mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
Toh4iem9
87 lines
3.7 KiB
Plaintext
87 lines
3.7 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| Gaussian_Momentum_Advanced_Calculator.mqh |
|
|
//| Advanced Engine: Gaussian Momentum + Signal Line. |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
|
|
#include <MyIncludes\Gaussian_Filter_Calculator.mqh>
|
|
#include <MyIncludes\MovingAverage_Engine.mqh>
|
|
|
|
//+==================================================================+
|
|
//| CLASS: CGaussianMomentumAdvancedCalculator |
|
|
//+==================================================================+
|
|
class CGaussianMomentumAdvancedCalculator
|
|
{
|
|
protected:
|
|
//--- Composition
|
|
CGaussianFilterCalculator *m_mom_calc;
|
|
CMovingAverageCalculator m_sig_calc;
|
|
|
|
public:
|
|
CGaussianMomentumAdvancedCalculator(void);
|
|
virtual ~CGaussianMomentumAdvancedCalculator(void);
|
|
|
|
bool Init(int mom_period, int sig_period, ENUM_MA_TYPE sig_type, bool use_ha);
|
|
|
|
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 &mom_buffer[], double &sig_buffer[]);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Constructor |
|
|
//+------------------------------------------------------------------+
|
|
CGaussianMomentumAdvancedCalculator::CGaussianMomentumAdvancedCalculator(void) : m_mom_calc(NULL)
|
|
{
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Destructor |
|
|
//+------------------------------------------------------------------+
|
|
CGaussianMomentumAdvancedCalculator::~CGaussianMomentumAdvancedCalculator(void)
|
|
{
|
|
if(CheckPointer(m_mom_calc) != POINTER_INVALID)
|
|
delete m_mom_calc;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Init |
|
|
//+------------------------------------------------------------------+
|
|
bool CGaussianMomentumAdvancedCalculator::Init(int mom_period, int sig_period, ENUM_MA_TYPE sig_type, bool use_ha)
|
|
{
|
|
// Instantiate correct momentum calculator
|
|
if(use_ha)
|
|
m_mom_calc = new CGaussianFilterCalculator_HA();
|
|
else
|
|
m_mom_calc = new CGaussianFilterCalculator();
|
|
|
|
// Init Momentum (SOURCE_MOMENTUM mode)
|
|
if(!m_mom_calc.Init(mom_period, SOURCE_MOMENTUM))
|
|
return false;
|
|
|
|
// Init Signal
|
|
if(!m_sig_calc.Init(sig_period, sig_type))
|
|
return false;
|
|
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Main Calculation |
|
|
//+------------------------------------------------------------------+
|
|
void CGaussianMomentumAdvancedCalculator::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 &mom_buffer[], double &sig_buffer[])
|
|
{
|
|
if(CheckPointer(m_mom_calc) == POINTER_INVALID)
|
|
return;
|
|
|
|
// 1. Calculate Momentum
|
|
m_mom_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, mom_buffer);
|
|
|
|
// 2. Calculate Signal Line
|
|
// Offset: 2 (Gaussian Filter warmup)
|
|
m_sig_calc.CalculateOnArray(rates_total, prev_calculated, mom_buffer, sig_buffer, 2);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|