Centaur wrote: Sat Feb 25, 2023 6:04 pm Cong Adaptive Moving Average (CAMA)

https://in.tradingview.com/script/hOCmX ... g-Average/

Code: Select all

//+------------------------------------------------------------------+
//| Cong Adaptive Moving Average (CAMA)                              |
//+------------------------------------------------------------------+
int maCongAdaptive(const int rates_total,
                   const int prev_calculated,
                   const int value_length, // min val: 1; default val: 10
                   const double &source_price[],
                   const double &source_high[],
                   const double &source_low[],
                   const double &source_close[],
                   double &temp_true_range[],
                   double &result_value[],
                   double &result_color[])
  {
//--- bar index start
   int bar_index;
   if(prev_calculated == 0)
      bar_index = 0;
   else
      bar_index = prev_calculated - 1;
//--- main loop
   for(int i = bar_index; i < rates_total && !_StopFlag; i++)
     {
      temp_true_range[i] = i < 1 ? source_high[i] - source_low[i] : fmax(source_high[i] - source_low[i], fmax(fabs(source_high[i] - source_close[i - 1]), fabs(source_low[i] - source_close[i - 1])));
      if(i < value_length)
        {
         result_value[i] = source_price[i];
         result_color[i] = EMPTY_VALUE;
        }
      else
        {
         double denom = 0.0, hh = -DBL_MAX, ll = DBL_MAX;
         for(int k = 0; k < value_length; k++)
           {
            denom += temp_true_range[i - k];
            hh = source_high[i - k] > hh ? source_high[i - k] : hh;
            ll = source_low[i - k] < ll ? source_low[i - k] : ll;
           }
         double num = hh - ll;
         double alpha = num / denom;
         result_value[i] = alpha == 1.0 ? alpha * source_price[i] : alpha * source_price[i] + (1.0 - alpha) * result_value[i - 1];
         result_color[i] = StringToDouble(DoubleToString(result_value[i], _Digits)) > StringToDouble(DoubleToString(result_value[i - 1], _Digits)) ? 0.0 : StringToDouble(DoubleToString(result_value[i], _Digits)) < StringToDouble(DoubleToString(result_value[i - 1], _Digits)) ? 1.0 : result_color[i - 1];
        }
     }
   return(rates_total);
  }

Centaur wrote: Tue Feb 28, 2023 5:57 am Supertrend Averages

Request from @pfxi for a Supertrend Averages with arrows, please let me know if other average types are required.

Changes made:
1.) True Range Calculation = ​max [(high − low), abs(high − previous close​), abs(low – previous close)]
2.) Average True Range Calculation = first ATR value is the SMA(TR, n) then becomes [(Prior ATR x(n-1)) + Current TR]/n

tradd wrote: Wed Mar 01, 2023 5:40 pm Hello Centaur,

G Channel trend average could be. By the way, G channels indicator sometimes doesn't appear. After changing channel lenght, indicator appears.

Centaur wrote: Wed Mar 01, 2023 7:46 pm @tradd apologies for this, I've noticed this as well. Will fix and yes I agree a G-Channel Averages will be interesting. Will make work of it.

Centaur wrote: Thu Mar 02, 2023 7:42 pm Moving average filter applied to price with a lookback period of 1 before calculating an indicator in mql4

I've converted numerous of mql4 indicators to mql5, and I always pickup that the coder filters price with a standard simple moving average with a lookback period of 1.

Why would one do this, is a SMA with a lookback period of 1 not price itself? The only possible reason I can think of is to prevent any unforeseen price anomalies with metatrader, are these anomalies possible in metatrader?

input ENUM_APPLIED_PRICE MAPrice     = PRICE_CLOSE;     // Ma price to use

iMA(NULL,0,1,0,MODE_SMA,MAPrice,i)

Centaur wrote: Thu Mar 02, 2023 7:34 pm Just an open question to the community: (1) would averages applied to the price as a price filter be more effective? (2) Or alternatively averages applied to the final indicator output be more effective? (3) Or thirdly averages applied to both 1 and 2? And if 3 is chosen would one need to control both ends separately, as an input?

Please keep in mind with the addition of every average lag is introduced.