diff --git a/Include/MyIncludes/MAMA_FAMA_Calculator.mqh b/Include/MyIncludes/MAMA_FAMA_Calculator.mqh new file mode 100644 index 0000000..2e588c7 --- /dev/null +++ b/Include/MyIncludes/MAMA_FAMA_Calculator.mqh @@ -0,0 +1,250 @@ +//+------------------------------------------------------------------+ +//| MAMA_FAMA_Calculator.mqh | +//| Calculation engine for Standard and Heikin Ashi MAMA/FAMA. | +//| (Based on the official MotiveWave pseudo-code) | +//| 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; + + //--- Internal buffers for state-dependent calculation + double m_price[]; + double m_smooth[]; + double m_detrender[]; + double m_i1[]; + double m_q1[]; + double m_jI[]; + double m_jQ[]; + double m_i2[]; + double m_q2[]; + double m_re[]; + double m_im[]; + double m_period[]; + double m_smooth_period[]; + double m_phase[]; + double m_alpha[]; + + 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_out[], double &fama_out[]); + }; + +//+------------------------------------------------------------------+ +//| CMAMACalculator: Constructor | +//+------------------------------------------------------------------+ +CMAMACalculator::CMAMACalculator(void) : m_fast_limit(0.5), m_slow_limit(0.05) + { + } + +//+------------------------------------------------------------------+ +//| CMAMACalculator: Initialization | +//+------------------------------------------------------------------+ +bool CMAMACalculator::Init(double fast_limit, double slow_limit) + { + m_fast_limit = fast_limit; + m_slow_limit = slow_limit; + return true; + } + +//+------------------------------------------------------------------+ +//| CMAMACalculator: Main Calculation Method | +//+------------------------------------------------------------------+ +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_out[], double &fama_out[]) + { + int warmup_period = 10; + if(rates_total < warmup_period) + return; + +//--- Resize all internal buffers + ArrayResize(m_price, rates_total); + ArrayResize(m_smooth, rates_total); + ArrayResize(m_detrender, rates_total); + ArrayResize(m_i1, rates_total); + ArrayResize(m_q1, rates_total); + ArrayResize(m_jI, rates_total); + ArrayResize(m_jQ, rates_total); + ArrayResize(m_i2, rates_total); + ArrayResize(m_q2, rates_total); + ArrayResize(m_re, rates_total); + ArrayResize(m_im, rates_total); + ArrayResize(m_period, rates_total); + ArrayResize(m_smooth_period, rates_total); + ArrayResize(m_phase, rates_total); + ArrayResize(m_alpha, rates_total); + + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + + for(int i = 0; i < rates_total; i++) + { + if(i < warmup_period) + { + mama_out[i] = m_price[i]; + fama_out[i] = m_price[i]; + m_period[i] = 20; + m_smooth_period[i] = 20; + continue; + } + + double prev_period = (i > 0) ? m_period[i-1] : 20; + double prev_smooth_period = (i > 0) ? m_smooth_period[i-1] : 20; + double prev_phase = (i > 0) ? m_phase[i-1] : 0; + double prev_i2 = (i > 0) ? m_i2[i-1] : 0; + double prev_q2 = (i > 0) ? m_q2[i-1] : 0; + double prev_re = (i > 0) ? m_re[i-1] : 0; + double prev_im = (i > 0) ? m_im[i-1] : 0; + double prev_mama = (i > 0) ? mama_out[i-1] : m_price[i]; + double prev_fama = (i > 0) ? fama_out[i-1] : m_price[i]; + + m_smooth[i] = (4*m_price[i] + 3*m_price[i-1] + 2*m_price[i-2] + m_price[i-3]) / 10.0; + m_detrender[i] = (0.0962*m_smooth[i] + 0.5769*m_smooth[i-2] - 0.5769*m_smooth[i-4] - 0.0962*m_smooth[i-6]) * (0.075*prev_period + 0.54); + m_q1[i] = (0.0962*m_detrender[i] + 0.5769*m_detrender[i-2] - 0.5769*m_detrender[i-4] - 0.0962*m_detrender[i-6]) * (0.075*prev_period + 0.54); + m_i1[i] = m_detrender[i-3]; + m_jI[i] = (0.0962*m_i1[i] + 0.5769*m_i1[i-2] - 0.5769*m_i1[i-4] - 0.0962*m_i1[i-6]) * (0.075*prev_period + 0.54); + m_jQ[i] = (0.0962*m_q1[i] + 0.5769*m_q1[i-2] - 0.5769*m_q1[i-4] - 0.0962*m_q1[i-6]) * (0.075*prev_period + 0.54); + m_i2[i] = m_i1[i] - m_jQ[i]; + m_q2[i] = m_q1[i] + m_jI[i]; + m_i2[i] = 0.2*m_i2[i] + 0.8*prev_i2; + m_q2[i] = 0.2*m_q2[i] + 0.8*prev_q2; + m_re[i] = m_i2[i]*prev_i2 + m_q2[i]*prev_q2; + m_im[i] = m_i2[i]*prev_q2 - m_q2[i]*prev_i2; + m_re[i] = 0.2*m_re[i] + 0.8*prev_re; + m_im[i] = 0.2*m_im[i] + 0.8*prev_im; + if(m_im[i]!=0.0 && m_re[i]!=0.0) + m_period[i] = 360.0/(MathArctan(m_im[i]/m_re[i])*180.0/M_PI); + else + m_period[i] = prev_period; + if(m_period[i]>1.5*prev_period) + m_period[i]=1.5*prev_period; + if(m_period[i]<0.67*prev_period) + m_period[i]=0.67*prev_period; + if(m_period[i]<6) + m_period[i]=6; + if(m_period[i]>50) + m_period[i]=50; + m_period[i] = 0.2*m_period[i] + 0.8*prev_period; + m_smooth_period[i] = 0.33*m_period[i] + 0.67*prev_smooth_period; + if(m_i1[i]!=0.0) + m_phase[i] = (MathArctan(m_q1[i]/m_i1[i])*180.0/M_PI); + else + m_phase[i] = prev_phase; + double delta_phase = prev_phase - m_phase[i]; + if(delta_phase<1.0) + delta_phase=1.0; + m_alpha[i] = m_fast_limit/delta_phase; + if(m_alpha[i]m_fast_limit) + m_alpha[i]=m_fast_limit; + mama_out[i] = m_alpha[i]*m_price[i] + (1-m_alpha[i])*prev_mama; + fama_out[i] = 0.5*m_alpha[i]*mama_out[i] + (1-0.5*m_alpha[i])*prev_fama; + } + } + +//+------------------------------------------------------------------+ +//| CMAMACalculator: Prepares the standard source price series. | +//+------------------------------------------------------------------+ +bool CMAMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + switch(price_type) + { + 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