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refactor: fully manual, self-contained, and accurate

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Toh4iem9
2025-08-20 10:54:32 +02:00
parent 2b8b85ddff
commit 0903f0391b
1 changed files with 81 additions and 42 deletions
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Indicators/MyIndicators/HMA.mq5
+81 -42
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@@ -5,11 +5,9 @@
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "2.00" // Refactored to use direct calculation, no handles
#property version "3.00" // Fully manual, self-contained, and accurate
#property description "Hull Moving Average (HMA)"
#include <MovingAverages.mqh>
//--- Indicator Window and Plot Properties ---
#property indicator_chart_window
#property indicator_buffers 4 // HMA, and 3 calculation buffers
@@ -31,33 +29,32 @@ double BufferHMA[];
double BufferWMA_Half[];
double BufferWMA_Full[];
double BufferRawHMA[];
double BufferPrice[]; // Buffer for the source price data
//--- Global Variables ---
int ExtPeriodHMA;
int g_ExtPeriodHMA;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
void OnInit()
int OnInit()
{
ExtPeriodHMA = (InpPeriodHMA < 1) ? 1 : InpPeriodHMA;
g_ExtPeriodHMA = (InpPeriodHMA < 1) ? 1 : InpPeriodHMA;
SetIndexBuffer(0, BufferHMA, INDICATOR_DATA);
SetIndexBuffer(1, BufferWMA_Half, INDICATOR_CALCULATIONS);
SetIndexBuffer(2, BufferWMA_Full, INDICATOR_CALCULATIONS);
SetIndexBuffer(3, BufferRawHMA, INDICATOR_CALCULATIONS);
SetIndexBuffer(4, BufferPrice, INDICATOR_CALCULATIONS);
ArraySetAsSeries(BufferHMA, false);
ArraySetAsSeries(BufferWMA_Half, false);
ArraySetAsSeries(BufferWMA_Full, false);
ArraySetAsSeries(BufferRawHMA, false);
ArraySetAsSeries(BufferPrice, false);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtPeriodHMA + (int)MathFloor(MathSqrt(ExtPeriodHMA)) - 1);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HMA(%d)", ExtPeriodHMA));
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtPeriodHMA + (int)MathFloor(MathSqrt(g_ExtPeriodHMA)) - 2);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HMA(%d)", g_ExtPeriodHMA));
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
@@ -74,48 +71,90 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
if(rates_total < ExtPeriodHMA)
int start_pos = g_ExtPeriodHMA + (int)MathFloor(MathSqrt(g_ExtPeriodHMA)) - 2;
if(rates_total <= start_pos)
return(0);
//--- STEP 1: Get the source price data ---
// This replaces the iMA handle logic
switch(InpAppliedPrice)
//--- STEP 1: Prepare the source price array
double price_source[];
ArrayResize(price_source, rates_total);
for(int i=0; i<rates_total; i++)
{
case PRICE_OPEN:
ArrayCopy(BufferPrice, open);
break;
case PRICE_HIGH:
ArrayCopy(BufferPrice, high);
break;
case PRICE_LOW:
ArrayCopy(BufferPrice, low);
break;
default:
ArrayCopy(BufferPrice, close);
break;
switch(InpAppliedPrice)
{
case PRICE_OPEN:
price_source[i] = open[i];
break;
case PRICE_HIGH:
price_source[i] = high[i];
break;
case PRICE_LOW:
price_source[i] = low[i];
break;
case PRICE_MEDIAN:
price_source[i] = (high[i] + low[i]) / 2.0;
break;
case PRICE_TYPICAL:
price_source[i] = (high[i] + low[i] + close[i]) / 3.0;
break;
case PRICE_WEIGHTED:
price_source[i]= (high[i] + low[i] + 2*close[i]) / 4.0;
break;
default:
price_source[i] = close[i];
break;
}
}
//--- STEP 2: Calculate the two base WMAs
int period_half = (int)MathMax(1, MathRound(ExtPeriodHMA / 2.0));
for(int i = 0; i < rates_total; i++)
{
if(i >= period_half - 1)
BufferWMA_Half[i] = LinearWeightedMA(i, period_half, BufferPrice);
if(i >= ExtPeriodHMA - 1)
BufferWMA_Full[i] = LinearWeightedMA(i, ExtPeriodHMA, BufferPrice);
}
//--- STEP 2: Calculate all HMA components
int period_half = (int)MathMax(1, MathRound(g_ExtPeriodHMA / 2.0));
int period_sqrt = (int)MathMax(1, MathRound(MathSqrt(g_ExtPeriodHMA)));
//--- STEP 3: Calculate the raw HMA data
for(int i = ExtPeriodHMA - 1; i < rates_total; i++)
// --- First Pass: Calculate base WMAs and Raw HMA ---
for(int i = g_ExtPeriodHMA - 1; i < rates_total; i++)
{
// Manual WMA for half period
double lwma_sum_half = 0;
double weight_sum_half = 0;
for(int j=0; j<period_half; j++)
{
int weight = period_half - j;
lwma_sum_half += price_source[i-j] * weight;
weight_sum_half += weight;
}
if(weight_sum_half > 0)
BufferWMA_Half[i] = lwma_sum_half / weight_sum_half;
// Manual WMA for full period
double lwma_sum_full = 0;
double weight_sum_full = 0;
for(int j=0; j<g_ExtPeriodHMA; j++)
{
int weight = g_ExtPeriodHMA - j;
lwma_sum_full += price_source[i-j] * weight;
weight_sum_full += weight;
}
if(weight_sum_full > 0)
BufferWMA_Full[i] = lwma_sum_full / weight_sum_full;
// Calculate Raw HMA
BufferRawHMA[i] = 2 * BufferWMA_Half[i] - BufferWMA_Full[i];
}
//--- STEP 4: Smooth the raw HMA with the final WMA
int period_sqrt = (int)MathMax(1, MathRound(MathSqrt(ExtPeriodHMA)));
for(int i = ExtPeriodHMA + period_sqrt - 2; i < rates_total; i++)
// --- Second Pass: Calculate final HMA ---
for(int i = start_pos; i < rates_total; i++)
{
BufferHMA[i] = LinearWeightedMA(i, period_sqrt, BufferRawHMA);
// Manual WMA for sqrt period on Raw HMA data
double lwma_sum_sqrt = 0;
double weight_sum_sqrt = 0;
for(int j=0; j<period_sqrt; j++)
{
int weight = period_sqrt - j;
lwma_sum_sqrt += BufferRawHMA[i-j] * weight;
weight_sum_sqrt += weight;
}
if(weight_sum_sqrt > 0)
BufferHMA[i] = lwma_sum_sqrt / weight_sum_sqrt;
}
return(rates_total);