gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-08-07 17:47:44 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
48142f4f9fa4e6a37b79cdadb9d7fb7a112e6a8e
mql5/Include/MyIncludes/MAMA_FAMA_Calculator.mqh
T
Toh4iem9 f48a608b27 new files added
2025-09-30 14:09:26 +02:00

251 lines
10 KiB
Plaintext
Raw Blame History

//+------------------------------------------------------------------+
//| MAMA_FAMA_Calculator.mqh |
//| Calculation engine for Standard and Heikin Ashi MAMA/FAMA. |
//| (Based on the official MotiveWave pseudo-code) |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CMAMACalculator (Base Class) |
//| |
//+==================================================================+
class CMAMACalculator
{
protected:
double m_fast_limit;
double m_slow_limit;
//--- Internal buffers for state-dependent calculation
double m_price[];
double m_smooth[];
double m_detrender[];
double m_i1[];
double m_q1[];
double m_jI[];
double m_jQ[];
double m_i2[];
double m_q2[];
double m_re[];
double m_im[];
double m_period[];
double m_smooth_period[];
double m_phase[];
double m_alpha[];
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CMAMACalculator(void);
virtual ~CMAMACalculator(void) {};
bool Init(double fast_limit, double slow_limit);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &mama_out[], double &fama_out[]);
};
//+------------------------------------------------------------------+
//| CMAMACalculator: Constructor |
//+------------------------------------------------------------------+
CMAMACalculator::CMAMACalculator(void) : m_fast_limit(0.5), m_slow_limit(0.05)
{
}
//+------------------------------------------------------------------+
//| CMAMACalculator: Initialization |
//+------------------------------------------------------------------+
bool CMAMACalculator::Init(double fast_limit, double slow_limit)
{
m_fast_limit = fast_limit;
m_slow_limit = slow_limit;
return true;
}
//+------------------------------------------------------------------+
//| CMAMACalculator: Main Calculation Method |
//+------------------------------------------------------------------+
void CMAMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &mama_out[], double &fama_out[])
{
int warmup_period = 10;
if(rates_total < warmup_period)
return;
//--- Resize all internal buffers
ArrayResize(m_price, rates_total);
ArrayResize(m_smooth, rates_total);
ArrayResize(m_detrender, rates_total);
ArrayResize(m_i1, rates_total);
ArrayResize(m_q1, rates_total);
ArrayResize(m_jI, rates_total);
ArrayResize(m_jQ, rates_total);
ArrayResize(m_i2, rates_total);
ArrayResize(m_q2, rates_total);
ArrayResize(m_re, rates_total);
ArrayResize(m_im, rates_total);
ArrayResize(m_period, rates_total);
ArrayResize(m_smooth_period, rates_total);
ArrayResize(m_phase, rates_total);
ArrayResize(m_alpha, rates_total);
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
for(int i = 0; i < rates_total; i++)
{
if(i < warmup_period)
{
mama_out[i] = m_price[i];
fama_out[i] = m_price[i];
m_period[i] = 20;
m_smooth_period[i] = 20;
continue;
}
double prev_period = (i > 0) ? m_period[i-1] : 20;
double prev_smooth_period = (i > 0) ? m_smooth_period[i-1] : 20;
double prev_phase = (i > 0) ? m_phase[i-1] : 0;
double prev_i2 = (i > 0) ? m_i2[i-1] : 0;
double prev_q2 = (i > 0) ? m_q2[i-1] : 0;
double prev_re = (i > 0) ? m_re[i-1] : 0;
double prev_im = (i > 0) ? m_im[i-1] : 0;
double prev_mama = (i > 0) ? mama_out[i-1] : m_price[i];
double prev_fama = (i > 0) ? fama_out[i-1] : m_price[i];
m_smooth[i] = (4*m_price[i] + 3*m_price[i-1] + 2*m_price[i-2] + m_price[i-3]) / 10.0;
m_detrender[i] = (0.0962*m_smooth[i] + 0.5769*m_smooth[i-2] - 0.5769*m_smooth[i-4] - 0.0962*m_smooth[i-6]) * (0.075*prev_period + 0.54);
m_q1[i] = (0.0962*m_detrender[i] + 0.5769*m_detrender[i-2] - 0.5769*m_detrender[i-4] - 0.0962*m_detrender[i-6]) * (0.075*prev_period + 0.54);
m_i1[i] = m_detrender[i-3];
m_jI[i] = (0.0962*m_i1[i] + 0.5769*m_i1[i-2] - 0.5769*m_i1[i-4] - 0.0962*m_i1[i-6]) * (0.075*prev_period + 0.54);
m_jQ[i] = (0.0962*m_q1[i] + 0.5769*m_q1[i-2] - 0.5769*m_q1[i-4] - 0.0962*m_q1[i-6]) * (0.075*prev_period + 0.54);
m_i2[i] = m_i1[i] - m_jQ[i];
m_q2[i] = m_q1[i] + m_jI[i];
m_i2[i] = 0.2*m_i2[i] + 0.8*prev_i2;
m_q2[i] = 0.2*m_q2[i] + 0.8*prev_q2;
m_re[i] = m_i2[i]*prev_i2 + m_q2[i]*prev_q2;
m_im[i] = m_i2[i]*prev_q2 - m_q2[i]*prev_i2;
m_re[i] = 0.2*m_re[i] + 0.8*prev_re;
m_im[i] = 0.2*m_im[i] + 0.8*prev_im;
if(m_im[i]!=0.0 && m_re[i]!=0.0)
m_period[i] = 360.0/(MathArctan(m_im[i]/m_re[i])*180.0/M_PI);
else
m_period[i] = prev_period;
if(m_period[i]>1.5*prev_period)
m_period[i]=1.5*prev_period;
if(m_period[i]<0.67*prev_period)
m_period[i]=0.67*prev_period;
if(m_period[i]<6)
m_period[i]=6;
if(m_period[i]>50)
m_period[i]=50;
m_period[i] = 0.2*m_period[i] + 0.8*prev_period;
m_smooth_period[i] = 0.33*m_period[i] + 0.67*prev_smooth_period;
if(m_i1[i]!=0.0)
m_phase[i] = (MathArctan(m_q1[i]/m_i1[i])*180.0/M_PI);
else
m_phase[i] = prev_phase;
double delta_phase = prev_phase - m_phase[i];
if(delta_phase<1.0)
delta_phase=1.0;
m_alpha[i] = m_fast_limit/delta_phase;
if(m_alpha[i]<m_slow_limit)
m_alpha[i]=m_slow_limit;
if(m_alpha[i]>m_fast_limit)
m_alpha[i]=m_fast_limit;
mama_out[i] = m_alpha[i]*m_price[i] + (1-m_alpha[i])*prev_mama;
fama_out[i] = 0.5*m_alpha[i]*mama_out[i] + (1-0.5*m_alpha[i])*prev_fama;
}
}
//+------------------------------------------------------------------+
//| CMAMACalculator: Prepares the standard source price series. |
//+------------------------------------------------------------------+
bool CMAMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_price, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
ArrayCopy(m_price, close, 0, 0, rates_total);
break;
}
return true;
}
//+==================================================================+
//| |
//| CLASS 2: CMAMACalculator_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CMAMACalculator_HA : public CMAMACalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
protected:
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| CMAMACalculator_HA: Prepares the Heikin Ashi source price. |
//+------------------------------------------------------------------+
bool CMAMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
break;
default:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
break;
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
Reference in New Issue View Git Blame Copy Permalink