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refactor: to be self-contained and stable

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Toh4iem9
2025-08-20 18:10:54 +02:00
parent 1404629b32
commit fe8f007b68
1 changed files with 64 additions and 69 deletions
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Indicators/MyIndicators/ALMA.mq5
+64 -69
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@@ -5,12 +5,12 @@
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "1.02" // Corrected calculation logic to match TradingView
#property version "2.00" // Refactored to be self-contained and stable
#property description "Arnaud Legoux Moving Average (ALMA)"
//--- Indicator Window and Plot Properties ---
#property indicator_chart_window
#property indicator_buffers 2 // ALMA and a buffer for the source price
#property indicator_buffers 1
#property indicator_plots 1
//--- Plot 1: ALMA line
@@ -28,44 +28,32 @@ input double InpAlmaSigma = 6.0; // Sigma (smoothness)
//--- Indicator Buffers ---
double BufferALMA[];
double BufferPrice[]; // A buffer to store the source price data
//--- Global Variables ---
int ExtAlmaPeriod;
double ExtAlmaOffset;
double ExtAlmaSigma;
int price_handle; // Handle for the source price indicator (iMA)
//--- Forward Declaration ---
double CalculateALMA(const int position, const double &price_array[]);
int g_ExtAlmaPeriod;
double g_ExtAlmaOffset;
double g_ExtAlmaSigma;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
void OnInit()
int OnInit()
{
//--- Validate and store input parameters
ExtAlmaPeriod = (InpAlmaPeriod < 1) ? 1 : InpAlmaPeriod;
ExtAlmaOffset = InpAlmaOffset;
ExtAlmaSigma = (InpAlmaSigma <= 0) ? 0.01 : InpAlmaSigma;
g_ExtAlmaPeriod = (InpAlmaPeriod < 1) ? 1 : InpAlmaPeriod;
g_ExtAlmaOffset = InpAlmaOffset;
g_ExtAlmaSigma = (InpAlmaSigma <= 0) ? 0.01 : InpAlmaSigma;
//--- Map the buffers and set them as non-timeseries
//--- Map the buffer and set as non-timeseries
SetIndexBuffer(0, BufferALMA, INDICATOR_DATA);
SetIndexBuffer(1, BufferPrice, INDICATOR_CALCULATIONS);
ArraySetAsSeries(BufferALMA, false);
ArraySetAsSeries(BufferPrice, false);
//--- Create a handle to get the source price data
price_handle = iMA(_Symbol, _Period, 1, 0, MODE_SMA, InpAppliedPrice);
if(price_handle == INVALID_HANDLE)
{
Print("Error creating price source handle (iMA).");
}
//--- Set indicator display properties
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtAlmaPeriod - 1);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ALMA(%d, %.2f, %.1f)", ExtAlmaPeriod, ExtAlmaOffset, ExtAlmaSigma));
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAlmaPeriod - 1);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ALMA(%d, %.2f, %.1f)", g_ExtAlmaPeriod, g_ExtAlmaOffset, g_ExtAlmaSigma));
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
@@ -82,58 +70,65 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
//--- Check if there is enough historical data
if(rates_total < ExtAlmaPeriod)
if(rates_total < g_ExtAlmaPeriod)
return(0);
//--- Check if the source indicator is ready
if(BarsCalculated(price_handle) < rates_total)
return(0);
//--- Copy the source price data into our buffer
if(CopyBuffer(price_handle, 0, 0, rates_total, BufferPrice) != rates_total)
//--- STEP 1: Prepare the source price array
double price_source[];
ArrayResize(price_source, rates_total);
for(int i=0; i<rates_total; i++)
{
Print("Error copying source price data.");
return(0);
switch(InpAppliedPrice)
{
case PRICE_OPEN:
price_source[i] = open[i];
break;
case PRICE_HIGH:
price_source[i] = high[i];
break;
case PRICE_LOW:
price_source[i] = low[i];
break;
case PRICE_MEDIAN:
price_source[i] = (high[i] + low[i]) / 2.0;
break;
case PRICE_TYPICAL:
price_source[i] = (high[i] + low[i] + close[i]) / 3.0;
break;
case PRICE_WEIGHTED:
price_source[i]= (high[i] + low[i] + 2*close[i]) / 4.0;
break;
default:
price_source[i] = close[i];
break;
}
}
//--- Main calculation loop (full recalculation for stability)
for(int i = ExtAlmaPeriod - 1; i < rates_total; i++)
//--- STEP 2: Main calculation loop
double m = g_ExtAlmaOffset * (g_ExtAlmaPeriod - 1.0);
double s = (double)g_ExtAlmaPeriod / g_ExtAlmaSigma;
for(int i = g_ExtAlmaPeriod - 1; i < rates_total; i++)
{
BufferALMA[i] = CalculateALMA(i, BufferPrice);
double sum = 0.0;
double norm = 0.0;
for(int j = 0; j < g_ExtAlmaPeriod; j++)
{
double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s));
int price_index = i - (g_ExtAlmaPeriod - 1) + j;
sum += price_source[price_index] * weight;
norm += weight;
}
if(norm > 0)
BufferALMA[i] = sum / norm;
else
BufferALMA[i] = 0.0;
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| Calculates a single ALMA value for a given position. (CORRECTED) |
//+------------------------------------------------------------------+
double CalculateALMA(const int position, const double &price_array[])
{
double m = ExtAlmaOffset * (ExtAlmaPeriod - 1.0);
double s = (double)ExtAlmaPeriod / ExtAlmaSigma;
double sum = 0.0;
double norm = 0.0;
for(int j = 0; j < ExtAlmaPeriod; j++)
{
double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s));
// --- FIX: Correct indexing to match Pine Script's logic ---
// This calculates the index of the bar within the sliding window,
// starting from the oldest to the newest.
int price_index = position - (ExtAlmaPeriod - 1) + j;
sum += price_array[price_index] * weight;
norm += weight;
}
if(norm > 0)
return(sum / norm);
else
return(0.0);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+