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https://github.com/softwaredevelop/mql5.git
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refactor(indicators): Refactored to Hann-only, incremental
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@@ -1,30 +1,27 @@
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//+------------------------------------------------------------------+
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//| Windowed_MA_Pro.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 "1.10" // Refactored to be a dedicated on-chart smoother
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#property description "FIR filters with selectable Windowing functions (SMA, Triangular, Hann) applied to price."
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#property version "2.00" // Refactored to Hann-only, incremental
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#property description "Hann Windowed Moving Average (FIR Filter)."
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#property description "A smooth, zero-lag filter using cosine-weighted averaging."
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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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#property indicator_label1 "Windowed MA"
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#property indicator_label1 "Hann MA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDeepSkyBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_width1 2
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#include <MyIncludes\Windowed_MA_Calculator.mqh>
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enum ENUM_CANDLE_SOURCE { SOURCE_STD, SOURCE_HA };
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//--- Input Parameters ---
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input ENUM_WINDOW_TYPE InpWindowType = W_HANN; // Windowing function type
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input int InpPeriod = 20; // Averaging Period
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// REMOVED: InpWindowType (Only Hann is supported now)
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input int InpPeriod = 20; // Averaging Period
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price type for calculation
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input ENUM_CANDLE_SOURCE InpCandleSource= SOURCE_STD; // Candle type
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//--- Indicator Buffers ---
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double BufferOutput[];
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@@ -38,23 +35,24 @@ int OnInit()
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SetIndexBuffer(0, BufferOutput, INDICATOR_DATA);
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ArraySetAsSeries(BufferOutput, false);
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if(InpCandleSource == SOURCE_HA)
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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{
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g_calculator = new CWindowedMACalculator_HA();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Hann MA HA(%d)", InpPeriod));
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}
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else
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{
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g_calculator = new CWindowedMACalculator();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Hann MA(%d)", InpPeriod));
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}
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// Initialize the calculator in PRICE mode
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpWindowType, SOURCE_PRICE))
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, SOURCE_PRICE))
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{
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Print("Failed to initialize Windowed MA Calculator.");
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return(INIT_FAILED);
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}
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("W-MA(%d)", InpPeriod));
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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@@ -69,18 +67,27 @@ void OnDeinit(const int reason)
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}
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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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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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ENUM_APPLIED_PRICE price_type;
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if(InpCandleSource == SOURCE_HA)
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
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else
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price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
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g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferOutput);
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferOutput);
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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