new files added

2026-07-27 20:47:44 +00:00 · 2025-10-01 09:15:50 +02:00
parent 07e0801217
commit 9cbc1e503c
1 changed files with 178 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                       SymmetricWMA_Calculator.mqh|
+//|   Calculation engine for Standard and Heikin Ashi Symmetric WMA. |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 1: CSymmetricWMACalculator (Base Class)          |
+//|                                                                  |
+//+==================================================================+
+class CSymmetricWMACalculator
+  {
+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:
+                     CSymmetricWMACalculator(void);
+   virtual          ~CSymmetricWMACalculator(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[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CSymmetricWMACalculator: Constructor                             |
+//+------------------------------------------------------------------+
+CSymmetricWMACalculator::CSymmetricWMACalculator(void) : m_period(0), m_weight_sum(0)
+  {
+  }
+
+//+------------------------------------------------------------------+
+//| CSymmetricWMACalculator: Initialization and Weight Generation    |
+//+------------------------------------------------------------------+
+bool CSymmetricWMACalculator::Init(int period)
+  {
+   m_period = (period < 2) ? 2 : period;
+   ArrayResize(m_weights, m_period);
+   m_weight_sum = 0;
+
+   int midpoint = (m_period + 1) / 2;
+   for(int i = 0; i < m_period; i++)
+     {
+      if(i < midpoint)
+         m_weights[i] = i + 1;
+      else
+         m_weights[i] = m_period - i;
+      m_weight_sum += m_weights[i];
+     }
+   return (m_weight_sum > 0);
+  }
+
+//+------------------------------------------------------------------+
+//| CSymmetricWMACalculator: Main Calculation Method                 |
+//+------------------------------------------------------------------+
+void CSymmetricWMACalculator::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;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CSymmetricWMACalculator: Prepares the standard source price.     |
+//+------------------------------------------------------------------+
+bool CSymmetricWMACalculator::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: CSymmetricWMACalculator_HA (Heikin Ashi)        |
+//|                                                                  |
+//+==================================================================+
+class CSymmetricWMACalculator_HA : public CSymmetricWMACalculator
+  {
+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[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| CSymmetricWMACalculator_HA: Prepares the HA source price.        |
+//+------------------------------------------------------------------+
+bool CSymmetricWMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   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);
+
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      case PRICE_CLOSE:
+         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+         break;
+      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]+ha_close[i]+ha_close[i])/4.0;
+         break;
+      default:
+         return false;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+