//+------------------------------------------------------------------+ //| Windowed_MA_Calculator.mqh | //| Calculation engine for Windowed FIR filters (SMA, HWMA). | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include enum ENUM_WINDOW_TYPE { W_SMA, W_TRIANGULAR, W_HANN }; enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; // Price or (Close-Open) //+==================================================================+ class CWindowedMACalculator { protected: int m_period; ENUM_WINDOW_TYPE m_window_type; ENUM_INPUT_SOURCE m_source_type; double m_source_data[]; virtual bool PrepareSourceData(int rates_total, 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_WINDOW_TYPE window_type, ENUM_INPUT_SOURCE source_type); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &output_buffer[]); }; //+------------------------------------------------------------------+ bool CWindowedMACalculator::Init(int period, ENUM_WINDOW_TYPE window_type, ENUM_INPUT_SOURCE source_type) { m_period = (period < 1) ? 1 : period; m_window_type = window_type; m_source_type = source_type; return true; } //+------------------------------------------------------------------+ void CWindowedMACalculator::Calculate(int rates_total, 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; if(!PrepareSourceData(rates_total, price_type, open, high, low, close)) return; for(int i = m_period - 1; i < rates_total; i++) { double sum = 0; double weight_sum = 0; for(int j = 0; j < m_period; j++) { double weight = 1.0; switch(m_window_type) { case W_TRIANGULAR: weight = (m_period/2.0) - fabs(j - (m_period-1.0)/2.0); break; case W_HANN: if(m_period > 1) weight = 0.5 * (1.0 - cos(2.0 * M_PI * j / (m_period - 1.0))); else weight = 1.0; break; } sum += m_source_data[i-j] * weight; weight_sum += weight; } if(weight_sum > 0) output_buffer[i] = sum / weight_sum; } } //+------------------------------------------------------------------+ bool CWindowedMACalculator::PrepareSourceData(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { ArrayResize(m_source_data, rates_total); if(m_source_type == SOURCE_PRICE) { // Use the selected price type for the calculation switch(price_type) { case PRICE_OPEN: ArrayCopy(m_source_data, open, 0, 0, rates_total); break; case PRICE_HIGH: ArrayCopy(m_source_data, high, 0, 0, rates_total); break; case PRICE_LOW: ArrayCopy(m_source_data, low, 0, 0, rates_total); break; case PRICE_MEDIAN: for(int i=0; i