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mql5/Include/MyIncludes/MAMA_Calculator.mqh
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//+------------------------------------------------------------------+
//| MAMA_Calculator.mqh |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.41" // Verified complete scope alignment and chronological safeguards for all 16 dynamic arrays
#ifndef MAMA_CALCULATOR_MQH
#define MAMA_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| CLASS 1: CMAMACalculator (Base Class) |
//+==================================================================+
class CMAMACalculator
{
protected:
double m_fast_limit;
double m_slow_limit;
//--- Persistent Buffers for Incremental Calculation
double m_price[];
//--- Internal State Buffers
double m_smooth_buf[];
double m_detrender_buf[];
double m_I1_buf[], m_Q1_buf[];
double m_jI_buf[], m_jQ_buf[];
double m_I2_buf[], m_Q2_buf[];
double m_Re_buf[], m_Im_buf[];
double m_period_buf[];
double m_smooth_period_buf[];
double m_phase_buf[];
double m_mama_buf[];
double m_fama_buf[];
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[]);
public:
CMAMACalculator(void) {};
virtual ~CMAMACalculator(void) {};
bool Init(double fast_limit, double slow_limit);
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 &mama_buffer[], double &fama_buffer[]);
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CMAMACalculator::Init(double fast_limit, double slow_limit)
{
m_fast_limit = fast_limit;
m_slow_limit = slow_limit;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CMAMACalculator::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 &mama_buffer[], double &fama_buffer[])
{
if(rates_total < 50)
return;
//--- 1. Determine Start Index
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- 2. Resize Internal Buffers & force strict chronological indexing (false)
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_smooth_buf, rates_total);
ArrayResize(m_detrender_buf, rates_total);
ArrayResize(m_I1_buf, rates_total);
ArrayResize(m_Q1_buf, rates_total);
ArrayResize(m_jI_buf, rates_total);
ArrayResize(m_jQ_buf, rates_total);
ArrayResize(m_I2_buf, rates_total);
ArrayResize(m_Q2_buf, rates_total);
ArrayResize(m_Re_buf, rates_total);
ArrayResize(m_Im_buf, rates_total);
ArrayResize(m_period_buf, rates_total);
ArrayResize(m_smooth_period_buf, rates_total);
ArrayResize(m_phase_buf, rates_total);
ArrayResize(m_mama_buf, rates_total);
ArrayResize(m_fama_buf, rates_total);
ArraySetAsSeries(m_price, false);
ArraySetAsSeries(m_smooth_buf, false);
ArraySetAsSeries(m_detrender_buf, false);
ArraySetAsSeries(m_I1_buf, false);
ArraySetAsSeries(m_Q1_buf, false);
ArraySetAsSeries(m_jI_buf, false);
ArraySetAsSeries(m_jQ_buf, false);
ArraySetAsSeries(m_I2_buf, false);
ArraySetAsSeries(m_Q2_buf, false);
ArraySetAsSeries(m_Re_buf, false);
ArraySetAsSeries(m_Im_buf, false);
ArraySetAsSeries(m_period_buf, false);
ArraySetAsSeries(m_smooth_period_buf, false);
ArraySetAsSeries(m_phase_buf, false);
ArraySetAsSeries(m_mama_buf, false);
ArraySetAsSeries(m_fama_buf, false);
}
//--- 3. Prepare Price (Optimized)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 4. Main Loop (Incremental)
int i = start_index;
// Initialization
if(i < 7)
{
for(int k=0; k<7; k++)
{
if(k >= rates_total)
break;
m_smooth_buf[k] = 0;
m_detrender_buf[k] = 0;
m_I1_buf[k] = 0;
m_Q1_buf[k] = 0;
m_jI_buf[k] = 0;
m_jQ_buf[k] = 0;
m_I2_buf[k] = 0;
m_Q2_buf[k] = 0;
m_Re_buf[k] = 0;
m_Im_buf[k] = 0;
m_period_buf[k] = 0;
m_smooth_period_buf[k] = 0;
m_phase_buf[k] = 0;
m_mama_buf[k] = m_price[k];
m_fama_buf[k] = m_price[k];
mama_buffer[k] = m_price[k];
fama_buffer[k] = m_price[k];
}
i = 7;
}
for(; i < rates_total; i++)
{
// 1. Smoothing
m_smooth_buf[i] = (4*m_price[i] + 3*m_price[i-1] + 2*m_price[i-2] + m_price[i-3]) / 10.0;
// 2. Detrender
double period_prev = m_period_buf[i-1];
m_detrender_buf[i] = (0.0962*m_smooth_buf[i] + 0.5769*m_smooth_buf[i-2] - 0.5769*m_smooth_buf[i-4] - 0.0962*m_smooth_buf[i-6]) * (0.075*period_prev + 0.54);
// 3. InPhase and Quadrature
m_Q1_buf[i] = (0.0962*m_detrender_buf[i] + 0.5769*m_detrender_buf[i-2] - 0.5769*m_detrender_buf[i-4] - 0.0962*m_detrender_buf[i-6]) * (0.075*period_prev + 0.54);
m_I1_buf[i] = m_detrender_buf[i-3];
// 4. Phase advance
m_jI_buf[i] = (0.0962*m_I1_buf[i] + 0.5769*m_I1_buf[i-2] - 0.5769*m_I1_buf[i-4] - 0.0962*m_I1_buf[i-6]) * (0.075*period_prev + 0.54);
m_jQ_buf[i] = (0.0962*m_Q1_buf[i] + 0.5769*m_Q1_buf[i-2] - 0.5769*m_Q1_buf[i-4] - 0.0962*m_Q1_buf[i-6]) * (0.075*period_prev + 0.54);
// 5. Phasor addition
double I2 = m_I1_buf[i] - m_jQ_buf[i];
double Q2 = m_Q1_buf[i] + m_jI_buf[i];
m_I2_buf[i] = 0.2*I2 + 0.8*m_I2_buf[i-1];
m_Q2_buf[i] = 0.2*Q2 + 0.8*m_Q2_buf[i-1];
// 6. Homodyne Discriminator
double Re = m_I2_buf[i]*m_I2_buf[i-1] + m_Q2_buf[i]*m_Q2_buf[i-1];
double Im = m_I2_buf[i]*m_Q2_buf[i-1] - m_Q2_buf[i]*m_I2_buf[i-1];
m_Re_buf[i] = 0.2*Re + 0.8*m_Re_buf[i-1];
m_Im_buf[i] = 0.2*Im + 0.8*m_Im_buf[i-1];
// 7. Cycle Period
double period = 0;
if(m_Im_buf[i]!=0.0 && m_Re_buf[i]!=0.0)
period = 360.0 / (atan(m_Im_buf[i]/m_Re_buf[i]) * 180.0/M_PI);
if(period > 1.5*m_period_buf[i-1])
period = 1.5*m_period_buf[i-1];
if(period < 0.67*m_period_buf[i-1])
period = 0.67*m_period_buf[i-1];
if(period < 6)
period = 6;
if(period > 50)
period = 50;
m_period_buf[i] = 0.2*period + 0.8*m_period_buf[i-1];
m_smooth_period_buf[i] = 0.33*m_period_buf[i] + 0.67*m_smooth_period_buf[i-1];
// 8. Delta Phase
double phase = 0;
if(m_I1_buf[i] != 0.0)
phase = atan(m_Q1_buf[i]/m_I1_buf[i]) * 180.0/M_PI;
double delta_phase = m_phase_buf[i-1] - phase;
if(delta_phase < 1.0)
delta_phase = 1.0;
m_phase_buf[i] = phase;
// 9. Adaptive Alpha
double alpha = m_fast_limit / delta_phase;
if(alpha < m_slow_limit)
alpha = m_slow_limit;
// 10. MAMA and FAMA
m_mama_buf[i] = alpha * m_price[i] + (1.0 - alpha) * m_mama_buf[i-1];
m_fama_buf[i] = 0.5 * alpha * m_mama_buf[i] + (1.0 - 0.5 * alpha) * m_fama_buf[i-1];
mama_buffer[i] = m_mama_buf[i];
fama_buffer[i] = m_fama_buf[i];
}
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CMAMACalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
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]+2.0*close[i])/4.0;
break;
default:
m_price[i] = close[i];
break;
}
}
return true;
}
//+==================================================================+
//| CLASS 2: CMAMACalculator_HA (Heikin Ashi) |
//+==================================================================+
class CMAMACalculator_HA : public CMAMACalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
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;
};
//+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+
bool CMAMACalculator_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 and force chronological sorting
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);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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]+2.0*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
break;
}
}
return true;
}
#endif // MAMA_CALCULATOR_MQH
//+------------------------------------------------------------------+
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