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refactor: TMA type added

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This commit is contained in:
Toh4iem9
2025-11-16 13:14:17 +01:00
parent 0b44d684db
commit b27f0ce243
1 changed files with 40 additions and 10 deletions
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Include/MyIncludes/MovingAverage_Engine.mqh
+40 -10
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@@ -1,19 +1,20 @@
//+------------------------------------------------------------------+
//| MovingAverage_Engine.mqh |
//| VERSION 1.11: Added public GetPeriod() method. |
//| VERSION 1.20: Added Triangular Moving Average (TMA). |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- Enum to select the MA type for calculation ---
//--- UPDATED: Enum to select the MA type for calculation ---
enum ENUM_MA_TYPE
{
SMA,
EMA,
SMMA,
LWMA
LWMA,
TMA // New type added
};
//+==================================================================+
@@ -32,12 +33,12 @@ public:
bool Init(int period, ENUM_MA_TYPE ma_type);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &ma_buffer[]);
//--- NEW: Public getter for the period
int GetPeriod(void) const { return m_period; }
};
//--- Derived class for Heikin Ashi version ---
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CMovingAverageCalculator_HA : public CMovingAverageCalculator
{
private:
@@ -108,6 +109,33 @@ void CMovingAverageCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pri
ma_buffer[i]=sum/w_sum;
}
break;
case TMA:
{
// A TMA is a double-smoothed SMA. This is the most common and efficient calculation method.
// First SMA period
int period1 = (int)ceil((m_period + 1.0) / 2.0);
// Second SMA period
int period2 = m_period - period1 + 1;
// Calculate first SMA pass
double sum1 = 0;
for(int j = 0; j < period1; j++)
sum1 += m_price[i - j];
double sma1 = sum1 / period1;
// Calculate second SMA pass on the results of the first
// We need to calculate the previous SMA1 values as well
double sum2 = 0;
for(int k=0; k<period2; k++)
{
double temp_sum1 = 0;
for(int j=0; j<period1; j++)
temp_sum1 += m_price[i - k - j];
sum2 += temp_sum1 / period1;
}
ma_buffer[i] = sum2 / period2;
break;
}
default: // SMA
{
double sum=0;
@@ -120,10 +148,11 @@ void CMovingAverageCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pri
}
}
//--- CORRECTED PreparePriceSeries ---
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMovingAverageCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
//--- CRITICAL FIX: Ensure the internal buffer is correctly sized ---
if(ArraySize(m_price) != rates_total)
if(ArrayResize(m_price, rates_total) != rates_total)
return false;
@@ -160,7 +189,9 @@ bool CMovingAverageCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_
return true;
}
//--- CORRECTED PreparePriceSeries for HA ---
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMovingAverageCalculator_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[];
@@ -170,7 +201,6 @@ bool CMovingAverageCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLI
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
//--- CRITICAL FIX: Ensure the internal buffer is correctly sized ---
if(ArraySize(m_price) != rates_total)
if(ArrayResize(m_price, rates_total) != rates_total)
return false;