From b30acad95647c5fbce3c212a477930ba58a9a60c Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 22 Sep 2025 19:21:48 +0200 Subject: [PATCH] new files added --- .../MyIncludes/Fibonacci_WMA_Calculator.mqh | 176 ++++++++++++++++++ 1 file changed, 176 insertions(+) create mode 100644 Include/MyIncludes/Fibonacci_WMA_Calculator.mqh diff --git a/Include/MyIncludes/Fibonacci_WMA_Calculator.mqh b/Include/MyIncludes/Fibonacci_WMA_Calculator.mqh new file mode 100644 index 0000000..46a1b1d --- /dev/null +++ b/Include/MyIncludes/Fibonacci_WMA_Calculator.mqh @@ -0,0 +1,176 @@ +//+------------------------------------------------------------------+ +//| Fibonacci_WMA_Calculator.mqh | +//| Calculation engine for Standard and Heikin Ashi Fibonacci WMA.| +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| CLASS 1: CFibonacciWMACalculator (Standard) | +//| | +//+==================================================================+ +class CFibonacciWMACalculator + { +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: + CFibonacciWMACalculator(void); + virtual ~CFibonacciWMACalculator(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[]); + }; + +//+------------------------------------------------------------------+ +//| CFibonacciWMACalculator: Constructor | +//+------------------------------------------------------------------+ +CFibonacciWMACalculator::CFibonacciWMACalculator(void) : m_period(0), m_weight_sum(0) + { + } + +//+------------------------------------------------------------------+ +//| CFibonacciWMACalculator: Initialization and Weight Generation | +//+------------------------------------------------------------------+ +bool CFibonacciWMACalculator::Init(int period) + { + m_period = (period < 2) ? 2 : period; + if(m_period > 40) + { + Print("Fibonacci WMA period is too large, capping at 40 to prevent overflow."); + m_period = 40; + } + + ArrayResize(m_weights, m_period); + m_weight_sum = 0; + +//--- Generate Fibonacci numbers + long fib_numbers[]; + ArrayResize(fib_numbers, m_period); + + long fib1 = 1, fib2 = 1; + for(int i = 0; i < m_period; i++) + { + if(i < 2) + fib_numbers[i] = 1; + else + { + long fib_next = fib1 + fib2; + fib_numbers[i] = fib_next; + fib1 = fib2; + fib2 = fib_next; + } + } + +//--- Assign weights in REVERSE order (largest weight for most recent price) + for(int i = 0; i < m_period; i++) + { + m_weights[i] = (double)fib_numbers[m_period - 1 - i]; + m_weight_sum += m_weights[i]; + } + + return (m_weight_sum != 0); + } + +//+------------------------------------------------------------------+ +//| CFibonacciWMACalculator: Main Calculation Method | +//+------------------------------------------------------------------+ +void CFibonacciWMACalculator::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++) + { + //--- Corrected Logic: Most recent price (i-j) gets the highest weight (weights[j]) + weighted_sum += m_price[i - j] * m_weights[j]; + } + wma_out[i] = weighted_sum / m_weight_sum; + } + } + +//+------------------------------------------------------------------+ +//| CFibonacciWMACalculator: Prepares the source price series. | +//+------------------------------------------------------------------+ +bool CFibonacciWMACalculator::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