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174 lines
7.4 KiB
Plaintext
174 lines
7.4 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MACD_MAMA_Calculator.mqh |
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//| MACD calculation using MAMA and FAMA. |
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//| VERSION 1.10: Added Histogram/Line Only wrappers. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#include <MyIncludes\MAMA_Calculator.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS 1: CMACDMAMACalculator (Base) |
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//+==================================================================+
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class CMACDMAMACalculator
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{
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protected:
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//--- Composition
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CMAMACalculator *m_mama_engine;
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CMovingAverageCalculator m_signal_engine;
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//--- Internal Buffers
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double m_mama_buf[];
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double m_fama_buf[];
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double m_macd_buf[];
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double m_signal_buf[];
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double m_hist_buf[];
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virtual void CreateMAMAEngine(void);
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public:
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CMACDMAMACalculator(void);
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virtual ~CMACDMAMACalculator(void);
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bool Init(double fast_limit, double slow_limit, int signal_period, ENUM_MA_TYPE signal_method);
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//--- Main Calculation
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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[],
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double &macd_out[], double &signal_out[], double &hist_out[]);
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//--- Wrappers
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void CalculateHistogramOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &hist_out[]);
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void CalculateMACDLineOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &macd_out[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CMACDMAMACalculator::CMACDMAMACalculator(void)
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{
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m_mama_engine = NULL;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CMACDMAMACalculator::~CMACDMAMACalculator(void)
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{
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if(CheckPointer(m_mama_engine) != POINTER_INVALID)
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delete m_mama_engine;
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}
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//+------------------------------------------------------------------+
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//| Factory Method |
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//+------------------------------------------------------------------+
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void CMACDMAMACalculator::CreateMAMAEngine(void)
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{
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m_mama_engine = new CMAMACalculator();
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CMACDMAMACalculator::Init(double fast_limit, double slow_limit, int signal_period, ENUM_MA_TYPE signal_method)
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{
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CreateMAMAEngine();
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if(CheckPointer(m_mama_engine) == POINTER_INVALID || !m_mama_engine.Init(fast_limit, slow_limit))
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return false;
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if(!m_signal_engine.Init(signal_period, signal_method))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//+------------------------------------------------------------------+
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void CMACDMAMACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &macd_out[], double &signal_out[], double &hist_out[])
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{
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if(rates_total < 50)
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return;
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// Resize internal buffers
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if(ArraySize(m_mama_buf) != rates_total)
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{
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ArrayResize(m_mama_buf, rates_total);
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ArrayResize(m_fama_buf, rates_total);
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ArrayResize(m_macd_buf, rates_total);
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ArrayResize(m_signal_buf, rates_total);
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ArrayResize(m_hist_buf, rates_total);
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}
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// 1. Calculate MAMA and FAMA
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m_mama_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_mama_buf, m_fama_buf);
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// 2. Calculate MACD Line (MAMA - FAMA)
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int loop_start = MathMax(50, start_index); // MAMA warmup
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for(int i = loop_start; i < rates_total; i++)
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{
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m_macd_buf[i] = m_mama_buf[i] - m_fama_buf[i];
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}
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// 3. Calculate Signal Line
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_buf, m_signal_buf, 50);
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// 4. Calculate Histogram & Output
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for(int i = loop_start; i < rates_total; i++)
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{
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m_hist_buf[i] = m_macd_buf[i] - m_signal_buf[i];
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if(ArraySize(macd_out) == rates_total)
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macd_out[i] = m_macd_buf[i];
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if(ArraySize(signal_out) == rates_total)
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signal_out[i] = m_signal_buf[i];
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if(ArraySize(hist_out) == rates_total)
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hist_out[i] = m_hist_buf[i];
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate Histogram Only |
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//+------------------------------------------------------------------+
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void CMACDMAMACalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &hist_out[])
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{
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double dummy_macd[], dummy_signal[];
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Calculate(rates_total, prev_calculated, price_type, open, high, low, close, dummy_macd, dummy_signal, hist_out);
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}
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//+------------------------------------------------------------------+
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//| Calculate MACD Line Only |
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//+------------------------------------------------------------------+
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void CMACDMAMACalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &macd_out[])
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{
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double dummy_signal[], dummy_hist[];
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Calculate(rates_total, prev_calculated, price_type, open, high, low, close, macd_out, dummy_signal, dummy_hist);
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}
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//+==================================================================+
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//| CLASS 2: CMACDMAMACalculator_HA |
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//+==================================================================+
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class CMACDMAMACalculator_HA : public CMACDMAMACalculator
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{
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protected:
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virtual void CreateMAMAEngine(void) override;
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};
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//+------------------------------------------------------------------+
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//| Factory Override |
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//+------------------------------------------------------------------+
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void CMACDMAMACalculator_HA::CreateMAMAEngine(void)
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{
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m_mama_engine = new CMAMACalculator_HA();
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}
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//+------------------------------------------------------------------+
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