new files added

2026-07-27 20:47:44 +00:00 · 2025-09-22 20:55:36 +02:00
parent 48cf9ea5c5
commit 72740fb498
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+//+------------------------------------------------------------------+
+//|                                           Sine_WMA_Calculator.mqh|
+//|        Calculation engine for Standard and Heikin Ashi Sine WMA. |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 1: CSineWMACalculator (Standard)               |
+//|                                                                  |
+//+==================================================================+
+class CSineWMACalculator
+  {
+protected:
+   int               m_period;
+   double            m_weights[];
+   double            m_weight_sum;
+   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:
+                     CSineWMACalculator(void);
+   virtual          ~CSineWMACalculator(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 &wma_out[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CSineWMACalculator: Constructor                                  |
+//+------------------------------------------------------------------+
+CSineWMACalculator::CSineWMACalculator(void) : m_period(0), m_weight_sum(0)
+  {
+  }
+
+//+------------------------------------------------------------------+
+//| CSineWMACalculator: Initialization and Weight Generation         |
+//+------------------------------------------------------------------+
+bool CSineWMACalculator::Init(int period)
+  {
+   m_period = (period < 2) ? 2 : period;
+
+   ArrayResize(m_weights, m_period);
+   m_weight_sum = 0;
+
+   for(int i = 0; i < m_period; i++)
+     {
+      m_weights[i] = MathSin(M_PI * (i + 1.0) / (m_period + 1.0));
+      m_weight_sum += m_weights[i];
+     }
+
+   return (m_weight_sum != 0);
+  }
+
+//+------------------------------------------------------------------+
+//| CSineWMACalculator: Main Calculation Method                      |
+//+------------------------------------------------------------------+
+void CSineWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &wma_out[])
+  {
+   if(rates_total < m_period)
+      return;
+
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+   for(int i = m_period - 1; i < rates_total; i++)
+     {
+      double weighted_sum = 0;
+      for(int j = 0; j < m_period; j++)
+        {
+         weighted_sum += m_price[i - j] * m_weights[j];
+        }
+      wma_out[i] = weighted_sum / m_weight_sum;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CSineWMACalculator: Prepares the source price series.            |
+//+------------------------------------------------------------------+
+bool CSineWMACalculator::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 2: CSineWMACalculator_HA (Heikin Ashi)         |
+//|                                                                  |
+//+==================================================================+
+class CSineWMACalculator_HA : public CSineWMACalculator
+  {
+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[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CSineWMACalculator_HA: Prepares the source price series.         |
+//+------------------------------------------------------------------+
+bool CSineWMACalculator_HA::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);
+
+   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);
+
+//--- The HA version ALWAYS uses the HA Close price, ignoring the price_type input
+   ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+