Weighted Moving Average Different in MQL4 and MQL5?

[Andriy Moraru]

For some reason the iMAOnArray() function for a linear-weighted moving average in MQL4 produces different results to the WMA calculation function found in examples for MQL5:

void CalculateLWMA(int rates_total,int prev_calculated,int begin,const double &price[])
  {
   int        i,limit;
   static int weightsum;
   double     sum;
//--- first calculation or number of bars was changed
   if(prev_calculated==0)
     {
      weightsum=0;
      limit=MAPeriod+begin;
      //--- set empty value for first limit bars
      for(i=0;i<limit;i++) Coppock[i]=0.0;
      //--- calculate first visible value
      double firstValue=0;
      for(i=begin;i<limit;i++)
        {
         int k=i-begin+1;
         weightsum+=k;
         firstValue+=k*price[i];
        }
      firstValue/=(double)weightsum;
      Coppock[limit-1]=firstValue;
     }
   else limit=prev_calculated-1;
//--- main loop
   for(i=limit;i<rates_total;i++)
     {
      sum=0;
      for(int j=0;j<MAPeriod;j++) sum+=(MAPeriod-j)*price[i-j];
      Coppock[i]=sum/weightsum;
     }
//---
  }

Is it something wrong with this custom function or with iMAonArray()? Is there any other way to substitute MQL4 iMAonArray() than with such custom functions?

[Wackena]

enivid:

For some reason the iMAOnArray() function for a linear-weighted moving average in MQL4 produces different results to the WMA calculation function found in examples for MQL5:

Is it something wrong with this custom function or with iMAonArray()? Is there any other way to substitute MQL4 iMAonArray() than with such custom functions?

Check out this Migrate MT-4 to MT-5 article. The MT-5 IMAOnArray() version is lengthy. Hope it works OK.

https://www.mql5.com/en/articles/81

[Andriy Moraru]

The problem has been resolved and the topic can now be closed :).