diff --git a/Include/MyIncludes/Stochastic_CMO_Slow_Calculator.mqh b/Include/MyIncludes/Stochastic_CMO_Slow_Calculator.mqh index 5a6992d..d095af7 100644 --- a/Include/MyIncludes/Stochastic_CMO_Slow_Calculator.mqh +++ b/Include/MyIncludes/Stochastic_CMO_Slow_Calculator.mqh @@ -1,118 +1,143 @@ //+------------------------------------------------------------------+ //| Stochastic_CMO_Slow_Calculator.mqh | -//| Engine for Slow Stochastic applied to CMO data. | +//| VERSION 2.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include +#include +//+==================================================================+ +//| CLASS: CStochasticCMOSlowCalculator | //+==================================================================+ class CStochasticCMOSlowCalculator { protected: - int m_cmo_period, m_k_period, m_d_period, m_slowing_period; - ENUM_MA_METHOD m_slowing_ma_type, m_d_ma_type; + int m_cmo_period, m_k_period; + + //--- Engines CCMOCalculator *m_cmo_calculator; + CMovingAverageCalculator m_slowing_engine; + CMovingAverageCalculator m_signal_engine; + + //--- Persistent Buffers + double m_cmo_buffer[]; + double m_raw_k[]; double Highest(const double &array[], int period, int current_pos); double Lowest(const double &array[], int period, int current_pos); - void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos); + + 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); public: CStochasticCMOSlowCalculator(void); virtual ~CStochasticCMOSlowCalculator(void); - bool Init(int cmo_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma); - void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + //--- Init now takes ENUM_MA_TYPE for both smoothings + bool Init(int cmo_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma); + + //--- Updated: Accepts prev_calculated + 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, double &k_buffer[], double &d_buffer[]); }; //+------------------------------------------------------------------+ -//| | +//| Constructor | //+------------------------------------------------------------------+ -class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator +CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void) { -public: - CStochasticCMOSlowCalculator_HA(void); - }; - -//+==================================================================+ -//| METHOD IMPLEMENTATIONS | -//+==================================================================+ + m_cmo_calculator = new CCMOCalculator(); + } //+------------------------------------------------------------------+ -//| | +//| Destructor | //+------------------------------------------------------------------+ -CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void) { m_cmo_calculator = new CCMOCalculator(); } -//+------------------------------------------------------------------+ -//| | -//+------------------------------------------------------------------+ -CStochasticCMOSlowCalculator::~CStochasticCMOSlowCalculator(void) { if(CheckPointer(m_cmo_calculator) != POINTER_INVALID) delete m_cmo_calculator; } -//+------------------------------------------------------------------+ -//| | -//+------------------------------------------------------------------+ -CStochasticCMOSlowCalculator_HA::CStochasticCMOSlowCalculator_HA(void) +CStochasticCMOSlowCalculator::~CStochasticCMOSlowCalculator(void) { if(CheckPointer(m_cmo_calculator) != POINTER_INVALID) delete m_cmo_calculator; - m_cmo_calculator = new CCMOCalculator_HA(); } //+------------------------------------------------------------------+ -//| | +//| Init | //+------------------------------------------------------------------+ -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) +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) { - m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; - m_k_period = (k_p < 1) ? 1 : k_p; - m_slowing_period = (slow_p < 1) ? 1 : slow_p; - m_slowing_ma_type = slow_ma; - m_d_period = (d_p < 1) ? 1 : d_p; - m_d_ma_type = d_ma; + m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; + m_k_period = (k_p < 1) ? 1 : k_p; + if(CheckPointer(m_cmo_calculator) == POINTER_INVALID) return false; - return m_cmo_calculator.Init(m_cmo_period); + if(!m_cmo_calculator.Init(m_cmo_period)) + return false; + + if(!m_slowing_engine.Init(slow_p, slow_ma)) + return false; + if(!m_signal_engine.Init(d_p, d_ma)) + return false; + + return true; } //+------------------------------------------------------------------+ -//| | +//| Main Calculation (Optimized) | //+------------------------------------------------------------------+ -void CStochasticCMOSlowCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, +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, double &k_buffer[], double &d_buffer[]) { - if(rates_total <= m_cmo_period + m_k_period + m_slowing_period + m_d_period) +// Minimum bars check + int min_bars = m_cmo_period + m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod(); + if(rates_total <= min_bars) return; + if(CheckPointer(m_cmo_calculator) == POINTER_INVALID) return; - double cmo_buffer[]; - ArrayResize(cmo_buffer, rates_total); - m_cmo_calculator.Calculate(rates_total, price_type, open, high, low, close, cmo_buffer); + int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; - double raw_k[]; - ArrayResize(raw_k, rates_total); - int raw_k_start = m_cmo_period + m_k_period - 2; - for(int i = raw_k_start; i < rates_total; i++) +// Resize Buffers + if(ArraySize(m_cmo_buffer) != rates_total) { - double highest_cmo = Highest(cmo_buffer, m_k_period, i); - double lowest_cmo = Lowest(cmo_buffer, m_k_period, i); - double range = highest_cmo - lowest_cmo; - if(range > 0.00001) - raw_k[i] = (cmo_buffer[i] - lowest_cmo) / range * 100.0; - else - raw_k[i] = (i > 0) ? raw_k[i-1] : 50.0; + ArrayResize(m_cmo_buffer, rates_total); + ArrayResize(m_raw_k, rates_total); } - int k_slow_start = m_cmo_period + m_k_period + m_slowing_period - 3; - CalculateMA(raw_k, k_buffer, m_slowing_period, m_slowing_ma_type, k_slow_start); + if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type)) + return; - int d_start = k_slow_start + m_d_period - 1; - CalculateMA(k_buffer, d_buffer, m_d_period, m_d_ma_type, d_start); +//--- 1. Calculate CMO (Incremental) +// Note: CMO Calculator handles its own incremental logic + m_cmo_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer); + +//--- 2. Calculate Raw %K (Fast %K) on CMO +// CMO valid from: m_cmo_period +// Raw %K valid from: m_cmo_period + m_k_period - 1 + int raw_k_start = m_cmo_period + m_k_period - 1; + int loop_start_k = MathMax(raw_k_start, start_index); + + for(int i = loop_start_k; i < rates_total; i++) + { + double highest_cmo = Highest(m_cmo_buffer, m_k_period, i); + double lowest_cmo = Lowest(m_cmo_buffer, m_k_period, i); + double range = highest_cmo - lowest_cmo; + + if(range > 0.00001) + m_raw_k[i] = (m_cmo_buffer[i] - lowest_cmo) / range * 100.0; + else + m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0; + } + +//--- 3. Calculate Slow %K (Main Line) using Slowing Engine + m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start); + +//--- 4. Calculate %D (Signal Line) using Signal Engine + int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1; + m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset); } //+------------------------------------------------------------------+ -//| | +//| Highest | //+------------------------------------------------------------------+ double CStochasticCMOSlowCalculator::Highest(const double &array[], int period, int current_pos) { @@ -129,7 +154,7 @@ double CStochasticCMOSlowCalculator::Highest(const double &array[], int period, } //+------------------------------------------------------------------+ -//| | +//| Lowest | //+------------------------------------------------------------------+ double CStochasticCMOSlowCalculator::Lowest(const double &array[], int period, int current_pos) { @@ -145,76 +170,33 @@ double CStochasticCMOSlowCalculator::Lowest(const double &array[], int period, i return(res); } +//+------------------------------------------------------------------+ +//| Prepare Source Data (Standard) | +//+------------------------------------------------------------------+ +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) + { +// This method is just a placeholder for the base class. +// The CMO calculator handles its own data preparation internally. + return true; + } + +//+==================================================================+ +//| CLASS 2: CStochasticCMOSlowCalculator_HA | +//+==================================================================+ +class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator + { +public: + CStochasticCMOSlowCalculator_HA(void); + }; + //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ -void CStochasticCMOSlowCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos) +CStochasticCMOSlowCalculator_HA::CStochasticCMOSlowCalculator_HA(void) { - for(int i = start_pos; i < ArraySize(source_array); i++) - { - switch(method) - { - case MODE_EMA: - case MODE_SMMA: - if(i == start_pos) - { - double sum=0; - int count=0; - for(int j=0; j 0) - dest_array[i]=sum/count; - } - else - { - if(method==MODE_EMA) - { - double pr=2.0/(period+1.0); - dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); - } - else - dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; - } - break; - case MODE_LWMA: - { - double sum=0, w_sum=0; - for(int j=0; j0) - dest_array[i]=sum/w_sum; - } - break; - default: // SMA - { - double sum=0; - int count=0; - for(int j=0; j 0) - dest_array[i]=sum/count; - } - break; - } - } + if(CheckPointer(m_cmo_calculator) != POINTER_INVALID) + delete m_cmo_calculator; +// Use HA version of CMO calculator + m_cmo_calculator = new CCMOCalculator_HA(); } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+