//+------------------------------------------------------------------+ //| MACD_MAMA_Calculator.mqh | //| MACD calculation using MAMA and FAMA. | //| VERSION 1.10: Added Histogram/Line Only wrappers. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include #include //+==================================================================+ //| CLASS 1: CMACDMAMACalculator (Base) | //+==================================================================+ class CMACDMAMACalculator { protected: //--- Composition CMAMACalculator *m_mama_engine; CMovingAverageCalculator m_signal_engine; //--- Internal Buffers double m_mama_buf[]; double m_fama_buf[]; double m_macd_buf[]; double m_signal_buf[]; double m_hist_buf[]; virtual void CreateMAMAEngine(void); public: CMACDMAMACalculator(void); virtual ~CMACDMAMACalculator(void); bool Init(double fast_limit, double slow_limit, int signal_period, ENUM_MA_TYPE signal_method); //--- Main Calculation 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 &macd_out[], double &signal_out[], double &hist_out[]); //--- Wrappers void CalculateHistogramOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &hist_out[]); void CalculateMACDLineOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &macd_out[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CMACDMAMACalculator::CMACDMAMACalculator(void) { m_mama_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CMACDMAMACalculator::~CMACDMAMACalculator(void) { if(CheckPointer(m_mama_engine) != POINTER_INVALID) delete m_mama_engine; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CMACDMAMACalculator::CreateMAMAEngine(void) { m_mama_engine = new CMAMACalculator(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMACDMAMACalculator::Init(double fast_limit, double slow_limit, int signal_period, ENUM_MA_TYPE signal_method) { CreateMAMAEngine(); if(CheckPointer(m_mama_engine) == POINTER_INVALID || !m_mama_engine.Init(fast_limit, slow_limit)) return false; if(!m_signal_engine.Init(signal_period, signal_method)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ void CMACDMAMACalculator::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 &macd_out[], double &signal_out[], double &hist_out[]) { if(rates_total < 50) return; // Resize internal buffers if(ArraySize(m_mama_buf) != rates_total) { ArrayResize(m_mama_buf, rates_total); ArrayResize(m_fama_buf, rates_total); ArrayResize(m_macd_buf, rates_total); ArrayResize(m_signal_buf, rates_total); ArrayResize(m_hist_buf, rates_total); } // 1. Calculate MAMA and FAMA m_mama_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_mama_buf, m_fama_buf); // 2. Calculate MACD Line (MAMA - FAMA) int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int loop_start = MathMax(50, start_index); // MAMA warmup for(int i = loop_start; i < rates_total; i++) { m_macd_buf[i] = m_mama_buf[i] - m_fama_buf[i]; } // 3. Calculate Signal Line m_signal_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_buf, m_signal_buf, 50); // 4. Calculate Histogram & Output for(int i = loop_start; i < rates_total; i++) { m_hist_buf[i] = m_macd_buf[i] - m_signal_buf[i]; if(ArraySize(macd_out) == rates_total) macd_out[i] = m_macd_buf[i]; if(ArraySize(signal_out) == rates_total) signal_out[i] = m_signal_buf[i]; if(ArraySize(hist_out) == rates_total) hist_out[i] = m_hist_buf[i]; } } //+------------------------------------------------------------------+ //| Calculate Histogram Only | //+------------------------------------------------------------------+ void CMACDMAMACalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &hist_out[]) { double dummy_macd[], dummy_signal[]; Calculate(rates_total, prev_calculated, price_type, open, high, low, close, dummy_macd, dummy_signal, hist_out); } //+------------------------------------------------------------------+ //| Calculate MACD Line Only | //+------------------------------------------------------------------+ void CMACDMAMACalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &macd_out[]) { double dummy_signal[], dummy_hist[]; Calculate(rates_total, prev_calculated, price_type, open, high, low, close, macd_out, dummy_signal, dummy_hist); } //+==================================================================+ //| CLASS 2: CMACDMAMACalculator_HA | //+==================================================================+ class CMACDMAMACalculator_HA : public CMACDMAMACalculator { protected: virtual void CreateMAMAEngine(void) override; }; //+------------------------------------------------------------------+ //| Factory Override | //+------------------------------------------------------------------+ void CMACDMAMACalculator_HA::CreateMAMAEngine(void) { m_mama_engine = new CMAMACalculator_HA(); } //+------------------------------------------------------------------+