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new files added
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Toh4iem9
@@ -0,0 +1,494 @@
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//+------------------------------------------------------------------+
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//| MovingAverage_Anchored_Engine.mqh|
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//| Perry Kaufman & Welles Wilder Dynamic Anchored MA Engine. |
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//| VERSION 1.10: Fixed missing standard Calculate body |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.10" // Fully implemented both standard and volume-based Calculate bodies
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#ifndef MOVING_AVERAGE_ANCHORED_ENGINE_MQH
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#define MOVING_AVERAGE_ANCHORED_ENGINE_MQH
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#include <MyIncludes\MovingAverage_Engine.mqh>
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Anchored Reset Period Enum
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#ifndef ENUM_ANCHOR_PERIOD_DEFINED
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#define ENUM_ANCHOR_PERIOD_DEFINED
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enum ENUM_ANCHOR_PERIOD
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{
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ANCHOR_NONE, // Standard rolling window (InpPeriod)
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ANCHOR_SESSION, // Reset every day (Daily VWAP style)
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ANCHOR_WEEK, // Reset every week (Weekly VWAP style)
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ANCHOR_MONTH, // Reset every month (Monthly VWAP style)
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ANCHOR_CUSTOM_SESSION // Reset based on custom broker-time range
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};
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#endif
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//+==================================================================+
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//| CLASS 1: CMovingAverageAnchoredCalculator |
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//+==================================================================+
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class CMovingAverageAnchoredCalculator
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{
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protected:
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int m_period;
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ENUM_MA_TYPE m_ma_type;
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ENUM_ANCHOR_PERIOD m_anchor;
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//--- Dynamic pricing & volume buffers
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double m_price[];
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double m_volume[];
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double m_ma_internal[]; // Seamless internal continuous MA state buffer
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int m_anchor_start[]; // Stateful anchor start tracker per bar
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int m_period_idx[]; // Stateful session index tracker (odd/even) per bar
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//--- Temp buffers for dynamic DEMA/TEMA/TMA calculations
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double m_temp_ema1[];
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double m_temp_ema2[];
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double m_temp_ema3[];
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// Custom session times
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int m_start_hour, m_start_min;
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int m_end_hour, m_end_min;
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bool IsTimeInSession(datetime time_val);
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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[]);
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// Helper for dynamic EMA calculation on any array (O(1) complexity)
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double CalculateDynamicEMA(int idx, int active_p, double val, double &ema_array[]);
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public:
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CMovingAverageAnchoredCalculator(void);
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virtual ~CMovingAverageAnchoredCalculator(void) {};
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bool Init(int period, ENUM_MA_TYPE ma_type, ENUM_ANCHOR_PERIOD anchor, string custom_start="09:00", string custom_end="18:00");
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//--- Standard Calculate without Volume
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &ma_odd[], double &ma_even[]);
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//--- Overloaded Calculate with Volume (for VWMA support)
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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const long &volume[],
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double &ma_odd[], double &ma_even[]);
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//--- Getter for anchor start index (O(1) complexity)
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int GetAnchorStart(int index) const { return m_anchor_start[index]; }
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int GetPeriod(void) const { return m_period; }
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CMovingAverageAnchoredCalculator::CMovingAverageAnchoredCalculator(void) :
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m_period(20), m_ma_type(SMA), m_anchor(ANCHOR_SESSION), m_start_hour(9), m_start_min(0), m_end_hour(18), m_end_min(0)
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{
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CMovingAverageAnchoredCalculator::Init(int period, ENUM_MA_TYPE ma_type, ENUM_ANCHOR_PERIOD anchor, string custom_start, string custom_end)
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{
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m_period = (period < 1) ? 1 : period;
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m_ma_type = ma_type;
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m_anchor = anchor;
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string parts[];
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if(StringSplit(custom_start, ':', parts) == 2)
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{
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m_start_hour = (int)StringToInteger(parts[0]);
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m_start_min = (int)StringToInteger(parts[1]);
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}
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if(StringSplit(custom_end, ':', parts) == 2)
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{
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m_end_hour = (int)StringToInteger(parts[0]);
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m_end_min = (int)StringToInteger(parts[1]);
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| IsTimeInSession |
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//+------------------------------------------------------------------+
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bool CMovingAverageAnchoredCalculator::IsTimeInSession(datetime time_val)
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{
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MqlDateTime dt;
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TimeToStruct(time_val, dt);
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int current_min = dt.hour * 60 + dt.min;
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int start_total = m_start_hour * 60 + m_start_min;
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int end_total = m_end_hour * 60 + m_end_min;
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if(end_total < start_total) // Overlapping midnight session
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{
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return (current_min >= start_total || current_min < end_total);
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}
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else
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{
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return (current_min >= start_total && current_min < end_total);
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate EMA on the fly (Dynamic smoothing constant) |
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//+------------------------------------------------------------------+
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double CMovingAverageAnchoredCalculator::CalculateDynamicEMA(int idx, int active_p, double val, double &ema_array[])
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{
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double pr = 2.0 / (double)(active_p + 1.0);
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if(idx == m_anchor_start[idx] || ema_array[idx-1] == EMPTY_VALUE || ema_array[idx-1] == 0)
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ema_array[idx] = val;
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else
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ema_array[idx] = val * pr + ema_array[idx-1] * (1.0 - pr);
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return ema_array[idx];
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}
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//+------------------------------------------------------------------+
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//| Calculate (Standard - No Volume) (FIXED: Added continuous body) |
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//+------------------------------------------------------------------+
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void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &ma_odd[], double &ma_even[])
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{
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long dummy_vol[];
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ArrayResize(dummy_vol, rates_total);
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ArrayInitialize(dummy_vol, 1);
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Calculate(rates_total, prev_calculated, price_type, time, open, high, low, close, dummy_vol, ma_odd, ma_even);
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}
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//+------------------------------------------------------------------+
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//| Calculate (Overloaded - With Volume for VWMA) |
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//+------------------------------------------------------------------+
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void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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const long &volume[],
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double &ma_odd[], double &ma_even[])
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{
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if(rates_total < m_period)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_volume, rates_total);
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ArrayResize(m_ma_internal, rates_total);
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ArrayResize(m_anchor_start, rates_total);
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ArrayResize(m_period_idx, rates_total);
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ArrayResize(m_temp_ema1, rates_total);
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ArrayResize(m_temp_ema2, rates_total);
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ArrayResize(m_temp_ema3, rates_total);
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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for(int i = start_index; i < rates_total; i++)
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m_volume[i] = (double)volume[i];
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if(start_index == 0)
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{
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m_anchor_start[0] = 0;
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m_period_idx[0] = 1;
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m_ma_internal[0] = m_price[0];
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m_temp_ema1[0] = m_price[0];
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m_temp_ema2[0] = m_price[0];
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m_temp_ema3[0] = m_price[0];
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ma_odd[0] = m_price[0];
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ma_even[0] = EMPTY_VALUE;
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start_index = 1;
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}
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for(int i = start_index; i < rates_total; i++)
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{
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bool new_period = false;
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switch(m_anchor)
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{
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case ANCHOR_SESSION:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year)
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new_period = true;
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break;
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}
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case ANCHOR_WEEK:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.day_of_week < dt_prev.day_of_week)
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new_period = true;
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break;
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}
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case ANCHOR_MONTH:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year)
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new_period = true;
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break;
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}
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case ANCHOR_CUSTOM_SESSION:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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int min_curr = dt_curr.hour * 60 + dt_curr.min;
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int min_prev = dt_prev.hour * 60 + dt_prev.min;
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int start_min = m_start_hour * 60 + m_start_min;
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bool day_changed = (dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year);
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if(day_changed)
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{
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if(min_curr >= start_min)
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new_period = true;
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}
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else
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{
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if(min_prev < start_min && min_curr >= start_min)
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new_period = true;
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}
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break;
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}
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default:
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break;
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}
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if(new_period)
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{
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m_anchor_start[i] = i;
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m_period_idx[i] = m_period_idx[i-1] + 1;
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}
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else
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{
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m_anchor_start[i] = m_anchor_start[i-1];
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m_period_idx[i] = m_period_idx[i-1];
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}
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int current_anchor_idx = m_anchor_start[i];
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int current_period_idx = m_period_idx[i];
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if(i == current_anchor_idx)
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{
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m_ma_internal[i] = m_price[i];
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m_temp_ema1[i] = m_price[i];
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m_temp_ema2[i] = m_price[i];
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m_temp_ema3[i] = m_price[i];
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}
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else
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{
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int elapsed_bars = i - current_anchor_idx + 1;
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int active_p = MathMin(m_period, elapsed_bars);
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switch(m_ma_type)
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{
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case EMA:
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{
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m_ma_internal[i] = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1);
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break;
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}
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case SMMA:
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{
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double pr = 1.0 / (double)active_p;
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m_ma_internal[i] = m_price[i] * pr + m_ma_internal[i-1] * (1.0 - pr);
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break;
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}
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case LWMA:
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{
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double sum = 0, w_sum = 0;
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for(int k = 0; k < active_p; k++)
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{
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int w = active_p - k;
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sum += m_price[i-k] * w;
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w_sum += w;
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}
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m_ma_internal[i] = (w_sum > 0) ? (sum / w_sum) : m_price[i];
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break;
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}
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case TMA:
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{
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int period1 = (int)ceil((active_p + 1.0) / 2.0);
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double sum_tp = 0;
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int count_tp = 0;
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for(int j = 0; j < period1; j++)
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{
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||||
sum_tp += m_price[i-j];
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count_tp++;
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}
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m_temp_ema1[i] = (count_tp > 0) ? (sum_tp / count_tp) : m_price[i];
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||||
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int period2 = active_p - period1 + 1;
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||||
double sum_f = 0;
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int count_f = 0;
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||||
for(int j = 0; j < period2; j++)
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||||
{
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||||
sum_f += m_temp_ema1[i-j];
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||||
count_f++;
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||||
}
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||||
m_ma_internal[i] = (count_f > 0) ? (sum_f / count_f) : m_temp_ema1[i];
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||||
break;
|
||||
}
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||||
case DEMA:
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||||
{
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||||
double ema1 = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1);
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||||
double ema2 = CalculateDynamicEMA(i, active_p, ema1, m_temp_ema2);
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||||
m_ma_internal[i] = 2.0 * ema1 - ema2;
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||||
break;
|
||||
}
|
||||
case TEMA:
|
||||
{
|
||||
double ema1 = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1);
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||||
double ema2 = CalculateDynamicEMA(i, active_p, ema1, m_temp_ema2);
|
||||
double ema3 = CalculateDynamicEMA(i, active_p, ema2, m_temp_ema3);
|
||||
m_ma_internal[i] = 3.0 * ema1 - 3.0 * ema2 + ema3;
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||||
break;
|
||||
}
|
||||
case VWMA:
|
||||
{
|
||||
double sum_pv = 0, sum_v = 0;
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||||
for(int k = 0; k < active_p; k++)
|
||||
{
|
||||
sum_pv += m_price[i-k] * m_volume[i-k];
|
||||
sum_v += m_volume[i-k];
|
||||
}
|
||||
m_ma_internal[i] = (sum_v > 0) ? (sum_pv / sum_v) : m_price[i];
|
||||
break;
|
||||
}
|
||||
default: // SMA
|
||||
{
|
||||
double sum = 0;
|
||||
for(int k = 0; k < active_p; k++)
|
||||
sum += m_price[i-k];
|
||||
m_ma_internal[i] = sum / active_p;
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Segmented Odd vs Even Parity Output
|
||||
if(current_period_idx % 2 != 0)
|
||||
{
|
||||
ma_odd[i] = m_ma_internal[i];
|
||||
ma_even[i] = EMPTY_VALUE;
|
||||
}
|
||||
else
|
||||
{
|
||||
ma_even[i] = m_ma_internal[i];
|
||||
ma_odd[i] = EMPTY_VALUE;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Price (Standard - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CMovingAverageAnchoredCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
m_price[i] = close[i];
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
m_price[i] = open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_price[i] = high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_price[i] = low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_price[i] = (high[i]+low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_price[i] = (high[i]+low[i]+close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_price[i] = close[i];
|
||||
break;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 2: CMovingAverageAnchoredCalculator_HA |
|
||||
//+==================================================================+
|
||||
class CMovingAverageAnchoredCalculator_HA : public CMovingAverageAnchoredCalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
|
||||
|
||||
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[]) override;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Price (Heikin Ashi - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CMovingAverageAnchoredCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
if(ArraySize(m_ha_open) != rates_total)
|
||||
{
|
||||
ArrayResize(m_ha_open, rates_total);
|
||||
ArrayResize(m_ha_high, rates_total);
|
||||
ArrayResize(m_ha_low, rates_total);
|
||||
ArrayResize(m_ha_close, rates_total);
|
||||
}
|
||||
|
||||
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
|
||||
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
||||
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
m_price[i] = m_ha_open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_price[i] = m_ha_high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_price[i] = m_ha_low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
#endif // MOVING_AVERAGE_ANCHORED_ENGINE_MQH
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user