//+------------------------------------------------------------------+ //| Windowed_MA_Calculator.mqh | //| Calculation engine for Hann Windowed FIR filter. | //| VERSION 2.10: Added CalculateOnArray support. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; //+==================================================================+ //| CLASS 1: CWindowedMACalculator (Base Class) | //+==================================================================+ class CWindowedMACalculator { protected: int m_period; ENUM_INPUT_SOURCE m_source_type; //--- Persistent Buffer for Incremental Calculation (OHLC mode) double m_source_data[]; //--- Pre-calculated Weights double m_weights[]; double m_weight_sum; virtual bool PrepareSourceData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CWindowedMACalculator(void) {}; virtual ~CWindowedMACalculator(void) {}; bool Init(int period, ENUM_INPUT_SOURCE source_type); //--- Standard Calculation (OHLC) void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &output_buffer[]); //--- Calculation on Custom Array void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &output_buffer[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CWindowedMACalculator::Init(int period, ENUM_INPUT_SOURCE source_type) { m_period = (period < 2) ? 2 : period; m_source_type = source_type; // Pre-calculate Weights (Ehlers' Modified Hann) ArrayResize(m_weights, m_period); m_weight_sum = 0; for(int j = 0; j < m_period; j++) { // Ehlers formula: 1 - cos(2*pi*(j+1) / (N+1)) double weight = 1.0 - cos(2.0 * M_PI * (j + 1.0) / (m_period + 1.0)); m_weights[j] = weight; m_weight_sum += weight; } return (m_weight_sum > 0); } //+------------------------------------------------------------------+ //| Main Calculation (Wrapper for OHLC) | //+------------------------------------------------------------------+ void CWindowedMACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &output_buffer[]) { if(rates_total < m_period) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; if(ArraySize(m_source_data) != rates_total) ArrayResize(m_source_data, rates_total); if(!PrepareSourceData(rates_total, start_index, price_type, open, high, low, close)) return; // Delegate to generic array calculation CalculateOnArray(rates_total, prev_calculated, m_source_data, output_buffer); } //+------------------------------------------------------------------+ //| Calculate On Array (Core Logic) | //+------------------------------------------------------------------+ void CWindowedMACalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &output_buffer[]) { if(rates_total < m_period) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; int loop_start = MathMax(m_period - 1, start_index); for(int i = loop_start; i < rates_total; i++) { double sum = 0; // Convolution: Sum(Src[i-j] * Weight[j]) for(int j = 0; j < m_period; j++) { sum += src_buffer[i-j] * m_weights[j]; } output_buffer[i] = sum / m_weight_sum; } } //+------------------------------------------------------------------+ //| Prepare Source Data (Standard) | //+------------------------------------------------------------------+ bool CWindowedMACalculator::PrepareSourceData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) { if(m_source_type == SOURCE_PRICE) { switch(price_type) { case PRICE_CLOSE: m_source_data[i] = close[i]; break; case PRICE_OPEN: m_source_data[i] = open[i]; break; case PRICE_HIGH: m_source_data[i] = high[i]; break; case PRICE_LOW: m_source_data[i] = low[i]; break; case PRICE_MEDIAN: m_source_data[i] = (high[i] + low[i]) / 2.0; break; case PRICE_TYPICAL: m_source_data[i] = (high[i] + low[i] + close[i]) / 3.0; break; case PRICE_WEIGHTED: m_source_data[i] = (high[i] + low[i] + 2 * close[i]) / 4.0; break; default: m_source_data[i] = close[i]; break; } } else // SOURCE_MOMENTUM { m_source_data[i] = close[i] - open[i]; } } return true; } //+==================================================================+ //| CLASS 2: CWindowedMACalculator_HA | //+==================================================================+ class CWindowedMACalculator_HA : public CWindowedMACalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual bool PrepareSourceData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Prepare Source Data (Heikin Ashi) | //+------------------------------------------------------------------+ bool CWindowedMACalculator_HA::PrepareSourceData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, rates_total); } m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); for(int i = start_index; i < rates_total; i++) { if(m_source_type == SOURCE_PRICE) { switch(price_type) { case PRICE_CLOSE: m_source_data[i] = m_ha_close[i]; break; case PRICE_OPEN: m_source_data[i] = m_ha_open[i]; break; case PRICE_HIGH: m_source_data[i] = m_ha_high[i]; break; case PRICE_LOW: m_source_data[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_source_data[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0; break; case PRICE_TYPICAL: m_source_data[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0; break; case PRICE_WEIGHTED: m_source_data[i] = (m_ha_high[i] + m_ha_low[i] + 2 * m_ha_close[i]) / 4.0; break; default: m_source_data[i] = m_ha_close[i]; break; } } else // SOURCE_MOMENTUM { m_source_data[i] = m_ha_close[i] - m_ha_open[i]; } } return true; } //+------------------------------------------------------------------+