mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-18 14:58:10 +00:00
refactor:
This commit is contained in:
@@ -9,7 +9,7 @@
|
|||||||
|
|
||||||
//+==================================================================+
|
//+==================================================================+
|
||||||
//| |
|
//| |
|
||||||
//| CLASS 1: CFibonacciWMACalculator (Standard) |
|
//| CLASS 1: CFibonacciWMACalculator (Base Class) |
|
||||||
//| |
|
//| |
|
||||||
//+==================================================================+
|
//+==================================================================+
|
||||||
class CFibonacciWMACalculator
|
class CFibonacciWMACalculator
|
||||||
@@ -52,7 +52,6 @@ bool CFibonacciWMACalculator::Init(int period)
|
|||||||
ArrayResize(m_weights, m_period);
|
ArrayResize(m_weights, m_period);
|
||||||
m_weight_sum = 0;
|
m_weight_sum = 0;
|
||||||
|
|
||||||
//--- Generate Fibonacci numbers
|
|
||||||
long fib_numbers[];
|
long fib_numbers[];
|
||||||
ArrayResize(fib_numbers, m_period);
|
ArrayResize(fib_numbers, m_period);
|
||||||
|
|
||||||
@@ -70,14 +69,13 @@ bool CFibonacciWMACalculator::Init(int period)
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
//--- Assign weights in REVERSE order (largest weight for most recent price)
|
|
||||||
for(int i = 0; i < m_period; i++)
|
for(int i = 0; i < m_period; i++)
|
||||||
{
|
{
|
||||||
m_weights[i] = (double)fib_numbers[m_period - 1 - i];
|
m_weights[i] = (double)fib_numbers[m_period - 1 - i];
|
||||||
m_weight_sum += m_weights[i];
|
m_weight_sum += m_weights[i];
|
||||||
}
|
}
|
||||||
|
|
||||||
return (m_weight_sum != 0);
|
return (m_weight_sum > 0);
|
||||||
}
|
}
|
||||||
|
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
@@ -87,7 +85,6 @@ void CFibonacciWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pric
|
|||||||
{
|
{
|
||||||
if(rates_total < m_period)
|
if(rates_total < m_period)
|
||||||
return;
|
return;
|
||||||
|
|
||||||
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
|
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
|
||||||
return;
|
return;
|
||||||
|
|
||||||
@@ -96,7 +93,6 @@ void CFibonacciWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pric
|
|||||||
double weighted_sum = 0;
|
double weighted_sum = 0;
|
||||||
for(int j = 0; j < m_period; j++)
|
for(int j = 0; j < m_period; j++)
|
||||||
{
|
{
|
||||||
//--- Corrected Logic: Most recent price (i-j) gets the highest weight (weights[j])
|
|
||||||
weighted_sum += m_price[i - j] * m_weights[j];
|
weighted_sum += m_price[i - j] * m_weights[j];
|
||||||
}
|
}
|
||||||
wma_out[i] = weighted_sum / m_weight_sum;
|
wma_out[i] = weighted_sum / m_weight_sum;
|
||||||
@@ -104,16 +100,13 @@ void CFibonacciWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pric
|
|||||||
}
|
}
|
||||||
|
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
//| CFibonacciWMACalculator: Prepares the source price series. |
|
//| CFibonacciWMACalculator: Prepares the standard source price. |
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
bool CFibonacciWMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
bool CFibonacciWMACalculator::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);
|
ArrayResize(m_price, rates_total);
|
||||||
switch(price_type)
|
switch(price_type)
|
||||||
{
|
{
|
||||||
case PRICE_CLOSE:
|
|
||||||
ArrayCopy(m_price, close, 0, 0, rates_total);
|
|
||||||
break;
|
|
||||||
case PRICE_OPEN:
|
case PRICE_OPEN:
|
||||||
ArrayCopy(m_price, open, 0, 0, rates_total);
|
ArrayCopy(m_price, open, 0, 0, rates_total);
|
||||||
break;
|
break;
|
||||||
@@ -133,10 +126,11 @@ bool CFibonacciWMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_P
|
|||||||
break;
|
break;
|
||||||
case PRICE_WEIGHTED:
|
case PRICE_WEIGHTED:
|
||||||
for(int i=0; i<rates_total; i++)
|
for(int i=0; i<rates_total; i++)
|
||||||
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
|
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
|
||||||
break;
|
break;
|
||||||
default:
|
default:
|
||||||
return false;
|
ArrayCopy(m_price, close, 0, 0, rates_total);
|
||||||
|
break;
|
||||||
}
|
}
|
||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
@@ -152,16 +146,14 @@ private:
|
|||||||
CHeikinAshi_Calculator m_ha_calculator;
|
CHeikinAshi_Calculator m_ha_calculator;
|
||||||
|
|
||||||
protected:
|
protected:
|
||||||
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
|
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
|
||||||
};
|
};
|
||||||
|
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
//| CFibonacciWMACalculator_HA: Prepares the source price series. |
|
//| CFibonacciWMACalculator_HA: Prepares the HA source price series. |
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
bool CFibonacciWMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
bool CFibonacciWMACalculator_HA::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);
|
|
||||||
|
|
||||||
double ha_open[], ha_high[], ha_low[], ha_close[];
|
double ha_open[], ha_high[], ha_low[], ha_close[];
|
||||||
ArrayResize(ha_open, rates_total);
|
ArrayResize(ha_open, rates_total);
|
||||||
ArrayResize(ha_high, rates_total);
|
ArrayResize(ha_high, rates_total);
|
||||||
@@ -169,7 +161,35 @@ bool CFibonacciWMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIE
|
|||||||
ArrayResize(ha_close, rates_total);
|
ArrayResize(ha_close, rates_total);
|
||||||
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
||||||
|
|
||||||
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
|
//--- CORRECTED: Use the selected price_type from the HA candles ---
|
||||||
|
ArrayResize(m_price, rates_total);
|
||||||
|
switch(price_type)
|
||||||
|
{
|
||||||
|
case PRICE_OPEN:
|
||||||
|
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
|
||||||
|
break;
|
||||||
|
case PRICE_HIGH:
|
||||||
|
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
|
||||||
|
break;
|
||||||
|
case PRICE_LOW:
|
||||||
|
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
|
||||||
|
break;
|
||||||
|
case PRICE_MEDIAN:
|
||||||
|
for(int i=0; i<rates_total; i++)
|
||||||
|
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
|
||||||
|
break;
|
||||||
|
case PRICE_TYPICAL:
|
||||||
|
for(int i=0; i<rates_total; i++)
|
||||||
|
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
|
||||||
|
break;
|
||||||
|
case PRICE_WEIGHTED:
|
||||||
|
for(int i=0; i<rates_total; i++)
|
||||||
|
m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
|
||||||
|
break;
|
||||||
|
default:
|
||||||
|
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
|
||||||
|
break;
|
||||||
|
}
|
||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
|
|||||||
Reference in New Issue
Block a user