diff --git a/Indicators/MyIndicators/Symmetric_WMA.mq5 b/Indicators/MyIndicators/Symmetric_WMA.mq5 new file mode 100644 index 0000000..bce845a --- /dev/null +++ b/Indicators/MyIndicators/Symmetric_WMA.mq5 @@ -0,0 +1,188 @@ +//+------------------------------------------------------------------+ +//| Symmetric_WMA.mq5 | +//| Copyright 2025, xxxxxxxx| +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property version "1.00" +#property description "Symmetric Weighted Moving Average. A zero-lag smoothing filter." + +#property indicator_chart_window +#property indicator_buffers 1 +#property indicator_plots 1 + +//--- Plot 1: Symmetric WMA Line +#property indicator_label1 "Symmetric WMA" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrOrange +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +//--- Input Parameters --- +input int InpPeriod = 21; +input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE; + +//--- Indicator Buffers --- +double BufferWMA[]; +double BufferPrice[]; + +//+------------------------------------------------------------------+ +//| CLASS: CSymmetricWMACalculator | +//| Encapsulates the logic for Symmetric Triangle weighting. | +//+------------------------------------------------------------------+ +class CSymmetricWMACalculator + { +private: + int m_period; + double m_weights[]; + double m_weight_sum; + +public: + CSymmetricWMACalculator(void); + ~CSymmetricWMACalculator(void) {}; + + bool Init(int period); + void Calculate(int rates_total, const double &price_src[], 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; + +//--- Generate a symmetrical, triangular weighting + 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, const double &price_src[], double &wma_out[]) + { + if(rates_total < m_period) + return; + + for(int i = m_period - 1; i < rates_total; i++) + { + double weighted_sum = 0; + for(int j = 0; j < m_period; j++) + { + // Symmetrical weighting, use weights as generated + weighted_sum += price_src[i - j] * m_weights[j]; + } + wma_out[i] = weighted_sum / m_weight_sum; + } + } + +//--- Global calculator object --- +CSymmetricWMACalculator *g_calculator; + +//--- Forward declaration +int PriceSeries(ENUM_APPLIED_PRICE,int,const double&[],const double&[],const double&[],const double&[],double&[]); + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + SetIndexBuffer(0, BufferWMA, INDICATOR_DATA); + ArraySetAsSeries(BufferWMA, false); + + g_calculator = new CSymmetricWMACalculator(); + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod)) + { + Print("Failed to initialize Symmetric WMA Calculator."); + return(INIT_FAILED); + } + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SymmetricWMA(%d)", InpPeriod)); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function. | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + } + +//+------------------------------------------------------------------+ +//| Custom indicator iteration function. | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[]) + { + ArrayResize(BufferPrice, rates_total); + if(PriceSeries(InpSourcePrice, rates_total, open, high, low, close, BufferPrice) <= 0) + return 0; + + if(CheckPointer(g_calculator) != POINTER_INVALID) + { + g_calculator.Calculate(rates_total, BufferPrice, BufferWMA); + } + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| Helper function to get the selected price series. | +//+------------------------------------------------------------------+ +int PriceSeries(ENUM_APPLIED_PRICE type, int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dest_buffer[]) + { + switch(type) + { + case PRICE_CLOSE: + ArrayCopy(dest_buffer, close, 0, 0, rates_total); + break; + case PRICE_OPEN: + ArrayCopy(dest_buffer, open, 0, 0, rates_total); + break; + case PRICE_HIGH: + ArrayCopy(dest_buffer, high, 0, 0, rates_total); + break; + case PRICE_LOW: + ArrayCopy(dest_buffer, low, 0, 0, rates_total); + break; + case PRICE_MEDIAN: + for(int i=0; i