//+------------------------------------------------------------------+ //| Fibonacci_WMA_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi Fibonacci WMA.| //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CFibonacciWMACalculator (Base Class) | //| | //+==================================================================+ class CFibonacciWMACalculator { 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: CFibonacciWMACalculator(void); virtual ~CFibonacciWMACalculator(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[]); }; //+------------------------------------------------------------------+ //| CFibonacciWMACalculator: Constructor | //+------------------------------------------------------------------+ CFibonacciWMACalculator::CFibonacciWMACalculator(void) : m_period(0), m_weight_sum(0) { } //+------------------------------------------------------------------+ //| CFibonacciWMACalculator: Initialization and Weight Generation | //+------------------------------------------------------------------+ bool CFibonacciWMACalculator::Init(int period) { m_period = (period < 2) ? 2 : period; if(m_period > 40) { Print("Fibonacci WMA period is too large, capping at 40 to prevent overflow."); m_period = 40; } ArrayResize(m_weights, m_period); m_weight_sum = 0; long fib_numbers[]; ArrayResize(fib_numbers, m_period); long fib1 = 1, fib2 = 1; for(int i = 0; i < m_period; i++) { if(i < 2) fib_numbers[i] = 1; else { long fib_next = fib1 + fib2; fib_numbers[i] = fib_next; fib1 = fib2; fib2 = fib_next; } } for(int i = 0; i < m_period; i++) { m_weights[i] = (double)fib_numbers[m_period - 1 - i]; m_weight_sum += m_weights[i]; } return (m_weight_sum > 0); } //+------------------------------------------------------------------+ //| CFibonacciWMACalculator: Main Calculation Method | //+------------------------------------------------------------------+ void CFibonacciWMACalculator::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; } } //+------------------------------------------------------------------+ //| CFibonacciWMACalculator: Prepares the standard source price. | //+------------------------------------------------------------------+ bool CFibonacciWMACalculator::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