//+------------------------------------------------------------------+
//|                                                          AMA.mq5 |
//|                             Copyright 2000-2025, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "Copyright 2000-2025, MetaQuotes Ltd."
#property link        "https://www.mql5.com"
#property version     "1.00"
#property description "Adaptive Moving Average"

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots   1
//--- plot ExtAMABuffer
#property indicator_label1  "AMA"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrRed
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- default applied price
#property indicator_applied_price PRICE_OPEN
//--- input parameters
input int InpPeriodAMA=10;      // AMA period
input int InpFastPeriodEMA=2;   // Fast EMA period
input int InpSlowPeriodEMA=30;  // Slow EMA period
input int InpShiftAMA=0;        // AMA shift
//--- indicator buffer
double    ExtAMABuffer[];

double    ExtFastSC;
double    ExtSlowSC;
int       ExtPeriodAMA;
int       ExtSlowPeriodEMA;
int       ExtFastPeriodEMA;
//+------------------------------------------------------------------+
//| AMA initialization function                                      |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input values
   if(InpPeriodAMA<=0)
     {
      ExtPeriodAMA=10;
      PrintFormat("Input parameter InpPeriodAMA has incorrect value (%d). Indicator will use value %d for calculations.",
                  InpPeriodAMA,ExtPeriodAMA);
     }
   else
      ExtPeriodAMA=InpPeriodAMA;
   if(InpSlowPeriodEMA<=0)
     {
      ExtSlowPeriodEMA=30;
      PrintFormat("Input parameter InpSlowPeriodEMA has incorrect value (%d). Indicator will use value %d for calculations.",
                  InpSlowPeriodEMA,ExtSlowPeriodEMA);
     }
   else
      ExtSlowPeriodEMA=InpSlowPeriodEMA;
   if(InpFastPeriodEMA<=0)
     {
      ExtFastPeriodEMA=2;
      PrintFormat("Input parameter InpFastPeriodEMA has incorrect value (%d). Indicator will use value %d for calculations.",
                  InpFastPeriodEMA,ExtFastPeriodEMA);
     }
   else
      ExtFastPeriodEMA=InpFastPeriodEMA;
//--- indicator buffers mapping
   SetIndexBuffer(0,ExtAMABuffer,INDICATOR_DATA);
//--- set accuracy
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//--- sets first bar from what index will be drawn
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodAMA);
//--- set index shift
   PlotIndexSetInteger(0,PLOT_SHIFT,InpShiftAMA);
//--- set shortname and change label
   string short_name=StringFormat("AMA(%d,%d,%d)",ExtPeriodAMA,ExtFastPeriodEMA,ExtSlowPeriodEMA);
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
   PlotIndexSetString(0,PLOT_LABEL,short_name);
//--- calculate ExtFastSC & ExtSlowSC
   ExtFastSC=2.0/(ExtFastPeriodEMA+1.0);
  }
//+------------------------------------------------------------------+
//| AMA iteration function                                           |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
  {
   int i;
//--- check for rates count
   if(rates_total<ExtPeriodAMA+begin)
      return(0);
//--- draw begin may be corrected
   if(begin!=0)
      PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodAMA+begin);
//--- detect position
   int pos=prev_calculated-1;
//--- first calculations
   if(pos<ExtPeriodAMA+begin)
     {
      pos=ExtPeriodAMA+begin;
      for(i=0; i<pos-1; i++)
         ExtAMABuffer[i]=0.0;
      ExtAMABuffer[pos-1]=price[pos-1];
     }
//--- main cycle
   for(i=pos; i<rates_total && !IsStopped(); i++)
     {
      //--- calculate SSC
      double currentSSC=(CalculateER(i,price)*(ExtFastSC-ExtSlowSC))+ExtSlowSC;
      //--- calculate AMA
      double prevAMA=ExtAMABuffer[i-1];
      ExtAMABuffer[i]=MathPow(currentSSC,2)*(price[i]-prevAMA)+prevAMA;
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Calculate ER value                                               |
//+------------------------------------------------------------------+
double CalculateER(const int pos,const double& price[])
  {
   double signal=MathAbs(price[pos]-price[pos-ExtPeriodAMA]);
   double noise=0.0;
   for(int delta=0; delta<ExtPeriodAMA; delta++)
      noise+=MathAbs(price[pos-delta]-price[pos-delta-1]);
   if(noise!=0.0)
      return(signal/noise);
   return(0.0);
  }
//+------------------------------------------------------------------+