From e48decc360e924618ffaaa10f0759e49b07b84c9 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 22 Oct 2025 10:52:06 +0200 Subject: [PATCH] new files added --- Include/MyIncludes/MAMA_Calculator.mqh | 253 +++++++++++++++++++++++++ 1 file changed, 253 insertions(+) create mode 100644 Include/MyIncludes/MAMA_Calculator.mqh diff --git a/Include/MyIncludes/MAMA_Calculator.mqh b/Include/MyIncludes/MAMA_Calculator.mqh new file mode 100644 index 0000000..797da1c --- /dev/null +++ b/Include/MyIncludes/MAMA_Calculator.mqh @@ -0,0 +1,253 @@ +//+------------------------------------------------------------------+ +//| MAMA_Calculator.mqh | +//| Calculation engine for the John Ehlers' MAMA and FAMA. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| CLASS 1: CMAMACalculator (Base Class) | +//| | +//+==================================================================+ +class CMAMACalculator + { +protected: + double m_fast_limit; + double m_slow_limit; + double m_price[]; + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CMAMACalculator(void) {}; + virtual ~CMAMACalculator(void) {}; + + bool Init(double fast_limit, double slow_limit); + void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + double &mama_buffer[], double &fama_buffer[]); + }; + +//+------------------------------------------------------------------+ +bool CMAMACalculator::Init(double fast_limit, double slow_limit) + { + m_fast_limit = fast_limit; + m_slow_limit = slow_limit; + return true; + } + +//+------------------------------------------------------------------+ +void CMAMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + double &mama_buffer[], double &fama_buffer[]) + { + if(rates_total < 50) // MAMA needs a significant warmup period + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + +// --- State variables for full recalculation loop --- + double smooth=0, detrender=0, I1=0, Q1=0; + double jI=0, jQ=0, I2=0, Q2=0, Re=0, Im=0; + double period=0, smooth_period=0, phase=0, delta_phase=0; + + double I1_p[7]= {0}, Q1_p[7]= {0}, detrender_p[7]= {0}, smooth_p[5]= {0}; + double I2_p[2]= {0}, Q2_p[2]= {0}; + double Re_p[2]= {0}, Im_p[2]= {0}; + double period_p[2]= {0}, smooth_period_p[2]= {0}; + double phase_p[2]= {0}; + double mama_prev=0, fama_prev=0; + +// --- Full recalculation loop for stability --- + for(int i = 0; i < rates_total; i++) + { + // Shift history + for(int k=6; k>0; k--) + { + I1_p[k]=I1_p[k-1]; + Q1_p[k]=Q1_p[k-1]; + detrender_p[k]=detrender_p[k-1]; + } + for(int k=4; k>0; k--) + { + smooth_p[k]=smooth_p[k-1]; + } + I2_p[1]=I2_p[0]; + Q2_p[1]=Q2_p[0]; + Re_p[1]=Re_p[0]; + Im_p[1]=Im_p[0]; + period_p[1]=period_p[0]; + smooth_period_p[1]=smooth_period_p[0]; + phase_p[1]=phase_p[0]; + + // --- Calculation starts after a few bars --- + if(i > 5) + { + // 1. Smoothing + smooth = (4*m_price[i] + 3*m_price[i-1] + 2*m_price[i-2] + m_price[i-3]) / 10.0; + smooth_p[0] = smooth; + + // 2. Detrender (Band-pass filter) + detrender = (0.0962*smooth_p[0] + 0.5769*smooth_p[2] - 0.5769*smooth_p[4] - 0.0962*smooth_p[0]) * (0.075*period_p[1] + 0.54); + detrender_p[0] = detrender; + + // 3. InPhase and Quadrature components + Q1 = (0.0962*detrender_p[0] + 0.5769*detrender_p[2] - 0.5769*detrender_p[4] - 0.0962*detrender_p[6]) * (0.075*period_p[1] + 0.54); + I1 = detrender_p[3]; + I1_p[0] = I1; + Q1_p[0] = Q1; + + // 4. Phase advance + jI = (0.0962*I1_p[0] + 0.5769*I1_p[2] - 0.5769*I1_p[4] - 0.0962*I1_p[6]) * (0.075*period_p[1] + 0.54); + jQ = (0.0962*Q1_p[0] + 0.5769*Q1_p[2] - 0.5769*Q1_p[4] - 0.0962*Q1_p[6]) * (0.075*period_p[1] + 0.54); + + // 5. Phasor addition and smoothing + I2 = I1 - jQ; + Q2 = Q1 + jI; + I2 = 0.2*I2 + 0.8*I2_p[1]; + Q2 = 0.2*Q2 + 0.8*Q2_p[1]; + I2_p[0] = I2; + Q2_p[0] = Q2; + + // 6. Homodyne Discriminator + Re = I2*I2_p[1] + Q2*Q2_p[1]; + Im = I2*Q2_p[1] - Q2*I2_p[1]; + Re = 0.2*Re + 0.8*Re_p[1]; + Im = 0.2*Im + 0.8*Im_p[1]; + Re_p[0] = Re; + Im_p[0] = Im; + + // 7. Cycle Period Measurement + if(Im!=0.0 && Re!=0.0) + period = 360.0 / (atan(Im/Re) * 180.0/M_PI); + if(period > 1.5*period_p[1]) + period = 1.5*period_p[1]; + if(period < 0.67*period_p[1]) + period = 0.67*period_p[1]; + if(period < 6) + period = 6; + if(period > 50) + period = 50; + period = 0.2*period + 0.8*period_p[1]; + smooth_period = 0.33*period + 0.67*smooth_period_p[1]; + period_p[0] = period; + smooth_period_p[0] = smooth_period; + + // 8. Delta Phase + if(I1 != 0.0) + phase = atan(Q1/I1) * 180.0/M_PI; + delta_phase = phase_p[1] - phase; + if(delta_phase < 1.0) + delta_phase = 1.0; + phase_p[0] = phase; + + // 9. Adaptive Alpha + double alpha = m_fast_limit / delta_phase; + if(alpha < m_slow_limit) + alpha = m_slow_limit; + + // 10. MAMA and FAMA Calculation + mama_buffer[i] = alpha * m_price[i] + (1.0 - alpha) * mama_prev; + fama_buffer[i] = 0.5 * alpha * mama_buffer[i] + (1.0 - 0.5 * alpha) * fama_prev; + } + else + { + mama_buffer[i] = m_price[i]; + fama_buffer[i] = m_price[i]; + } + + mama_prev = mama_buffer[i]; + fama_prev = fama_buffer[i]; + } + } + +//+------------------------------------------------------------------+ +bool CMAMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + ArrayResize(m_price, rates_total); + switch(price_type) + { + case PRICE_CLOSE: + ArrayCopy(m_price, close, 0, 0, rates_total); + break; + case PRICE_OPEN: + ArrayCopy(m_price, open, 0, 0, rates_total); + break; + case PRICE_HIGH: + ArrayCopy(m_price, high, 0, 0, rates_total); + break; + case PRICE_LOW: + ArrayCopy(m_price, low, 0, 0, rates_total); + break; + case PRICE_MEDIAN: + for(int i=0; i