new files added

2026-07-27 20:47:44 +00:00 · 2025-10-27 11:21:19 +01:00
parent 9fef3bb294
commit 3e42711a12
1 changed files with 148 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                 SMA_Recursive_Calculator.mqh     |
+//|      Calculation engine for a recursive Simple Moving Average.   |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+class CSMARecursiveCalculator
+  {
+protected:
+   int               m_period;
+   double            m_price[];
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+public:
+                     CSMARecursiveCalculator(void) {};
+   virtual          ~CSMARecursiveCalculator(void) {};
+   bool              Init(int period);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &sma_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CSMARecursiveCalculator::Init(int period)
+  {
+   m_period = (period < 1) ? 1 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CSMARecursiveCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &sma_buffer[])
+  {
+   if(rates_total < m_period)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+   double sma_prev = 0;
+
+// Initial SMA calculation
+   double first_sum = 0;
+   for(int i = 0; i < m_period; i++)
+     {
+      first_sum += m_price[i];
+     }
+   sma_buffer[m_period - 1] = first_sum / m_period;
+   sma_prev = sma_buffer[m_period - 1];
+
+// Recursive calculation for the rest of the bars
+   for(int i = m_period; i < rates_total; i++)
+     {
+      // SMA[i] = SMA[i-1] + (Price[i] / N) - (Price[i-N] / N)
+      double current_sma = sma_prev + (m_price[i] / m_period) - (m_price[i - m_period] / m_period);
+      sma_buffer[i] = current_sma;
+      sma_prev = current_sma;
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CSMARecursiveCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      case PRICE_CLOSE:
+         ArrayCopy(m_price, close, 0, 0, rates_total);
+         break;
+      case PRICE_OPEN:
+         ArrayCopy(m_price, open, 0, 0, rates_total);
+         break;
+      case PRICE_HIGH:
+         ArrayCopy(m_price, high, 0, 0, rates_total);
+         break;
+      case PRICE_LOW:
+         ArrayCopy(m_price, low, 0, 0, rates_total);
+         break;
+      case PRICE_MEDIAN:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+close[i])/3.0;
+         break;
+      case PRICE_WEIGHTED:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
+         break;
+      default:
+         return false;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+class CSMARecursiveCalculator_HA : public CSMARecursiveCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CSMARecursiveCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   double ha_open[], ha_high[], ha_low[], ha_close[];
+   ArrayResize(ha_open, rates_total);
+   ArrayResize(ha_high, rates_total);
+   ArrayResize(ha_low, rates_total);
+   ArrayResize(ha_close, rates_total);
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      case PRICE_CLOSE:
+         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+         break;
+      case PRICE_OPEN:
+         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
+         break;
+      case PRICE_HIGH:
+         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
+         break;
+      case PRICE_LOW:
+         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
+         break;
+      case PRICE_MEDIAN:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
+         break;
+      case PRICE_WEIGHTED:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
+         break;
+      default:
+         return false;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+