diff --git a/Include/MyIncludes/PascalWMA_Calculator.mqh b/Include/MyIncludes/PascalWMA_Calculator.mqh new file mode 100644 index 0000000..fa7d849 --- /dev/null +++ b/Include/MyIncludes/PascalWMA_Calculator.mqh @@ -0,0 +1,181 @@ +//+------------------------------------------------------------------+ +//| PascalWMA_Calculator.mqh | +//| Calculation engine for Standard and Heikin Ashi Pascal WMA. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| CLASS 1: CPascalWMACalculator (Base Class) | +//| | +//+==================================================================+ +class CPascalWMACalculator + { +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: + CPascalWMACalculator(void); + virtual ~CPascalWMACalculator(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[]); + }; + +//+------------------------------------------------------------------+ +//| CPascalWMACalculator: Constructor | +//+------------------------------------------------------------------+ +CPascalWMACalculator::CPascalWMACalculator(void) : m_period(0), m_weight_sum(0) + { + } + +//+------------------------------------------------------------------+ +//| CPascalWMACalculator: Initialization and Weight Generation | +//+------------------------------------------------------------------+ +bool CPascalWMACalculator::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++) + { + long n = m_period - 1; + long k = i; + if(k > n / 2) + k = n - k; + long res = 1; + for(long j = 1; j <= k; j++) + { + if(j == 0) + continue; + res = res * (n - j + 1) / j; + } + m_weights[i] = (double)res; + m_weight_sum += m_weights[i]; + } + return (m_weight_sum > 0); + } + +//+------------------------------------------------------------------+ +//| CPascalWMACalculator: Main Calculation Method | +//+------------------------------------------------------------------+ +void CPascalWMACalculator::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; + } + } + +//+------------------------------------------------------------------+ +//| CPascalWMACalculator: Prepares the standard source price. | +//+------------------------------------------------------------------+ +bool CPascalWMACalculator::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_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