refactor(indicators): Integrated with CMO Engine

This commit is contained in:
Toh4iem9
2026-01-02 14:11:30 +01:00
parent c1e2562338
commit 0c01958304
+9 -92
View File
@@ -1,12 +1,12 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| VIDYA_Calculator.mqh | //| VIDYA_Calculator.mqh |
//| VERSION 4.00: Integrated with CMO Calculator engine. | //| VERSION 4.00: Integrated with CMO Engine. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\CMO_Calculator.mqh> // Include CMO Engine #include <MyIncludes\CMO_Engine.mqh> // Include CMO Engine
//+==================================================================+ //+==================================================================+
//| CLASS 1: CVIDYACalculator (Base Class) | //| CLASS 1: CVIDYACalculator (Base Class) |
@@ -17,7 +17,7 @@ protected:
int m_cmo_period, m_ema_period; int m_cmo_period, m_ema_period;
//--- Composition: Use dedicated CMO engine //--- Composition: Use dedicated CMO engine
CCMOCalculator *m_cmo_engine; CCMOEngine *m_cmo_engine;
//--- Persistent Buffers //--- Persistent Buffers
double m_price[]; double m_price[];
@@ -26,7 +26,7 @@ protected:
//--- Updated: Accepts start_index //--- Updated: Accepts start_index
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[]); 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[]);
//--- Factory Method for CMO Engine (to allow HA override if needed, though standard is fine) //--- Factory Method for CMO Engine
virtual void CreateCMOEngine(void); virtual void CreateCMOEngine(void);
public: public:
@@ -39,10 +39,6 @@ public:
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[], 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[],
double &vidya_buffer[]); double &vidya_buffer[]);
//--- Overloaded Method 2: For multi-color VIDYA
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[],
double &vidya_up_buffer[], double &vidya_down_buffer[]);
int GetPeriod(void) const { return m_cmo_period + m_ema_period; } int GetPeriod(void) const { return m_cmo_period + m_ema_period; }
}; };
@@ -68,7 +64,7 @@ CVIDYACalculator::~CVIDYACalculator(void)
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CVIDYACalculator::CreateCMOEngine(void) void CVIDYACalculator::CreateCMOEngine(void)
{ {
m_cmo_engine = new CCMOCalculator(); m_cmo_engine = new CCMOEngine();
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -87,7 +83,7 @@ bool CVIDYACalculator::Init(int cmo_p, int ema_p)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Main Calculation (Single Color - Optimized) | //| Main Calculation (Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
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[], 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[],
double &vidya_buffer[]) double &vidya_buffer[])
@@ -112,7 +108,7 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return; return;
// 2. Calculate CMO (Delegated) // 2. Calculate CMO (Delegated to Engine)
// Note: CMO engine handles its own price preparation internally! // Note: CMO engine handles its own price preparation internally!
// We pass the raw OHLC arrays and price_type. // We pass the raw OHLC arrays and price_type.
m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer); m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
@@ -140,86 +136,6 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
} }
} }
//+------------------------------------------------------------------+
//| Main Calculation (Multi Color - Optimized) |
//+------------------------------------------------------------------+
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[],
double &vidya_up_buffer[], double &vidya_down_buffer[])
{
int start_pos = m_cmo_period + m_ema_period;
if(rates_total <= start_pos)
return;
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
if(ArraySize(m_price) != rates_total)
ArrayResize(m_price, rates_total);
if(ArraySize(m_cmo_buffer) != rates_total)
ArrayResize(m_cmo_buffer, rates_total);
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
// Calculate CMO
m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
double alpha = 2.0 / (m_ema_period + 1.0);
int loop_start = MathMax(start_pos, start_index);
for(int i = loop_start; i < rates_total; i++)
{
vidya_up_buffer[i] = EMPTY_VALUE;
vidya_down_buffer[i] = EMPTY_VALUE;
double prev_vidya = 0;
if(i > start_pos)
{
if(vidya_up_buffer[i-1] != EMPTY_VALUE)
prev_vidya = vidya_up_buffer[i-1];
else
if(vidya_down_buffer[i-1] != EMPTY_VALUE)
prev_vidya = vidya_down_buffer[i-1];
}
if(i == start_pos)
{
double sum=0;
for(int j=0; j<m_ema_period; j++)
sum+=m_price[i-j];
prev_vidya = sum/m_ema_period;
double cmo_raw = m_cmo_buffer[i];
if(cmo_raw > 0)
vidya_up_buffer[i] = prev_vidya;
else
vidya_down_buffer[i] = prev_vidya;
}
else
{
double cmo_raw = m_cmo_buffer[i];
double cmo_abs = MathAbs(cmo_raw / 100.0);
double current_vidya = m_price[i] * alpha * cmo_abs + prev_vidya * (1 - alpha * cmo_abs);
if(cmo_raw > 0)
vidya_up_buffer[i] = current_vidya;
else
vidya_down_buffer[i] = current_vidya;
// Connect lines
double cmo_raw_prev = m_cmo_buffer[i-1];
if((cmo_raw > 0) != (cmo_raw_prev > 0))
{
vidya_up_buffer[i-1] = prev_vidya;
vidya_down_buffer[i-1] = prev_vidya;
}
}
}
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) | //| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -278,7 +194,7 @@ protected:
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CVIDYACalculator_HA::CreateCMOEngine(void) void CVIDYACalculator_HA::CreateCMOEngine(void)
{ {
m_cmo_engine = new CCMOCalculator_HA(); m_cmo_engine = new CCMOEngine_HA();
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -333,3 +249,4 @@ bool CVIDYACalculator_HA::PreparePriceSeries(int rates_total, int start_index, E
return true; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+