mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-19 07:18:07 +00:00
refactor(indicators): Refactored to Hann-only, incremental
This commit is contained in:
@@ -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);
|
||||||
}
|
}
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
|
|||||||
Reference in New Issue
Block a user