gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-07-27 20:47:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

new files added

Browse Source
This commit is contained in:
Toh4iem9
2025-11-13 22:30:33 +01:00
parent 6059ef3151
commit 4cbb43b66d
1 changed files with 177 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Include/MyIncludes/KAMA_Calculator.mqh
+177
View File
@@ -0,0 +1,177 @@
//+------------------------------------------------------------------+
//| KAMA_Calculator.mqh|
//| Calculation engine for Kaufman's Adaptive Moving Average. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
class CKamaCalculator
{
protected:
int m_er_period;
double m_fastest_sc, m_slowest_sc;
double m_price[];
double m_prev_kama;
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CKamaCalculator(void) : m_prev_kama(0) {};
virtual ~CKamaCalculator(void) {};
bool Init(int er_p, int fast_ema_p, int slow_ema_p);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &kama_buffer[]);
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CKamaCalculator_HA : public CKamaCalculator
{
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;
};
//+==================================================================+
//| METHOD IMPLEMENTATIONS |
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CKamaCalculator::Init(int er_p, int fast_ema_p, int slow_ema_p)
{
m_er_period = (er_p < 1) ? 1 : er_p;
m_fastest_sc = 2.0 / ((fast_ema_p < 1 ? 1 : fast_ema_p) + 1.0);
m_slowest_sc = 2.0 / ((slow_ema_p < 1 ? 1 : slow_ema_p) + 1.0);
m_prev_kama = 0;
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CKamaCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &kama_buffer[])
{
if(rates_total <= m_er_period)
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
int start_pos = m_er_period;
if(ArraySize(kama_buffer) == 0 || kama_buffer[start_pos-1] == 0)
{
m_prev_kama = m_price[start_pos-1];
}
for(int i = start_pos; i < rates_total; i++)
{
double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
double volatility = 0;
for(int j = 0; j < m_er_period; j++)
volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
double er = (volatility > 0.000001) ? direction / volatility : 0;
double sc = pow(er * (m_fastest_sc - m_slowest_sc) + m_slowest_sc, 2);
kama_buffer[i] = m_prev_kama + sc * (m_price[i] - m_prev_kama);
m_prev_kama = kama_buffer[i];
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CKamaCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
if(ArraySize(m_price) != rates_total)
if(ArrayResize(m_price, rates_total) != rates_total)
return false;
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;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CKamaCalculator_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);
if(ArraySize(m_price) != rates_total)
if(ArrayResize(m_price, rates_total) != rates_total)
return false;
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;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+