//+------------------------------------------------------------------+
//|                                           TDI_CMO_Calculator.mqh |
//|        Calculation engine for TDI based on CMO.                  |
//|                                        Copyright 2025, xxxxxxxx  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"

#include <MyIncludes\HeikinAshi_Tools.mqh>

//+==================================================================+
class CTDICMOCalculator
  {
protected:
   int               m_cmo_period, m_price_period, m_signal_period, m_base_period;
   double            m_std_dev;
   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:
                     CTDICMOCalculator(void) {};
   virtual          ~CTDICMOCalculator(void) {};

   bool              Init(int cmo_p, int price_p, int signal_p, int base_p, double dev);
   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
                               double &price_line_out[], double &signal_line_out[], double &base_line_out[],
                               double &upper_band_out[], double &lower_band_out[]);
  };

//+------------------------------------------------------------------+
bool CTDICMOCalculator::Init(int cmo_p, int price_p, int signal_p, int base_p, double dev)
  {
   m_cmo_period    = (cmo_p < 1) ? 1 : cmo_p;
   m_price_period  = (price_p < 1) ? 1 : price_p;
   m_signal_period = (signal_p < 1) ? 1 : signal_p;
   m_base_period   = (base_p < 1) ? 1 : base_p;
   m_std_dev       = (dev <= 0) ? 1.618 : dev;
   return true;
  }

//+------------------------------------------------------------------+
void CTDICMOCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
                                  double &price_line_out[], double &signal_line_out[], double &base_line_out[],
                                  double &upper_band_out[], double &lower_band_out[])
  {
   if(rates_total <= m_cmo_period + m_base_period)
      return;
   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
      return;

   double cmo_rescaled[];
   ArrayResize(cmo_rescaled, rates_total);

//--- STEP 1: Calculate CMO and rescale it to 0-100 range
   for(int i = m_cmo_period; i < rates_total; i++)
     {
      double sum_up = 0.0, sum_down = 0.0;
      for(int j = 0; j < m_cmo_period; j++)
        {
         double diff = m_price[i - j] - m_price[i - j - 1];
         if(diff > 0.0)
            sum_up += diff;
         else
            sum_down += (-diff);
        }
      double total_sum = sum_up + sum_down;
      double raw_cmo = (total_sum == 0.0) ? 0.0 : 100.0 * (sum_up - sum_down) / total_sum;

      //--- CRITICAL: Rescale CMO from [-100, 100] to [0, 100]
      cmo_rescaled[i] = (raw_cmo + 100.0) / 2.0;
     }

//--- STEP 2: Calculate Price Line (SMA on Rescaled CMO)
   for(int i = m_cmo_period + m_price_period - 2; i < rates_total; i++)
     {
      double sum=0;
      for(int j=0; j<m_price_period; j++)
         sum+=cmo_rescaled[i-j];
      price_line_out[i]=sum/m_price_period;
     }

//--- STEP 3: Calculate Signal Line (SMA on Price Line)
   for(int i = m_cmo_period + m_price_period + m_signal_period - 3; i < rates_total; i++)
     {
      double sum=0;
      for(int j=0; j<m_signal_period; j++)
         sum+=price_line_out[i-j];
      signal_line_out[i]=sum/m_signal_period;
     }

//--- STEP 4: Calculate Base Line (SMA on Price Line)
   for(int i = m_cmo_period + m_price_period + m_base_period - 3; i < rates_total; i++)
     {
      double sum=0;
      for(int j=0; j<m_base_period; j++)
         sum+=price_line_out[i-j];
      base_line_out[i]=sum/m_base_period;
     }

//--- STEP 5: Calculate Volatility Bands (Bollinger Bands on Base Line, using Rescaled CMO data for StdDev)
   int bands_start = m_cmo_period + m_base_period - 2;
   for(int i = bands_start; i < rates_total; i++)
     {
      double std_dev = 0, sum_sq = 0;
      double base_line_ma_on_cmo = 0;
      double sum_cmo = 0;
      for(int j=0; j<m_base_period; j++)
         sum_cmo += cmo_rescaled[i-j];
      base_line_ma_on_cmo = sum_cmo / m_base_period;

      for(int j = 0; j < m_base_period; j++)
         sum_sq += MathPow(cmo_rescaled[i-j] - base_line_ma_on_cmo, 2);
      std_dev = MathSqrt(sum_sq / m_base_period);

      upper_band_out[i] = base_line_out[i] + m_std_dev * std_dev;
      lower_band_out[i] = base_line_out[i] - m_std_dev * std_dev;
     }
  }

// ... (A PreparePriceSeries és a _HA osztály PONTOSAN UGYANAZ MARAD, mint a TDI_Calculator-ban) ...
bool CTDICMOCalculator::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 CTDICMOCalculator_HA : public CTDICMOCalculator
  {
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 CTDICMOCalculator_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;
  }
//+------------------------------------------------------------------+
