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refactor: CalculateALMA
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@@ -5,12 +5,12 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property link ""
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#property version "1.01" // Corrected MQL5 syntax for data handling
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#property version "1.02" // Corrected calculation logic to match TradingView
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#property description "Arnaud Legoux Moving Average (ALMA)"
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#property description "Arnaud Legoux Moving Average (ALMA)"
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//--- Indicator Window and Plot Properties ---
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//--- Indicator Window and Plot Properties ---
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#property indicator_chart_window
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_buffers 2 // ALMA and a buffer for the source price
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#property indicator_plots 1
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#property indicator_plots 1
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//--- Plot 1: ALMA line
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//--- Plot 1: ALMA line
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@@ -28,7 +28,7 @@ input double InpAlmaSigma = 6.0; // Sigma (smoothness)
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//--- Indicator Buffers ---
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//--- Indicator Buffers ---
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double BufferALMA[];
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double BufferALMA[];
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double price_buffer[]; // A buffer to store the source price data
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double BufferPrice[]; // A buffer to store the source price data
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//--- Global Variables ---
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//--- Global Variables ---
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int ExtAlmaPeriod;
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int ExtAlmaPeriod;
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@@ -49,16 +49,13 @@ void OnInit()
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ExtAlmaOffset = InpAlmaOffset;
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ExtAlmaOffset = InpAlmaOffset;
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ExtAlmaSigma = (InpAlmaSigma <= 0) ? 0.01 : InpAlmaSigma;
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ExtAlmaSigma = (InpAlmaSigma <= 0) ? 0.01 : InpAlmaSigma;
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//--- Map the buffer and set its properties
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//--- Map the buffers and set them as non-timeseries
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SetIndexBuffer(0, BufferALMA, INDICATOR_DATA);
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SetIndexBuffer(0, BufferALMA, INDICATOR_DATA);
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ArraySetAsSeries(BufferALMA, false);
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SetIndexBuffer(1, BufferPrice, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferALMA, false);
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ArraySetAsSeries(BufferPrice, false);
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// We also need to set our calculation buffer as a non-timeseries
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//--- Create a handle to get the source price data
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SetIndexBuffer(1, price_buffer, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(price_buffer, false);
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//--- Create a handle to get the source price data ---
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// Using iMA with period 1 is a standard trick to get any APPLIED_PRICE series
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price_handle = iMA(_Symbol, _Period, 1, 0, MODE_SMA, InpAppliedPrice);
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price_handle = iMA(_Symbol, _Period, 1, 0, MODE_SMA, InpAppliedPrice);
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if(price_handle == INVALID_HANDLE)
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if(price_handle == INVALID_HANDLE)
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{
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{
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@@ -89,8 +86,12 @@ int OnCalculate(const int rates_total,
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if(rates_total < ExtAlmaPeriod)
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if(rates_total < ExtAlmaPeriod)
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return(0);
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return(0);
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//--- Copy the source price data into our buffer ---
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//--- Check if the source indicator is ready
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if(CopyBuffer(price_handle, 0, 0, rates_total, price_buffer) != rates_total)
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if(BarsCalculated(price_handle) < rates_total)
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return(0);
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//--- Copy the source price data into our buffer
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if(CopyBuffer(price_handle, 0, 0, rates_total, BufferPrice) != rates_total)
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{
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{
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Print("Error copying source price data.");
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Print("Error copying source price data.");
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return(0);
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return(0);
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@@ -99,15 +100,14 @@ int OnCalculate(const int rates_total,
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//--- Main calculation loop (full recalculation for stability)
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//--- Main calculation loop (full recalculation for stability)
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for(int i = ExtAlmaPeriod - 1; i < rates_total; i++)
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for(int i = ExtAlmaPeriod - 1; i < rates_total; i++)
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{
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{
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// Calculate ALMA for the current bar 'i' using the copied price data
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BufferALMA[i] = CalculateALMA(i, BufferPrice);
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BufferALMA[i] = CalculateALMA(i, price_buffer);
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}
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}
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return(rates_total);
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return(rates_total);
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Calculates a single ALMA value for a given position. |
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//| Calculates a single ALMA value for a given position. (CORRECTED) |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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double CalculateALMA(const int position, const double &price_array[])
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double CalculateALMA(const int position, const double &price_array[])
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{
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{
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@@ -120,7 +120,13 @@ double CalculateALMA(const int position, const double &price_array[])
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for(int j = 0; j < ExtAlmaPeriod; j++)
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for(int j = 0; j < ExtAlmaPeriod; j++)
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{
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{
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double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s));
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double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s));
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sum += price_array[position - ExtAlmaPeriod + 1 + j] * weight;
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// --- FIX: Correct indexing to match Pine Script's logic ---
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// This calculates the index of the bar within the sliding window,
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// starting from the oldest to the newest.
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int price_index = position - (ExtAlmaPeriod - 1) + j;
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sum += price_array[price_index] * weight;
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norm += weight;
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norm += weight;
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}
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}
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