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mql5/Include/MyIncludes/MACD_Calculator.mqh
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2025-09-30 12:39:24 +02:00

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//+------------------------------------------------------------------+
//| MACD_Calculator.mqh|
//| Calculation engine for Standard and Heikin Ashi MACD. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CMACDCalculator (Base Class) |
//| |
//+==================================================================+
class CMACDCalculator
{
protected:
int m_fast_period, m_slow_period, m_signal_period;
ENUM_MA_METHOD m_source_ma_type, m_signal_ma_type;
double m_price[];
//--- Virtual method for preparing the price series.
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
public:
CMACDCalculator(void) {};
virtual ~CMACDCalculator(void) {};
bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[], double &signal_line[], double &histogram[]);
};
//+------------------------------------------------------------------+
//| CMACDCalculator: Initialization |
//+------------------------------------------------------------------+
bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma)
{
m_fast_period = (fast_p < 1) ? 1 : fast_p;
m_slow_period = (slow_p < 1) ? 1 : slow_p;
if(m_fast_period > m_slow_period)
{
int temp=m_fast_period;
m_fast_period=m_slow_period;
m_slow_period=temp;
}
m_signal_period = (signal_p < 1) ? 1 : signal_p;
m_source_ma_type = src_ma;
m_signal_ma_type = sig_ma;
return true;
}
//+------------------------------------------------------------------+
//| CMACDCalculator: Main Calculation Method (CORRECTED LOGIC) |
//+------------------------------------------------------------------+
void CMACDCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[], double &signal_line[], double &histogram[])
{
int start_pos = m_slow_period + m_signal_period - 2;
if(rates_total <= start_pos)
return;
if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
return;
double fast_ma[], slow_ma[];
ArrayResize(fast_ma, rates_total);
ArrayResize(slow_ma, rates_total);
//--- STEP 1: Calculate Fast MA
for(int i = m_fast_period - 1; i < rates_total; i++)
{
switch(m_source_ma_type)
{
case MODE_EMA:
case MODE_SMMA:
if(i == m_fast_period - 1)
{
double sum=0;
for(int j=0; j<m_fast_period; j++)
sum+=m_price[i-j];
fast_ma[i]=sum/m_fast_period;
}
else
{
if(m_source_ma_type==MODE_EMA)
{
double pr=2.0/(m_fast_period+1.0);
fast_ma[i]=m_price[i]*pr+fast_ma[i-1]*(1.0-pr);
}
else
fast_ma[i]=(fast_ma[i-1]*(m_fast_period-1)+m_price[i])/m_fast_period;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_fast_period; j++) {int w=m_fast_period-j; sum+=m_price[i-j]*w; w_sum+=w;} if(w_sum>0) fast_ma[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_fast_period; j++) sum+=m_price[i-j]; fast_ma[i]=sum/m_fast_period;}
break;
}
}
//--- STEP 2: Calculate Slow MA
for(int i = m_slow_period - 1; i < rates_total; i++)
{
switch(m_source_ma_type)
{
case MODE_EMA:
case MODE_SMMA:
if(i == m_slow_period - 1)
{
double sum=0;
for(int j=0; j<m_slow_period; j++)
sum+=m_price[i-j];
slow_ma[i]=sum/m_slow_period;
}
else
{
if(m_source_ma_type==MODE_EMA)
{
double pr=2.0/(m_slow_period+1.0);
slow_ma[i]=m_price[i]*pr+slow_ma[i-1]*(1.0-pr);
}
else
slow_ma[i]=(slow_ma[i-1]*(m_slow_period-1)+m_price[i])/m_slow_period;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_slow_period; j++) {int w=m_slow_period-j; sum+=m_price[i-j]*w; w_sum+=w;} if(w_sum>0) slow_ma[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_slow_period; j++) sum+=m_price[i-j]; slow_ma[i]=sum/m_slow_period;}
break;
}
}
//--- STEP 3: Calculate MACD Line
for(int i = m_slow_period - 1; i < rates_total; i++)
{
macd_line[i] = fast_ma[i] - slow_ma[i];
}
//--- STEP 4: Calculate Signal Line
int signal_start_pos = m_slow_period + m_signal_period - 2;
for(int i = signal_start_pos; i < rates_total; i++)
{
switch(m_signal_ma_type)
{
case MODE_EMA:
case MODE_SMMA:
if(i == signal_start_pos)
{
double sum=0;
for(int j=0; j<m_signal_period; j++)
sum+=macd_line[i-j];
signal_line[i]=sum/m_signal_period;
}
else
{
if(m_signal_ma_type==MODE_EMA)
{
double pr=2.0/(m_signal_period+1.0);
signal_line[i]=macd_line[i]*pr+signal_line[i-1]*(1.0-pr);
}
else
signal_line[i]=(signal_line[i-1]*(m_signal_period-1)+macd_line[i])/m_signal_period;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_signal_period; j++) {int w=m_signal_period-j; sum+=macd_line[i-j]*w; w_sum+=w;} if(w_sum>0) signal_line[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_signal_period; j++) sum+=macd_line[i-j]; signal_line[i]=sum/m_signal_period;}
break;
}
}
//--- STEP 5: Calculate Histogram
for(int i = signal_start_pos; i < rates_total; i++)
{
histogram[i] = macd_line[i] - signal_line[i];
}
}
//+------------------------------------------------------------------+
//| CMACDCalculator: Prepares the standard source price series. |
//+------------------------------------------------------------------+
bool CMACDCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
ArrayResize(m_price, rates_total);
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: CMACDCalculator_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CMACDCalculator_HA : public CMACDCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
protected:
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
};
//+------------------------------------------------------------------+
//| CMACDCalculator_HA: Prepares the Heikin Ashi source price. |
//+------------------------------------------------------------------+
bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
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);
ArrayResize(m_price, rates_total);
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;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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