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// MA_Method=0: SMA - Simple Moving Average double SMA(int price,int per,int bar) { double Sum = 0; for(int i = 0;i < per;i++) Sum += iMA(NULL,0,1,0,0,price,bar+i);
return(Sum/per); } double SMAOnArray(double& array[],int per,int bar) { double Sum = 0; for(int i = 0;i < per;i++) Sum += array[bar+i];
return(Sum/per); }
// MA_Method=1: EMA - Exponential Moving Average double EMA(int price,double prev,int per,int bar) { if(bar >= Bars - 2) double ema = iMA(NULL,0,1,0,0,price,bar); else ema = prev + 2.0/(1+per)*(iMA(NULL,0,1,0,0,price,bar) - prev);
return(ema); } // MA_Method=2: Wilder - Wilder Exponential Moving Average double Wilder(int price,double prev,int per,int bar) { if(bar >= Bars - 2) double wilder = iMA(NULL,0,1,0,0,price,bar); //SMA(array1,per,bar); else wilder = prev + (iMA(NULL,0,1,0,0,price,bar) - prev)/per;
return(wilder); } // MA_Method=3: LWMA - Linear Weighted Moving Average double LWMA(int price,int per,int bar) { double Sum = 0; double Weight = 0;
for(int i = 0;i < per;i++) { Weight+= (per - i); Sum += iMA(NULL,0,1,0,0,price,bar+i)*(per - i); } if(Weight>0) double lwma = Sum/Weight; else lwma = 0; return(lwma); } double LWMAOnArray(double& array[],int per,int bar) { double Sum = 0; double Weight = 0;
for(int i = 0;i < per;i++) { Weight+= (per - i); Sum += array[bar+i]*(per - i); } if(Weight>0) double lwma = Sum/Weight; else lwma = 0; return(lwma); }
// MA_Method=4: SineWMA - Sine Weighted Moving Average double SineWMA(int price,int per,int bar) { double pi = 3.1415926535; double Sum = 0; double Weight = 0;
for(int i = 0;i < per;i++) { Weight+= MathSin(pi*(i+1)/(per+1)); Sum += iMA(NULL,0,1,0,0,price,bar+i)*MathSin(pi*(i+1)/(per+1)); } if(Weight>0) double swma = Sum/Weight; else swma = 0; return(swma); } // MA_Method=5: TriMA - Triangular Moving Average double TriMA(int price,int per,int bar) { double sma; int len = MathCeil((per+1)*0.5);
double sum=0; for(int i = 0;i < len;i++) { sma = SMA(price,len,bar+i); sum += sma; } double trima = sum/len;
return(trima); } // MA_Method=6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line) double LSMA(int price,int per,int bar) { double Sum=0; for(int i=per; i>=1; i--) Sum += (i-(per+1)/3.0)*iMA(NULL,0,1,0,0,price,bar+per-i); double lsma = Sum*6/(per*(per+1)); return(lsma); } // MA_Method=7: SMMA - Smoothed Moving Average double SMMA(int price,double prev,int per,int bar) { if(bar == Bars - per) double smma = SMA(price,per,bar); else if(bar < Bars - per) { double Sum = 0; for(int i = 0;i < per;i++) Sum += iMA(NULL,0,1,0,0,price,bar+i+1); smma = (Sum - prev + iMA(NULL,0,1,0,0,price,bar))/per; }
return(smma); } // MA_Method=8: HMA - Hull Moving Average by Alan Hull double HMA(int price,int per,int bar) { double _tmp[]; int len = MathSqrt(per);
ArrayResize(_tmp,len);
if(bar == Bars - per) double hma = iMA(NULL,0,1,0,0,price,bar); else if(bar < Bars - per) { for(int i=0;i<len;i++) _tmp[i] = 2*LWMA(price,per/2,bar+i) - LWMA(price,per,bar+i); hma = LWMAOnArray(_tmp,len,0); } return(hma); } // MA_Method=9: ZeroLagEMA - Zero-Lag Exponential Moving Average double ZeroLagEMA(int price,double prev,int per,int bar) { double alfa = 2.0/(1+per); int lag = 0.5*(per - 1);
if(bar >= Bars - lag) double zema = iMA(NULL,0,1,0,0,price,bar); else zema = alfa*(2*iMA(NULL,0,1,0,0,price,bar) - iMA(NULL,0,1,0,0,price,bar+lag)) + (1-alfa)*prev;
return(zema); } // MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy double DEMA(int index,int num,int price,double per,double v,int bar) { double alpha = 2.0/(1+per); if(bar == Bars - 2) {double dema = iMA(NULL,0,1,0,0,price,bar); tmp[num][index][0] = dema; tmp[num+1][index][0] = dema;} else if(bar < Bars - 2) { tmp[num ][index][0] = tmp[num ][index][1] + alpha*(iMA(NULL,0,1,0,0,price,bar) - tmp[num ][index][1]); tmp[num+1][index][0] = tmp[num+1][index][1] + alpha*(tmp[num][index][0] - tmp[num+1][index][1]); dema = tmp[num ][index][0]*(1+v) - tmp[num+1][index][0]*v; }
return(dema); } double DEMAOnArray(int index,int num,double price,double per,double v,int bar) { double alpha = 2.0/(1+per); if(bar == Bars - 2) {double dema = price; tmp[num][index][0] = dema; tmp[num+1][index][0] = dema;} else if(bar < Bars - 2) { tmp[num ][index][0] = tmp[num ][index][1] + alpha*(price - tmp[num ][index][1]); tmp[num+1][index][0] = tmp[num+1][index][1] + alpha*(tmp[num][index][0] - tmp[num+1][index][1]); dema = tmp[num ][index][0]*(1+v) - tmp[num+1][index][0]*v; }
return(dema); } // MA_Method=11: T3 by T.Tillson double T3_basic(int index,int num,int price,int per,double v,int bar) { double dema1, dema2;
if(bar == Bars - 2) { double T3 = iMA(NULL,0,1,0,0,price,bar); for(int k=0;k<6;k++) tmp[num+k][index][0] = T3; } else if(bar < Bars - 2) { T3 = iMA(NULL,0,1,0,0,price,bar); dema1 = DEMAOnArray(index,num ,T3 ,per,v,bar); dema2 = DEMAOnArray(index,num+2,dema1,per,v,bar); T3 = DEMAOnArray(index,num+4,dema2,per,v,bar); }
return(T3); } // MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers double ITrend(int price,double& array[],int per,int bar) { double alfa = 2.0/(per + 1); if(bar < Bars - 7) double it = (alfa - 0.25*alfa*alfa)*iMA(NULL,0,1,0,0,price,bar) + 0.5*alfa*alfa*iMA(NULL,0,1,0,0,price,bar+1) - (alfa - 0.75*alfa*alfa)*iMA(NULL,0,1,0,0,price,bar+2) + 2*(1-alfa)*array[1] - (1-alfa)*(1-alfa)*array[2]; else it = (iMA(NULL,0,1,0,0,price,bar) + 2*iMA(NULL,0,1,0,0,price,bar+1) + iMA(NULL,0,1,0,0,price,bar)+2)/4;
return(it); } // MA_Method=13: Median - Moving Median double Median(int price,int per,int bar) { double array[]; ArrayResize(array,per);
for(int i = 0; i < per;i++) array[i] = iMA(NULL,0,1,0,0,price,bar+i); ArraySort(array);
int num = MathRound((per-1)/2); if(MathMod(per,2) > 0) double median = array[num]; else median = 0.5*(array[num]+array[num+1]);
return(median); } // MA_Method=14: GeoMean - Geometric Mean double GeoMean(int price,int per,int bar) { if(bar < Bars - per) { double gmean = MathPow(iMA(NULL,0,1,0,0,price,bar),1.0/per); for(int i = 1; i < per;i++) gmean *= MathPow(iMA(NULL,0,1,0,0,price,bar+i),1.0/per); }
return(gmean); } // MA_Method=15: REMA - Regularized EMA by Chris Satchwell double REMA(int price,double& array[],int per,double lambda,int bar) { double alpha = 2.0/(per + 1); if(bar >= Bars - 3) double rema = iMA(NULL,0,1,0,0,price,bar); else rema = (array[1]*(1+2*lambda) + alpha*(iMA(NULL,0,1,0,0,price,bar) - array[1]) - lambda*array[2])/(1+lambda);
return(rema); } // MA_Method=16: ILRS - Integral of Linear Regression Slope double ILRS(int price,int per,int bar) { double sum = per*(per-1)*0.5; double sum2 = (per-1)*per*(2*per-1)/6.0;
double sum1 = 0; double sumy = 0; for(int i=0;i<per;i++) { sum1 += i*iMA(NULL,0,1,0,0,price,bar+i); sumy += iMA(NULL,0,1,0,0,price,bar+i); } double num1 = per*sum1 - sum*sumy; double num2 = sum*sum - per*sum2;
if(num2 != 0) double slope = num1/num2; else slope = 0; double ilrs = slope + SMA(price,per,bar);
return(ilrs); } // MA_Method=17: IE/2 - Combination of LSMA and ILRS double IE2(int price,int per,int bar) { double ie = 0.5*(ILRS(price,per,bar) + LSMA(price,per,bar));
return(ie); } // MA_Method=18: TriMAgen - Triangular Moving Average Generalized by J.Ehlers double TriMA_gen(int price,int per,int bar) { int len1 = MathFloor((per+1)*0.5); int len2 = MathCeil((per+1)*0.5); double sum=0; for(int i = 0;i < len2;i++) sum += SMA(price,len1,bar+i); double trimagen = sum/len2;
return(trimagen); } double TriMA_genOnArray(double& array[],int per,int bar) { int len1 = MathFloor((per+1)*0.5); int len2 = MathCeil((per+1)*0.5); double sum=0; for(int i = 0;i < len2;i++) sum += SMAOnArray(array,len1,bar+i); double trimagen = sum/len2;
return(trimagen); } // MA_Method=19: VWMA - Volume Weighted Moving Average double VWMA(int price,int per,int bar) { double Sum = 0; double Weight = 0;
for(int i = 0;i < per;i++) { Weight+= Volume[bar+i]; Sum += iMA(NULL,0,1,0,0,price,bar+i)*Volume[bar+i]; } if(Weight>0) double vwma = Sum/Weight; else vwma = 0; return(vwma); } // MA_Method=20: JSmooth - Smoothing by Mark Jurik double JSmooth(int index,int num,int price,int per,double pow,int bar) { double beta = 0.45*(per-1)/(0.45*(per-1)+2); double alpha = MathPow(beta,pow); double _ma = iMA(NULL,0,1,0,0,price,bar); if(bar == Bars - 2) { tmp[num+4][index][0] = _ma; tmp[num+0][index][0] = _ma; tmp[num+2][index][0] = _ma; } else if(bar < Bars - 2) { tmp[num+0][index][0] = (1-alpha)*_ma + alpha*tmp[num+0][index][1]; tmp[num+1][index][0] = (_ma - tmp[num+0][index][0])*(1-beta) + beta*tmp[num+1][index][1]; tmp[num+2][index][0] = tmp[num+0][index][0] + tmp[num+1][index][0]; tmp[num+3][index][0] = (tmp[num+2][index][0] - tmp[num+4][index][1])*MathPow((1-alpha),2) + MathPow(alpha,2)*tmp[num+3][index][1]; tmp[num+4][index][0] = tmp[num+4][index][1] + tmp[num+3][index][0]; }
return(tmp[num+4][index][0]); } // MA_Method=21: SMA_eq - Simplified SMA double SMA_eq(int price,double& array[],int per,int bar) { if(bar == Bars - per) double sma = SMA(price,per,bar); else if(bar < Bars - per) sma = (iMA(NULL,0,1,0,0,price,bar) - iMA(NULL,0,1,0,0,price,bar+per))/per + array[1];
return(sma); } // MA_Method=22: ALMA by Arnaud Legoux / Dimitris Kouzis-Loukas / Anthony Cascino double ALMA(int price,int per,double offset,double sigma,int bar) { double m = MathFloor(offset * (per - 1)); double s = per/sigma; double w, sum =0, wsum = 0; for (int i=0;i < per;i++) { w = MathExp(-((i - m)*(i - m))/(2*s*s)); wsum += w; sum += iMA(NULL,0,1,0,0,price,bar+(per-1-i))*w; }
if(wsum != 0) double alma = sum/wsum;
return(alma); } // MA_Method=23: TEMA - Triple Exponential Moving Average by Patrick Mulloy double TEMA(int index,int price,int per,double v,int bar) { double alpha = 2.0/(per+1); double _ma = iMA(NULL,0,1,0,0,price,bar); if(bar == Bars - 2) {tmp[0][index][0] = _ma; tmp[1][index][0] = _ma; tmp[2][index][0] = _ma;} else if(bar < Bars - 2) { tmp[0][index][0] = tmp[0][index][1] + alpha *(_ma - tmp[0][index][1]); tmp[1][index][0] = tmp[1][index][1] + alpha *(tmp[0][index][0] - tmp[1][index][1]); tmp[2][index][0] = tmp[2][index][1] + alpha *(tmp[1][index][0] - tmp[2][index][1]); tmp[3][index][0] = tmp[0][index][0] + v*(tmp[0][index][0] + v*(tmp[0][index][0]-tmp[1][index][0]) - tmp[1][index][0] - v*(tmp[1][index][0] - tmp[2][index][0])); }
return(tmp[3][index][0]); } // MA_Method=24: T3 by T.Tillson (correct version) double T3(int index,int num,double price,int per,double v,int bar) { double len = MathMax((per + 5.0)/3.0-1,1), dema1, dema2; double T3, _ma = iMA(NULL,0,1,0,0,price,bar);
if(bar == Bars - 2) for(int k=0;k<6;k++) tmp[num+k][index][0] = _ma; else if(bar < Bars - 2) { dema1 = DEMAOnArray(index,num ,_ma ,len,v,bar); dema2 = DEMAOnArray(index,num+2,dema1,len,v,bar); T3 = DEMAOnArray(index,num+4,dema2,len,v,bar); }
return(T3); } // MA_Method=25: Laguerre filter by J.Ehlers double Laguerre(int index,int price,int per,int order,int bar) { double gamma = 1-10.0/(per+9); double _ma = iMA(NULL,0,1,0,0,price,bar); double aPrice[];
ArrayResize(aPrice,order);
for(int i=0;i<order;i++) { if(bar >= Bars - order) tmp[i][index][0] = _ma; else { if(i == 0) tmp[i][index][0] = (1 - gamma)*_ma + gamma*tmp[i][index][1]; else tmp[i][index][0] = -gamma * tmp[i-1][index][0] + tmp[i-1][index][1] + gamma * tmp[i][index][1];
aPrice[i] = tmp[i][index][0]; } } double laguerre = TriMA_genOnArray(aPrice,order,0); return(laguerre); } // MA_Method=26: MD - McGinley Dynamic double McGinley(int price,double prev,int per,int bar) { if(bar == Bars - 2) double md = iMA(NULL,0,1,0,0,price,bar); else if(bar < Bars - 2 && prev > 0) { double p = iMA(NULL,0,1,0,0,price,bar); md = prev + (p - prev)/(per*MathPow(p/prev,4)/2); } return(md); } |
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