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Toh4iem9
2025-10-27 21:40:49 +01:00
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Include/MyIncludes/Windowed_MA_Calculator.mqh
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//+------------------------------------------------------------------+
//| Windowed_MA_Calculator.mqh |
//| Calculation engine for Windowed FIR filters (SMA, HWMA). |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
enum ENUM_WINDOW_TYPE { W_SMA, W_TRIANGULAR, W_HANN };
enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; // Price or (Close-Open)
//+==================================================================+
class CWindowedMACalculator
{
protected:
int m_period;
ENUM_WINDOW_TYPE m_window_type;
ENUM_INPUT_SOURCE m_source_type;
double m_source_data[];
virtual bool PrepareSourceData(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CWindowedMACalculator(void) {};
virtual ~CWindowedMACalculator(void) {};
bool Init(int period, ENUM_WINDOW_TYPE window_type, ENUM_INPUT_SOURCE source_type);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &output_buffer[]);
};
//+------------------------------------------------------------------+
bool CWindowedMACalculator::Init(int period, ENUM_WINDOW_TYPE window_type, ENUM_INPUT_SOURCE source_type)
{
m_period = (period < 1) ? 1 : period;
m_window_type = window_type;
m_source_type = source_type;
return true;
}
//+------------------------------------------------------------------+
void CWindowedMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &output_buffer[])
{
if(rates_total < m_period)
return;
if(!PrepareSourceData(rates_total, price_type, open, high, low, close))
return;
for(int i = m_period - 1; i < rates_total; i++)
{
double sum = 0;
double weight_sum = 0;
for(int j = 0; j < m_period; j++)
{
double weight = 1.0;
switch(m_window_type)
{
case W_TRIANGULAR:
weight = (m_period/2.0) - fabs(j - (m_period-1.0)/2.0);
break;
case W_HANN:
if(m_period > 1)
weight = 0.5 * (1.0 - cos(2.0 * M_PI * j / (m_period - 1.0)));
else
weight = 1.0;
break;
}
sum += m_source_data[i-j] * weight;
weight_sum += weight;
}
if(weight_sum > 0)
output_buffer[i] = sum / weight_sum;
}
}
//+------------------------------------------------------------------+
bool CWindowedMACalculator::PrepareSourceData(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
ArrayResize(m_source_data, rates_total);
if(m_source_type == SOURCE_PRICE)
{
// Use the selected price type for the calculation
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_source_data, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_source_data, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_source_data, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_source_data[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_source_data[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_source_data[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
ArrayCopy(m_source_data, close, 0, 0, rates_total);
break;
}
}
else // SOURCE_MOMENTUM
{
for(int i=0; i<rates_total; i++)
m_source_data[i] = close[i] - open[i];
}
return true;
}
//+==================================================================+
class CWindowedMACalculator_HA : public CWindowedMACalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
protected:
// CORRECTED: Function name typo fixed
virtual bool PrepareSourceData(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
// CORRECTED: Function name typo fixed
bool CWindowedMACalculator_HA::PrepareSourceData(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[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_source_data, rates_total);
if(m_source_type == SOURCE_PRICE)
{
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_source_data, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_source_data, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_source_data, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_source_data[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_source_data[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_source_data[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
break;
default:
ArrayCopy(m_source_data, ha_close, 0, 0, rates_total);
break;
}
}
else // SOURCE_MOMENTUM
{
for(int i=0; i<rates_total; i++)
m_source_data[i] = ha_close[i] - ha_open[i];
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+