iVIDyA indicator for mt4

//+------------------------------------------------------------------+

//|                                                        VIDYA.mq4 |

//|                             Copyright 2000-2025, MetaQuotes Ltd. |

//|                                             https://www.mql5.com |

//+------------------------------------------------------------------+

#property copyright   "Copyright 2000-2025, MetaQuotes Ltd."

#property link        "https://www.mql5.com"

#property description "Variable Index Dynamic Average"

#property strict

//--- indicator settings

#property indicator_chart_window

#property indicator_buffers         1

#property indicator_plots           1

#property indicator_type1           DRAW_LINE

#property indicator_color1          Red

#property indicator_width1          1

#property indicator_label1          "VIDYA"

//--- input parameters

input int InpPeriodCMO=9;              // Period CMO

input int InpPeriodEMA=12;             // Period EMA

input int InpShift=0;                  // Indicator's shift

//--- indicator buffer

double VIDYA_Buffer[];



double ExtF; // smooth factor

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

void OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,VIDYA_Buffer,INDICATOR_DATA);

//--- sets first bar from what index will be drawn

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpPeriodEMA+InpPeriodCMO-1);

//--- sets indicator shift

   PlotIndexSetInteger(0,PLOT_SHIFT,InpShift);

//--- name for indicator label

   string short_name=StringFormat("VIDYA(%d,%d)",InpPeriodCMO,InpPeriodEMA);

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

   PlotIndexSetString(0,PLOT_LABEL,short_name);

//--- calculate smooth factor

   ExtF=2.0/(1.0+InpPeriodEMA);

  }

//+------------------------------------------------------------------+

//| Variable Index Dynamic Average                                   |

//+------------------------------------------------------------------+

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[])

  {

   if(rates_total<InpPeriodEMA+InpPeriodCMO-1)

      return(0);

//---

   int i,start_;

   if(prev_calculated<InpPeriodEMA+InpPeriodCMO-1)

     {

      start_=rates_total - (InpPeriodEMA+InpPeriodCMO+1);

      for(i=rates_total-1; i>=start_; i--)

         VIDYA_Buffer[i]=close[i];

     }

   else

      start_=rates_total - prev_calculated+1;

//--- main cycle

   for(i=start_; i>=0 && !IsStopped(); i--)

     {

      double mul_CMO=MathAbs(CalculateCMO(i,InpPeriodCMO,close));

      //--- calculate VIDYA

      VIDYA_Buffer[i]=close[i]*ExtF*mul_CMO+VIDYA_Buffer[i+1]*(1-ExtF*mul_CMO);

     }

//--- OnCalculate done. Return new prev_calculated.

   return(rates_total);

  }

//+------------------------------------------------------------------+

//| Chande Momentum Oscillator                                       |

//+------------------------------------------------------------------+

double CalculateCMO(int pos,const int period,const double &price[])

  {

   double res=0.0;

   double sum_up=0.0,sum_down=0.0;

//---

   if(pos<ArraySize(price))

     {

      for(int i=0; i<period; i++)

        {

         double diff=price[pos+i]-price[pos+i+1]; //20-0 - 19,  0 - 1

         if(diff>0.0)

            sum_up+=diff;

         else

            sum_down+=(-diff);

        }

      if(sum_up+sum_down!=0.0)

         res=(sum_up-sum_down)/(sum_up+sum_down);

     }

//---

   return(res);

  }

//+------------------------------------------------------------------+