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refactor:

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Toh4iem9
2025-09-22 13:52:37 +02:00
parent f2fb950075
commit 6ecc4a2df4
1 changed files with 10 additions and 133 deletions
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Indicators/MyIndicators/Holt_MA.mq5
+10 -133
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@@ -1,17 +1,17 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Holt_MA.mq5 | //| Holt_MA.mq5 |
//| Copyright 2025, xxxxxxxx| //| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "1.00" #property version "2.00"
#property description "Holt's Linear Trend Method (Double Exponential Smoothing)." #property description "Holt's Linear Trend Method (Double Exponential Smoothing)."
#property description "Provides a smoothed line with a 1-bar forecast."
#property indicator_chart_window #property indicator_chart_window
#property indicator_buffers 1 #property indicator_buffers 1
#property indicator_plots 1 #property indicator_plots 1
#include <MyIncludes\Holt_Calculator.mqh>
//--- Plot 1: Holt MA Forecast Line //--- Plot 1: Holt MA Forecast Line
#property indicator_label1 "Holt MA" #property indicator_label1 "Holt MA"
#property indicator_type1 DRAW_LINE #property indicator_type1 DRAW_LINE
@@ -20,138 +20,14 @@
#property indicator_width1 2 #property indicator_width1 2
//--- Input Parameters --- //--- Input Parameters ---
input int InpPeriod = 20; // Period for initialization input int InpPeriod = 20;
input double InpAlpha = 0.1; // Alpha (Level smoothing factor, 0 < a < 1) input double InpAlpha = 0.1;
input double InpBeta = 0.05; // Beta (Trend smoothing factor, 0 < b < 1) input double InpBeta = 0.05;
input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE; // Source Price input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferHoltMA[]; double BufferHoltMA[];
//+------------------------------------------------------------------+
//| CLASS: CHoltMACalculator |
//| Encapsulates the Double Exponential Smoothing logic. |
//+------------------------------------------------------------------+
class CHoltMACalculator
{
private:
//--- Parameters
int m_period;
double m_alpha;
double m_beta;
//--- Internal calculation buffers
double m_price[];
double m_level[];
double m_trend[];
double m_forecast[];
public:
CHoltMACalculator(void);
~CHoltMACalculator(void) {};
bool Init(int period, double alpha, double beta);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &holt_ma_out[]);
};
//+------------------------------------------------------------------+
//| CHoltMACalculator: Constructor |
//+------------------------------------------------------------------+
CHoltMACalculator::CHoltMACalculator(void) : m_period(0), m_alpha(0.1), m_beta(0.05)
{
}
//+------------------------------------------------------------------+
//| CHoltMACalculator: Initialization |
//+------------------------------------------------------------------+
bool CHoltMACalculator::Init(int period, double alpha, double beta)
{
m_period = (period < 2) ? 2 : period;
//--- Constrain alpha and beta to be between 0 and 1
m_alpha = (alpha <= 0) ? 0.0001 : (alpha >= 1) ? 0.9999 : alpha;
m_beta = (beta <= 0) ? 0.0001 : (beta >= 1) ? 0.9999 : beta;
return true;
}
//+------------------------------------------------------------------+
//| CHoltMACalculator: Main Calculation Method |
//+------------------------------------------------------------------+
void CHoltMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &holt_ma_out[])
{
if(rates_total < m_period)
return;
//--- Resize internal buffers
ArrayResize(m_price, rates_total);
ArrayResize(m_level, rates_total);
ArrayResize(m_trend, rates_total);
ArrayResize(m_forecast, rates_total);
//--- Step 1: Prepare the source price series
PriceSeries(price_type, rates_total, open, high, low, close, m_price);
//--- Step 2: Robust Initialization of the first Level and Trend
m_level[0] = m_price[0];
m_trend[0] = m_price[1] - m_price[0]; // Initial trend estimate
m_forecast[0] = m_level[0] + m_trend[0];
m_forecast[1] = m_forecast[0]; // To avoid zero value at the start
//--- Step 3: Recursive calculation for the rest of the series
for(int i = 2; i < rates_total; i++)
{
//--- Calculate Level
m_level[i] = m_alpha * m_price[i] + (1 - m_alpha) * (m_level[i-1] + m_trend[i-1]);
//--- Calculate Trend
m_trend[i] = m_beta * (m_level[i] - m_level[i-1]) + (1 - m_beta) * m_trend[i-1];
//--- Calculate 1-bar ahead Forecast (this is the plotted line)
m_forecast[i] = m_level[i] + m_trend[i];
}
//--- Copy final results to the output buffer
ArrayCopy(holt_ma_out, m_forecast, 0, 0, rates_total);
}
//+------------------------------------------------------------------+
//| Helper function to get the selected price series. |
//+------------------------------------------------------------------+
void PriceSeries(ENUM_APPLIED_PRICE type, int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dest_buffer[])
{
switch(type)
{
case PRICE_CLOSE:
ArrayCopy(dest_buffer, close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(dest_buffer, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(dest_buffer, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(dest_buffer, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
dest_buffer[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
dest_buffer[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
dest_buffer[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
break;
}
}
//--- Global calculator object --- //--- Global calculator object ---
CHoltMACalculator *g_calculator; CHoltMACalculator *g_calculator;
@@ -163,7 +39,7 @@ int OnInit()
SetIndexBuffer(0, BufferHoltMA, INDICATOR_DATA); SetIndexBuffer(0, BufferHoltMA, INDICATOR_DATA);
ArraySetAsSeries(BufferHoltMA, false); ArraySetAsSeries(BufferHoltMA, false);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2); // Start drawing from the 3rd bar PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Holt MA(%d, %.2f, %.2f)", InpPeriod, InpAlpha, InpBeta)); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Holt MA(%d, %.2f, %.2f)", InpPeriod, InpAlpha, InpBeta));
g_calculator = new CHoltMACalculator(); g_calculator = new CHoltMACalculator();
@@ -200,7 +76,8 @@ int OnCalculate(const int rates_total,
{ {
if(CheckPointer(g_calculator) != POINTER_INVALID) if(CheckPointer(g_calculator) != POINTER_INVALID)
{ {
g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close, BufferHoltMA); double dummy_trend[];
g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close, BufferHoltMA, dummy_trend);
} }
return(rates_total); return(rates_total);
} }