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mql5/Include/MyIncludes/MAMA_Calculator.mqh
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//+------------------------------------------------------------------+
//| MAMA_Calculator.mqh |
//| Calculation engine for the John Ehlers' MAMA and FAMA. |
//| 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;
double m_price[];
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_buffer[], double &fama_buffer[]);
};
//+------------------------------------------------------------------+
bool CMAMACalculator::Init(double fast_limit, double slow_limit)
{
m_fast_limit = fast_limit;
m_slow_limit = slow_limit;
return true;
}
//+------------------------------------------------------------------+
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_buffer[], double &fama_buffer[])
{
if(rates_total < 50) // MAMA needs a significant warmup period
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
// --- State variables for full recalculation loop ---
double smooth=0, detrender=0, I1=0, Q1=0;
double jI=0, jQ=0, I2=0, Q2=0, Re=0, Im=0;
double period=0, smooth_period=0, phase=0, delta_phase=0;
double I1_p[7]= {0}, Q1_p[7]= {0}, detrender_p[7]= {0}, smooth_p[5]= {0};
double I2_p[2]= {0}, Q2_p[2]= {0};
double Re_p[2]= {0}, Im_p[2]= {0};
double period_p[2]= {0}, smooth_period_p[2]= {0};
double phase_p[2]= {0};
double mama_prev=0, fama_prev=0;
// --- Full recalculation loop for stability ---
for(int i = 0; i < rates_total; i++)
{
// Shift history
for(int k=6; k>0; k--)
{
I1_p[k]=I1_p[k-1];
Q1_p[k]=Q1_p[k-1];
detrender_p[k]=detrender_p[k-1];
}
for(int k=4; k>0; k--)
{
smooth_p[k]=smooth_p[k-1];
}
I2_p[1]=I2_p[0];
Q2_p[1]=Q2_p[0];
Re_p[1]=Re_p[0];
Im_p[1]=Im_p[0];
period_p[1]=period_p[0];
smooth_period_p[1]=smooth_period_p[0];
phase_p[1]=phase_p[0];
// --- Calculation starts after a few bars ---
if(i > 5)
{
// 1. Smoothing
smooth = (4*m_price[i] + 3*m_price[i-1] + 2*m_price[i-2] + m_price[i-3]) / 10.0;
smooth_p[0] = smooth;
// 2. Detrender (Band-pass filter)
detrender = (0.0962*smooth_p[0] + 0.5769*smooth_p[2] - 0.5769*smooth_p[4] - 0.0962*smooth_p[0]) * (0.075*period_p[1] + 0.54);
detrender_p[0] = detrender;
// 3. InPhase and Quadrature components
Q1 = (0.0962*detrender_p[0] + 0.5769*detrender_p[2] - 0.5769*detrender_p[4] - 0.0962*detrender_p[6]) * (0.075*period_p[1] + 0.54);
I1 = detrender_p[3];
I1_p[0] = I1;
Q1_p[0] = Q1;
// 4. Phase advance
jI = (0.0962*I1_p[0] + 0.5769*I1_p[2] - 0.5769*I1_p[4] - 0.0962*I1_p[6]) * (0.075*period_p[1] + 0.54);
jQ = (0.0962*Q1_p[0] + 0.5769*Q1_p[2] - 0.5769*Q1_p[4] - 0.0962*Q1_p[6]) * (0.075*period_p[1] + 0.54);
// 5. Phasor addition and smoothing
I2 = I1 - jQ;
Q2 = Q1 + jI;
I2 = 0.2*I2 + 0.8*I2_p[1];
Q2 = 0.2*Q2 + 0.8*Q2_p[1];
I2_p[0] = I2;
Q2_p[0] = Q2;
// 6. Homodyne Discriminator
Re = I2*I2_p[1] + Q2*Q2_p[1];
Im = I2*Q2_p[1] - Q2*I2_p[1];
Re = 0.2*Re + 0.8*Re_p[1];
Im = 0.2*Im + 0.8*Im_p[1];
Re_p[0] = Re;
Im_p[0] = Im;
// 7. Cycle Period Measurement
if(Im!=0.0 && Re!=0.0)
period = 360.0 / (atan(Im/Re) * 180.0/M_PI);
if(period > 1.5*period_p[1])
period = 1.5*period_p[1];
if(period < 0.67*period_p[1])
period = 0.67*period_p[1];
if(period < 6)
period = 6;
if(period > 50)
period = 50;
period = 0.2*period + 0.8*period_p[1];
smooth_period = 0.33*period + 0.67*smooth_period_p[1];
period_p[0] = period;
smooth_period_p[0] = smooth_period;
// 8. Delta Phase
if(I1 != 0.0)
phase = atan(Q1/I1) * 180.0/M_PI;
delta_phase = phase_p[1] - phase;
if(delta_phase < 1.0)
delta_phase = 1.0;
phase_p[0] = phase;
// 9. Adaptive Alpha
double alpha = m_fast_limit / delta_phase;
if(alpha < m_slow_limit)
alpha = m_slow_limit;
// 10. MAMA and FAMA Calculation
mama_buffer[i] = alpha * m_price[i] + (1.0 - alpha) * mama_prev;
fama_buffer[i] = 0.5 * alpha * mama_buffer[i] + (1.0 - 0.5 * alpha) * fama_prev;
}
else
{
mama_buffer[i] = m_price[i];
fama_buffer[i] = m_price[i];
}
mama_prev = mama_buffer[i];
fama_prev = fama_buffer[i];
}
}
//+------------------------------------------------------------------+
bool CMAMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_CLOSE:
ArrayCopy(m_price, close, 0, 0, rates_total);
break;
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]+close[i]+close[i])/4.0;
break;
default:
return false;
}
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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;
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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);
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_CLOSE:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
break;
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]+ha_close[i]+ha_close[i])/4.0;
break;
default:
return false;
}
return true;
}
//+------------------------------------------------------------------+
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