mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,244 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| AMA_TrendActivity_Calculator.mqh |
|
||||
//| Calculation engine for Standard and Heikin Ashi AMA Activity. |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
//+==================================================================+
|
||||
//| |
|
||||
//| CLASS 1: CActivityCalculator (Base Class) |
|
||||
//| |
|
||||
//+==================================================================+
|
||||
class CActivityCalculator
|
||||
{
|
||||
protected:
|
||||
int m_ama_period, m_fast_period, m_slow_period, m_atr_period, m_smoothing_period;
|
||||
double m_pi_div_2;
|
||||
|
||||
//--- Internal buffers for source data
|
||||
double m_ama_price[];
|
||||
double m_atr_high[], m_atr_low[], m_atr_close[];
|
||||
|
||||
//--- Virtual method for preparing all necessary source data series.
|
||||
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
|
||||
|
||||
public:
|
||||
CActivityCalculator(void) {};
|
||||
virtual ~CActivityCalculator(void) {};
|
||||
|
||||
//--- Public methods
|
||||
bool Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p);
|
||||
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CActivityCalculator: Initialization |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CActivityCalculator::Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p)
|
||||
{
|
||||
m_ama_period = (ama_p < 1) ? 1 : ama_p;
|
||||
m_fast_period = (fast_p < 1) ? 1 : fast_p;
|
||||
m_slow_period = (slow_p < 1) ? 1 : slow_p;
|
||||
m_atr_period = (atr_p < 1) ? 1 : atr_p;
|
||||
m_smoothing_period = (smooth_p < 1) ? 1 : smooth_p;
|
||||
m_pi_div_2 = M_PI / 2.0;
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CActivityCalculator: Main Calculation Method (Shared Logic) |
|
||||
//+------------------------------------------------------------------+
|
||||
void CActivityCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[])
|
||||
{
|
||||
int start_pos = m_ama_period + m_atr_period + m_smoothing_period;
|
||||
if(rates_total <= start_pos)
|
||||
return;
|
||||
|
||||
//--- STEP 1: Prepare all source data (delegated to virtual method)
|
||||
if(!PrepareSourceData(rates_total, open, high, low, close, price_type))
|
||||
return;
|
||||
|
||||
//--- STEP 2: Calculate AMA
|
||||
double buffer_ama[];
|
||||
ArrayResize(buffer_ama, rates_total);
|
||||
double fast_sc = 2.0 / (m_fast_period + 1.0);
|
||||
double slow_sc = 2.0 / (m_slow_period + 1.0);
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
{
|
||||
if(i == m_ama_period)
|
||||
{
|
||||
buffer_ama[i] = m_ama_price[i];
|
||||
continue;
|
||||
}
|
||||
if(i > m_ama_period)
|
||||
{
|
||||
double direction = MathAbs(m_ama_price[i] - m_ama_price[i - m_ama_period]);
|
||||
double volatility = 0;
|
||||
for(int j = 0; j < m_ama_period; j++)
|
||||
volatility += MathAbs(m_ama_price[i - j] - m_ama_price[i - j - 1]);
|
||||
double er = (volatility > 0) ? direction / volatility : 0;
|
||||
double ssc = er * (fast_sc - slow_sc) + slow_sc;
|
||||
buffer_ama[i] = buffer_ama[i-1] + (ssc*ssc) * (m_ama_price[i] - buffer_ama[i-1]);
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 3: Calculate ATR
|
||||
double buffer_atr[], tr[];
|
||||
ArrayResize(buffer_atr, rates_total);
|
||||
ArrayResize(tr, rates_total);
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
tr[i] = MathMax(m_atr_high[i], m_atr_close[i-1]) - MathMin(m_atr_low[i], m_atr_close[i-1]);
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
{
|
||||
if(i == m_atr_period)
|
||||
{
|
||||
double sum_tr = 0;
|
||||
for(int j = 1; j <= m_atr_period; j++)
|
||||
sum_tr += tr[j];
|
||||
buffer_atr[i] = sum_tr / m_atr_period;
|
||||
}
|
||||
else
|
||||
if(i > m_atr_period)
|
||||
buffer_atr[i] = (buffer_atr[i-1] * (m_atr_period - 1) + tr[i]) / m_atr_period;
|
||||
}
|
||||
|
||||
//--- STEP 4: Calculate Raw Activity and Scale it using MathArctan
|
||||
double scaled_activity[];
|
||||
ArrayResize(scaled_activity, rates_total);
|
||||
for(int i = m_ama_period + 1; i < rates_total; i++)
|
||||
{
|
||||
if(buffer_atr[i] > 0)
|
||||
{
|
||||
double raw_activity = MathAbs(buffer_ama[i] - buffer_ama[i-1]) / buffer_atr[i];
|
||||
scaled_activity[i] = MathArctan(raw_activity) / m_pi_div_2;
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 5: Calculate Final Oscillator (SMA of Scaled Activity)
|
||||
double sum = 0;
|
||||
int final_start_pos = m_ama_period + m_smoothing_period;
|
||||
for(int i = m_ama_period + 1; i < rates_total; i++)
|
||||
{
|
||||
sum += scaled_activity[i];
|
||||
if(i >= final_start_pos)
|
||||
{
|
||||
if(i > final_start_pos)
|
||||
sum -= scaled_activity[i - m_smoothing_period];
|
||||
activity_buffer[i] = sum / m_smoothing_period;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CActivityCalculator: Prepares the standard source data series. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CActivityCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
|
||||
{
|
||||
//--- Prepare AMA source price
|
||||
ArrayResize(m_ama_price, rates_total);
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_OPEN:
|
||||
ArrayCopy(m_ama_price, open, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
ArrayCopy(m_ama_price, high, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
ArrayCopy(m_ama_price, low, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_ama_price[i] = (high[i]+low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_ama_price[i] = (high[i]+low[i]+close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_ama_price[i] = (high[i]+low[i]+2*close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
ArrayCopy(m_ama_price, close, 0, 0, rates_total);
|
||||
break;
|
||||
}
|
||||
//--- Prepare ATR source candles (standard candles)
|
||||
ArrayResize(m_atr_high, rates_total);
|
||||
ArrayResize(m_atr_low, rates_total);
|
||||
ArrayResize(m_atr_close, rates_total);
|
||||
ArrayCopy(m_atr_high, high, 0, 0, rates_total);
|
||||
ArrayCopy(m_atr_low, low, 0, 0, rates_total);
|
||||
ArrayCopy(m_atr_close, close, 0, 0, rates_total);
|
||||
return true;
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| |
|
||||
//| CLASS 2: CActivityCalculator_HA (Heikin Ashi) |
|
||||
//| |
|
||||
//+==================================================================+
|
||||
class CActivityCalculator_HA : public CActivityCalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
protected:
|
||||
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CActivityCalculator_HA: Prepares the Heikin Ashi source data. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CActivityCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
|
||||
{
|
||||
//--- First, calculate the HA candles
|
||||
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);
|
||||
|
||||
//--- Prepare AMA source price from HA candles
|
||||
ArrayResize(m_ama_price, rates_total);
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_OPEN:
|
||||
ArrayCopy(m_ama_price, ha_open, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
ArrayCopy(m_ama_price, ha_high, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
ArrayCopy(m_ama_price, ha_low, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_ama_price[i] = (ha_high[i]+ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_ama_price[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_ama_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
ArrayCopy(m_ama_price, ha_close, 0, 0, rates_total);
|
||||
break;
|
||||
}
|
||||
//--- Prepare ATR source candles from HA candles
|
||||
ArrayResize(m_atr_high, rates_total);
|
||||
ArrayResize(m_atr_low, rates_total);
|
||||
ArrayResize(m_atr_close, rates_total);
|
||||
ArrayCopy(m_atr_high, ha_high, 0, 0, rates_total);
|
||||
ArrayCopy(m_atr_low, ha_low, 0, 0, rates_total);
|
||||
ArrayCopy(m_atr_close, ha_close, 0, 0, rates_total);
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user