mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-28 21:17:43 +00:00
Toh4iem9
344 lines
12 KiB
Plaintext
344 lines
12 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| MovingAverage_Engine.mqh |
|
|
//| VERSION 1.40: Optimized for incremental calculation. |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
|
|
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
|
|
|
//--- Enum to select the MA type for calculation
|
|
enum ENUM_MA_TYPE
|
|
{
|
|
SMA,
|
|
EMA,
|
|
SMMA,
|
|
LWMA,
|
|
TMA,
|
|
DEMA,
|
|
TEMA
|
|
};
|
|
|
|
//+==================================================================+
|
|
class CMovingAverageCalculator
|
|
{
|
|
protected:
|
|
int m_period;
|
|
ENUM_MA_TYPE m_ma_type;
|
|
|
|
//--- Persistent Buffers for Incremental Calculation
|
|
double m_price[];
|
|
|
|
//--- Buffers for complex MAs (TMA, DEMA, TEMA)
|
|
double m_temp_buffer1[]; // Used for TMA(sma1), DEMA(ema1), TEMA(ema1)
|
|
double m_temp_buffer2[]; // Used for DEMA(ema2), TEMA(ema2)
|
|
double m_temp_buffer3[]; // Used for TEMA(ema3)
|
|
|
|
//--- Updated: Accepts start_index
|
|
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[]);
|
|
|
|
//--- Updated: Accepts start_index
|
|
void CalculateEMA(int rates_total, int start_index, int period, const double &source[], double &dest[]);
|
|
|
|
public:
|
|
CMovingAverageCalculator(void) {};
|
|
virtual ~CMovingAverageCalculator(void) {};
|
|
|
|
bool Init(int period, ENUM_MA_TYPE ma_type);
|
|
|
|
//--- Updated: Accepts prev_calculated
|
|
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[]);
|
|
|
|
int GetPeriod(void) const { return m_period; }
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
class CMovingAverageCalculator_HA : public CMovingAverageCalculator
|
|
{
|
|
private:
|
|
CHeikinAshi_Calculator m_ha_calculator;
|
|
// Internal HA buffers (Persistent)
|
|
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
|
|
|
|
protected:
|
|
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;
|
|
};
|
|
|
|
//+==================================================================+
|
|
//| METHOD IMPLEMENTATIONS |
|
|
//+==================================================================+
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Init |
|
|
//+------------------------------------------------------------------+
|
|
bool CMovingAverageCalculator::Init(int period, ENUM_MA_TYPE ma_type)
|
|
{
|
|
m_period = (period < 1) ? 1 : period;
|
|
m_ma_type = ma_type;
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Main Calculation (Optimized) |
|
|
//+------------------------------------------------------------------+
|
|
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[])
|
|
{
|
|
if(rates_total < m_period)
|
|
return;
|
|
|
|
//--- 1. Determine Start Index
|
|
int start_index;
|
|
if(prev_calculated == 0)
|
|
start_index = 0;
|
|
else
|
|
start_index = prev_calculated - 1;
|
|
|
|
//--- 2. Resize Buffers
|
|
if(ArraySize(m_price) != rates_total)
|
|
{
|
|
ArrayResize(m_price, rates_total);
|
|
// Resize temp buffers only if needed by type
|
|
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
|
|
ArrayResize(m_temp_buffer1, rates_total);
|
|
if(m_ma_type == DEMA || m_ma_type == TEMA)
|
|
ArrayResize(m_temp_buffer2, rates_total);
|
|
if(m_ma_type == TEMA)
|
|
ArrayResize(m_temp_buffer3, rates_total);
|
|
}
|
|
|
|
//--- 3. Prepare Price (Optimized)
|
|
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
|
|
return;
|
|
|
|
int start_pos = m_period - 1;
|
|
int loop_start = MathMax(start_pos, start_index);
|
|
|
|
//--- 4. Calculate MA based on type
|
|
switch(m_ma_type)
|
|
{
|
|
case EMA:
|
|
CalculateEMA(rates_total, start_index, m_period, m_price, ma_buffer);
|
|
break;
|
|
|
|
case SMMA:
|
|
for(int i = loop_start; i < rates_total; i++)
|
|
{
|
|
if(i == start_pos)
|
|
{
|
|
double sum=0;
|
|
for(int j=0; j<m_period; j++)
|
|
sum+=m_price[i-j];
|
|
ma_buffer[i]=sum/m_period;
|
|
}
|
|
else
|
|
// Recursive SMMA works incrementally because ma_buffer[i-1] is preserved
|
|
ma_buffer[i]=(ma_buffer[i-1]*(m_period-1)+m_price[i])/m_period;
|
|
}
|
|
break;
|
|
|
|
case LWMA:
|
|
for(int i = loop_start; i < rates_total; i++)
|
|
{
|
|
double sum=0, w_sum=0;
|
|
for(int j=0; j<m_period; j++)
|
|
{
|
|
int w=m_period-j;
|
|
sum+=m_price[i-j]*w;
|
|
w_sum+=w;
|
|
}
|
|
if(w_sum>0)
|
|
ma_buffer[i]=sum/w_sum;
|
|
}
|
|
break;
|
|
|
|
case TMA:
|
|
{
|
|
int period1 = (int)ceil((m_period + 1.0) / 2.0);
|
|
int loop_start_tma = MathMax(period1 - 1, start_index);
|
|
|
|
// Step 1: Simple MA into temp buffer
|
|
for(int i = loop_start_tma; i < rates_total; i++)
|
|
{
|
|
double sum = 0;
|
|
for(int j = 0; j < period1; j++)
|
|
sum += m_price[i-j];
|
|
m_temp_buffer1[i] = sum / period1;
|
|
}
|
|
|
|
// Step 2: Simple MA of the first MA
|
|
int period2 = m_period - period1 + 1;
|
|
int loop_start_final = MathMax(period1 + period2 - 2, start_index);
|
|
|
|
for(int i = loop_start_final; i < rates_total; i++)
|
|
{
|
|
double sum = 0;
|
|
for(int j = 0; j < period2; j++)
|
|
sum += m_temp_buffer1[i-j];
|
|
ma_buffer[i] = sum / period2;
|
|
}
|
|
}
|
|
break;
|
|
|
|
case DEMA:
|
|
{
|
|
// EMA1 of Price
|
|
CalculateEMA(rates_total, start_index, m_period, m_price, m_temp_buffer1);
|
|
// EMA2 of EMA1
|
|
CalculateEMA(rates_total, start_index, m_period, m_temp_buffer1, m_temp_buffer2);
|
|
|
|
int loop_start_dema = MathMax((m_period - 1) * 2, start_index);
|
|
for(int i = loop_start_dema; i < rates_total; i++)
|
|
ma_buffer[i] = 2 * m_temp_buffer1[i] - m_temp_buffer2[i];
|
|
break;
|
|
}
|
|
|
|
case TEMA:
|
|
{
|
|
// EMA1 of Price
|
|
CalculateEMA(rates_total, start_index, m_period, m_price, m_temp_buffer1);
|
|
// EMA2 of EMA1
|
|
CalculateEMA(rates_total, start_index, m_period, m_temp_buffer1, m_temp_buffer2);
|
|
// EMA3 of EMA2
|
|
CalculateEMA(rates_total, start_index, m_period, m_temp_buffer2, m_temp_buffer3);
|
|
|
|
int loop_start_tema = MathMax((m_period - 1) * 3, start_index);
|
|
for(int i = loop_start_tema; i < rates_total; i++)
|
|
ma_buffer[i] = 3 * m_temp_buffer1[i] - 3 * m_temp_buffer2[i] + m_temp_buffer3[i];
|
|
break;
|
|
}
|
|
|
|
default: // SMA
|
|
for(int i = loop_start; i < rates_total; i++)
|
|
{
|
|
double sum=0;
|
|
for(int j=0; j<m_period; j++)
|
|
sum+=m_price[i-j];
|
|
ma_buffer[i]=sum/m_period;
|
|
}
|
|
break;
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Calculate EMA (Optimized) |
|
|
//+------------------------------------------------------------------+
|
|
void CMovingAverageCalculator::CalculateEMA(int rates_total, int start_index, int period, const double &source[], double &dest[])
|
|
{
|
|
if(rates_total < period)
|
|
return;
|
|
|
|
int start_pos = period - 1;
|
|
double pr = 2.0 / (double)(period + 1.0);
|
|
|
|
// Determine where to start loop
|
|
int i = MathMax(start_pos, start_index);
|
|
|
|
// If starting from the very beginning (or before valid data), initialize first value
|
|
if(i == start_pos)
|
|
{
|
|
double sum=0;
|
|
for(int j=0; j<period; j++)
|
|
if(source[start_pos-j] != EMPTY_VALUE)
|
|
sum += source[start_pos-j];
|
|
dest[start_pos] = sum / period;
|
|
i++; // Move to next
|
|
}
|
|
|
|
for(; i < rates_total; i++)
|
|
{
|
|
if(source[i] != EMPTY_VALUE)
|
|
// Recursive calculation uses dest[i-1] which is safe due to persistence
|
|
dest[i] = source[i] * pr + dest[i-1] * (1.0 - pr);
|
|
else
|
|
dest[i] = dest[i-1];
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Prepare Price (Standard - Optimized) |
|
|
//+------------------------------------------------------------------+
|
|
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[])
|
|
{
|
|
// Optimized copy loop
|
|
for(int i = start_index; i < rates_total; i++)
|
|
{
|
|
switch(price_type)
|
|
{
|
|
case PRICE_CLOSE:
|
|
m_price[i] = close[i];
|
|
break;
|
|
case PRICE_OPEN:
|
|
m_price[i] = open[i];
|
|
break;
|
|
case PRICE_HIGH:
|
|
m_price[i] = high[i];
|
|
break;
|
|
case PRICE_LOW:
|
|
m_price[i] = low[i];
|
|
break;
|
|
case PRICE_MEDIAN:
|
|
m_price[i] = (high[i]+low[i])/2.0;
|
|
break;
|
|
case PRICE_TYPICAL:
|
|
m_price[i] = (high[i]+low[i]+close[i])/3.0;
|
|
break;
|
|
case PRICE_WEIGHTED:
|
|
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
|
|
break;
|
|
}
|
|
}
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Prepare Price (Heikin Ashi - Optimized) |
|
|
//+------------------------------------------------------------------+
|
|
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[])
|
|
{
|
|
// Resize internal HA buffers
|
|
if(ArraySize(m_ha_open) != rates_total)
|
|
{
|
|
ArrayResize(m_ha_open, rates_total);
|
|
ArrayResize(m_ha_high, rates_total);
|
|
ArrayResize(m_ha_low, rates_total);
|
|
ArrayResize(m_ha_close, rates_total);
|
|
}
|
|
|
|
//--- STRICT CALL: Use the optimized 10-param HA calculation
|
|
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
|
|
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
|
|
|
//--- Copy to m_price (Optimized loop)
|
|
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]+m_ha_close[i]+m_ha_close[i])/4.0;
|
|
break;
|
|
}
|
|
}
|
|
return true;
|
|
}
|
|
//+------------------------------------------------------------------+
|