137 lines
2.9 KiB
MQL5
137 lines
2.9 KiB
MQL5
/**
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* @file SMMA - Concrete Streaming Smoothed Moving Average indicator using synchronized time-series events and smoothed averaging.
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* @deps IndicatorBase.mqh, BarSeriesBuffer.mqh, SmoothedAverage.mqh
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* @state Stateful (Orchestrates time-series buffers and recursive smoothed average calculations across ticks)
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* @io Source struct pricing tick -> Updates smoothed average and underlying time buffers | Request offset index -> Returns historical SMMA double value
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* @note AI-assisted code. Independently review and test in a demo environment before live production trading.
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*/
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#ifndef __SMMA_MQH__
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#define __SMMA_MQH__
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#include "IndicatorBase.mqh"
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#include "..\\Algorithms\\SmoothedAverage.mqh"
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#include "..\\Storage\\BarSeriesBuffer.mqh"
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class SMMA : public IndicatorBase
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{
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private:
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int m_period;
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double m_alpha;
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CBarSeriesBuffer m_input;
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CBarSeriesBuffer m_main;
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public:
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static const int MAIN;
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SMMA()
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{
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m_period = 0;
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m_alpha = 0.0;
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}
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~SMMA()
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{
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}
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void SetParameters(const int period)
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{
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m_period = period;
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}
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virtual bool Init()
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{
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if(m_period <= 0)
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return(false);
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if(m_maxBarsBack == 0)
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m_maxBarsBack = m_period;
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if(m_maxBarsBack <= 0)
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return(false);
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m_alpha = 1.0 / m_period;
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if(!m_input.Init(m_period))
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return(false);
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if(!m_main.Init(m_maxBarsBack))
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return(false);
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return(true);
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}
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virtual void Reset()
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{
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m_input.Reset();
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m_main.Reset();
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}
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virtual void DeInit()
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{
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Reset();
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}
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virtual void Update(const Source &src)
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{
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ESeriesEvent event = m_input.Update(src.time, src.value);
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double result = src.value;
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switch(event)
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{
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case SERIES_FIRST_SAMPLE:
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break;
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case SERIES_APPEND:
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{
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double previous;
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if(m_main.At(0, previous))
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result = SmoothedAverage(src.value, previous, m_alpha);
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break;
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}
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case SERIES_REPLACE_LAST:
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{
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double previous;
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if(m_main.At(1, previous))
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result = SmoothedAverage(src.value, previous, m_alpha);
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break;
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}
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case SERIES_RESET:
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m_main.Reset();
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break;
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}
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m_main.Update(src.time, result);
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}
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virtual double GetValue(const int index,
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const int lineIndex = 0) const
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{
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if(lineIndex != MAIN)
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return(m_errorValue);
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double value;
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if(!m_main.At(index, value))
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return(m_errorValue);
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return(value);
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}
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};
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const int SMMA::MAIN = 0;
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#endif // __SMMA_MQH__
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//+------------------------------------------------------------------+
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