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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
110 lines
3.8 KiB
Plaintext
110 lines
3.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Fourier_Series_Pro.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "2.00" // Optimized for incremental calculation
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#property description "John Ehlers' Fourier Series Model of the Market."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 2
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//--- Plot 1: Wave
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#property indicator_label1 "Wave"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: ROC
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#property indicator_label2 "ROC"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrBlue
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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#property indicator_level1 0.0
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#property indicator_levelstyle STYLE_SOLID
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#property indicator_levelcolor clrGray
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#include <MyIncludes\Fourier_Series_Calculator.mqh>
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enum ENUM_PRICE_SOURCE { SOURCE_STANDARD, SOURCE_HEIKIN_ASHI };
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//--- Input Parameters ---
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input int InpFundamentalPeriod = 20; // Fundamental Period
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input double InpBandwidth = 0.1; // Bandwidth for filters
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input bool InpShowROC = true; // Show Rate of Change line
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input ENUM_PRICE_SOURCE InpSource = SOURCE_STANDARD;
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//--- Indicator Buffers ---
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double BufferWave[];
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double BufferROC[];
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//--- Global calculator object ---
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CFourierSeriesCalculator *g_calculator;
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufferWave, INDICATOR_DATA);
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SetIndexBuffer(1, BufferROC, INDICATOR_DATA);
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ArraySetAsSeries(BufferWave, false);
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ArraySetAsSeries(BufferROC, false);
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// Hide ROC if not requested
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if(!InpShowROC)
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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if(InpSource == SOURCE_HEIKIN_ASHI)
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{
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g_calculator = new CFourierSeriesCalculator_HA();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Fourier HA(%d)", InpFundamentalPeriod));
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}
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else
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{
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g_calculator = new CFourierSeriesCalculator();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Fourier(%d)", InpFundamentalPeriod));
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}
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpFundamentalPeriod, InpBandwidth))
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{
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Print("Failed to initialize Fourier Series Calculator.");
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return(INIT_FAILED);
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}
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpFundamentalPeriod * 2);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpFundamentalPeriod * 2 + 2);
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IndicatorSetInteger(INDICATOR_DIGITS, 4);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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}
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
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{
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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g_calculator.Calculate(rates_total, prev_calculated, PRICE_MEDIAN, open, high, low, close, BufferWave, BufferROC);
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if(!InpShowROC)
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{
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start; i < rates_total; i++)
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BufferROC[i] = EMPTY_VALUE;
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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