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