diff --git a/Include/MyIncludes/MESA_Calculator.mqh b/Include/MyIncludes/MESA_Calculator.mqh new file mode 100644 index 0000000..631b8e9 --- /dev/null +++ b/Include/MyIncludes/MESA_Calculator.mqh @@ -0,0 +1,142 @@ +//+------------------------------------------------------------------+ +//| 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); + } + }; +//+------------------------------------------------------------------+