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Toh4iem9
245 lines
9.8 KiB
Plaintext
245 lines
9.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| AMA_TrendActivity_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi AMA Activity. |
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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\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CActivityCalculator (Base Class) |
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//| |
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//+==================================================================+
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class CActivityCalculator
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{
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protected:
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int m_ama_period, m_fast_period, m_slow_period, m_atr_period, m_smoothing_period;
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double m_pi_div_2;
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//--- Internal buffers for source data
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double m_ama_price[];
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double m_atr_high[], m_atr_low[], m_atr_close[];
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//--- Virtual method for preparing all necessary source data series.
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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public:
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CActivityCalculator(void) {};
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virtual ~CActivityCalculator(void) {};
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//--- Public methods
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bool Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CActivityCalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CActivityCalculator::Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p)
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{
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m_ama_period = (ama_p < 1) ? 1 : ama_p;
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m_fast_period = (fast_p < 1) ? 1 : fast_p;
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m_slow_period = (slow_p < 1) ? 1 : slow_p;
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m_atr_period = (atr_p < 1) ? 1 : atr_p;
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m_smoothing_period = (smooth_p < 1) ? 1 : smooth_p;
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m_pi_div_2 = M_PI / 2.0;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CActivityCalculator: Main Calculation Method (Shared Logic) |
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//+------------------------------------------------------------------+
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void CActivityCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[])
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{
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int start_pos = m_ama_period + m_atr_period + m_smoothing_period;
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if(rates_total <= start_pos)
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return;
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//--- STEP 1: Prepare all source data (delegated to virtual method)
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if(!PrepareSourceData(rates_total, open, high, low, close, price_type))
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return;
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//--- STEP 2: Calculate AMA
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double buffer_ama[];
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ArrayResize(buffer_ama, rates_total);
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double fast_sc = 2.0 / (m_fast_period + 1.0);
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double slow_sc = 2.0 / (m_slow_period + 1.0);
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for(int i = 1; i < rates_total; i++)
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{
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if(i == m_ama_period)
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{
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buffer_ama[i] = m_ama_price[i];
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continue;
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}
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if(i > m_ama_period)
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{
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double direction = MathAbs(m_ama_price[i] - m_ama_price[i - m_ama_period]);
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double volatility = 0;
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for(int j = 0; j < m_ama_period; j++)
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volatility += MathAbs(m_ama_price[i - j] - m_ama_price[i - j - 1]);
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double er = (volatility > 0) ? direction / volatility : 0;
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double ssc = er * (fast_sc - slow_sc) + slow_sc;
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buffer_ama[i] = buffer_ama[i-1] + (ssc*ssc) * (m_ama_price[i] - buffer_ama[i-1]);
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}
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}
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//--- STEP 3: Calculate ATR
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double buffer_atr[], tr[];
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ArrayResize(buffer_atr, rates_total);
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ArrayResize(tr, rates_total);
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for(int i = 1; i < rates_total; i++)
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tr[i] = MathMax(m_atr_high[i], m_atr_close[i-1]) - MathMin(m_atr_low[i], m_atr_close[i-1]);
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for(int i = 1; i < rates_total; i++)
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{
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if(i == m_atr_period)
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{
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double sum_tr = 0;
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for(int j = 1; j <= m_atr_period; j++)
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sum_tr += tr[j];
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buffer_atr[i] = sum_tr / m_atr_period;
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}
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else
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if(i > m_atr_period)
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buffer_atr[i] = (buffer_atr[i-1] * (m_atr_period - 1) + tr[i]) / m_atr_period;
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}
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//--- STEP 4: Calculate Raw Activity and Scale it using MathArctan
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double scaled_activity[];
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ArrayResize(scaled_activity, rates_total);
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for(int i = m_ama_period + 1; i < rates_total; i++)
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{
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if(buffer_atr[i] > 0)
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{
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double raw_activity = MathAbs(buffer_ama[i] - buffer_ama[i-1]) / buffer_atr[i];
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scaled_activity[i] = MathArctan(raw_activity) / m_pi_div_2;
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}
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}
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//--- STEP 5: Calculate Final Oscillator (SMA of Scaled Activity)
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double sum = 0;
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int final_start_pos = m_ama_period + m_smoothing_period;
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for(int i = m_ama_period + 1; i < rates_total; i++)
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{
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sum += scaled_activity[i];
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if(i >= final_start_pos)
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{
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if(i > final_start_pos)
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sum -= scaled_activity[i - m_smoothing_period];
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activity_buffer[i] = sum / m_smoothing_period;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| CActivityCalculator: Prepares the standard source data series. |
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//+------------------------------------------------------------------+
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bool CActivityCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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//--- Prepare AMA source price
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ArrayResize(m_ama_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_ama_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_ama_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_ama_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_ama_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_ama_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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for(int i=0; i<rates_total; i++)
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m_ama_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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ArrayCopy(m_ama_price, close, 0, 0, rates_total);
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break;
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}
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//--- Prepare ATR source candles (standard candles)
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ArrayResize(m_atr_high, rates_total);
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ArrayResize(m_atr_low, rates_total);
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ArrayResize(m_atr_close, rates_total);
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ArrayCopy(m_atr_high, high, 0, 0, rates_total);
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ArrayCopy(m_atr_low, low, 0, 0, rates_total);
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ArrayCopy(m_atr_close, close, 0, 0, rates_total);
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CActivityCalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CActivityCalculator_HA : public CActivityCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
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};
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//+------------------------------------------------------------------+
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//| CActivityCalculator_HA: Prepares the Heikin Ashi source data. |
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//+------------------------------------------------------------------+
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bool CActivityCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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//--- First, calculate the HA candles
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- Prepare AMA source price from HA candles
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ArrayResize(m_ama_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_ama_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_ama_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_ama_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_ama_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_ama_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_ama_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_ama_price, ha_close, 0, 0, rates_total);
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break;
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}
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//--- Prepare ATR source candles from HA candles
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ArrayResize(m_atr_high, rates_total);
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ArrayResize(m_atr_low, rates_total);
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ArrayResize(m_atr_close, rates_total);
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ArrayCopy(m_atr_high, ha_high, 0, 0, rates_total);
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ArrayCopy(m_atr_low, ha_low, 0, 0, rates_total);
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ArrayCopy(m_atr_close, ha_close, 0, 0, rates_total);
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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