Moving Average by iMAOnArray in Mql5

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Mohammadal Alizadehmadani  
Hello

I tried to write the equivalent for the iMAOnArray function in MetaTrader 4 using MovingAverages.mqh in MetaTrader 5. The problem is obvious in the attached photos. The result differs from the Moving averag indicator. It is also not calculated for period 1.

pic

code:

//+------------------------------------------------------------------+
//|                                           Moving_Avrag_close.mq5 |
//|                                Copyright 2022, Trade Magic Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2020, Trade Magic Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property description "Moving Avrag close"

#include <MovingAverages.mqh>

//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 2 
#property indicator_plots   1
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrRed
#property indicator_label1  "Moving Avrag"

//---- enum

//---- parameters
input int             MaPeriod  = 10;           // Period
input ENUM_MA_METHOD  MaMetod   = MODE_SMA;     // Metod
//--------------------------------------------------------------


//--- indicator buffers
double LineBuffer[],maPrice[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  { 

//--- indicator buffers mapping
   SetIndexBuffer(0,LineBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,maPrice,INDICATOR_CALCULATIONS);
//---
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- sets first bar from what index will be drawn
   IndicatorSetString(INDICATOR_SHORTNAME,"Moving Avrag close");
//--- sets drawing line empty value
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);   
//--- 
   //--- first calculation or number of bars was changed      
   ArrayInitialize(LineBuffer,0.0);   
   ArrayInitialize(maPrice ,0.0);
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---      
//--- check for data
   if(rates_total<MaPeriod )
      return(0);  
         
   if(prev_calculated<0)
      return(0);  
        
//--- check for bars count        
   int Counted = MathMax(prev_calculated-1,0);    
   Counted = MathMax(Counted ,MaPeriod );  
      

//--- first calculation of bars 
   if(prev_calculated==0) 
      {     
        for (int i=0 ; i<Counted && !_StopFlag; i++)
           {  
            LineBuffer[i] = close[i];
            maPrice[i]= close[i];
           }        
      }

//----First Cycle----
     int maPriceSize = iMAOnArray(close,rates_total,prev_calculated,MaPeriod,MaMetod,0,maPrice);             
     Comment("maPriceSize = " ,maPriceSize ,"  rates_total = ",rates_total,"  ArraySize( maPrice)= ",ArraySize( maPrice),"  maPrice[0]= ",maPrice[rates_total-1]);

//----main Cycle-----
    for(int i=Counted ; i<rates_total && !_StopFlag; i++)
      {
       LineBuffer[i] = maPrice[i];                                          
      }     
      
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|  iMA On Array                                                    |
//+------------------------------------------------------------------+
int iMAOnArray(double const &array[],
                      int rates_total,
                      int prev_calculated,
                      int period,
                      int ma_method,
                      int begin,
                      double &Extern_array[]
                      )
  {
   switch(ma_method)
     {
      case MODE_EMA:
         {int X=ExponentialMAOnBuffer(rates_total,prev_calculated,begin,period,array,Extern_array);return(X);}
         break;
      case MODE_LWMA:
         {int X=LinearWeightedMAOnBuffer(rates_total,prev_calculated,begin,period,array,Extern_array);return(X);}
         break;
      case MODE_SMA:
         {int X=SimpleMAOnBuffer(rates_total,prev_calculated,begin,period,array,Extern_array);return(X);}
         break;
      case MODE_SMMA:
         {int X=SmoothedMAOnBuffer(rates_total,prev_calculated,begin,period,array,Extern_array);return(X);}
         break;

      default: return(0);
        break; 
     }
   return(0);
  }  
William Roeder  
Mohammadal Alizadehmadani: The result differs from the Moving averag indicator. 
           LineBuffer[i] = close[i];

The buffer is as-series. You didn't set your array likewise.

To define the indexing direction in the time[], open[], high[], low[], close[], tick_volume[], volume[] and spread[] arrays, call the ArrayGetAsSeries() function. In order not to depend on defaults, call the ArraySetAsSeries() function for the arrays to work with.
          OnCalculate - Event Handling - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5
Mohammadal Alizadehmadani  
William Roeder #:

The buffer is as-series. You didn't set your array likewise.

I changed the code as follows but the result did not change.

//+------------------------------------------------------------------+
//|                                           Moving_Avrag_close.mq5 |
//|                                Copyright 2022, Trade Magic Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2020, Trade Magic Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property description "Moving Avrag close"

#include <MovingAverages.mqh>

//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 2 
#property indicator_plots   1
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrRed
#property indicator_label1  "Moving Avrag"

//---- enum

//---- parameters
input int             MaPeriod  = 10;           // Period
input ENUM_MA_METHOD  MaMetod   = MODE_SMA;     // Metod
//--------------------------------------------------------------


//--- indicator buffers
double LineBuffer[],maPrice[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  { 

//--- indicator buffers mapping
   SetIndexBuffer(0,LineBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,maPrice,INDICATOR_CALCULATIONS);
//---
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- sets first bar from what index will be drawn
   IndicatorSetString(INDICATOR_SHORTNAME,"Moving Avrag close");
//--- sets drawing line empty value
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);   
//--- 
   //--- first calculation or number of bars was changed      
   ArrayInitialize(LineBuffer,0.0);   
   ArrayInitialize(maPrice ,0.0);
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---    
ArraySetAsSeries( LineBuffer, true);
ArraySetAsSeries( maPrice, true);
ArraySetAsSeries( time, true);
ArraySetAsSeries( open, true);
ArraySetAsSeries( high, true);
ArraySetAsSeries( low, true);
ArraySetAsSeries( close, true);
ArraySetAsSeries( tick_volume, true);
ArraySetAsSeries( volume, true);
ArraySetAsSeries( spread, true);

Comment(
        "LineBuffer: ",ArrayGetAsSeries(LineBuffer),
        "  maPrice: ",ArrayGetAsSeries(maPrice),
        
        "  time: ",ArrayGetAsSeries(time),
        "  open: ",ArrayGetAsSeries(open),
        "  high: ",ArrayGetAsSeries(high),
        "  low: ",ArrayGetAsSeries(low),
        "  close: ",ArrayGetAsSeries(close),
        
        "  tick_volume: ",ArrayGetAsSeries(tick_volume),
        "  volume: ",ArrayGetAsSeries(volume),
        "  spread: ",ArrayGetAsSeries(spread)
        );
  
//--- check for data
   if(rates_total<MaPeriod )
      return(0);  
         
   if(prev_calculated<0)
      return(0);  
        
//--- check for bars count        
   int limit = (rates_total-1) - prev_calculated;    
   if (limit<0) limit = 0;   
   
   int Start = rates_total-MaPeriod;
   limit=MathMin(limit,Start);         

//--- first calculation of bars 
   if(prev_calculated==0) 
      {     
        for (int i=rates_total-1 ; i>limit && !_StopFlag; i--)
           {  
            LineBuffer[i] = close[i];
            maPrice[i]= close[i];
           }        
      }


     int maPriceSize = iMAOnArray(close,rates_total,prev_calculated,MaPeriod,MaMetod,0,maPrice);             

//----main Cycle-----
    for(int i=limit ; i>=0 && !_StopFlag; i--)
      {
       LineBuffer[i] = maPrice[i];                                          
      }     
      
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|  iMA On Array                                                    |
//+------------------------------------------------------------------+
int iMAOnArray(double const &array[],
                      int rates_total,
                      int prev_calculated,
                      int period,
                      int ma_method,
                      int begin,
                      double &Extern_array[]
                      )
  {
   switch(ma_method)
     {
      case MODE_EMA:
         {int X=ExponentialMAOnBuffer(rates_total,prev_calculated,begin,period,array,Extern_array);return(X);}
         break;
      case MODE_LWMA:
         {int X=LinearWeightedMAOnBuffer(rates_total,prev_calculated,begin,period,array,Extern_array);return(X);}
         break;
      case MODE_SMA:
         {int X=SimpleMAOnBuffer(rates_total,prev_calculated,begin,period,array,Extern_array);return(X);}
         break;
      case MODE_SMMA:
         {int X=SmoothedMAOnBuffer(rates_total,prev_calculated,begin,period,array,Extern_array);return(X);}
         break;

      default: return(0);
        break; 
     }
   return(0);
  }  

pic2

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