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MyLWMA
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#property indicator_chart_window | |
#property indicator_buffers 1 | |
#property indicator_color1 Red | |
// 指標バッファ | |
double BufMA[]; | |
// パラメータ | |
extern int MA_Period = 20; | |
// 初期化関数 | |
int init() | |
{ | |
// 指標バッファ割り当て | |
SetIndexBuffer(0,BufMA); | |
// 指標ラベルの設定 | |
SetIndexLabel(0, "LWMA("+MA_Period+")"); | |
return 0; | |
} | |
// 指標処理関数 | |
// LWMA[i] = {N*Close[i]+(N-1)*Close[i-1]+...+Close[i+N-1]}/{1+2+...+N} | |
int start() | |
{ | |
int limit = Bars-IndicatorCounted(); | |
if (limit == Bars) limit -= MA_Period - 1; | |
for (int i = limit - 1; i >= 0; i--) | |
{ | |
double sum = 0; | |
int weight = 0; | |
for (int k = 0; i < MA_Period; k++) | |
{ | |
int w = MA_Period - k; // w = 1とするとSMA | |
sum += w * Close[i+k]; | |
weight += w; | |
} | |
BufMA[i] = sum/weight; | |
} | |
return 0; | |
} |
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