refactor(indicators): Refactored to Hann-only, incremental

This commit is contained in:
Toh4iem9
2026-01-05 08:55:06 +01:00
parent 2fd752774d
commit 39694e37a2
@@ -1,30 +1,27 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Windowed_MA_Pro.mq5 | //| Windowed_MA_Pro.mq5 |
//| Copyright 2025, xxxxxxxx| //| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "1.10" // Refactored to be a dedicated on-chart smoother #property version "2.00" // Refactored to Hann-only, incremental
#property description "FIR filters with selectable Windowing functions (SMA, Triangular, Hann) applied to price." #property description "Hann Windowed Moving Average (FIR Filter)."
#property description "A smooth, zero-lag filter using cosine-weighted averaging."
#property indicator_chart_window #property indicator_chart_window
#property indicator_buffers 1 #property indicator_buffers 1
#property indicator_plots 1 #property indicator_plots 1
#property indicator_label1 "Windowed MA" #property indicator_label1 "Hann MA"
#property indicator_type1 DRAW_LINE #property indicator_type1 DRAW_LINE
#property indicator_color1 clrDeepSkyBlue #property indicator_color1 clrDeepSkyBlue
#property indicator_style1 STYLE_SOLID #property indicator_style1 STYLE_SOLID
#property indicator_width1 1 #property indicator_width1 2
#include <MyIncludes\Windowed_MA_Calculator.mqh> #include <MyIncludes\Windowed_MA_Calculator.mqh>
enum ENUM_CANDLE_SOURCE { SOURCE_STD, SOURCE_HA };
//--- Input Parameters --- //--- Input Parameters ---
input ENUM_WINDOW_TYPE InpWindowType = W_HANN; // Windowing function type // REMOVED: InpWindowType (Only Hann is supported now)
input int InpPeriod = 20; // Averaging Period input int InpPeriod = 20; // Averaging Period
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price type for calculation input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price type for calculation
input ENUM_CANDLE_SOURCE InpCandleSource= SOURCE_STD; // Candle type
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferOutput[]; double BufferOutput[];
@@ -38,23 +35,24 @@ int OnInit()
SetIndexBuffer(0, BufferOutput, INDICATOR_DATA); SetIndexBuffer(0, BufferOutput, INDICATOR_DATA);
ArraySetAsSeries(BufferOutput, false); ArraySetAsSeries(BufferOutput, false);
if(InpCandleSource == SOURCE_HA) if(InpSourcePrice <= PRICE_HA_CLOSE)
{ {
g_calculator = new CWindowedMACalculator_HA(); g_calculator = new CWindowedMACalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Hann MA HA(%d)", InpPeriod));
} }
else else
{ {
g_calculator = new CWindowedMACalculator(); g_calculator = new CWindowedMACalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Hann MA(%d)", InpPeriod));
} }
// Initialize the calculator in PRICE mode // Initialize the calculator in PRICE mode
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpWindowType, SOURCE_PRICE)) if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, SOURCE_PRICE))
{ {
Print("Failed to initialize Windowed MA Calculator."); Print("Failed to initialize Windowed MA Calculator.");
return(INIT_FAILED); return(INIT_FAILED);
} }
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("W-MA(%d)", InpPeriod));
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits); IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
@@ -69,18 +67,27 @@ void OnDeinit(const int reason)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
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&[]) int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{ {
if(CheckPointer(g_calculator) == POINTER_INVALID) if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
ENUM_APPLIED_PRICE price_type; ENUM_APPLIED_PRICE price_type;
if(InpCandleSource == SOURCE_HA) if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferOutput); g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferOutput);
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+