Moving Average by iMAOnArray in Mql5

1103

Mohammadal Alizadehmadani 2022.05.14 14:12

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.

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);
  }

27545

William Roeder 2022.05.14 15:16 #1

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

1103

Mohammadal Alizadehmadani 2022.05.14 17:45 #2

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);
  }

1103

Mohammadal Alizadehmadani 2022.05.15 08:11 #3

Is there anyon to guide?

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