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refactor: 100% Backward Compatible Universal Moving Average Engine

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Toh4iem9
2026-09-03 14:06:44 +02:00
parent 1bd8ae3ba0
commit e078550a14
1 changed files with 237 additions and 122 deletions
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Include/MyIncludes/MovingAverage_Engine.mqh
+237 -122
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@@ -1,10 +1,10 @@
//+------------------------------------------------------------------+
//| MovingAverage_Engine.mqh |
//| VERSION 2.45: Added VWMA support with empty-value fallback. |
//| Copyright 2026, xxxxxxxx |
//| VERSION 2.50: Enhanced Chronological Safeguards & VWMA |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.45"
#property version "2.50" // 100% Backward Compatible Universal Moving Average Engine
#ifndef MOVING_AVERAGE_ENGINE_MQH
#define MOVING_AVERAGE_ENGINE_MQH
@@ -12,6 +12,8 @@
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- Enum to select the MA type for calculation
#ifndef ENUM_MA_TYPE_DEFINED
#define ENUM_MA_TYPE_DEFINED
enum ENUM_MA_TYPE
{
SMA,
@@ -23,6 +25,7 @@ enum ENUM_MA_TYPE
TEMA,
VWMA
};
#endif
//+==================================================================+
//| CLASS: CMovingAverageCalculator |
@@ -33,48 +36,71 @@ protected:
int m_period;
ENUM_MA_TYPE m_ma_type;
//--- Persistent Buffers
//--- Persistent State Buffers
double m_price[];
double m_volume[]; // Kept for VWMA support
double m_volume[];
double m_temp_buffer1[];
double m_temp_buffer2[];
double m_temp_buffer3[];
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
void CalculateEMA(int rates_total, int start_index, int period, const double &source[], double &dest[]);
//--- Internal Core Calculation that works on m_price and m_volume
//--- data_offset: The index where valid data starts in m_price
void RunCalculation(int rates_total, int start_index, double &output_buffer[], int data_offset = 0);
virtual bool PreparePriceSeries(const int rates_total, const int start_index, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[]);
void CalculateEMA(const int rates_total, const int start_index, const int period, const double &source[], double &dest[]);
void RunCalculation(const int rates_total, const int start_index, double &output_buffer[], const int data_offset = 0);
public:
CMovingAverageCalculator(void) {};
CMovingAverageCalculator(void);
virtual ~CMovingAverageCalculator(void) {};
bool Init(int period, ENUM_MA_TYPE ma_type);
bool Init(const int period, const ENUM_MA_TYPE ma_type);
//--- Standard Calculation (OHLC input - No Volume, legacy/fallback compatible)
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &ma_buffer[]);
//--- Standard Calculation (OHLC input - No Volume, legacy compatible)
void Calculate(const int rates_total, const int prev_calculated, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[],
double &ma_buffer[]);
//--- Overloaded Calculation with Volume (Specifically for VWMA support)
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &ma_buffer[]);
void Calculate(const int rates_total, const int prev_calculated, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[],
const long &volume[],
double &ma_buffer[]);
//--- Overloaded Calculation with Double Volume Array (For MTF VWMA)
void Calculate(const int rates_total, const int prev_calculated, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[],
const double &volume[],
double &ma_buffer[]);
//--- Calculation on Custom Array (No Volume)
//--- src_start_index: The index where valid data starts in src_buffer (default 0)
void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &output_buffer[], int src_start_index = 0);
void CalculateOnArray(const int rates_total, const int prev_calculated, const double &src_buffer[],
double &output_buffer[], const int src_start_index = 0);
//--- Overloaded Calculation on Custom Array with Volume
void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], const double &volume_buffer[], double &output_buffer[], int src_start_index = 0);
//--- Overloaded Calculation on Custom Array with Volume (For VWMA Signals)
void CalculateOnArray(const int rates_total, const int prev_calculated, const double &src_buffer[],
const double &volume_buffer[], double &output_buffer[], const int src_start_index = 0);
int GetPeriod(void) const { return m_period; }
ENUM_MA_TYPE GetMAType(void) const { return m_ma_type; }
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CMovingAverageCalculator::CMovingAverageCalculator(void) : m_period(20), m_ma_type(SMA)
{
ArraySetAsSeries(m_price, false);
ArraySetAsSeries(m_volume, false);
ArraySetAsSeries(m_temp_buffer1, false);
ArraySetAsSeries(m_temp_buffer2, false);
ArraySetAsSeries(m_temp_buffer3, false);
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CMovingAverageCalculator::Init(int period, ENUM_MA_TYPE ma_type)
bool CMovingAverageCalculator::Init(const int period, const ENUM_MA_TYPE ma_type)
{
m_period = (period < 1) ? 1 : period;
m_period = (period < 1) ? 1 : period;
m_ma_type = ma_type;
return true;
}
@@ -82,94 +108,176 @@ bool CMovingAverageCalculator::Init(int period, ENUM_MA_TYPE ma_type)
//+------------------------------------------------------------------+
//| Calculate (Standard OHLC - No Volume) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &ma_buffer[])
void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_calculated, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[],
double &ma_buffer[])
{
if(rates_total < m_period)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : (prev_calculated - 1);
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
// Resize temp buffers if needed
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArraySetAsSeries(m_temp_buffer1, false);
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArraySetAsSeries(m_temp_buffer2, false);
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArraySetAsSeries(m_temp_buffer3, false);
}
}
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
// Standard OHLC data is valid from index 0
RunCalculation(rates_total, start_index, ma_buffer, 0);
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded OHLC - With Volume) |
//| Calculate (Overloaded OHLC - With Long Volume) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &ma_buffer[])
void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_calculated, const ENUM_APPLIED_PRICE price_type,
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;
int start_index = (prev_calculated == 0) ? 0 : (prev_calculated - 1);
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArraySetAsSeries(m_temp_buffer1, false);
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArraySetAsSeries(m_temp_buffer2, false);
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArraySetAsSeries(m_temp_buffer3, false);
}
}
// Dynamic allocation check for volume buffer (Crucial for parameter switches)
if(ArraySize(m_volume) != rates_total)
{
ArrayResize(m_volume, rates_total);
ArraySetAsSeries(m_volume, false);
}
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
// Copy volumes locally with casting
for(int i = start_index; i < rates_total; i++)
m_volume[i] = (volume[i] < 1) ? 1.0 : (double)volume[i];
RunCalculation(rates_total, start_index, ma_buffer, 0);
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded OHLC - With Double Volume) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_calculated, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[],
const double &volume[],
double &ma_buffer[])
{
if(rates_total < m_period)
return;
int start_index = (prev_calculated == 0) ? 0 : (prev_calculated - 1);
if(ArraySize(m_price) != rates_total)
{
m_volume[i] = (double)volume[i];
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArraySetAsSeries(m_temp_buffer1, false);
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArraySetAsSeries(m_temp_buffer2, false);
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArraySetAsSeries(m_temp_buffer3, false);
}
}
if(ArraySize(m_volume) != rates_total)
{
ArrayResize(m_volume, rates_total);
ArraySetAsSeries(m_volume, 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] = (volume[i] < 1.0) ? 1.0 : volume[i];
RunCalculation(rates_total, start_index, ma_buffer, 0);
}
//+------------------------------------------------------------------+
//| CalculateOnArray (Custom Input - No Volume) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &output_buffer[], int src_start_index)
void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int prev_calculated, const double &src_buffer[],
double &output_buffer[], const int src_start_index)
{
if(rates_total < src_start_index + m_period)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : (prev_calculated - 1);
// Resize internal buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArraySetAsSeries(m_temp_buffer1, false);
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArraySetAsSeries(m_temp_buffer2, false);
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArraySetAsSeries(m_temp_buffer3, false);
}
}
// Copy source array to internal m_price buffer
int copy_start = MathMax(start_index, src_start_index);
for(int i = copy_start; i < rates_total; i++)
@@ -181,51 +289,59 @@ void CMovingAverageCalculator::CalculateOnArray(int rates_total, int prev_calcul
//+------------------------------------------------------------------+
//| CalculateOnArray (Overloaded Custom Input - With Volume) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], const double &volume_buffer[], double &output_buffer[], int src_start_index)
void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int prev_calculated, const double &src_buffer[],
const double &volume_buffer[], double &output_buffer[], const int src_start_index)
{
if(rates_total < src_start_index + m_period)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : (prev_calculated - 1);
// Resize internal buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArraySetAsSeries(m_temp_buffer1, false);
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArraySetAsSeries(m_temp_buffer2, false);
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArraySetAsSeries(m_temp_buffer3, false);
}
}
if(ArraySize(m_volume) != rates_total)
{
ArrayResize(m_volume, rates_total);
ArraySetAsSeries(m_volume, false);
}
// Copy source array and volume to internal buffers
int copy_start = MathMax(start_index, src_start_index);
for(int i = copy_start; i < rates_total; i++)
{
m_price[i] = src_buffer[i];
m_volume[i] = volume_buffer[i];
m_price[i] = src_buffer[i];
m_volume[i] = (volume_buffer[i] < 1.0) ? 1.0 : volume_buffer[i];
}
RunCalculation(rates_total, start_index, output_buffer, src_start_index);
}
//+------------------------------------------------------------------+
//| RunCalculation (Core Logic) |
//| RunCalculation (Core Mathematical Execution Engine) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::RunCalculation(int rates_total, int start_index, double &output_buffer[], int data_offset)
void CMovingAverageCalculator::RunCalculation(const int rates_total, const int start_index, double &output_buffer[], const int data_offset)
{
// The first valid MA value can be calculated at (offset + period - 1)
int start_pos = data_offset + m_period - 1;
// Ensure loop starts at valid position
int start_pos = data_offset + m_period - 1;
int loop_start = MathMax(start_pos, start_index);
switch(m_ma_type)
@@ -239,69 +355,71 @@ void CMovingAverageCalculator::RunCalculation(int rates_total, int start_index,
{
if(i == start_pos)
{
double sum=0;
for(int j=0; j<m_period; j++)
sum+=m_price[i-j];
output_buffer[i]=sum/m_period;
double sum = 0.0;
for(int j = 0; j < m_period; j++)
sum += m_price[i - j];
output_buffer[i] = sum / (double)m_period;
}
else
// Recursive SMMA relies on valid previous value [i-1]
output_buffer[i]=(output_buffer[i-1]*(m_period-1)+m_price[i])/m_period;
{
output_buffer[i] = (output_buffer[i - 1] * (double)(m_period - 1) + m_price[i]) / (double)m_period;
}
}
break;
case LWMA:
for(int i = loop_start; i < rates_total; i++)
{
double sum=0, w_sum=0;
for(int j=0; j<m_period; j++)
double sum = 0.0, w_sum = 0.0;
for(int j = 0; j < m_period; j++)
{
int w=m_period-j;
sum+=m_price[i-j]*w;
w_sum+=w;
double w = (double)(m_period - j);
sum += m_price[i - j] * w;
w_sum += w;
}
if(w_sum>0)
output_buffer[i]=sum/w_sum;
output_buffer[i] = (w_sum > 0.0) ? (sum / w_sum) : m_price[i];
}
break;
case TMA:
{
int period1 = (int)ceil((m_period + 1.0) / 2.0);
// TMA logic is complex with offsets.
// First MA starts at: data_offset + period1 - 1
int start_pos1 = data_offset + period1 - 1;
int loop_start_tma = MathMax(start_pos1, start_index);
for(int i = loop_start_tma; i < rates_total; i++)
{
double sum = 0;
double sum = 0.0;
for(int j = 0; j < period1; j++)
sum += m_price[i-j];
m_temp_buffer1[i] = sum / period1;
sum += m_price[i - j];
m_temp_buffer1[i] = sum / (double)period1;
}
// Second MA starts at: start_pos1 + period2 - 1
int period2 = m_period - period1 + 1;
int start_pos2 = start_pos1 + period2 - 1;
int loop_start_final = MathMax(start_pos2, start_index);
for(int i = loop_start_final; i < rates_total; i++)
{
double sum = 0;
double sum = 0.0;
for(int j = 0; j < period2; j++)
sum += m_temp_buffer1[i-j];
output_buffer[i] = sum / period2;
sum += m_temp_buffer1[i - j];
output_buffer[i] = sum / (double)period2;
}
break;
}
break;
case DEMA:
CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1);
CalculateEMA(rates_total, loop_start, m_period, m_temp_buffer1, m_temp_buffer2);
for(int i = loop_start; i < rates_total; i++)
output_buffer[i] = 2 * m_temp_buffer1[i] - m_temp_buffer2[i];
{
if(m_temp_buffer1[i] != EMPTY_VALUE && m_temp_buffer2[i] != EMPTY_VALUE)
output_buffer[i] = 2.0 * m_temp_buffer1[i] - m_temp_buffer2[i];
else
output_buffer[i] = EMPTY_VALUE;
}
break;
case TEMA:
@@ -310,47 +428,46 @@ void CMovingAverageCalculator::RunCalculation(int rates_total, int start_index,
CalculateEMA(rates_total, loop_start, m_period, m_temp_buffer2, m_temp_buffer3);
for(int i = loop_start; i < rates_total; i++)
output_buffer[i] = 3 * m_temp_buffer1[i] - 3 * m_temp_buffer2[i] + m_temp_buffer3[i];
{
if(m_temp_buffer1[i] != EMPTY_VALUE && m_temp_buffer2[i] != EMPTY_VALUE && m_temp_buffer3[i] != EMPTY_VALUE)
output_buffer[i] = 3.0 * m_temp_buffer1[i] - 3.0 * m_temp_buffer2[i] + m_temp_buffer3[i];
else
output_buffer[i] = EMPTY_VALUE;
}
break;
case VWMA:
{
// Robust empty-value fallback pattern
if(ArraySize(m_volume) != rates_total)
{
if(start_index == 0)
Print("Warning: VWMA selected but no volume data provided. Line will not be drawn.");
for(int i = loop_start; i < rates_total; i++)
{
output_buffer[i] = EMPTY_VALUE;
}
}
else
{
for(int i = loop_start; i < rates_total; i++)
{
double sum_pv = 0;
double sum_v = 0;
double sum_pv = 0.0;
double sum_v = 0.0;
for(int j = 0; j < m_period; j++)
{
double v = m_volume[i-j];
sum_pv += m_price[i-j] * v;
double v = m_volume[i - j];
sum_pv += m_price[i - j] * v;
sum_v += v;
}
output_buffer[i] = (sum_v > 0) ? (sum_pv / sum_v) : m_price[i];
output_buffer[i] = (sum_v > 0.0) ? (sum_pv / sum_v) : m_price[i];
}
}
break;
}
break;
default: // SMA
for(int i = loop_start; i < rates_total; i++)
{
double sum=0;
for(int j=0; j<m_period; j++)
sum+=m_price[i-j];
output_buffer[i]=sum/m_period;
double sum = 0.0;
for(int j = 0; j < m_period; j++)
sum += m_price[i - j];
output_buffer[i] = sum / (double)m_period;
}
break;
}
@@ -359,53 +476,44 @@ void CMovingAverageCalculator::RunCalculation(int rates_total, int start_index,
//+------------------------------------------------------------------+
//| Calculate EMA (Optimized) |
//+------------------------------------------------------------------+
void CMovingAverageCalculator::CalculateEMA(int rates_total, int start_index, int period, const double &source[], double &dest[])
void CMovingAverageCalculator::CalculateEMA(const int rates_total, const int start_index, const int period, const double &source[], double &dest[])
{
if(rates_total < period)
return;
double pr = 2.0 / (double)(period + 1.0);
// FIX: If starting from 0, force initialization logic regardless of array content
bool force_init = (start_index == 0);
for(int i = start_index; i < rates_total; i++)
{
// Check if we have a valid previous value to recurse on
// We only check dest[i-1] if we are NOT forcing initialization
bool has_prev = (!force_init && i > 0 && dest[i-1] != 0.0 && dest[i-1] != EMPTY_VALUE);
bool has_prev = (!force_init && i > 0 && dest[i - 1] != 0.0 && dest[i - 1] != EMPTY_VALUE);
if(has_prev)
{
if(source[i] != EMPTY_VALUE)
dest[i] = source[i]*pr + dest[i-1]*(1.0-pr);
dest[i] = source[i] * pr + dest[i - 1] * (1.0 - pr);
else
dest[i] = dest[i-1];
dest[i] = dest[i - 1];
}
else
{
// Initialization (SMA)
// Safety check: can we look back 'period' bars?
if(i < period - 1)
{
dest[i] = EMPTY_VALUE; // Not enough data yet
dest[i] = EMPTY_VALUE;
continue;
}
double sum=0;
int count=0;
for(int j=0; j<period; j++)
double sum = 0.0;
int count = 0;
for(int j = 0; j < period; j++)
{
if(source[i-j]!=EMPTY_VALUE)
if(source[i - j] != EMPTY_VALUE)
{
sum+=source[i-j];
sum += source[i - j];
count++;
}
}
if(count > 0)
dest[i] = sum/count;
else
dest[i] = source[i]; // Fallback
dest[i] = (count > 0) ? (sum / (double)count) : source[i];
}
}
}
@@ -413,7 +521,8 @@ void CMovingAverageCalculator::CalculateEMA(int rates_total, int start_index, in
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CMovingAverageCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
bool CMovingAverageCalculator::PreparePriceSeries(const int rates_total, const int start_index, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[])
{
for(int i = start_index; i < rates_total; i++)
{
@@ -432,13 +541,13 @@ bool CMovingAverageCalculator::PreparePriceSeries(int rates_total, int start_ind
m_price[i] = low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0;
m_price[i] = (high[i] + low[i]) / 2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (high[i]+low[i]+close[i])/3.0;
m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
m_price[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0;
break;
default:
m_price[i] = close[i];
@@ -455,23 +564,29 @@ class CMovingAverageCalculator_HA : public CMovingAverageCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
virtual bool PreparePriceSeries(const int rates_total, const int start_index, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+
bool CMovingAverageCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
bool CMovingAverageCalculator_HA::PreparePriceSeries(const int rates_total, const int start_index, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[])
{
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_open, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArrayResize(m_ha_high, rates_total);
ArraySetAsSeries(m_ha_high, false);
ArrayResize(m_ha_low, rates_total);
ArraySetAsSeries(m_ha_low, false);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_close, false);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
@@ -494,13 +609,13 @@ bool CMovingAverageCalculator_HA::PreparePriceSeries(int rates_total, int start_
m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) / 4.0;
break;
default:
m_price[i] = m_ha_close[i];