I just finished conversion of the AllAverages indicator for Tradestation.
The same prices list as for MT4 is used in the indicator:
Code: Select all
CASE 0 : GetPriceByType = Close;
CASE 1 : GetPriceByType = Open;
CASE 2 : GetPriceByType = High;
CASE 3 : GetPriceByType = Low;
CASE 4 : GetPriceByType = (H + L)/2;
CASE 5 : GetPriceByType = (H + L + C)/3;
CASE 6 : GetPriceByType = (H + L + C + C)/4;
CASE 7 : GetPriceByType = (O + C)/2;
CASE 8 : GetPriceByType = (H + L + C + O)/4;
CASE 9 : if C > O then GetPriceByType = (H + C)/2 else GetPriceByType = (L + C)/2;
CASE 10: if C > O then GetPriceByType = H else GetPriceByType = L;
CASE 11: GetPriceByType = haClose;
CASE 12: GetPriceByType = haOpen;
CASE 13: GetPriceByType = haHigh;
CASE 14: GetPriceByType = haLow;
CASE 15: GetPriceByType = (haHigh + haLow)/2;
CASE 16: GetPriceByType = (haHigh + haLow + haClose)/3;
CASE 17: GetPriceByType = (haHigh + haLow + 2*haClose)/4;
CASE 18: GetPriceByType = (haOpen + haClose)/2;
CASE 19: GetPriceByType = (haHigh + haLow + haClose + haOpen)/4;
CASE 20: if haClose > haOpen then GetPriceByType = (H + haClose)/2 else GetPriceByType = (L + haClose)/2;
CASE 21: if haClose > haOpen then GetPriceByType = haHigh else GetPriceByType = haLow;
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// MA_Method= 0: SMA - Simple Moving Average
// MA_Method= 1: EMA - Exponential Moving Average
// MA_Method= 2: Wilder - Wilder Exponential Moving Average
// MA_Method= 3: LWMA - Linear Weighted Moving Average
// MA_Method= 4: SineWMA - Sine Weighted Moving Average
// MA_Method= 5: TriMA - Triangular Moving Average
// MA_Method= 6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
// MA_Method= 7: SMMA - Smoothed Moving Average
// MA_Method= 8: HMA - Hull Moving Average by Alan Hull
// MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy
// MA_Method=11: T3_basic - T3 by T.Tillson (original version)
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
// MA_Method=13: Median - Moving Median
// MA_Method=14: GeoMean - Geometric Mean
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell
// MA_Method=16: ILRS - Integral of Linear Regression Slope
// MA_Method=17: IE/2 - Combination of LSMA and ILRS
// MA_Method=18: TriMAgen - Triangular Moving Average generalized by J.Ehlers
// MA_Method=19: VWMA - Volume Weighted Moving Average
// MA_Method=20: JSmooth - Smoothing by Mark Jurik
// MA_Method=21: SMA_eq - Simplified SMA
// MA_Method=22: ALMA - Arnaud Legoux Moving Average
// MA_Method=23: TEMA - Triple Exponential Moving Average by Patrick Mulloy
// MA_Method=24: T3 - T3 by T.Tillson (correct version)
// MA_Method=25: Laguerre - Laguerre filter by J.Ehlers
// MA_Method=26: MD - McGinley Dynamic
// MA_Method=26: BF2P - Two-pole modified Butterworth filter by J.Ehlers
// MA_Method=26: BF3P - Three-pole modified Butterworth filter by J.Ehlers
// MA_Method=26: SuperSmu - SuperSmoother by J.Ehlers
// MA_Method=26: Decycler - Simple Decycler by J.Ehlers
// MA_Method=26: eVWMA - Modified eVWMA
// MA_Method=26: EWMA - Exponential Weighted Moving Average
// MA_Method=26: DsEMA - Double Smoothed EMA
// MA_Method=26: TsEMA - Triple Smoothed EMA
// MA_Method=26: VEMA - Volume-weighted Exponential Moving Average(V-EMA)
Regards,
Igor
