HMAInclude.mqh

#property copyright "2023, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict

class CHull
{
   private :
      int    m_fullPeriod;
      int    m_halfPeriod;
      int    m_sqrtPeriod;
      int    m_arraySize;
      double m_weight1;
      double m_weight2;
      double m_weight3;
      struct sHullArrayStruct
         {
            double value;
            double value3;
            double wsum1;
            double wsum2;
            double wsum3;
            double lsum1;
            double lsum2;
            double lsum3;
         };
      sHullArrayStruct m_array[];
   
   public :
      CHull() : m_fullPeriod(1), m_halfPeriod(1), m_sqrtPeriod(1), m_arraySize(-1) {                     }
     ~CHull()                                                                      { ArrayFree(m_array); }
     
      ///
      ///
      ///
     
      bool init(int period, double divisor)
      {
            m_fullPeriod = (int)(period>1 ? period : 1);   
            m_halfPeriod = (int)(m_fullPeriod>1 ? m_fullPeriod/(divisor>1 ? divisor : 1) : 1);
            m_sqrtPeriod = (int) MathSqrt(m_fullPeriod);
            m_arraySize  = -1; m_weight1 = m_weight2 = m_weight3 = 1;
               return(true);
      }
      
      //
      //
      //
      
      double calculate( double value, int i, int bars)
      {
         if (m_arraySize<bars) { m_arraySize = ArrayResize(m_array,bars+500); if (m_arraySize<bars) return(0); }
            
            //
            //
            //
             
            m_array[i].value=value;
            if (i>m_fullPeriod)
            {
               m_array[i].wsum1 = m_array[i-1].wsum1+value*m_halfPeriod-m_array[i-1].lsum1;
               m_array[i].lsum1 = m_array[i-1].lsum1+value-m_array[i-m_halfPeriod].value;
               m_array[i].wsum2 = m_array[i-1].wsum2+value*m_fullPeriod-m_array[i-1].lsum2;
               m_array[i].lsum2 = m_array[i-1].lsum2+value-m_array[i-m_fullPeriod].value;
            }
            else
            {
               m_array[i].wsum1 = m_array[i].wsum2 =
               m_array[i].lsum1 = m_array[i].lsum2 = m_weight1 = m_weight2 = 0;
               for(int k=0, w1=m_halfPeriod, w2=m_fullPeriod; w2>0 && i>=k; k++, w1--, w2--)
               {
                  if (w1>0)
                  {
                     m_array[i].wsum1 += m_array[i-k].value*w1;
                     m_array[i].lsum1 += m_array[i-k].value;
                     m_weight1        += w1;
                  }                  
                  m_array[i].wsum2 += m_array[i-k].value*w2;
                  m_array[i].lsum2 += m_array[i-k].value;
                  m_weight2        += w2;
               }
            }
            m_array[i].value3=2.0*m_array[i].wsum1/m_weight1-m_array[i].wsum2/m_weight2;
         
            // 
            //---
            //
         
            if (i>m_sqrtPeriod)
            {
               m_array[i].wsum3 = m_array[i-1].wsum3+m_array[i].value3*m_sqrtPeriod-m_array[i-1].lsum3;
               m_array[i].lsum3 = m_array[i-1].lsum3+m_array[i].value3-m_array[i-m_sqrtPeriod].value3;
            }
            else
            {  
               m_array[i].wsum3 =
               m_array[i].lsum3 = m_weight3 = 0;
               for(int k=0, w3=m_sqrtPeriod; w3>0 && i>=k; k++, w3--)
               {
                  m_array[i].wsum3 += m_array[i-k].value3*w3;
                  m_array[i].lsum3 += m_array[i-k].value3;
                  m_weight3        += w3;
               }
            }         
         return(m_array[i].wsum3/m_weight3);
      }
};
CHull iHull;

double getPrice(ENUM_APPLIED_PRICE tprice, const double &open[], const double &high[], const double &low[], const double &close[], int i)
{
   switch(tprice)
   {
      case PRICE_CLOSE:     return(close[i]);
      case PRICE_OPEN:      return(open[i]);
      case PRICE_HIGH:      return(high[i]);
      case PRICE_LOW:       return(low[i]);
      case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);
      case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);
      case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);
   }
   return(0);
}