new files added

2026-07-27 20:47:44 +00:00 · 2026-01-28 08:55:33 +01:00
parent ebfe053478
commit 0fc3a8a87a
1 changed files with 173 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                         MACD_MAMA_Calculator.mqh |
+//|      MACD calculation using MAMA and FAMA.                       |
+//|      VERSION 1.10: Added Histogram/Line Only wrappers.           |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+
+#include <MyIncludes\MAMA_Calculator.mqh>
+#include <MyIncludes\MovingAverage_Engine.mqh>
+
+//+==================================================================+
+//|           CLASS 1: CMACDMAMACalculator (Base)                    |
+//+==================================================================+
+class CMACDMAMACalculator
+  {
+protected:
+   //--- Composition
+   CMAMACalculator          *m_mama_engine;
+   CMovingAverageCalculator m_signal_engine;
+
+   //--- Internal Buffers
+   double            m_mama_buf[];
+   double            m_fama_buf[];
+   double            m_macd_buf[];
+   double            m_signal_buf[];
+   double            m_hist_buf[];
+
+   virtual void      CreateMAMAEngine(void);
+
+public:
+                     CMACDMAMACalculator(void);
+   virtual          ~CMACDMAMACalculator(void);
+
+   bool              Init(double fast_limit, double slow_limit, int signal_period, ENUM_MA_TYPE signal_method);
+
+   //--- Main Calculation
+   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &macd_out[], double &signal_out[], double &hist_out[]);
+
+   //--- Wrappers
+   void              CalculateHistogramOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+         double &hist_out[]);
+   void              CalculateMACDLineOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                                           double &macd_out[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CMACDMAMACalculator::CMACDMAMACalculator(void)
+  {
+   m_mama_engine = NULL;
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CMACDMAMACalculator::~CMACDMAMACalculator(void)
+  {
+   if(CheckPointer(m_mama_engine) != POINTER_INVALID)
+      delete m_mama_engine;
+  }
+
+//+------------------------------------------------------------------+
+//| Factory Method                                                   |
+//+------------------------------------------------------------------+
+void CMACDMAMACalculator::CreateMAMAEngine(void)
+  {
+   m_mama_engine = new CMAMACalculator();
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CMACDMAMACalculator::Init(double fast_limit, double slow_limit, int signal_period, ENUM_MA_TYPE signal_method)
+  {
+   CreateMAMAEngine();
+
+   if(CheckPointer(m_mama_engine) == POINTER_INVALID || !m_mama_engine.Init(fast_limit, slow_limit))
+      return false;
+
+   if(!m_signal_engine.Init(signal_period, signal_method))
+      return false;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation                                                 |
+//+------------------------------------------------------------------+
+void CMACDMAMACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                                    double &macd_out[], double &signal_out[], double &hist_out[])
+  {
+   if(rates_total < 50)
+      return;
+
+// Resize internal buffers
+   if(ArraySize(m_mama_buf) != rates_total)
+     {
+      ArrayResize(m_mama_buf, rates_total);
+      ArrayResize(m_fama_buf, rates_total);
+      ArrayResize(m_macd_buf, rates_total);
+      ArrayResize(m_signal_buf, rates_total);
+      ArrayResize(m_hist_buf, rates_total);
+     }
+
+// 1. Calculate MAMA and FAMA
+   m_mama_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_mama_buf, m_fama_buf);
+
+// 2. Calculate MACD Line (MAMA - FAMA)
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+   int loop_start = MathMax(50, start_index); // MAMA warmup
+
+   for(int i = loop_start; i < rates_total; i++)
+     {
+      m_macd_buf[i] = m_mama_buf[i] - m_fama_buf[i];
+     }
+
+// 3. Calculate Signal Line
+   m_signal_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_buf, m_signal_buf, 50);
+
+// 4. Calculate Histogram & Output
+   for(int i = loop_start; i < rates_total; i++)
+     {
+      m_hist_buf[i] = m_macd_buf[i] - m_signal_buf[i];
+
+      if(ArraySize(macd_out) == rates_total)
+         macd_out[i] = m_macd_buf[i];
+      if(ArraySize(signal_out) == rates_total)
+         signal_out[i] = m_signal_buf[i];
+      if(ArraySize(hist_out) == rates_total)
+         hist_out[i] = m_hist_buf[i];
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate Histogram Only                                         |
+//+------------------------------------------------------------------+
+void CMACDMAMACalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+      double &hist_out[])
+  {
+   double dummy_macd[], dummy_signal[];
+   Calculate(rates_total, prev_calculated, price_type, open, high, low, close, dummy_macd, dummy_signal, hist_out);
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate MACD Line Only                                         |
+//+------------------------------------------------------------------+
+void CMACDMAMACalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+      double &macd_out[])
+  {
+   double dummy_signal[], dummy_hist[];
+   Calculate(rates_total, prev_calculated, price_type, open, high, low, close, macd_out, dummy_signal, dummy_hist);
+  }
+
+//+==================================================================+
+//|           CLASS 2: CMACDMAMACalculator_HA                        |
+//+==================================================================+
+class CMACDMAMACalculator_HA : public CMACDMAMACalculator
+  {
+protected:
+   virtual void      CreateMAMAEngine(void) override;
+  };
+
+//+------------------------------------------------------------------+
+//| Factory Override                                                 |
+//+------------------------------------------------------------------+
+void CMACDMAMACalculator_HA::CreateMAMAEngine(void)
+  {
+   m_mama_engine = new CMAMACalculator_HA();
+  }
+//+------------------------------------------------------------------+