // first calculation or number of bars was changed
|
| {
|
| //--- set empty value for first bars
|
| start_position=period+begin;
|
|
|
| for(int i=0; i<start_position-1; i++)
|
| buffer[i]=0.0;
|
| //--- calculate first visible value
|
| double first_value=0;
|
|
|
| for(int i=begin; i<start_position; i++)
|
| first_value+=price[i];
|
|
|
| buffer[start_position-1]=first_value/period;
|
| }
|
| else
|
| start_position=prev_calculated-1;
|
| //--- main loop
|
| for(int i=start_position; i<rates_total; i++)
|
| buffer[i]=(buffer[i-1]*(period-1)+price[i])/period;
|
| //--- restore as_series flags
|
| ArraySetAsSeries(price,as_series_price);
|
| ArraySetAsSeries(buffer,as_series_buffer);
|
| //---
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
