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refactor(indicators): Optimized for incremental calculation
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Toh4iem9
@@ -1,118 +1,143 @@
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//+------------------------------------------------------------------+
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//| Stochastic_CMO_Slow_Calculator.mqh |
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//| Engine for Slow Stochastic applied to CMO data. |
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//| VERSION 2.00: Optimized for incremental calculation. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\CMO_Calculator.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS: CStochasticCMOSlowCalculator |
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//+==================================================================+
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class CStochasticCMOSlowCalculator
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{
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protected:
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int m_cmo_period, m_k_period, m_d_period, m_slowing_period;
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ENUM_MA_METHOD m_slowing_ma_type, m_d_ma_type;
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int m_cmo_period, m_k_period;
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//--- Engines
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CCMOCalculator *m_cmo_calculator;
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CMovingAverageCalculator m_slowing_engine;
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CMovingAverageCalculator m_signal_engine;
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//--- Persistent Buffers
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double m_cmo_buffer[];
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double m_raw_k[];
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos);
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virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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public:
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CStochasticCMOSlowCalculator(void);
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virtual ~CStochasticCMOSlowCalculator(void);
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bool Init(int cmo_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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//--- Init now takes ENUM_MA_TYPE for both smoothings
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bool Init(int cmo_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
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//--- Updated: Accepts prev_calculated
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &k_buffer[], double &d_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| |
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//| Constructor |
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//+------------------------------------------------------------------+
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class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator
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CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void)
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{
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public:
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CStochasticCMOSlowCalculator_HA(void);
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};
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//+==================================================================+
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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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m_cmo_calculator = new CCMOCalculator();
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}
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//+------------------------------------------------------------------+
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//| |
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//| Destructor |
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//+------------------------------------------------------------------+
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CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void) { m_cmo_calculator = new CCMOCalculator(); }
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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CStochasticCMOSlowCalculator::~CStochasticCMOSlowCalculator(void) { if(CheckPointer(m_cmo_calculator) != POINTER_INVALID) delete m_cmo_calculator; }
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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CStochasticCMOSlowCalculator_HA::CStochasticCMOSlowCalculator_HA(void)
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CStochasticCMOSlowCalculator::~CStochasticCMOSlowCalculator(void)
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{
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if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
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delete m_cmo_calculator;
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m_cmo_calculator = new CCMOCalculator_HA();
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}
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//+------------------------------------------------------------------+
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//| |
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//| Init |
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//+------------------------------------------------------------------+
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bool CStochasticCMOSlowCalculator::Init(int cmo_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma)
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bool CStochasticCMOSlowCalculator::Init(int cmo_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma)
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{
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m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
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m_k_period = (k_p < 1) ? 1 : k_p;
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m_slowing_period = (slow_p < 1) ? 1 : slow_p;
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m_slowing_ma_type = slow_ma;
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m_d_period = (d_p < 1) ? 1 : d_p;
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m_d_ma_type = d_ma;
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m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
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m_k_period = (k_p < 1) ? 1 : k_p;
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if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
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return false;
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return m_cmo_calculator.Init(m_cmo_period);
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if(!m_cmo_calculator.Init(m_cmo_period))
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return false;
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if(!m_slowing_engine.Init(slow_p, slow_ma))
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return false;
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if(!m_signal_engine.Init(d_p, d_ma))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CStochasticCMOSlowCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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void CStochasticCMOSlowCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &k_buffer[], double &d_buffer[])
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{
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if(rates_total <= m_cmo_period + m_k_period + m_slowing_period + m_d_period)
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// Minimum bars check
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int min_bars = m_cmo_period + m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod();
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if(rates_total <= min_bars)
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return;
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if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
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return;
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double cmo_buffer[];
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ArrayResize(cmo_buffer, rates_total);
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m_cmo_calculator.Calculate(rates_total, price_type, open, high, low, close, cmo_buffer);
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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double raw_k[];
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ArrayResize(raw_k, rates_total);
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int raw_k_start = m_cmo_period + m_k_period - 2;
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for(int i = raw_k_start; i < rates_total; i++)
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// Resize Buffers
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if(ArraySize(m_cmo_buffer) != rates_total)
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{
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double highest_cmo = Highest(cmo_buffer, m_k_period, i);
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double lowest_cmo = Lowest(cmo_buffer, m_k_period, i);
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double range = highest_cmo - lowest_cmo;
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if(range > 0.00001)
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raw_k[i] = (cmo_buffer[i] - lowest_cmo) / range * 100.0;
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else
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raw_k[i] = (i > 0) ? raw_k[i-1] : 50.0;
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ArrayResize(m_cmo_buffer, rates_total);
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ArrayResize(m_raw_k, rates_total);
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}
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int k_slow_start = m_cmo_period + m_k_period + m_slowing_period - 3;
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CalculateMA(raw_k, k_buffer, m_slowing_period, m_slowing_ma_type, k_slow_start);
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type))
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return;
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int d_start = k_slow_start + m_d_period - 1;
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CalculateMA(k_buffer, d_buffer, m_d_period, m_d_ma_type, d_start);
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//--- 1. Calculate CMO (Incremental)
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// Note: CMO Calculator handles its own incremental logic
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m_cmo_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
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//--- 2. Calculate Raw %K (Fast %K) on CMO
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// CMO valid from: m_cmo_period
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// Raw %K valid from: m_cmo_period + m_k_period - 1
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int raw_k_start = m_cmo_period + m_k_period - 1;
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int loop_start_k = MathMax(raw_k_start, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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double highest_cmo = Highest(m_cmo_buffer, m_k_period, i);
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double lowest_cmo = Lowest(m_cmo_buffer, m_k_period, i);
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double range = highest_cmo - lowest_cmo;
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if(range > 0.00001)
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m_raw_k[i] = (m_cmo_buffer[i] - lowest_cmo) / range * 100.0;
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else
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m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
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}
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//--- 3. Calculate Slow %K (Main Line) using Slowing Engine
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m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start);
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//--- 4. Calculate %D (Signal Line) using Signal Engine
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int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1;
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset);
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}
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//+------------------------------------------------------------------+
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//| |
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//| Highest |
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//+------------------------------------------------------------------+
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double CStochasticCMOSlowCalculator::Highest(const double &array[], int period, int current_pos)
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{
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@@ -129,7 +154,7 @@ double CStochasticCMOSlowCalculator::Highest(const double &array[], int period,
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}
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//+------------------------------------------------------------------+
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//| |
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//| Lowest |
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//+------------------------------------------------------------------+
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double CStochasticCMOSlowCalculator::Lowest(const double &array[], int period, int current_pos)
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{
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@@ -145,76 +170,33 @@ double CStochasticCMOSlowCalculator::Lowest(const double &array[], int period, i
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Prepare Source Data (Standard) |
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//+------------------------------------------------------------------+
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bool CStochasticCMOSlowCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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// This method is just a placeholder for the base class.
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// The CMO calculator handles its own data preparation internally.
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CStochasticCMOSlowCalculator_HA |
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//+==================================================================+
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class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator
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{
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public:
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CStochasticCMOSlowCalculator_HA(void);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CStochasticCMOSlowCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos)
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CStochasticCMOSlowCalculator_HA::CStochasticCMOSlowCalculator_HA(void)
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{
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for(int i = start_pos; i < ArraySize(source_array); i++)
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{
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switch(method)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == start_pos)
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{
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double sum=0;
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int count=0;
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for(int j=0; j<period; j++)
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{
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if(source_array[i-j] != EMPTY_VALUE)
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{
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sum+=source_array[i-j];
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count++;
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}
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}
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if(count > 0)
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dest_array[i]=sum/count;
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}
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else
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{
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if(method==MODE_EMA)
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{
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double pr=2.0/(period+1.0);
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dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr);
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}
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else
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dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period;
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}
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break;
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case MODE_LWMA:
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{
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double sum=0, w_sum=0;
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for(int j=0; j<period; j++)
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{
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if(source_array[i-j] == EMPTY_VALUE)
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continue;
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int w=period-j;
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sum+=source_array[i-j]*w;
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w_sum+=w;
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}
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if(w_sum>0)
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dest_array[i]=sum/w_sum;
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}
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break;
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default: // SMA
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{
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double sum=0;
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int count=0;
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for(int j=0; j<period; j++)
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{
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if(source_array[i-j] != EMPTY_VALUE)
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{
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sum+=source_array[i-j];
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count++;
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}
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}
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if(count > 0)
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dest_array[i]=sum/count;
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}
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break;
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}
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}
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if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
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delete m_cmo_calculator;
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// Use HA version of CMO calculator
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m_cmo_calculator = new CCMOCalculator_HA();
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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