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//+------------------------------------------------------------------+
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//| Sine_WMA.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "1.01"
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#property description "Sine Weighted Moving Average. A zero-lag smoothing filter."
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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//--- Plot 1: Sine WMA Line
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#property indicator_label1 "Sine WMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrAqua
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Input Parameters ---
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input int InpPeriod = 21;
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input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
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//--- Indicator Buffers ---
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double BufferWMA[];
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double BufferPrice[];
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//+------------------------------------------------------------------+
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//| CLASS: CSineWMACalculator |
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//| Encapsulates the logic for Sine weighting. |
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//+------------------------------------------------------------------+
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class CSineWMACalculator
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{
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private:
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int m_period;
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double m_weights[];
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double m_weight_sum;
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public:
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CSineWMACalculator(void);
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~CSineWMACalculator(void) {};
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bool Init(int period);
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void Calculate(int rates_total, const double &price_src[], double &wma_out[]);
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};
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//+------------------------------------------------------------------+
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//| CSineWMACalculator: Constructor |
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//+------------------------------------------------------------------+
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CSineWMACalculator::CSineWMACalculator(void) : m_period(0), m_weight_sum(0)
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{
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}
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//+------------------------------------------------------------------+
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//| CSineWMACalculator: Initialization and Weight Generation |
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//+------------------------------------------------------------------+
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bool CSineWMACalculator::Init(int period)
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{
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m_period = (period < 2) ? 2 : period;
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ArrayResize(m_weights, m_period);
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m_weight_sum = 0;
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for(int i = 0; i < m_period; i++)
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{
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m_weights[i] = MathSin(M_PI * (i + 1.0) / (m_period + 1.0));
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m_weight_sum += m_weights[i];
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}
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return (m_weight_sum != 0);
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}
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//+------------------------------------------------------------------+
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//| CSineWMACalculator: Main Calculation Method (No phase shift) |
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//+------------------------------------------------------------------+
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void CSineWMACalculator::Calculate(int rates_total, const double &price_src[], double &wma_out[])
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{
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if(rates_total < m_period)
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return;
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for(int i = m_period - 1; i < rates_total; i++)
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{
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double weighted_sum = 0;
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for(int j = 0; j < m_period; j++)
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{
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//--- Symmetrical weighting, use weights as generated
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weighted_sum += price_src[i - j] * m_weights[j];
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}
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//--- No displacement, result is plotted at the current bar
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wma_out[i] = weighted_sum / m_weight_sum;
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}
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}
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//--- Global calculator object ---
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CSineWMACalculator *g_calculator;
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//--- Forward declaration
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int PriceSeries(ENUM_APPLIED_PRICE,int,const double&[],const double&[],const double&[],const double&[],double&[]);
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufferWMA, INDICATOR_DATA);
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ArraySetAsSeries(BufferWMA, false);
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g_calculator = new CSineWMACalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod))
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{
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Print("Failed to initialize Sine WMA Calculator.");
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return(INIT_FAILED);
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}
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SineWMA(%d)", InpPeriod));
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
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{
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ArrayResize(BufferPrice, rates_total);
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if(PriceSeries(InpSourcePrice, rates_total, open, high, low, close, BufferPrice) <= 0)
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return 0;
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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g_calculator.Calculate(rates_total, BufferPrice, BufferWMA);
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Helper function to get the selected price series. |
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//+------------------------------------------------------------------+
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int PriceSeries(ENUM_APPLIED_PRICE type, int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dest_buffer[])
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{
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switch(type)
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{
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case PRICE_CLOSE:
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ArrayCopy(dest_buffer, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(dest_buffer, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(dest_buffer, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(dest_buffer, 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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dest_buffer[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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dest_buffer[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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dest_buffer[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return 0;
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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