diff --git a/Include/MyIncludes/MovingAverage_Anchored_Engine.mqh b/Include/MyIncludes/MovingAverage_Anchored_Engine.mqh index cd42b99..f5caae0 100644 --- a/Include/MyIncludes/MovingAverage_Anchored_Engine.mqh +++ b/Include/MyIncludes/MovingAverage_Anchored_Engine.mqh @@ -1,11 +1,10 @@ //+------------------------------------------------------------------+ //| MovingAverage_Anchored_Engine.mqh| -//| Perry Kaufman & Welles Wilder Dynamic Anchored MA Engine. | -//| VERSION 1.10: Fixed missing standard Calculate body | -//| Copyright 2026, xxxxxxxx | +//| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.10" // Fully implemented both standard and volume-based Calculate bodies +#property version "1.27" // Standardized state safety and dynamic array index guards +#property description "Perry Kaufman & Welles Wilder Dynamic Anchored MA Engine." #ifndef MOVING_AVERAGE_ANCHORED_ENGINE_MQH #define MOVING_AVERAGE_ANCHORED_ENGINE_MQH @@ -64,19 +63,32 @@ public: bool Init(int period, ENUM_MA_TYPE ma_type, ENUM_ANCHOR_PERIOD anchor, string custom_start="09:00", string custom_end="18:00"); - //--- Standard Calculate without Volume + //--- Standard Calculate with Gapped Segments (Odd & Even) void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], double &ma_odd[], double &ma_even[]); - //--- Overloaded Calculate with Volume (for VWMA support) + //--- Overloaded Calculate with Volume and Gapped Segments (for VWMA support) void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &ma_odd[], double &ma_even[]); + //--- Standard Calculate with Continuous output (No Gaps - needed for Z-Score mean baseline) + void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, + const datetime &time[], + const double &open[], const double &high[], const double &low[], const double &close[], + double &ma_buffer[]); + + //--- Overloaded Calculate with Volume and Continuous output (for VWMA baseline support) + void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, + const datetime &time[], + const double &open[], const double &high[], const double &low[], const double &close[], + const long &volume[], + double &ma_buffer[]); + //--- Getter for anchor start index (O(1) complexity) int GetAnchorStart(int index) const { return m_anchor_start[index]; } int GetPeriod(void) const { return m_period; } @@ -140,7 +152,7 @@ bool CMovingAverageAnchoredCalculator::IsTimeInSession(datetime time_val) double CMovingAverageAnchoredCalculator::CalculateDynamicEMA(int idx, int active_p, double val, double &ema_array[]) { double pr = 2.0 / (double)(active_p + 1.0); - if(idx == m_anchor_start[idx] || ema_array[idx-1] == EMPTY_VALUE || ema_array[idx-1] == 0) + if(idx == m_anchor_start[idx] || ema_array[idx-1] == EMPTY_VALUE) ema_array[idx] = val; else ema_array[idx] = val * pr + ema_array[idx-1] * (1.0 - pr); @@ -148,7 +160,7 @@ double CMovingAverageAnchoredCalculator::CalculateDynamicEMA(int idx, int active } //+------------------------------------------------------------------+ -//| Calculate (Standard - No Volume) (FIXED: Added continuous body) | +//| Calculate (Segmented - No Volume) | //+------------------------------------------------------------------+ void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const datetime &time[], @@ -162,7 +174,7 @@ void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calcu } //+------------------------------------------------------------------+ -//| Calculate (Overloaded - With Volume for VWMA) | +//| Calculate (Segmented - Overloaded - With Volume for VWMA) | //+------------------------------------------------------------------+ void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const datetime &time[], @@ -186,6 +198,15 @@ void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calcu ArrayResize(m_temp_ema1, rates_total); ArrayResize(m_temp_ema2, rates_total); ArrayResize(m_temp_ema3, rates_total); + + ArraySetAsSeries(m_price, false); + ArraySetAsSeries(m_volume, false); + ArraySetAsSeries(m_ma_internal, false); + ArraySetAsSeries(m_anchor_start, false); + ArraySetAsSeries(m_period_idx, false); + ArraySetAsSeries(m_temp_ema1, false); + ArraySetAsSeries(m_temp_ema2, false); + ArraySetAsSeries(m_temp_ema3, false); } if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) @@ -390,6 +411,246 @@ void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calcu } } +//+------------------------------------------------------------------+ +//| NEW OVERLOAD: Calculate (Continuous - Standard - No Volume) | +//+------------------------------------------------------------------+ +void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, + const datetime &time[], + const double &open[], const double &high[], const double &low[], const double &close[], + double &ma_buffer[]) + { + long dummy_vol[]; + ArrayResize(dummy_vol, rates_total); + ArrayInitialize(dummy_vol, 1); + Calculate(rates_total, prev_calculated, price_type, time, open, high, low, close, dummy_vol, ma_buffer); + } + +//+------------------------------------------------------------------+ +//| NEW OVERLOAD: Calculate (Continuous - With Volume) | +//+------------------------------------------------------------------+ +void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, + const datetime &time[], + const double &open[], const double &high[], const double &low[], const double &close[], + const long &volume[], + double &ma_buffer[]) + { + if(rates_total < m_period) + return; + + int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; + +// Resize Buffers + if(ArraySize(m_price) != rates_total) + { + ArrayResize(m_price, rates_total); + ArrayResize(m_volume, rates_total); + ArrayResize(m_ma_internal, rates_total); + ArrayResize(m_anchor_start, rates_total); + ArrayResize(m_period_idx, rates_total); + ArrayResize(m_temp_ema1, rates_total); + ArrayResize(m_temp_ema2, rates_total); + ArrayResize(m_temp_ema3, rates_total); + + ArraySetAsSeries(m_price, false); + ArraySetAsSeries(m_volume, false); + ArraySetAsSeries(m_ma_internal, false); + ArraySetAsSeries(m_anchor_start, false); + ArraySetAsSeries(m_period_idx, false); + ArraySetAsSeries(m_temp_ema1, false); + ArraySetAsSeries(m_temp_ema2, false); + ArraySetAsSeries(m_temp_ema3, false); + } + + if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) + return; + + for(int i = start_index; i < rates_total; i++) + m_volume[i] = (double)volume[i]; + + if(start_index == 0) + { + m_anchor_start[0] = 0; + m_period_idx[0] = 1; + m_ma_internal[0] = m_price[0]; + m_temp_ema1[0] = m_price[0]; + m_temp_ema2[0] = m_price[0]; + m_temp_ema3[0] = m_price[0]; + ma_buffer[0] = m_price[0]; + start_index = 1; + } + + for(int i = start_index; i < rates_total; i++) + { + bool new_period = false; + + switch(m_anchor) + { + case ANCHOR_SESSION: + { + MqlDateTime dt_curr, dt_prev; + TimeToStruct(time[i], dt_curr); + TimeToStruct(time[i-1], dt_prev); + if(dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year) + new_period = true; + break; + } + case ANCHOR_WEEK: + { + MqlDateTime dt_curr, dt_prev; + TimeToStruct(time[i], dt_curr); + TimeToStruct(time[i-1], dt_prev); + if(dt_curr.day_of_week < dt_prev.day_of_week) + new_period = true; + break; + } + case ANCHOR_MONTH: + { + MqlDateTime dt_curr, dt_prev; + TimeToStruct(time[i], dt_curr); + TimeToStruct(time[i-1], dt_prev); + if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year) + new_period = true; + break; + } + case ANCHOR_CUSTOM_SESSION: + { + MqlDateTime dt_curr, dt_prev; + TimeToStruct(time[i], dt_curr); + TimeToStruct(time[i-1], dt_prev); + int min_curr = dt_curr.hour * 60 + dt_curr.min; + int min_prev = dt_prev.hour * 60 + dt_prev.min; + int start_min = m_start_hour * 60 + m_start_min; + bool day_changed = (dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year); + if(day_changed) + { + if(min_curr >= start_min) + new_period = true; + } + else + { + if(min_prev < start_min && min_curr >= start_min) + new_period = true; + } + break; + } + default: + break; + } + + if(new_period) + { + m_anchor_start[i] = i; + m_period_idx[i] = m_period_idx[i-1] + 1; + } + else + { + m_anchor_start[i] = m_anchor_start[i-1]; + m_period_idx[i] = m_period_idx[i-1]; + } + + int current_anchor_idx = m_anchor_start[i]; + + if(i == current_anchor_idx) + { + m_ma_internal[i] = m_price[i]; + m_temp_ema1[i] = m_price[i]; + m_temp_ema2[i] = m_price[i]; + m_temp_ema3[i] = m_price[i]; + } + else + { + int elapsed_bars = i - current_anchor_idx + 1; + int active_p = MathMin(m_period, elapsed_bars); + + switch(m_ma_type) + { + case EMA: + { + m_ma_internal[i] = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1); + break; + } + case SMMA: + { + double pr = 1.0 / (double)active_p; + m_ma_internal[i] = m_price[i] * pr + m_ma_internal[i-1] * (1.0 - pr); + break; + } + case LWMA: + { + double sum = 0, w_sum = 0; + for(int k = 0; k < active_p; k++) + { + int w = active_p - k; + sum += m_price[i-k] * w; + w_sum += w; + } + m_ma_internal[i] = (w_sum > 0) ? (sum / w_sum) : m_price[i]; + break; + } + case TMA: + { + int period1 = (int)ceil((active_p + 1.0) / 2.0); + double sum_tp = 0; + int count_tp = 0; + for(int j = 0; j < period1; j++) + { + sum_tp += m_price[i-j]; + count_tp++; + } + m_temp_ema1[i] = (count_tp > 0) ? (sum_tp / count_tp) : m_price[i]; + + int period2 = active_p - period1 + 1; + double sum_f = 0; + int count_f = 0; + for(int j = 0; j < period2; j++) + { + sum_f += m_temp_ema1[i-j]; + count_f++; + } + m_ma_internal[i] = (count_f > 0) ? (sum_f / count_f) : m_temp_ema1[i]; + break; + } + case DEMA: + { + double ema1 = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1); + double ema2 = CalculateDynamicEMA(i, active_p, ema1, m_temp_ema2); + m_ma_internal[i] = 2.0 * ema1 - ema2; + break; + } + case TEMA: + { + double ema1 = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1); + double ema2 = CalculateDynamicEMA(i, active_p, ema1, m_temp_ema2); + double ema3 = CalculateDynamicEMA(i, active_p, ema2, m_temp_ema3); + m_ma_internal[i] = 3.0 * ema1 - 3.0 * ema2 + ema3; + break; + } + case VWMA: + { + double sum_pv = 0, sum_v = 0; + for(int k = 0; k < active_p; k++) + { + sum_pv += m_price[i-k] * m_volume[i-k]; + sum_v += m_volume[i-k]; + } + m_ma_internal[i] = (sum_v > 0) ? (sum_pv / sum_v) : m_price[i]; + break; + } + default: // SMA + { + double sum = 0; + for(int k = 0; k < active_p; k++) + sum += m_price[i-k]; + m_ma_internal[i] = sum / active_p; + break; + } + } + } + + ma_buffer[i] = m_ma_internal[i]; + } + } + //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ @@ -452,6 +713,11 @@ bool CMovingAverageAnchoredCalculator_HA::PreparePriceSeries(int rates_total, in ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, rates_total); + + ArraySetAsSeries(m_ha_open, false); + ArraySetAsSeries(m_ha_high, false); + ArraySetAsSeries(m_ha_low, false); + ArraySetAsSeries(m_ha_close, false); } m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,