/*[[
	Name := Moving Average
	Author := Copyright © 2003, MetaQuotes Software Corp.
	Link := http://www.metaquotes.ru/
	Separate Window := No
	First Color := Red
	First Draw Type := Line
	Use Second Data := No
]]*/
Inputs : MAPeriod(13);
Variables : shift(0), MAType(1), cnt(0), loopbegin(0), first(True), prevbars(0);
Variables : sum(0), smconst(0), prev(0), weight(0), linear(0);
Variables : MAValue(0), MAstring("");
var: signal(0),noise(0),efRatio(0),i(0), Fastest(0.6667), Slowest(0.0645);
SetLoopCount(0);
// initial checkings
If MAPeriod < 1 Then Exit;
// check for additional bars loading or total reloading
If Bars < prevbars Or Bars-prevbars>1 Then first = True;
prevbars = Bars;
If first Then Begin
	// loopbegin prevent couning of counted bars exclude current
	loopbegin = Bars-MAPeriod-1;
	If MAType = 1 then Begin         // exponential MA initialization
		loopbegin = Bars-3;
		smconst = 2 / (1+MAPeriod);
		SetIndexValue(Bars-1,Close[Bars-1]);
	End;
	If loopbegin < 0 Then Exit;      // not enough bars for counting
	first = False;
End;

// moving average
loopbegin = loopbegin+1;             // current bar is to be recounted too
For shift = loopbegin Downto 0 Begin
	MAValue=0;
	Signal = Abs(Close[shift] - Close[shift+maPeriod]); 
	Noise=0;
	for i=shift to shift+maPeriod {
		Noise += Abs(Close[shift] - Close[shift+1]); 
	};
	if noise<>0 then efRatio = Signal / Noise; 
	if efRatio>1 then efRatio=1;
	smconst = pow((efRatio * (Fastest - Slowest) + Slowest),2); 

	prev = GetIndexValue(shift+1);
	MAValue = smconst * (Close[shift]-prev) + prev;

	SetIndexValue(shift,MAValue);
	loopbegin = loopbegin-1;         // prevent to previous bars recounting
End;