feat: Add SWMA

snippets/Streams/Averages/SwmaOnStream.mqh

@@ -0,0 +1,36 @@
+#include <Streams/AOnStream.mqh>
+
+#ifndef SwmaOnStream_IMPL
+#define SwmaOnStream_IMPL
+
+// EMA on stream v1.0
+
+class SwmaOnStream : public AOnStream
+{
+public:
+   SwmaOnStream(IStream *source)
+      :AOnStream(source)
+   {
+   }
+
+   bool GetValue(const int period, double &val)
+   {
+      int totalBars = _source.Size();
+      if (period > totalBars - 4)
+      {
+         return false;
+      }
+
+      double x0;
+      double x1;
+      double x2;
+      double x3;
+      if (!_source.GetValue(period, x0) || !_source.GetValue(period + 1, x1) || !_source.GetValue(period + 2, x2) || !_source.GetValue(period + 3, x3))
+      {
+         return false;
+      }
+      val = x3 * 1 / 6 + x2 * 2 / 6 + x1 * 2 / 6 + x0 * 1 / 6;
+      return true;
+   }
+};
+#endif 

snippets/Streams/Averages/readme.md

@@ -56,4 +56,8 @@ Hull moving average on stream
 
 ## VwapOnStream
 
-VWAP average on stream
+VWAP average on stream
+
+## SwmaOnStream
+
+SWMA average.