Moving Averages

//+------------------------------------------------------------------+

//|                                        Custom Moving Average.mq4 |

//|                      Copyright © 2004, MetaQuotes Software Corp. |

//|                                       http://www.metaquotes.net/ |

//+------------------------------------------------------------------+

#property copyright "Copyright © 2004, MetaQuotes Software Corp."

#property link      "http://www.metaquotes.net/"

#property indicator_chart_window

#property indicator_buffers 1

#property indicator_color1 Red

//---- indicator parameters

extern int MA_Period=13;

extern int MA_Shift=0;

extern int MA_Method=0;

//---- indicator buffers

double ExtMapBuffer[];

//----

int ExtCountedBars=0;

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int init()

 {

  int    draw_begin;

  string short_name;

//---- drawing settings

  SetIndexStyle(0,DRAW_LINE);

  SetIndexShift(0,MA_Shift);

  IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));

  if(MA_Period<2) MA_Period=13;

  draw_begin=MA_Period-1;

//---- indicator short name

  switch(MA_Method)

    {

     case 1 : short_name="EMA(";  draw_begin=0; break;

     case 2 : short_name="SMMA("; break;

     case 3 : short_name="LWMA("; break;

     default :

        MA_Method=0;

        short_name="SMA(";

    }

  IndicatorShortName(short_name+MA_Period+")");

  SetIndexDrawBegin(0,draw_begin);

//---- indicator buffers mapping

  SetIndexBuffer(0,ExtMapBuffer);

//---- initialization done

  return(0);

 }

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

int start()

 {

  if(Bars<=MA_Period) return(0);

  ExtCountedBars=IndicatorCounted();

//---- check for possible errors

  if (ExtCountedBars<0) return(-1);

//---- last counted bar will be recounted

  if (ExtCountedBars>0) ExtCountedBars--;

//----

  switch(MA_Method)

    {

     case 0 : sma();  break;

     case 1 : ema();  break;

     case 2 : smma(); break;

     case 3 : lwma();

    }

//---- done

  return(0);

 }

//+------------------------------------------------------------------+

//| Simple Moving Average                                            |

//+------------------------------------------------------------------+

void sma()

 {

  double sum=0;

  int    i,pos=Bars-ExtCountedBars-1;

//---- initial accumulation

  if(pos<MA_Period) pos=MA_Period;

  for(i=1;i<MA_Period;i++,pos--)

     sum+=Close[pos];

//---- main calculation loop

  while(pos>=0)

    {

     sum+=Close[pos];

     ExtMapBuffer[pos]=sum/MA_Period;

      sum-=Close[pos+MA_Period-1];

       pos--;

    }

//---- zero initial bars

  if(ExtCountedBars<1)

     for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;

 }

//+------------------------------------------------------------------+

//| Exponential Moving Average                                       |

//+------------------------------------------------------------------+

void ema()

 {

  double pr=2.0/(MA_Period+1);

  int    pos=Bars-2;

  if(ExtCountedBars>2) pos=Bars-ExtCountedBars-1;

//---- main calculation loop

  while(pos>=0)

    {

     if(pos==Bars-2) ExtMapBuffer[pos+1]=Close[pos+1];

     ExtMapBuffer[pos]=Close[pos]*pr+ExtMapBuffer[pos+1]*(1-pr);

       pos--;

    }

 }

//+------------------------------------------------------------------+

//| Smoothed Moving Average                                          |

//+------------------------------------------------------------------+

void smma()

 {

  double sum=0;

  int    i,k,pos=Bars-ExtCountedBars+1;

//---- main calculation loop

  pos=Bars-MA_Period;

  if(pos>Bars-ExtCountedBars) pos=Bars-ExtCountedBars;

  while(pos>=0)

    {

     if(pos==Bars-MA_Period)

       {

        //---- initial accumulation

        for(i=0,k=pos;i<MA_Period;i++,k++)

          {

           sum+=Close[k];

           //---- zero initial bars

           ExtMapBuffer[k]=0;

          }

       }

     else sum=ExtMapBuffer[pos+1]*(MA_Period-1)+Close[pos];

     ExtMapBuffer[pos]=sum/MA_Period;

       pos--;

    }

 }

//+------------------------------------------------------------------+

//| Linear Weighted Moving Average                                   |

//+------------------------------------------------------------------+

void lwma()

 {

  double sum=0.0,lsum=0.0;

  double price;

  int    i,weight=0,pos=Bars-ExtCountedBars-1;

//---- initial accumulation

  if(pos<MA_Period) pos=MA_Period;

  for(i=1;i<=MA_Period;i++,pos--)

    {

     price=Close[pos];

     sum+=price*i;

     lsum+=price;

     weight+=i;

    }

//---- main calculation loop

  pos++;

  i=pos+MA_Period;

  while(pos>=0)

    {

     ExtMapBuffer[pos]=sum/weight;

     if(pos==0) break;

     pos--;

     i--;

     price=Close[pos];

     sum=sum-lsum+price*MA_Period;

     lsum-=Close[i];

     lsum+=price;

    }

//---- zero initial bars

  if(ExtCountedBars<1)

     for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;

 }

//+------------------------------------------------------------------+