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refactor: Added VWMA support with empty-value fallback

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Toh4iem9
2026-05-25 19:34:59 +02:00
parent 031e082fca
commit 3a9802f4c1
1 changed files with 131 additions and 14 deletions
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Include/MyIncludes/MovingAverage_Engine.mqh
+131 -14
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@@ -1,9 +1,13 @@
//+------------------------------------------------------------------+
//| MovingAverage_Engine.mqh |
//| VERSION 2.20: Fixed EMA initialization bug on timeframe change.|
//| VERSION 2.45: Added VWMA support with empty-value fallback. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.45"
#ifndef MOVING_AVERAGE_ENGINE_MQH
#define MOVING_AVERAGE_ENGINE_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
@@ -16,7 +20,8 @@ enum ENUM_MA_TYPE
LWMA,
TMA,
DEMA,
TEMA
TEMA,
VWMA
};
//+==================================================================+
@@ -30,6 +35,7 @@ protected:
//--- Persistent Buffers
double m_price[];
double m_volume[]; // Kept for VWMA support
double m_temp_buffer1[];
double m_temp_buffer2[];
double m_temp_buffer3[];
@@ -37,7 +43,7 @@ protected:
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
void CalculateEMA(int rates_total, int start_index, int period, const double &source[], double &dest[]);
//--- Internal Core Calculation that works on m_price
//--- Internal Core Calculation that works on m_price and m_volume
//--- data_offset: The index where valid data starts in m_price
void RunCalculation(int rates_total, int start_index, double &output_buffer[], int data_offset = 0);
@@ -47,13 +53,19 @@ public:
bool Init(int period, ENUM_MA_TYPE ma_type);
//--- Standard Calculation (OHLC input)
//--- Standard Calculation (OHLC input - No Volume, legacy/fallback compatible)
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &ma_buffer[]);
//--- Calculation on Custom Array (e.g. for smoothing other indicators)
//--- Overloaded Calculation with Volume (Specifically for VWMA support)
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &ma_buffer[]);
//--- Calculation on Custom Array (No Volume)
//--- src_start_index: The index where valid data starts in src_buffer (default 0)
void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &output_buffer[], int src_start_index = 0);
//--- Overloaded Calculation on Custom Array with Volume
void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], const double &volume_buffer[], double &output_buffer[], int src_start_index = 0);
int GetPeriod(void) const { return m_period; }
};
@@ -68,7 +80,7 @@ bool CMovingAverageCalculator::Init(int period, ENUM_MA_TYPE ma_type)
}
//+------------------------------------------------------------------+
//| Calculate (Standard OHLC) |
//| Calculate (Standard OHLC - No Volume) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &ma_buffer[])
{
@@ -97,11 +109,49 @@ void CMovingAverageCalculator::Calculate(int rates_total, int prev_calculated, E
}
//+------------------------------------------------------------------+
//| CalculateOnArray (Custom Input) |
//| Calculate (Overloaded OHLC - With Volume) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &output_buffer[], int src_start_index = 0)
void CMovingAverageCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &ma_buffer[])
{
if(rates_total < m_period)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
ArrayResize(m_temp_buffer1, rates_total);
if(m_ma_type == DEMA || m_ma_type == TEMA)
ArrayResize(m_temp_buffer2, rates_total);
if(m_ma_type == TEMA)
ArrayResize(m_temp_buffer3, rates_total);
}
// Dynamic allocation check for volume buffer (Crucial for parameter switches)
if(ArraySize(m_volume) != rates_total)
{
ArrayResize(m_volume, rates_total);
}
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
// Copy volumes locally with casting
for(int i = start_index; i < rates_total; i++)
{
m_volume[i] = (double)volume[i];
}
RunCalculation(rates_total, start_index, ma_buffer, 0);
}
//+------------------------------------------------------------------+
//| CalculateOnArray (Custom Input - No Volume) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &output_buffer[], int src_start_index)
{
// We need at least (offset + period) bars to calculate one value
if(rates_total < src_start_index + m_period)
return;
@@ -128,6 +178,45 @@ void CMovingAverageCalculator::CalculateOnArray(int rates_total, int prev_calcul
RunCalculation(rates_total, start_index, output_buffer, src_start_index);
}
//+------------------------------------------------------------------+
//| CalculateOnArray (Overloaded Custom Input - With Volume) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], const double &volume_buffer[], double &output_buffer[], int src_start_index)
{
if(rates_total < src_start_index + m_period)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// Resize internal buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
ArrayResize(m_temp_buffer1, rates_total);
if(m_ma_type == DEMA || m_ma_type == TEMA)
ArrayResize(m_temp_buffer2, rates_total);
if(m_ma_type == TEMA)
ArrayResize(m_temp_buffer3, rates_total);
}
if(ArraySize(m_volume) != rates_total)
{
ArrayResize(m_volume, rates_total);
}
// Copy source array and volume to internal buffers
int copy_start = MathMax(start_index, src_start_index);
for(int i = copy_start; i < rates_total; i++)
{
m_price[i] = src_buffer[i];
m_volume[i] = volume_buffer[i];
}
RunCalculation(rates_total, start_index, output_buffer, src_start_index);
}
//+------------------------------------------------------------------+
//| RunCalculation (Core Logic) |
//+------------------------------------------------------------------+
@@ -208,13 +297,9 @@ void CMovingAverageCalculator::RunCalculation(int rates_total, int start_index,
break;
case DEMA:
// DEMA/TEMA use EMA internally. We trust CalculateEMA to handle start_index correctly.
// However, DEMA needs 2x lag, TEMA 3x lag.
// CalculateEMA handles initialization if passed correct start index.
CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1);
CalculateEMA(rates_total, loop_start, m_period, m_temp_buffer1, m_temp_buffer2);
// Final loop
for(int i = loop_start; i < rates_total; i++)
output_buffer[i] = 2 * m_temp_buffer1[i] - m_temp_buffer2[i];
break;
@@ -228,6 +313,37 @@ void CMovingAverageCalculator::RunCalculation(int rates_total, int start_index,
output_buffer[i] = 3 * m_temp_buffer1[i] - 3 * m_temp_buffer2[i] + m_temp_buffer3[i];
break;
case VWMA:
{
// Robust empty-value fallback pattern
if(ArraySize(m_volume) != rates_total)
{
if(start_index == 0)
Print("Warning: VWMA selected but no volume data provided. Line will not be drawn.");
for(int i = loop_start; i < rates_total; i++)
{
output_buffer[i] = EMPTY_VALUE;
}
}
else
{
for(int i = loop_start; i < rates_total; i++)
{
double sum_pv = 0;
double sum_v = 0;
for(int j = 0; j < m_period; j++)
{
double v = m_volume[i-j];
sum_pv += m_price[i-j] * v;
sum_v += v;
}
output_buffer[i] = (sum_v > 0) ? (sum_pv / sum_v) : m_price[i];
}
}
}
break;
default: // SMA
for(int i = loop_start; i < rates_total; i++)
{
@@ -393,5 +509,6 @@ bool CMovingAverageCalculator_HA::PreparePriceSeries(int rates_total, int start_
}
return true;
}
//+------------------------------------------------------------------+
#endif // MOVING_AVERAGE_ENGINE_MQH
//+------------------------------------------------------------------+