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refactor(indicators): Integrated with CMO Engine
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@@ -1,12 +1,12 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| VIDYA_Calculator.mqh |
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//| VIDYA_Calculator.mqh |
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//| VERSION 4.00: Integrated with CMO Calculator engine. |
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//| VERSION 4.00: Integrated with CMO Engine. |
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//| Copyright 2025, xxxxxxxx |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\CMO_Calculator.mqh> // Include CMO Engine
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#include <MyIncludes\CMO_Engine.mqh> // Include CMO Engine
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//+==================================================================+
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//+==================================================================+
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//| CLASS 1: CVIDYACalculator (Base Class) |
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//| CLASS 1: CVIDYACalculator (Base Class) |
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@@ -17,7 +17,7 @@ protected:
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int m_cmo_period, m_ema_period;
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int m_cmo_period, m_ema_period;
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//--- Composition: Use dedicated CMO engine
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//--- Composition: Use dedicated CMO engine
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CCMOCalculator *m_cmo_engine;
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CCMOEngine *m_cmo_engine;
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//--- Persistent Buffers
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//--- Persistent Buffers
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double m_price[];
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double m_price[];
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@@ -26,7 +26,7 @@ protected:
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//--- Updated: Accepts start_index
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//--- Updated: Accepts start_index
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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//--- Factory Method for CMO Engine (to allow HA override if needed, though standard is fine)
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//--- Factory Method for CMO Engine
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virtual void CreateCMOEngine(void);
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virtual void CreateCMOEngine(void);
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public:
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public:
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@@ -39,10 +39,6 @@ public:
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &vidya_buffer[]);
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double &vidya_buffer[]);
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//--- Overloaded Method 2: For multi-color VIDYA
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &vidya_up_buffer[], double &vidya_down_buffer[]);
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int GetPeriod(void) const { return m_cmo_period + m_ema_period; }
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int GetPeriod(void) const { return m_cmo_period + m_ema_period; }
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};
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};
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@@ -68,7 +64,7 @@ CVIDYACalculator::~CVIDYACalculator(void)
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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void CVIDYACalculator::CreateCMOEngine(void)
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void CVIDYACalculator::CreateCMOEngine(void)
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{
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{
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m_cmo_engine = new CCMOCalculator();
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m_cmo_engine = new CCMOEngine();
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -87,7 +83,7 @@ bool CVIDYACalculator::Init(int cmo_p, int ema_p)
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Main Calculation (Single Color - Optimized) |
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &vidya_buffer[])
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double &vidya_buffer[])
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@@ -112,7 +108,7 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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return;
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// 2. Calculate CMO (Delegated)
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// 2. Calculate CMO (Delegated to Engine)
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// Note: CMO engine handles its own price preparation internally!
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// Note: CMO engine handles its own price preparation internally!
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// We pass the raw OHLC arrays and price_type.
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// We pass the raw OHLC arrays and price_type.
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m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
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m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
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@@ -140,86 +136,6 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Main Calculation (Multi Color - Optimized) |
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//+------------------------------------------------------------------+
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void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &vidya_up_buffer[], double &vidya_down_buffer[])
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{
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int start_pos = m_cmo_period + m_ema_period;
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if(rates_total <= start_pos)
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return;
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int start_index;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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if(ArraySize(m_price) != rates_total)
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ArrayResize(m_price, rates_total);
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if(ArraySize(m_cmo_buffer) != rates_total)
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ArrayResize(m_cmo_buffer, rates_total);
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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// Calculate CMO
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m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
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double alpha = 2.0 / (m_ema_period + 1.0);
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int loop_start = MathMax(start_pos, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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vidya_up_buffer[i] = EMPTY_VALUE;
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vidya_down_buffer[i] = EMPTY_VALUE;
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double prev_vidya = 0;
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if(i > start_pos)
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{
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if(vidya_up_buffer[i-1] != EMPTY_VALUE)
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prev_vidya = vidya_up_buffer[i-1];
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else
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if(vidya_down_buffer[i-1] != EMPTY_VALUE)
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prev_vidya = vidya_down_buffer[i-1];
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}
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if(i == start_pos)
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{
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double sum=0;
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for(int j=0; j<m_ema_period; j++)
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sum+=m_price[i-j];
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prev_vidya = sum/m_ema_period;
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double cmo_raw = m_cmo_buffer[i];
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if(cmo_raw > 0)
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vidya_up_buffer[i] = prev_vidya;
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else
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vidya_down_buffer[i] = prev_vidya;
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}
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else
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{
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double cmo_raw = m_cmo_buffer[i];
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double cmo_abs = MathAbs(cmo_raw / 100.0);
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double current_vidya = m_price[i] * alpha * cmo_abs + prev_vidya * (1 - alpha * cmo_abs);
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if(cmo_raw > 0)
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vidya_up_buffer[i] = current_vidya;
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else
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vidya_down_buffer[i] = current_vidya;
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// Connect lines
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double cmo_raw_prev = m_cmo_buffer[i-1];
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if((cmo_raw > 0) != (cmo_raw_prev > 0))
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{
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vidya_up_buffer[i-1] = prev_vidya;
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vidya_down_buffer[i-1] = prev_vidya;
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard - Optimized) |
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -278,7 +194,7 @@ protected:
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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void CVIDYACalculator_HA::CreateCMOEngine(void)
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void CVIDYACalculator_HA::CreateCMOEngine(void)
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{
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{
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m_cmo_engine = new CCMOCalculator_HA();
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m_cmo_engine = new CCMOEngine_HA();
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -333,3 +249,4 @@ bool CVIDYACalculator_HA::PreparePriceSeries(int rates_total, int start_index, E
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return true;
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return true;
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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