//+------------------------------------------------------------------+ //| PascalWMA_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi Pascal WMA. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CPascalWMACalculator (Base Class) | //| | //+==================================================================+ class CPascalWMACalculator { protected: int m_period; double m_weights[]; double m_weight_sum; 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: CPascalWMACalculator(void); virtual ~CPascalWMACalculator(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 &wma_out[]); }; //+------------------------------------------------------------------+ //| CPascalWMACalculator: Constructor | //+------------------------------------------------------------------+ CPascalWMACalculator::CPascalWMACalculator(void) : m_period(0), m_weight_sum(0) { } //+------------------------------------------------------------------+ //| CPascalWMACalculator: Initialization and Weight Generation | //+------------------------------------------------------------------+ bool CPascalWMACalculator::Init(int period) { m_period = (period < 2) ? 2 : period; ArrayResize(m_weights, m_period); m_weight_sum = 0; for(int i = 0; i < m_period; i++) { long n = m_period - 1; long k = i; if(k > n / 2) k = n - k; long res = 1; for(long j = 1; j <= k; j++) { if(j == 0) continue; res = res * (n - j + 1) / j; } m_weights[i] = (double)res; m_weight_sum += m_weights[i]; } return (m_weight_sum > 0); } //+------------------------------------------------------------------+ //| CPascalWMACalculator: Main Calculation Method | //+------------------------------------------------------------------+ void CPascalWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &wma_out[]) { if(rates_total < m_period) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; for(int i = m_period - 1; i < rates_total; i++) { double weighted_sum = 0; for(int j = 0; j < m_period; j++) { weighted_sum += m_price[i - j] * m_weights[j]; } wma_out[i] = weighted_sum / m_weight_sum; } } //+------------------------------------------------------------------+ //| CPascalWMACalculator: Prepares the standard source price. | //+------------------------------------------------------------------+ bool CPascalWMACalculator::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_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