iMAOnArray

chera
78
chera  

Could you suggest function or technique similar to iMAOnArray in MQL5?

 

double  iMAOnArray(
   double       array[],          // array with data
   int          total,            // number of elements
   int          ma_period,        // MA averaging period
   int          ma_shift,         // MA shift
   int          ma_method,        // MA averaging method
   int          shift             // shift

   ); 

Enrico Lambino
6098
Enrico Lambino  
chera:

Could you suggest function or technique similar to iMAOnArray in MQL5?

 

double  iMAOnArray(
   double       array[],          // array with data
   int          total,            // number of elements
   int          ma_period,        // MA averaging period
   int          ma_shift,         // MA shift
   int          ma_method,        // MA averaging method
   int          shift             // shift

   ); 

There is a great article about migration to MQL5, it can be found here:

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

It also includes translation for iMAOnArray on MQL5.

Migrating from MQL4 to MQL5
Migrating from MQL4 to MQL5
  • 2010.05.17
  • Sergey Pavlov
  • www.mql5.com
This article is a quick guide to MQL4 language functions, it will help you to migrate your programs from MQL4 to MQL5. For each MQL4 function (except trading functions) the description and MQL5 implementation are presented, it allows you to reduce the conversion time significantly. For convenience, the MQL4 functions are divided into groups, similar to MQL4 Reference.
Budyoni Damyanov
315
Budyoni Damyanov  

Here is the MQL5 version of iMAOnArray():

double iMAOnArray(double& array[], int period, int ma_shift, ENUM_MA_METHOD ma_method, int shift){

   double buf[], arr[];
   int total = ArraySize(array);   

   if(total <= period)
      return 0;      

   if(shift > total - period - ma_shift)
      return 0;     

   switch(ma_method) {

   case MODE_SMA: {

      total = ArrayCopy(arr, array, 0, shift + ma_shift, period);
      if (ArrayResize(buf, total) < 0)
         return 0;

      double sum = 0;
      int i, pos = total-1;      

      for (i = 1; i < period; i++, pos--)

         sum += arr[pos];

      while (pos >= 0) {

         sum += arr[pos];

         buf[pos] = sum / period;

         sum -= arr[pos + period - 1];

         pos--;

      }

      return buf[0];

   }

      

   case MODE_EMA: {

      if (ArrayResize(buf, total) < 0)

         return 0;

      double pr = 2.0 / (period + 1);

      int pos = total - 2;

      

      while (pos >= 0) {

         if (pos == total - 2)

            buf[pos+1] = array[pos+1];

         buf[pos] = array[pos] * pr + buf[pos+1] * (1-pr);

         pos--;

      }

      return buf[shift+ma_shift];

   }

   

   case MODE_SMMA: {

      if (ArrayResize (buf, total) < 0)

         return(0);

      double sum = 0;

      int i, k, pos;

      

      pos = total - period;

      while (pos >= 0) {

         if (pos == total - period) {

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

               sum += array[k];

               buf[k] = 0;

            }

         }

         else

            sum = buf[pos+1] * (period-1) + array[pos];

         buf[pos]=sum/period;

         pos--;

      }

      return buf[shift+ma_shift];

   }

   

   case MODE_LWMA: {

         if (ArrayResize (buf, total) < 0)

            return 0;

         double sum = 0.0, lsum = 0.0;

         double price;

         int i, weight = 0, pos = total-1;

         

         for(i = 1; i <= period; i++, pos--) {

            price = array[pos];

            sum += price * i;

            lsum += price;

            weight += i;

         }

         pos++;

         i = pos + period;

         while (pos >= 0) {

            buf[pos] = sum / weight;

            if (pos == 0)

               break;

            pos--;

            i--;

            price = array[pos];

            sum = sum - lsum + price * period;

            lsum -= array[i];

            lsum += price;

         }         

         return buf[shift+ma_shift];

      }

   }

   return 0;

}