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Toh4iem9
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//+------------------------------------------------------------------+
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//| PascalWMA_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi Pascal WMA. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CPascalWMACalculator (Base Class) |
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//| |
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//+==================================================================+
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class CPascalWMACalculator
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{
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protected:
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int m_period;
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double m_weights[];
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double m_weight_sum;
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double m_price[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CPascalWMACalculator(void);
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virtual ~CPascalWMACalculator(void) {};
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bool Init(int period);
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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[]);
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};
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//+------------------------------------------------------------------+
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//| CPascalWMACalculator: Constructor |
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//+------------------------------------------------------------------+
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CPascalWMACalculator::CPascalWMACalculator(void) : m_period(0), m_weight_sum(0)
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{
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}
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//+------------------------------------------------------------------+
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//| CPascalWMACalculator: Initialization and Weight Generation |
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//+------------------------------------------------------------------+
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bool CPascalWMACalculator::Init(int period)
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{
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m_period = (period < 2) ? 2 : period;
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ArrayResize(m_weights, m_period);
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m_weight_sum = 0;
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for(int i = 0; i < m_period; i++)
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{
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long n = m_period - 1;
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long k = i;
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if(k > n / 2)
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k = n - k;
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long res = 1;
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for(long j = 1; j <= k; j++)
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{
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if(j == 0)
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continue;
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res = res * (n - j + 1) / j;
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}
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m_weights[i] = (double)res;
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m_weight_sum += m_weights[i];
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}
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return (m_weight_sum > 0);
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}
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//+------------------------------------------------------------------+
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//| CPascalWMACalculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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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[])
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{
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if(rates_total < m_period)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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for(int i = m_period - 1; i < rates_total; i++)
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{
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double weighted_sum = 0;
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for(int j = 0; j < m_period; j++)
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{
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weighted_sum += m_price[i - j] * m_weights[j];
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}
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wma_out[i] = weighted_sum / m_weight_sum;
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}
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}
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//+------------------------------------------------------------------+
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//| CPascalWMACalculator: Prepares the standard source price. |
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//+------------------------------------------------------------------+
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bool CPascalWMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CPascalWMACalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CPascalWMACalculator_HA : public CPascalWMACalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| CPascalWMACalculator_HA: Prepares the HA source price. |
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//+------------------------------------------------------------------+
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bool CPascalWMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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