//+------------------------------------------------------------------+ //| SMA_Recursive_Calculator.mqh | //| Calculation engine for a recursive Simple Moving Average. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ class CSMARecursiveCalculator { protected: int m_period; 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: CSMARecursiveCalculator(void) {}; virtual ~CSMARecursiveCalculator(void) {}; bool Init(int period); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &sma_buffer[]); }; //+------------------------------------------------------------------+ bool CSMARecursiveCalculator::Init(int period) { m_period = (period < 1) ? 1 : period; return true; } //+------------------------------------------------------------------+ void CSMARecursiveCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &sma_buffer[]) { if(rates_total < m_period) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; double sma_prev = 0; // Initial SMA calculation double first_sum = 0; for(int i = 0; i < m_period; i++) { first_sum += m_price[i]; } sma_buffer[m_period - 1] = first_sum / m_period; sma_prev = sma_buffer[m_period - 1]; // Recursive calculation for the rest of the bars for(int i = m_period; i < rates_total; i++) { // SMA[i] = SMA[i-1] + (Price[i] / N) - (Price[i-N] / N) double current_sma = sma_prev + (m_price[i] / m_period) - (m_price[i - m_period] / m_period); sma_buffer[i] = current_sma; sma_prev = current_sma; } } //+------------------------------------------------------------------+ bool CSMARecursiveCalculator::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