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Toh4iem9
98 lines
4.3 KiB
Plaintext
98 lines
4.3 KiB
Plaintext
//+------------------------------------------------------------------+
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//| CenteredMA_Calculator.mqh |
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//| Engine for calculating a Centered Moving Average (CMA). |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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class CCenteredMACalculator
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{
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protected:
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int m_period;
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CMovingAverageCalculator *m_ma_calc;
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public:
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CCenteredMACalculator(void);
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virtual ~CCenteredMACalculator(void);
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bool Init(int period, ENUM_MA_TYPE ma_type);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &cma_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CCenteredMACalculator_HA : public CCenteredMACalculator
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{
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public:
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CCenteredMACalculator_HA(void);
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};
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//+==================================================================+
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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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CCenteredMACalculator::CCenteredMACalculator(void) { m_ma_calc = new CMovingAverageCalculator(); }
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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CCenteredMACalculator::~CCenteredMACalculator(void) { if(CheckPointer(m_ma_calc) != POINTER_INVALID) delete m_ma_calc; }
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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CCenteredMACalculator_HA::CCenteredMACalculator_HA(void)
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{
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if(CheckPointer(m_ma_calc) != POINTER_INVALID)
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delete m_ma_calc;
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m_ma_calc = new CMovingAverageCalculator_HA();
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CCenteredMACalculator::Init(int period, ENUM_MA_TYPE ma_type)
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{
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m_period = period;
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if(CheckPointer(m_ma_calc) == POINTER_INVALID)
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return false;
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return m_ma_calc.Init(period, ma_type);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CCenteredMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &cma_buffer[])
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{
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if(rates_total < m_period)
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return;
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if(CheckPointer(m_ma_calc) == POINTER_INVALID)
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return;
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//--- Step 1: Calculate the standard, lagging MA into an internal buffer ---
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double ma_buffer[];
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ArrayResize(ma_buffer, rates_total);
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m_ma_calc.Calculate(rates_total, price_type, open, high, low, close, ma_buffer);
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//--- Step 2: Shift the MA backwards in time to center it ---
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int shift = (m_period - 1) / 2;
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for(int i = 0; i < rates_total; i++)
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{
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int source_index = i + shift;
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if(source_index < rates_total)
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cma_buffer[i] = ma_buffer[source_index];
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else
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cma_buffer[i] = EMPTY_VALUE; // No data available for the future part
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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