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refactor: remove old files
This commit is contained in:
Toh4iem9
@@ -1,250 +0,0 @@
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//+------------------------------------------------------------------+
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//| MAMA_FAMA_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi MAMA/FAMA. |
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//| (Based on the official MotiveWave pseudo-code) |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CMAMACalculator (Base Class) |
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//| |
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//+==================================================================+
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class CMAMACalculator
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{
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protected:
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double m_fast_limit;
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double m_slow_limit;
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//--- Internal buffers for state-dependent calculation
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double m_price[];
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double m_smooth[];
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double m_detrender[];
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double m_i1[];
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double m_q1[];
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double m_jI[];
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double m_jQ[];
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double m_i2[];
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double m_q2[];
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double m_re[];
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double m_im[];
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double m_period[];
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double m_smooth_period[];
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double m_phase[];
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double m_alpha[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CMAMACalculator(void);
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virtual ~CMAMACalculator(void) {};
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bool Init(double fast_limit, double slow_limit);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &mama_out[], double &fama_out[]);
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};
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//+------------------------------------------------------------------+
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//| CMAMACalculator: Constructor |
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//+------------------------------------------------------------------+
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CMAMACalculator::CMAMACalculator(void) : m_fast_limit(0.5), m_slow_limit(0.05)
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{
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}
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//+------------------------------------------------------------------+
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//| CMAMACalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CMAMACalculator::Init(double fast_limit, double slow_limit)
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{
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m_fast_limit = fast_limit;
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m_slow_limit = slow_limit;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CMAMACalculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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void CMAMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &mama_out[], double &fama_out[])
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{
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int warmup_period = 10;
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if(rates_total < warmup_period)
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return;
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//--- Resize all internal buffers
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ArrayResize(m_price, rates_total);
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ArrayResize(m_smooth, rates_total);
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ArrayResize(m_detrender, rates_total);
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ArrayResize(m_i1, rates_total);
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ArrayResize(m_q1, rates_total);
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ArrayResize(m_jI, rates_total);
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ArrayResize(m_jQ, rates_total);
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ArrayResize(m_i2, rates_total);
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ArrayResize(m_q2, rates_total);
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ArrayResize(m_re, rates_total);
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ArrayResize(m_im, rates_total);
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ArrayResize(m_period, rates_total);
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ArrayResize(m_smooth_period, rates_total);
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ArrayResize(m_phase, rates_total);
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ArrayResize(m_alpha, rates_total);
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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for(int i = 0; i < rates_total; i++)
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{
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if(i < warmup_period)
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{
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mama_out[i] = m_price[i];
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fama_out[i] = m_price[i];
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m_period[i] = 20;
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m_smooth_period[i] = 20;
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continue;
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}
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double prev_period = (i > 0) ? m_period[i-1] : 20;
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double prev_smooth_period = (i > 0) ? m_smooth_period[i-1] : 20;
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double prev_phase = (i > 0) ? m_phase[i-1] : 0;
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double prev_i2 = (i > 0) ? m_i2[i-1] : 0;
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double prev_q2 = (i > 0) ? m_q2[i-1] : 0;
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double prev_re = (i > 0) ? m_re[i-1] : 0;
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double prev_im = (i > 0) ? m_im[i-1] : 0;
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double prev_mama = (i > 0) ? mama_out[i-1] : m_price[i];
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double prev_fama = (i > 0) ? fama_out[i-1] : m_price[i];
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m_smooth[i] = (4*m_price[i] + 3*m_price[i-1] + 2*m_price[i-2] + m_price[i-3]) / 10.0;
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m_detrender[i] = (0.0962*m_smooth[i] + 0.5769*m_smooth[i-2] - 0.5769*m_smooth[i-4] - 0.0962*m_smooth[i-6]) * (0.075*prev_period + 0.54);
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m_q1[i] = (0.0962*m_detrender[i] + 0.5769*m_detrender[i-2] - 0.5769*m_detrender[i-4] - 0.0962*m_detrender[i-6]) * (0.075*prev_period + 0.54);
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m_i1[i] = m_detrender[i-3];
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m_jI[i] = (0.0962*m_i1[i] + 0.5769*m_i1[i-2] - 0.5769*m_i1[i-4] - 0.0962*m_i1[i-6]) * (0.075*prev_period + 0.54);
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m_jQ[i] = (0.0962*m_q1[i] + 0.5769*m_q1[i-2] - 0.5769*m_q1[i-4] - 0.0962*m_q1[i-6]) * (0.075*prev_period + 0.54);
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m_i2[i] = m_i1[i] - m_jQ[i];
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m_q2[i] = m_q1[i] + m_jI[i];
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m_i2[i] = 0.2*m_i2[i] + 0.8*prev_i2;
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m_q2[i] = 0.2*m_q2[i] + 0.8*prev_q2;
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m_re[i] = m_i2[i]*prev_i2 + m_q2[i]*prev_q2;
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m_im[i] = m_i2[i]*prev_q2 - m_q2[i]*prev_i2;
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m_re[i] = 0.2*m_re[i] + 0.8*prev_re;
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m_im[i] = 0.2*m_im[i] + 0.8*prev_im;
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if(m_im[i]!=0.0 && m_re[i]!=0.0)
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m_period[i] = 360.0/(MathArctan(m_im[i]/m_re[i])*180.0/M_PI);
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else
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m_period[i] = prev_period;
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if(m_period[i]>1.5*prev_period)
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m_period[i]=1.5*prev_period;
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if(m_period[i]<0.67*prev_period)
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m_period[i]=0.67*prev_period;
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if(m_period[i]<6)
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m_period[i]=6;
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if(m_period[i]>50)
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m_period[i]=50;
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m_period[i] = 0.2*m_period[i] + 0.8*prev_period;
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m_smooth_period[i] = 0.33*m_period[i] + 0.67*prev_smooth_period;
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if(m_i1[i]!=0.0)
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m_phase[i] = (MathArctan(m_q1[i]/m_i1[i])*180.0/M_PI);
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else
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m_phase[i] = prev_phase;
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double delta_phase = prev_phase - m_phase[i];
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if(delta_phase<1.0)
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delta_phase=1.0;
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m_alpha[i] = m_fast_limit/delta_phase;
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if(m_alpha[i]<m_slow_limit)
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m_alpha[i]=m_slow_limit;
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if(m_alpha[i]>m_fast_limit)
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m_alpha[i]=m_fast_limit;
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mama_out[i] = m_alpha[i]*m_price[i] + (1-m_alpha[i])*prev_mama;
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fama_out[i] = 0.5*m_alpha[i]*mama_out[i] + (1-0.5*m_alpha[i])*prev_fama;
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}
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}
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//+------------------------------------------------------------------+
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//| CMAMACalculator: Prepares the standard source price series. |
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//+------------------------------------------------------------------+
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bool CMAMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CMAMACalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CMAMACalculator_HA : public CMAMACalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| CMAMACalculator_HA: Prepares the Heikin Ashi source price. |
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//+------------------------------------------------------------------+
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bool CMAMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -1,232 +0,0 @@
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//+------------------------------------------------------------------+
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//| MESA_Calculator.mqh |
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//| Calculation engines for Standard and Heikin Ashi MAMA/FAMA. |
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//| (Based on the official MotiveWave pseudo-code) |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CMESACalculator (Standard) |
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//| |
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//+==================================================================+
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class CMESACalculator
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{
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protected:
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double m_fast_limit;
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double m_slow_limit;
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#define DECLARE_BUFFER(name) double m_##name[]
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DECLARE_BUFFER(price);
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DECLARE_BUFFER(smooth);
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DECLARE_BUFFER(detrender);
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DECLARE_BUFFER(i1);
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DECLARE_BUFFER(q1);
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DECLARE_BUFFER(jI);
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DECLARE_BUFFER(jQ);
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DECLARE_BUFFER(i2);
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DECLARE_BUFFER(q2);
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DECLARE_BUFFER(re);
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DECLARE_BUFFER(im);
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DECLARE_BUFFER(period);
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DECLARE_BUFFER(smooth_period);
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DECLARE_BUFFER(phase);
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DECLARE_BUFFER(alpha);
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DECLARE_BUFFER(mama);
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DECLARE_BUFFER(fama);
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#undef DECLARE_BUFFER
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CMESACalculator(void);
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virtual ~CMESACalculator(void) {};
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bool Init(double fast_limit, double slow_limit);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &mama_out[], double &fama_out[]);
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};
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//+------------------------------------------------------------------+
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//| CMESACalculator: Constructor |
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//+------------------------------------------------------------------+
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CMESACalculator::CMESACalculator(void) : m_fast_limit(0.5), m_slow_limit(0.05)
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{
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}
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//+------------------------------------------------------------------+
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//| CMESACalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CMESACalculator::Init(double fast_limit, double slow_limit)
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{
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m_fast_limit = fast_limit;
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m_slow_limit = slow_limit;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CMESACalculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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void CMESACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &mama_out[], double &fama_out[])
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{
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int warmup_period = 10;
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if(rates_total < warmup_period)
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return;
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#define RESIZE_BUFFER(name) ArrayResize(m_##name, rates_total, 0)
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RESIZE_BUFFER(price);
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RESIZE_BUFFER(smooth);
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RESIZE_BUFFER(detrender);
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RESIZE_BUFFER(i1);
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RESIZE_BUFFER(q1);
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RESIZE_BUFFER(jI);
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RESIZE_BUFFER(jQ);
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RESIZE_BUFFER(i2);
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RESIZE_BUFFER(q2);
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RESIZE_BUFFER(re);
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RESIZE_BUFFER(im);
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RESIZE_BUFFER(period);
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RESIZE_BUFFER(smooth_period);
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RESIZE_BUFFER(phase);
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RESIZE_BUFFER(alpha);
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RESIZE_BUFFER(mama);
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RESIZE_BUFFER(fama);
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#undef RESIZE_BUFFER
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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#define nz(arr, idx) ( (i >= idx) ? arr[i-idx] : 0 )
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for(int i = 0; i < rates_total; i++)
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{
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if(i < warmup_period)
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{
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m_mama[i] = m_price[i];
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m_fama[i] = m_price[i];
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m_period[i] = 20;
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m_smooth_period[i] = 20;
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continue;
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}
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m_smooth[i] = (4 * m_price[i] + 3 * nz(m_price,1) + 2 * nz(m_price,2) + nz(m_price,3)) / 10.0;
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m_detrender[i] = (0.0962 * m_smooth[i] + 0.5769 * nz(m_smooth,2) - 0.5769 * nz(m_smooth,4) - 0.0962 * nz(m_smooth,6)) * (0.075 * nz(m_period,1) + 0.54);
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m_q1[i] = (0.0962 * m_detrender[i] + 0.5769 * nz(m_detrender,2) - 0.5769 * nz(m_detrender,4) - 0.0962 * nz(m_detrender,6)) * (0.075 * nz(m_period,1) + 0.54);
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m_i1[i] = nz(m_detrender,3);
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m_jI[i] = (0.0962 * m_i1[i] + 0.5769 * nz(m_i1,2) - 0.5769 * nz(m_i1,4) - 0.0962 * nz(m_i1,6)) * (0.075 * nz(m_period,1) + 0.54);
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m_jQ[i] = (0.0962 * m_q1[i] + 0.5769 * nz(m_q1,2) - 0.5769 * nz(m_q1,4) - 0.0962 * nz(m_q1,6)) * (0.075 * nz(m_period,1) + 0.54);
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m_i2[i] = m_i1[i] - m_jQ[i];
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m_q2[i] = m_q1[i] + m_jI[i];
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m_i2[i] = 0.2 * m_i2[i] + 0.8 * nz(m_i2,1);
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m_q2[i] = 0.2 * m_q2[i] + 0.8 * nz(m_q2,1);
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m_re[i] = m_i2[i] * nz(m_i2,1) + m_q2[i] * nz(m_q2,1);
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m_im[i] = m_i2[i] * nz(m_q2,1) - m_q2[i] * nz(m_i2,1);
|
||||
m_re[i] = 0.2 * m_re[i] + 0.8 * nz(m_re,1);
|
||||
m_im[i] = 0.2 * m_im[i] + 0.8 * nz(m_im,1);
|
||||
if(m_im[i] != 0.0 && m_re[i] != 0.0)
|
||||
m_period[i] = 360.0 / (MathArctan(m_im[i] / m_re[i]) * 180.0 / M_PI);
|
||||
else
|
||||
m_period[i] = nz(m_period,1);
|
||||
if(m_period[i] > 1.5 * nz(m_period,1))
|
||||
m_period[i] = 1.5 * nz(m_period,1);
|
||||
if(m_period[i] < 0.67 * nz(m_period,1))
|
||||
m_period[i] = 0.67 * nz(m_period,1);
|
||||
if(m_period[i] < 6)
|
||||
m_period[i] = 6;
|
||||
if(m_period[i] > 50)
|
||||
m_period[i] = 50;
|
||||
m_period[i] = 0.2 * m_period[i] + 0.8 * nz(m_period,1);
|
||||
m_smooth_period[i] = 0.33 * m_period[i] + 0.67 * nz(m_smooth_period,1);
|
||||
if(m_i1[i] != 0.0)
|
||||
m_phase[i] = (MathArctan(m_q1[i] / m_i1[i]) * 180.0 / M_PI);
|
||||
else
|
||||
m_phase[i] = nz(m_phase,1);
|
||||
double delta_phase = nz(m_phase,1) - m_phase[i];
|
||||
if(delta_phase < 1.0)
|
||||
delta_phase = 1.0;
|
||||
m_alpha[i] = m_fast_limit / delta_phase;
|
||||
if(m_alpha[i] < m_slow_limit)
|
||||
m_alpha[i] = m_slow_limit;
|
||||
if(m_alpha[i] > m_fast_limit)
|
||||
m_alpha[i] = m_fast_limit;
|
||||
m_mama[i] = m_alpha[i] * m_price[i] + (1 - m_alpha[i]) * nz(m_mama,1);
|
||||
m_fama[i] = 0.5 * m_alpha[i] * m_mama[i] + (1 - 0.5 * m_alpha[i]) * nz(m_fama,1);
|
||||
}
|
||||
|
||||
#undef nz
|
||||
|
||||
ArrayCopy(mama_out, m_mama, 0, 0, rates_total);
|
||||
ArrayCopy(fama_out, m_fama, 0, 0, rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CMESACalculator: Prepares the source price series. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CMESACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
ArrayCopy(m_price, close, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
ArrayCopy(m_price, open, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
ArrayCopy(m_price, high, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
ArrayCopy(m_price, low, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (high[i]+low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (high[i]+low[i]+close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
return false;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| |
|
||||
//| CLASS 2: CMESACalculator_HA (Heikin Ashi) |
|
||||
//| |
|
||||
//+==================================================================+
|
||||
class CMESACalculator_HA : public CMESACalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
|
||||
protected:
|
||||
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CMESACalculator_HA: Prepares the source price series. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CMESACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
double ha_open[], ha_high[], ha_low[], ha_close[];
|
||||
ArrayResize(ha_open, rates_total);
|
||||
ArrayResize(ha_high, rates_total);
|
||||
ArrayResize(ha_low, rates_total);
|
||||
ArrayResize(ha_close, rates_total);
|
||||
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
||||
|
||||
//--- The HA version ALWAYS uses the HA Close price, ignoring the price_type input
|
||||
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user