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https://github.com/softwaredevelop/mql5.git
synced 2026-08-26 02:38:05 +00:00
refactor: brute force LinearWeightedMA calculation
This commit is contained in:
@@ -5,9 +5,11 @@
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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 "1.00"
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#property version "2.00" // Refactored to use direct calculation, no handles
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#property description "Hull Moving Average (HMA)"
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#property description "Hull Moving Average (HMA)"
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#include <MovingAverages.mqh>
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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 4 // HMA, and 3 calculation buffers
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#property indicator_buffers 4 // HMA, and 3 calculation buffers
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@@ -21,49 +23,38 @@
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#property indicator_width1 2
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#property indicator_width1 2
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//--- Input Parameters ---
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//--- Input Parameters ---
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input int InpPeriodHMA = 14; // HMA Period
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input int InpPeriodHMA = 14;
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE;
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//--- Indicator Buffers ---
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//--- Indicator Buffers ---
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double BufferHMA[]; // Final HMA line
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double BufferHMA[];
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double BufferWMA_Half[]; // WMA(period/2)
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double BufferWMA_Half[];
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double BufferWMA_Full[]; // WMA(period)
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double BufferWMA_Full[];
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double BufferRawHMA[]; // Raw HMA (2*WMA_Half - WMA_Full)
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double BufferRawHMA[];
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double BufferPrice[]; // Buffer for the source price data
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//--- Global Variables ---
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//--- Global Variables ---
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int ExtPeriodHMA;
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int ExtPeriodHMA;
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int handle_wma_half;
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int handle_wma_full;
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//--- Include for WMA calculation ---
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#include <MovingAverages.mqh>
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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void OnInit()
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void OnInit()
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{
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{
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//--- Validate and store input period
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ExtPeriodHMA = (InpPeriodHMA < 1) ? 1 : InpPeriodHMA;
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ExtPeriodHMA = (InpPeriodHMA < 1) ? 1 : InpPeriodHMA;
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//--- Map the buffers
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SetIndexBuffer(0, BufferHMA, INDICATOR_DATA);
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SetIndexBuffer(0, BufferHMA, INDICATOR_DATA);
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SetIndexBuffer(1, BufferWMA_Half, INDICATOR_CALCULATIONS);
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SetIndexBuffer(1, BufferWMA_Half, INDICATOR_CALCULATIONS);
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SetIndexBuffer(2, BufferWMA_Full, INDICATOR_CALCULATIONS);
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SetIndexBuffer(2, BufferWMA_Full, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferRawHMA, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferRawHMA, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferPrice, INDICATOR_CALCULATIONS);
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//--- Create handles to the standard iWMA indicator
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ArraySetAsSeries(BufferHMA, false);
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int period_half = (int)MathMax(1, MathRound(ExtPeriodHMA / 2.0));
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ArraySetAsSeries(BufferWMA_Half, false);
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handle_wma_half = iMA(_Symbol, _Period, period_half, 0, MODE_LWMA, InpAppliedPrice);
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ArraySetAsSeries(BufferWMA_Full, false);
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handle_wma_full = iMA(_Symbol, _Period, ExtPeriodHMA, 0, MODE_LWMA, InpAppliedPrice);
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ArraySetAsSeries(BufferRawHMA, false);
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ArraySetAsSeries(BufferPrice, false);
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if(handle_wma_half == INVALID_HANDLE || handle_wma_full == INVALID_HANDLE)
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{
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Print("Error creating iWMA handles.");
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return;
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}
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//--- Set indicator display properties
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtPeriodHMA + (int)MathFloor(MathSqrt(ExtPeriodHMA)) - 1);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtPeriodHMA + (int)MathFloor(MathSqrt(ExtPeriodHMA)) - 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HMA(%d)", ExtPeriodHMA));
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HMA(%d)", ExtPeriodHMA));
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@@ -83,35 +74,46 @@ int OnCalculate(const int rates_total,
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const long &volume[],
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const long &volume[],
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const int &spread[])
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const int &spread[])
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{
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{
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//--- Check if there is enough data
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if(rates_total < ExtPeriodHMA)
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if(rates_total < ExtPeriodHMA)
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return(0);
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return(0);
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//--- Check if the source WMA indicators have calculated their data
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//--- STEP 1: Get the source price data ---
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if(BarsCalculated(handle_wma_half) < rates_total || BarsCalculated(handle_wma_full) < rates_total)
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// This replaces the iMA handle logic
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return(0);
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switch(InpAppliedPrice)
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//--- STEP 1 & 2: Get the two WMA values
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if(CopyBuffer(handle_wma_half, 0, 0, rates_total, BufferWMA_Half) <= 0 ||
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CopyBuffer(handle_wma_full, 0, 0, rates_total, BufferWMA_Full) <= 0)
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{
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{
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return(0);
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case PRICE_OPEN:
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ArrayCopy(BufferPrice, open);
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break;
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case PRICE_HIGH:
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ArrayCopy(BufferPrice, high);
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break;
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case PRICE_LOW:
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ArrayCopy(BufferPrice, low);
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break;
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default:
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ArrayCopy(BufferPrice, close);
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break;
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}
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//--- STEP 2: Calculate the two base WMAs
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int period_half = (int)MathMax(1, MathRound(ExtPeriodHMA / 2.0));
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for(int i = 0; i < rates_total; i++)
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{
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if(i >= period_half - 1)
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BufferWMA_Half[i] = LinearWeightedMA(i, period_half, BufferPrice);
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if(i >= ExtPeriodHMA - 1)
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BufferWMA_Full[i] = LinearWeightedMA(i, ExtPeriodHMA, BufferPrice);
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}
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}
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//--- STEP 3: Calculate the raw HMA data
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//--- STEP 3: Calculate the raw HMA data
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for(int i = 0; i < rates_total; i++)
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for(int i = ExtPeriodHMA - 1; i < rates_total; i++)
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{
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{
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BufferRawHMA[i] = 2 * BufferWMA_Half[i] - BufferWMA_Full[i];
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BufferRawHMA[i] = 2 * BufferWMA_Half[i] - BufferWMA_Full[i];
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}
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}
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//--- STEP 4: Smooth the raw HMA with another WMA to get the final HMA
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//--- STEP 4: Smooth the raw HMA with the final WMA
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int period_sqrt = (int)MathMax(1, MathRound(MathSqrt(ExtPeriodHMA)));
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int period_sqrt = (int)MathMax(1, MathRound(MathSqrt(ExtPeriodHMA)));
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for(int i = ExtPeriodHMA + period_sqrt - 2; i < rates_total; i++)
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// We use our stable, manual calculation loop for the final smoothing
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ArraySetAsSeries(BufferRawHMA, false); // WMA function needs non-timeseries
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ArraySetAsSeries(BufferHMA, false);
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for(int i = ExtPeriodHMA - 1; i < rates_total; i++)
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{
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{
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BufferHMA[i] = LinearWeightedMA(i, period_sqrt, BufferRawHMA);
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BufferHMA[i] = LinearWeightedMA(i, period_sqrt, BufferRawHMA);
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}
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}
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