amirghadiri1987
83 lines
6.9 KiB
Plaintext
83 lines
6.9 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RingBuffer.mqh |
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//| Copyright 2016, Vasiliy Sokolov. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2016, Vasiliy Sokolov."
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#property link "http://www.mql5.com"
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#include "RiBuffDbl.mqh"
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//+------------------------------------------------------------------+
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//| Calculate the exponential moving average in the ring buffer |
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//+------------------------------------------------------------------+
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class CRiEMA : public CRiBuffDbl
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{
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private:
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double m_prev_ema; // Previous EMA value
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double m_last_value; // Last price value
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double m_smoth_factor; // Smoothing factor
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bool m_calc_first_v; // Flag indicating the first value calculation
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double CalcEma(); // Direct average calculation
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protected:
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virtual void OnAddValue(double value);
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virtual void OnChangeValue(int index, double del_value, double new_value);
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virtual void OnSetMaxTotal(int max_total);
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public:
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CRiEMA(void);
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double EMA(void);
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};
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//+------------------------------------------------------------------+
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//| Subscribe to value adding/changing notifications |
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//+------------------------------------------------------------------+
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CRiEMA::CRiEMA(void) : m_prev_ema(EMPTY_VALUE), m_last_value(EMPTY_VALUE),
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m_calc_first_v(false)
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{
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}
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//+------------------------------------------------------------------+
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//| Calculate smoothing factor according to MetaQuotes EMA equation |
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//+------------------------------------------------------------------+
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void CRiEMA::OnSetMaxTotal(int max_total)
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{
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m_smoth_factor = 2.0/(1.0+max_total);
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}
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//+------------------------------------------------------------------+
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//| Increase the total sum |
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//+------------------------------------------------------------------+
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void CRiEMA::OnAddValue(double value)
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{
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//Calculate the previous EMA value
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if(m_prev_ema != EMPTY_VALUE)
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m_prev_ema = CalcEma();
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//Save the current price
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m_last_value = value;
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}
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//+------------------------------------------------------------------+
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//| Correct EMA |
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//+------------------------------------------------------------------+
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void CRiEMA::OnChangeValue(int index,double del_value,double new_value)
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{
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if(index != GetMaxTotal()-1)
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return;
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m_last_value = new_value;
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}
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//+------------------------------------------------------------------+
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//| Direct EMA calculation |
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//+------------------------------------------------------------------+
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double CRiEMA::CalcEma(void)
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{
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double value = m_last_value*m_smoth_factor+m_prev_ema*(1.0-m_smoth_factor);
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return value;
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}
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//+------------------------------------------------------------------+
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//| Get the simple moving average |
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//+------------------------------------------------------------------+
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double CRiEMA::EMA(void)
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{
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if(m_calc_first_v)
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return CalcEma();
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else
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{
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m_prev_ema = m_last_value;
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m_calc_first_v = true;
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}
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return m_prev_ema;
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} |