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Toh4iem9
2025-09-21 22:41:46 +02:00
parent af8a2b6af6
commit 1e9b31ebbf
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Include/MyIncludes/MESA_Calculator.mqh
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//+------------------------------------------------------------------+
//| MESA_Calculator.mqh |
//| Calculation engine for Ehlers' MAMA/FAMA. |
//| (Based on the official MotiveWave pseudo-code) |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CMESACalculator
{
private:
double m_fast_limit;
double m_slow_limit;
#define DECLARE_BUFFER(name) double m_##name[]
DECLARE_BUFFER(smooth);
DECLARE_BUFFER(detrender);
DECLARE_BUFFER(i1);
DECLARE_BUFFER(q1);
DECLARE_BUFFER(jI);
DECLARE_BUFFER(jQ);
DECLARE_BUFFER(i2);
DECLARE_BUFFER(q2);
DECLARE_BUFFER(re);
DECLARE_BUFFER(im);
DECLARE_BUFFER(period);
DECLARE_BUFFER(smooth_period);
DECLARE_BUFFER(phase);
DECLARE_BUFFER(alpha);
DECLARE_BUFFER(mama);
DECLARE_BUFFER(fama);
#undef DECLARE_BUFFER
public:
CMESACalculator(void) : m_fast_limit(0.5), m_slow_limit(0.05) {}
~CMESACalculator(void) {}
bool Init(double fast_limit, double slow_limit) { m_fast_limit = fast_limit; m_slow_limit = slow_limit; return true; }
void Calculate(int rates_total, const double &price_src[], double &mama_out[], double &fama_out[])
{
int warmup_period = 10;
if(rates_total < warmup_period)
return;
#define RESIZE_BUFFER(name) ArrayResize(m_##name, rates_total, 0)
RESIZE_BUFFER(smooth);
RESIZE_BUFFER(detrender);
RESIZE_BUFFER(i1);
RESIZE_BUFFER(q1);
RESIZE_BUFFER(jI);
RESIZE_BUFFER(jQ);
RESIZE_BUFFER(i2);
RESIZE_BUFFER(q2);
RESIZE_BUFFER(re);
RESIZE_BUFFER(im);
RESIZE_BUFFER(period);
RESIZE_BUFFER(smooth_period);
RESIZE_BUFFER(phase);
RESIZE_BUFFER(alpha);
RESIZE_BUFFER(mama);
RESIZE_BUFFER(fama);
#undef RESIZE_BUFFER
#define nz(arr, idx) ( (i >= idx) ? arr[i-idx] : 0 )
for(int i = 0; i < rates_total; i++)
{
if(i < warmup_period)
{
m_mama[i] = price_src[i];
m_fama[i] = price_src[i];
m_period[i] = 20;
m_smooth_period[i] = 20;
continue;
}
//--- Calculations exactly as per MotiveWave pseudo-code ---
m_smooth[i] = (4 * price_src[i] + 3 * nz(price_src,1) + 2 * nz(price_src,2) + nz(price_src,3)) / 10.0;
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);
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);
m_i1[i] = nz(m_detrender,3);
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);
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);
m_i2[i] = m_i1[i] - m_jQ[i];
m_q2[i] = m_q1[i] + m_jI[i];
m_i2[i] = 0.2 * m_i2[i] + 0.8 * nz(m_i2,1);
m_q2[i] = 0.2 * m_q2[i] + 0.8 * nz(m_q2,1);
m_re[i] = m_i2[i] * nz(m_i2,1) + m_q2[i] * nz(m_q2,1);
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] * price_src[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);
}
};
//+------------------------------------------------------------------+