mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-19 23:38:07 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,199 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Pascal_WMA.mq5 |
|
||||
//| Copyright 2025, xxxxxxxx|
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
#property version "1.00"
|
||||
#property description "Pascal's Triangle Weighted Moving Average. A zero-lag smoothing filter."
|
||||
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 1
|
||||
#property indicator_plots 1
|
||||
|
||||
//--- Plot 1: Pascal WMA Line
|
||||
#property indicator_label1 "Pascal WMA"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrMediumPurple
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
//--- Input Parameters ---
|
||||
input int InpPeriod = 21;
|
||||
input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
|
||||
|
||||
//--- Indicator Buffers ---
|
||||
double BufferWMA[];
|
||||
double BufferPrice[];
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CLASS: CPascalWMACalculator |
|
||||
//| Encapsulates the logic for Pascal's Triangle weighting. |
|
||||
//+------------------------------------------------------------------+
|
||||
class CPascalWMACalculator
|
||||
{
|
||||
private:
|
||||
int m_period;
|
||||
double m_weights[];
|
||||
double m_weight_sum;
|
||||
|
||||
public:
|
||||
CPascalWMACalculator(void);
|
||||
~CPascalWMACalculator(void) {};
|
||||
|
||||
bool Init(int period);
|
||||
void Calculate(int rates_total, const double &price_src[], double &wma_out[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CPascalWMACalculator: Constructor |
|
||||
//+------------------------------------------------------------------+
|
||||
CPascalWMACalculator::CPascalWMACalculator(void) : m_period(0), m_weight_sum(0)
|
||||
{
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CPascalWMACalculator: Initialization and Weight Generation |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CPascalWMACalculator::Init(int period)
|
||||
{
|
||||
m_period = (period < 2) ? 2 : period;
|
||||
ArrayResize(m_weights, m_period);
|
||||
m_weight_sum = 0;
|
||||
|
||||
//--- Generate weights from Pascal's triangle row (n C k)
|
||||
//--- n = period - 1
|
||||
for(int i = 0; i < m_period; i++)
|
||||
{
|
||||
long n = m_period - 1;
|
||||
long k = i;
|
||||
|
||||
// Optimization for combinations: C(n, k) = C(n, n-k)
|
||||
if(k > n / 2)
|
||||
k = n - k;
|
||||
|
||||
long res = 1;
|
||||
for(long j = 1; j <= k; j++)
|
||||
{
|
||||
// Defensive check to prevent division by zero, though j starts at 1
|
||||
if(j == 0)
|
||||
continue;
|
||||
res = res * (n - j + 1) / j;
|
||||
}
|
||||
m_weights[i] = (double)res;
|
||||
m_weight_sum += m_weights[i];
|
||||
}
|
||||
|
||||
return (m_weight_sum != 0);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CPascalWMACalculator: Main Calculation Method |
|
||||
//+------------------------------------------------------------------+
|
||||
void CPascalWMACalculator::Calculate(int rates_total, const double &price_src[], double &wma_out[])
|
||||
{
|
||||
if(rates_total < m_period)
|
||||
return;
|
||||
|
||||
for(int i = m_period - 1; i < rates_total; i++)
|
||||
{
|
||||
double weighted_sum = 0;
|
||||
for(int j = 0; j < m_period; j++)
|
||||
{
|
||||
// Symmetrical weighting, use weights as generated
|
||||
weighted_sum += price_src[i - j] * m_weights[j];
|
||||
}
|
||||
wma_out[i] = weighted_sum / m_weight_sum;
|
||||
}
|
||||
}
|
||||
|
||||
//--- Global calculator object ---
|
||||
CPascalWMACalculator *g_calculator;
|
||||
|
||||
//--- Forward declaration
|
||||
int PriceSeries(ENUM_APPLIED_PRICE,int,const double&[],const double&[],const double&[],const double&[],double&[]);
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function. |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0, BufferWMA, INDICATOR_DATA);
|
||||
ArraySetAsSeries(BufferWMA, false);
|
||||
|
||||
g_calculator = new CPascalWMACalculator();
|
||||
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod))
|
||||
{
|
||||
Print("Failed to initialize Pascal WMA Calculator.");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("PascalWMA(%d)", InpPeriod));
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator deinitialization function. |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(CheckPointer(g_calculator) != POINTER_INVALID)
|
||||
delete g_calculator;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function. |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
|
||||
{
|
||||
ArrayResize(BufferPrice, rates_total);
|
||||
if(PriceSeries(InpSourcePrice, rates_total, open, high, low, close, BufferPrice) <= 0)
|
||||
return 0;
|
||||
|
||||
if(CheckPointer(g_calculator) != POINTER_INVALID)
|
||||
{
|
||||
g_calculator.Calculate(rates_total, BufferPrice, BufferWMA);
|
||||
}
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Helper function to get the selected price series. |
|
||||
//+------------------------------------------------------------------+
|
||||
int PriceSeries(ENUM_APPLIED_PRICE type, int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dest_buffer[])
|
||||
{
|
||||
switch(type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
ArrayCopy(dest_buffer, close, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
ArrayCopy(dest_buffer, open, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
ArrayCopy(dest_buffer, high, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
ArrayCopy(dest_buffer, low, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
dest_buffer[i] = (high[i]+low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
dest_buffer[i] = (high[i]+low[i]+close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
dest_buffer[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
return 0;
|
||||
}
|
||||
return rates_total;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user