//+------------------------------------------------------------------+ //| Fourier_Series_Pro.mq5 | //| Copyright 2025, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "2.00" // Optimized for incremental calculation #property description "John Ehlers' Fourier Series Model of the Market." #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 2 //--- Plot 1: Wave #property indicator_label1 "Wave" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- Plot 2: ROC #property indicator_label2 "ROC" #property indicator_type2 DRAW_LINE #property indicator_color2 clrBlue #property indicator_style2 STYLE_SOLID #property indicator_width2 1 #property indicator_level1 0.0 #property indicator_levelstyle STYLE_SOLID #property indicator_levelcolor clrGray #include enum ENUM_PRICE_SOURCE { SOURCE_STANDARD, SOURCE_HEIKIN_ASHI }; //--- Input Parameters --- input int InpFundamentalPeriod = 20; // Fundamental Period input double InpBandwidth = 0.1; // Bandwidth for filters input bool InpShowROC = true; // Show Rate of Change line input ENUM_PRICE_SOURCE InpSource = SOURCE_STANDARD; //--- Indicator Buffers --- double BufferWave[]; double BufferROC[]; //--- Global calculator object --- CFourierSeriesCalculator *g_calculator; //+------------------------------------------------------------------+ int OnInit() { SetIndexBuffer(0, BufferWave, INDICATOR_DATA); SetIndexBuffer(1, BufferROC, INDICATOR_DATA); ArraySetAsSeries(BufferWave, false); ArraySetAsSeries(BufferROC, false); // Hide ROC if not requested if(!InpShowROC) PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); if(InpSource == SOURCE_HEIKIN_ASHI) { g_calculator = new CFourierSeriesCalculator_HA(); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Fourier HA(%d)", InpFundamentalPeriod)); } else { g_calculator = new CFourierSeriesCalculator(); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Fourier(%d)", InpFundamentalPeriod)); } if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpFundamentalPeriod, InpBandwidth)) { Print("Failed to initialize Fourier Series Calculator."); return(INIT_FAILED); } PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpFundamentalPeriod * 2); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpFundamentalPeriod * 2 + 2); IndicatorSetInteger(INDICATOR_DIGITS, 4); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[]) { if(CheckPointer(g_calculator) == POINTER_INVALID) return 0; g_calculator.Calculate(rates_total, prev_calculated, PRICE_MEDIAN, open, high, low, close, BufferWave, BufferROC); if(!InpShowROC) { int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; for(int i = start; i < rates_total; i++) BufferROC[i] = EMPTY_VALUE; } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+