//+------------------------------------------------------------------+ //| MAMA_FAMA_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi MAMA/FAMA. | //| (Based on the official MotiveWave pseudo-code) | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CMAMACalculator (Base Class) | //| | //+==================================================================+ class CMAMACalculator { protected: double m_fast_limit; double m_slow_limit; //--- Internal buffers for state-dependent calculation double m_price[]; double m_smooth[]; double m_detrender[]; double m_i1[]; double m_q1[]; double m_jI[]; double m_jQ[]; double m_i2[]; double m_q2[]; double m_re[]; double m_im[]; double m_period[]; double m_smooth_period[]; double m_phase[]; double m_alpha[]; virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CMAMACalculator(void); virtual ~CMAMACalculator(void) {}; bool Init(double fast_limit, double slow_limit); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &mama_out[], double &fama_out[]); }; //+------------------------------------------------------------------+ //| CMAMACalculator: Constructor | //+------------------------------------------------------------------+ CMAMACalculator::CMAMACalculator(void) : m_fast_limit(0.5), m_slow_limit(0.05) { } //+------------------------------------------------------------------+ //| CMAMACalculator: Initialization | //+------------------------------------------------------------------+ bool CMAMACalculator::Init(double fast_limit, double slow_limit) { m_fast_limit = fast_limit; m_slow_limit = slow_limit; return true; } //+------------------------------------------------------------------+ //| CMAMACalculator: Main Calculation Method | //+------------------------------------------------------------------+ void CMAMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &mama_out[], double &fama_out[]) { int warmup_period = 10; if(rates_total < warmup_period) return; //--- Resize all internal buffers ArrayResize(m_price, rates_total); ArrayResize(m_smooth, rates_total); ArrayResize(m_detrender, rates_total); ArrayResize(m_i1, rates_total); ArrayResize(m_q1, rates_total); ArrayResize(m_jI, rates_total); ArrayResize(m_jQ, rates_total); ArrayResize(m_i2, rates_total); ArrayResize(m_q2, rates_total); ArrayResize(m_re, rates_total); ArrayResize(m_im, rates_total); ArrayResize(m_period, rates_total); ArrayResize(m_smooth_period, rates_total); ArrayResize(m_phase, rates_total); ArrayResize(m_alpha, rates_total); if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; for(int i = 0; i < rates_total; i++) { if(i < warmup_period) { mama_out[i] = m_price[i]; fama_out[i] = m_price[i]; m_period[i] = 20; m_smooth_period[i] = 20; continue; } double prev_period = (i > 0) ? m_period[i-1] : 20; double prev_smooth_period = (i > 0) ? m_smooth_period[i-1] : 20; double prev_phase = (i > 0) ? m_phase[i-1] : 0; double prev_i2 = (i > 0) ? m_i2[i-1] : 0; double prev_q2 = (i > 0) ? m_q2[i-1] : 0; double prev_re = (i > 0) ? m_re[i-1] : 0; double prev_im = (i > 0) ? m_im[i-1] : 0; double prev_mama = (i > 0) ? mama_out[i-1] : m_price[i]; double prev_fama = (i > 0) ? fama_out[i-1] : m_price[i]; m_smooth[i] = (4*m_price[i] + 3*m_price[i-1] + 2*m_price[i-2] + m_price[i-3]) / 10.0; m_detrender[i] = (0.0962*m_smooth[i] + 0.5769*m_smooth[i-2] - 0.5769*m_smooth[i-4] - 0.0962*m_smooth[i-6]) * (0.075*prev_period + 0.54); m_q1[i] = (0.0962*m_detrender[i] + 0.5769*m_detrender[i-2] - 0.5769*m_detrender[i-4] - 0.0962*m_detrender[i-6]) * (0.075*prev_period + 0.54); m_i1[i] = m_detrender[i-3]; m_jI[i] = (0.0962*m_i1[i] + 0.5769*m_i1[i-2] - 0.5769*m_i1[i-4] - 0.0962*m_i1[i-6]) * (0.075*prev_period + 0.54); m_jQ[i] = (0.0962*m_q1[i] + 0.5769*m_q1[i-2] - 0.5769*m_q1[i-4] - 0.0962*m_q1[i-6]) * (0.075*prev_period + 0.54); m_i2[i] = m_i1[i] - m_jQ[i]; m_q2[i] = m_q1[i] + m_jI[i]; m_i2[i] = 0.2*m_i2[i] + 0.8*prev_i2; m_q2[i] = 0.2*m_q2[i] + 0.8*prev_q2; m_re[i] = m_i2[i]*prev_i2 + m_q2[i]*prev_q2; m_im[i] = m_i2[i]*prev_q2 - m_q2[i]*prev_i2; m_re[i] = 0.2*m_re[i] + 0.8*prev_re; m_im[i] = 0.2*m_im[i] + 0.8*prev_im; if(m_im[i]!=0.0 && m_re[i]!=0.0) m_period[i] = 360.0/(MathArctan(m_im[i]/m_re[i])*180.0/M_PI); else m_period[i] = prev_period; if(m_period[i]>1.5*prev_period) m_period[i]=1.5*prev_period; if(m_period[i]<0.67*prev_period) m_period[i]=0.67*prev_period; if(m_period[i]<6) m_period[i]=6; if(m_period[i]>50) m_period[i]=50; m_period[i] = 0.2*m_period[i] + 0.8*prev_period; m_smooth_period[i] = 0.33*m_period[i] + 0.67*prev_smooth_period; if(m_i1[i]!=0.0) m_phase[i] = (MathArctan(m_q1[i]/m_i1[i])*180.0/M_PI); else m_phase[i] = prev_phase; double delta_phase = prev_phase - m_phase[i]; if(delta_phase<1.0) delta_phase=1.0; m_alpha[i] = m_fast_limit/delta_phase; if(m_alpha[i]m_fast_limit) m_alpha[i]=m_fast_limit; mama_out[i] = m_alpha[i]*m_price[i] + (1-m_alpha[i])*prev_mama; fama_out[i] = 0.5*m_alpha[i]*mama_out[i] + (1-0.5*m_alpha[i])*prev_fama; } } //+------------------------------------------------------------------+ //| CMAMACalculator: Prepares the standard source price series. | //+------------------------------------------------------------------+ bool CMAMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { switch(price_type) { 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