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Toh4iem9
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//+------------------------------------------------------------------+
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//| ALMA_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi ALMA. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CALMACalculator (Base Class) |
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//| |
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//+==================================================================+
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class CALMACalculator
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{
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protected:
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int m_alma_period;
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double m_alma_offset;
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double m_alma_sigma;
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//--- Internal buffer for the selected source price
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double m_price[];
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//--- Virtual method for preparing the price series. Base class handles standard prices.
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virtual bool 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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public:
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CALMACalculator(void) {};
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virtual ~CALMACalculator(void) {};
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//--- Public methods
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bool Init(int period, double offset, double sigma);
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int GetPeriod(void) const { return m_alma_period; }
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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 &alma_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CALMACalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CALMACalculator::Init(int period, double offset, double sigma)
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{
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m_alma_period = (period < 1) ? 1 : period;
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m_alma_offset = offset;
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m_alma_sigma = (sigma <= 0) ? 0.01 : sigma;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CALMACalculator: Main Calculation Method (Shared Logic) |
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//+------------------------------------------------------------------+
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void CALMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &alma_buffer[])
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{
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if(rates_total < m_alma_period)
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return;
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//--- STEP 1: Prepare the source price array (delegated to virtual method)
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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//--- STEP 2: Core ALMA calculation using the prepared m_price[] array
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double m = m_alma_offset * (m_alma_period - 1.0);
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double s = (double)m_alma_period / m_alma_sigma;
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for(int i = m_alma_period - 1; i < rates_total; i++)
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{
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double sum = 0.0;
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double norm = 0.0;
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for(int j = 0; j < m_alma_period; j++)
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{
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double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s));
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int price_index = i - (m_alma_period - 1) + j;
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sum += m_price[price_index] * weight;
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norm += weight;
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}
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if(norm > 0)
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alma_buffer[i] = sum / norm;
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else
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alma_buffer[i] = 0.0;
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}
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}
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//+------------------------------------------------------------------+
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//| CALMACalculator: Prepares the standard source price series. |
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//+------------------------------------------------------------------+
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bool CALMACalculator::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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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i = 0; i < rates_total; i++)
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m_price[i] = (high[i] + low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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for(int i = 0; i < rates_total; i++)
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m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i = 0; i < rates_total; i++)
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m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0;
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break;
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default: // PRICE_CLOSE
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CALMACalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CALMACalculator_HA : public CALMACalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator; // Instance of the HA calculator tool
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protected:
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//--- Overridden method to prepare Heikin Ashi price series
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| CALMACalculator_HA: Prepares the Heikin Ashi source price series.|
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//+------------------------------------------------------------------+
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bool CALMACalculator_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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//--- Intermediate buffers for HA candles
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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//--- Calculate the HA candles first
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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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//--- Now, populate the m_price array from the calculated HA candles
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i = 0; i < rates_total; i++)
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m_price[i] = (ha_high[i] + ha_low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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for(int i = 0; i < rates_total; i++)
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m_price[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i = 0; i < rates_total; i++)
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m_price[i] = (ha_high[i] + ha_low[i] + 2 * ha_close[i]) / 4.0;
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break;
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default: // PRICE_CLOSE
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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