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refactor:
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@@ -9,7 +9,7 @@
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//+==================================================================+
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//| |
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//| CLASS 1: CFibonacciWMACalculator (Standard) |
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//| CLASS 1: CFibonacciWMACalculator (Base Class) |
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//| |
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//+==================================================================+
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class CFibonacciWMACalculator
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@@ -52,7 +52,6 @@ bool CFibonacciWMACalculator::Init(int period)
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ArrayResize(m_weights, m_period);
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m_weight_sum = 0;
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//--- Generate Fibonacci numbers
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long fib_numbers[];
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ArrayResize(fib_numbers, m_period);
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@@ -70,14 +69,13 @@ bool CFibonacciWMACalculator::Init(int period)
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}
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}
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//--- Assign weights in REVERSE order (largest weight for most recent price)
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for(int i = 0; i < m_period; i++)
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{
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m_weights[i] = (double)fib_numbers[m_period - 1 - i];
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m_weight_sum += m_weights[i];
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}
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return (m_weight_sum != 0);
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return (m_weight_sum > 0);
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}
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//+------------------------------------------------------------------+
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@@ -87,7 +85,6 @@ void CFibonacciWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pric
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{
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if(rates_total < m_period)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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@@ -96,7 +93,6 @@ void CFibonacciWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pric
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double weighted_sum = 0;
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for(int j = 0; j < m_period; j++)
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{
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//--- Corrected Logic: Most recent price (i-j) gets the highest weight (weights[j])
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weighted_sum += m_price[i - j] * m_weights[j];
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}
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wma_out[i] = weighted_sum / m_weight_sum;
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@@ -104,16 +100,13 @@ void CFibonacciWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pric
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}
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//+------------------------------------------------------------------+
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//| CFibonacciWMACalculator: Prepares the source price series. |
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//| CFibonacciWMACalculator: Prepares the standard source price. |
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//+------------------------------------------------------------------+
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bool CFibonacciWMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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@@ -133,10 +126,11 @@ bool CFibonacciWMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_P
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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return false;
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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@@ -152,16 +146,14 @@ private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| CFibonacciWMACalculator_HA: Prepares the source price series. |
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//| CFibonacciWMACalculator_HA: Prepares the HA source price series. |
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//+------------------------------------------------------------------+
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bool CFibonacciWMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_price, rates_total);
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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@@ -169,7 +161,35 @@ bool CFibonacciWMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIE
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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//--- CORRECTED: Use the selected price_type from the HA candles ---
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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