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Toh4iem9
515 lines
18 KiB
Plaintext
515 lines
18 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MovingAverage_Engine.mqh |
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//| VERSION 2.45: Added VWMA support with empty-value fallback. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.45"
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#ifndef MOVING_AVERAGE_ENGINE_MQH
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#define MOVING_AVERAGE_ENGINE_MQH
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Enum to select the MA type for calculation
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enum ENUM_MA_TYPE
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{
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SMA,
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EMA,
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SMMA,
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LWMA,
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TMA,
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DEMA,
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TEMA,
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VWMA
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};
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//+==================================================================+
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//| CLASS: CMovingAverageCalculator |
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//+==================================================================+
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class CMovingAverageCalculator
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{
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protected:
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int m_period;
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ENUM_MA_TYPE m_ma_type;
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//--- Persistent Buffers
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double m_price[];
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double m_volume[]; // Kept for VWMA support
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double m_temp_buffer1[];
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double m_temp_buffer2[];
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double m_temp_buffer3[];
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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void CalculateEMA(int rates_total, int start_index, int period, const double &source[], double &dest[]);
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//--- Internal Core Calculation that works on m_price and m_volume
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//--- data_offset: The index where valid data starts in m_price
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void RunCalculation(int rates_total, int start_index, double &output_buffer[], int data_offset = 0);
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public:
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CMovingAverageCalculator(void) {};
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virtual ~CMovingAverageCalculator(void) {};
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bool Init(int period, ENUM_MA_TYPE ma_type);
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//--- Standard Calculation (OHLC input - No Volume, legacy/fallback compatible)
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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 &ma_buffer[]);
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//--- Overloaded Calculation with Volume (Specifically for VWMA support)
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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[], const long &volume[], double &ma_buffer[]);
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//--- Calculation on Custom Array (No Volume)
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//--- src_start_index: The index where valid data starts in src_buffer (default 0)
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void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &output_buffer[], int src_start_index = 0);
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//--- Overloaded Calculation on Custom Array with Volume
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void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], const double &volume_buffer[], double &output_buffer[], int src_start_index = 0);
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int GetPeriod(void) const { return m_period; }
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};
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CMovingAverageCalculator::Init(int period, ENUM_MA_TYPE ma_type)
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{
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m_period = (period < 1) ? 1 : period;
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m_ma_type = ma_type;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Calculate (Standard OHLC - No Volume) |
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//+------------------------------------------------------------------+
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void CMovingAverageCalculator::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 &ma_buffer[])
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{
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if(rates_total < m_period)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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// Resize temp buffers if needed
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if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
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ArrayResize(m_temp_buffer1, rates_total);
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if(m_ma_type == DEMA || m_ma_type == TEMA)
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ArrayResize(m_temp_buffer2, rates_total);
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if(m_ma_type == TEMA)
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ArrayResize(m_temp_buffer3, rates_total);
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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// Standard OHLC data is valid from index 0
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RunCalculation(rates_total, start_index, ma_buffer, 0);
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}
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//+------------------------------------------------------------------+
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//| Calculate (Overloaded OHLC - With Volume) |
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//+------------------------------------------------------------------+
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void CMovingAverageCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &ma_buffer[])
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{
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if(rates_total < m_period)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
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ArrayResize(m_temp_buffer1, rates_total);
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if(m_ma_type == DEMA || m_ma_type == TEMA)
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ArrayResize(m_temp_buffer2, rates_total);
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if(m_ma_type == TEMA)
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ArrayResize(m_temp_buffer3, rates_total);
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}
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// Dynamic allocation check for volume buffer (Crucial for parameter switches)
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if(ArraySize(m_volume) != rates_total)
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{
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ArrayResize(m_volume, rates_total);
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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// Copy volumes locally with casting
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for(int i = start_index; i < rates_total; i++)
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{
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m_volume[i] = (double)volume[i];
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}
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RunCalculation(rates_total, start_index, ma_buffer, 0);
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}
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//+------------------------------------------------------------------+
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//| CalculateOnArray (Custom Input - No Volume) |
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//+------------------------------------------------------------------+
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void CMovingAverageCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &output_buffer[], int src_start_index)
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{
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if(rates_total < src_start_index + m_period)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize internal buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
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ArrayResize(m_temp_buffer1, rates_total);
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if(m_ma_type == DEMA || m_ma_type == TEMA)
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ArrayResize(m_temp_buffer2, rates_total);
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if(m_ma_type == TEMA)
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ArrayResize(m_temp_buffer3, rates_total);
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}
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// Copy source array to internal m_price buffer
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int copy_start = MathMax(start_index, src_start_index);
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for(int i = copy_start; i < rates_total; i++)
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m_price[i] = src_buffer[i];
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RunCalculation(rates_total, start_index, output_buffer, src_start_index);
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}
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//+------------------------------------------------------------------+
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//| CalculateOnArray (Overloaded Custom Input - With Volume) |
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//+------------------------------------------------------------------+
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void CMovingAverageCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], const double &volume_buffer[], double &output_buffer[], int src_start_index)
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{
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if(rates_total < src_start_index + m_period)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize internal buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
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ArrayResize(m_temp_buffer1, rates_total);
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if(m_ma_type == DEMA || m_ma_type == TEMA)
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ArrayResize(m_temp_buffer2, rates_total);
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if(m_ma_type == TEMA)
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ArrayResize(m_temp_buffer3, rates_total);
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}
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if(ArraySize(m_volume) != rates_total)
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{
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ArrayResize(m_volume, rates_total);
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}
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// Copy source array and volume to internal buffers
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int copy_start = MathMax(start_index, src_start_index);
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for(int i = copy_start; i < rates_total; i++)
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{
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m_price[i] = src_buffer[i];
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m_volume[i] = volume_buffer[i];
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}
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RunCalculation(rates_total, start_index, output_buffer, src_start_index);
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}
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//+------------------------------------------------------------------+
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//| RunCalculation (Core Logic) |
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//+------------------------------------------------------------------+
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void CMovingAverageCalculator::RunCalculation(int rates_total, int start_index, double &output_buffer[], int data_offset)
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{
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// The first valid MA value can be calculated at (offset + period - 1)
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int start_pos = data_offset + m_period - 1;
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// Ensure loop starts at valid position
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int loop_start = MathMax(start_pos, start_index);
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switch(m_ma_type)
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{
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case EMA:
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CalculateEMA(rates_total, loop_start, m_period, m_price, output_buffer);
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break;
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case SMMA:
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for(int i = loop_start; i < rates_total; i++)
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{
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if(i == start_pos)
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{
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double sum=0;
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for(int j=0; j<m_period; j++)
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sum+=m_price[i-j];
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output_buffer[i]=sum/m_period;
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}
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else
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// Recursive SMMA relies on valid previous value [i-1]
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output_buffer[i]=(output_buffer[i-1]*(m_period-1)+m_price[i])/m_period;
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}
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break;
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case LWMA:
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for(int i = loop_start; i < rates_total; i++)
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{
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double sum=0, w_sum=0;
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for(int j=0; j<m_period; j++)
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{
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int w=m_period-j;
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sum+=m_price[i-j]*w;
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w_sum+=w;
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}
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if(w_sum>0)
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output_buffer[i]=sum/w_sum;
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}
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break;
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case TMA:
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{
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int period1 = (int)ceil((m_period + 1.0) / 2.0);
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// TMA logic is complex with offsets.
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// First MA starts at: data_offset + period1 - 1
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int start_pos1 = data_offset + period1 - 1;
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int loop_start_tma = MathMax(start_pos1, start_index);
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for(int i = loop_start_tma; i < rates_total; i++)
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{
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double sum = 0;
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for(int j = 0; j < period1; j++)
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sum += m_price[i-j];
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m_temp_buffer1[i] = sum / period1;
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}
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// Second MA starts at: start_pos1 + period2 - 1
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int period2 = m_period - period1 + 1;
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int start_pos2 = start_pos1 + period2 - 1;
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int loop_start_final = MathMax(start_pos2, start_index);
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for(int i = loop_start_final; i < rates_total; i++)
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{
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double sum = 0;
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for(int j = 0; j < period2; j++)
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sum += m_temp_buffer1[i-j];
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output_buffer[i] = sum / period2;
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}
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}
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break;
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case DEMA:
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CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1);
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CalculateEMA(rates_total, loop_start, m_period, m_temp_buffer1, m_temp_buffer2);
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for(int i = loop_start; i < rates_total; i++)
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output_buffer[i] = 2 * m_temp_buffer1[i] - m_temp_buffer2[i];
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break;
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case TEMA:
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CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1);
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CalculateEMA(rates_total, loop_start, m_period, m_temp_buffer1, m_temp_buffer2);
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CalculateEMA(rates_total, loop_start, m_period, m_temp_buffer2, m_temp_buffer3);
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for(int i = loop_start; i < rates_total; i++)
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output_buffer[i] = 3 * m_temp_buffer1[i] - 3 * m_temp_buffer2[i] + m_temp_buffer3[i];
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break;
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case VWMA:
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{
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// Robust empty-value fallback pattern
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if(ArraySize(m_volume) != rates_total)
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{
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if(start_index == 0)
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Print("Warning: VWMA selected but no volume data provided. Line will not be drawn.");
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for(int i = loop_start; i < rates_total; i++)
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{
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output_buffer[i] = EMPTY_VALUE;
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}
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}
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else
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{
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for(int i = loop_start; i < rates_total; i++)
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{
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double sum_pv = 0;
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double sum_v = 0;
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for(int j = 0; j < m_period; j++)
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{
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double v = m_volume[i-j];
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sum_pv += m_price[i-j] * v;
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sum_v += v;
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}
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output_buffer[i] = (sum_v > 0) ? (sum_pv / sum_v) : m_price[i];
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}
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}
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}
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break;
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default: // SMA
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for(int i = loop_start; i < rates_total; i++)
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{
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double sum=0;
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for(int j=0; j<m_period; j++)
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sum+=m_price[i-j];
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output_buffer[i]=sum/m_period;
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}
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break;
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate EMA (Optimized) |
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//+------------------------------------------------------------------+
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void CMovingAverageCalculator::CalculateEMA(int rates_total, int start_index, int period, const double &source[], double &dest[])
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{
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if(rates_total < period)
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return;
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double pr = 2.0 / (double)(period + 1.0);
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// FIX: If starting from 0, force initialization logic regardless of array content
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bool force_init = (start_index == 0);
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for(int i = start_index; i < rates_total; i++)
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{
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// Check if we have a valid previous value to recurse on
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// We only check dest[i-1] if we are NOT forcing initialization
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bool has_prev = (!force_init && i > 0 && dest[i-1] != 0.0 && dest[i-1] != EMPTY_VALUE);
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if(has_prev)
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{
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if(source[i] != EMPTY_VALUE)
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dest[i] = source[i]*pr + dest[i-1]*(1.0-pr);
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else
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dest[i] = dest[i-1];
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}
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else
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{
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// Initialization (SMA)
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// Safety check: can we look back 'period' bars?
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if(i < period - 1)
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{
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dest[i] = EMPTY_VALUE; // Not enough data yet
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continue;
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}
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double sum=0;
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int count=0;
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for(int j=0; j<period; j++)
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{
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if(source[i-j]!=EMPTY_VALUE)
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{
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sum+=source[i-j];
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count++;
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}
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}
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if(count > 0)
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dest[i] = sum/count;
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else
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dest[i] = source[i]; // Fallback
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CMovingAverageCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CMovingAverageCalculator_HA |
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//+==================================================================+
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class CMovingAverageCalculator_HA : public CMovingAverageCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi - Optimized) |
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//+------------------------------------------------------------------+
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bool CMovingAverageCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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|
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
|
|
|
for(int i = start_index; i < rates_total; i++)
|
|
{
|
|
switch(price_type)
|
|
{
|
|
case PRICE_CLOSE:
|
|
m_price[i] = m_ha_close[i];
|
|
break;
|
|
case PRICE_OPEN:
|
|
m_price[i] = m_ha_open[i];
|
|
break;
|
|
case PRICE_HIGH:
|
|
m_price[i] = m_ha_high[i];
|
|
break;
|
|
case PRICE_LOW:
|
|
m_price[i] = m_ha_low[i];
|
|
break;
|
|
case PRICE_MEDIAN:
|
|
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
|
|
break;
|
|
case PRICE_TYPICAL:
|
|
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
|
|
break;
|
|
case PRICE_WEIGHTED:
|
|
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
|
|
break;
|
|
default:
|
|
m_price[i] = m_ha_close[i];
|
|
break;
|
|
}
|
|
}
|
|
return true;
|
|
}
|
|
|
|
#endif // MOVING_AVERAGE_ENGINE_MQH
|
|
//+------------------------------------------------------------------+
|