diff --git a/Include/MyIncludes/AMA_Calculator.mqh b/Include/MyIncludes/AMA_Calculator.mqh new file mode 100644 index 0000000..7019720 --- /dev/null +++ b/Include/MyIncludes/AMA_Calculator.mqh @@ -0,0 +1,195 @@ +//+------------------------------------------------------------------+ +//| AMA_Calculator.mqh | +//| Calculation engine for Standard and Heikin Ashi AMA. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| CLASS 1: CAMACalculator (Base Class) | +//| | +//+==================================================================+ +class CAMACalculator + { +protected: + int m_ama_period; + int m_fast_period; + int m_slow_period; + + //--- Internal buffer for the selected source price + double m_price[]; + + //--- Virtual method for preparing the price series. + virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type); + +public: + CAMACalculator(void) {}; + virtual ~CAMACalculator(void) {}; + + //--- Public methods + bool Init(int ama_p, int fast_p, int slow_p); + int GetPeriod(void) const { return m_ama_period; } + void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &ama_buffer[]); + }; + +//+------------------------------------------------------------------+ +//| CAMACalculator: Initialization | +//+------------------------------------------------------------------+ +bool CAMACalculator::Init(int ama_p, int fast_p, int slow_p) + { + m_ama_period = (ama_p < 1) ? 1 : ama_p; + m_fast_period = (fast_p < 1) ? 1 : fast_p; + m_slow_period = (slow_p < 1) ? 1 : slow_p; + return true; + } + +//+------------------------------------------------------------------+ +//| CAMACalculator: Main Calculation Method (Shared Logic) | +//+------------------------------------------------------------------+ +void CAMACalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &ama_buffer[]) + { + if(rates_total <= m_ama_period) + return; + +//--- STEP 1: Prepare the source price array (delegated to virtual method) + if(!PreparePriceSeries(rates_total, open, high, low, close, price_type)) + return; + +//--- STEP 2: Core AMA calculation using the prepared m_price[] array + double fast_sc = 2.0 / (m_fast_period + 1.0); + double slow_sc = 2.0 / (m_slow_period + 1.0); + + for(int i = 1; i < rates_total; i++) + { + // --- Initialization Step --- + if(i == m_ama_period) + { + // The first AMA value is simply the current price + ama_buffer[i] = m_price[i]; + continue; + } + + if(i > m_ama_period) + { + // --- Calculate Efficiency Ratio (ER) --- + double direction = MathAbs(m_price[i] - m_price[i - m_ama_period]); + double volatility = 0; + for(int j = 0; j < m_ama_period; j++) + { + volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]); + } + double er = (volatility > 0) ? direction / volatility : 0; + + // --- Calculate Scaled Smoothing Constant (SSC) --- + double ssc = er * (fast_sc - slow_sc) + slow_sc; + double ssc_sq = ssc * ssc; + + // --- Calculate Final AMA --- + ama_buffer[i] = ama_buffer[i-1] + ssc_sq * (m_price[i] - ama_buffer[i-1]); + } + } + } + +//+------------------------------------------------------------------+ +//| CAMACalculator: Prepares the standard source price series. | +//+------------------------------------------------------------------+ +bool CAMACalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) + { + ArrayResize(m_price, rates_total); + + switch(price_type) + { + 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] + 2 * close[i]) / 4.0; + break; + default: // PRICE_CLOSE + ArrayCopy(m_price, close, 0, 0, rates_total); + break; + } + return true; + } + +//+==================================================================+ +//| | +//| CLASS 2: CAMACalculator_HA (Heikin Ashi) | +//| | +//+==================================================================+ +class CAMACalculator_HA : public CAMACalculator + { +private: + CHeikinAshi_Calculator m_ha_calculator; // Instance of the HA calculator tool + +protected: + //--- Overridden method to prepare Heikin Ashi price series + virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override; + }; + +//+------------------------------------------------------------------+ +//| CAMACalculator_HA: Prepares the Heikin Ashi source price series. | +//+------------------------------------------------------------------+ +bool CAMACalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) + { +//--- Intermediate buffers for HA candles + 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); + +//--- Calculate the HA candles first + m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); + +//--- Now, populate the m_price array from the calculated HA candles + ArrayResize(m_price, rates_total); + switch(price_type) + { + 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] + 2 * ha_close[i]) / 4.0; + break; + default: // PRICE_CLOSE + ArrayCopy(m_price, ha_close, 0, 0, rates_total); + break; + } + return true; + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+