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refactor: Fixed %D smoothing offset

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This commit is contained in:
Toh4iem9
2025-12-19 11:14:15 +01:00
parent df38209895
commit 0c295d9315
1 changed files with 28 additions and 74 deletions
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Include/MyIncludes/StochasticFast_Calculator.mqh
+28 -74
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@@ -1,37 +1,38 @@
//+------------------------------------------------------------------+
//| StochasticFast_Calculator.mqh|
//| VERSION 1.20: Optimized for incremental calculation. |
//| VERSION 2.10: Fixed %D smoothing offset. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
//| CLASS 1: CStochasticFastCalculator (Base Class) |
//| CLASS: CStochasticFastCalculator |
//+==================================================================+
class CStochasticFastCalculator
{
protected:
int m_k_period, m_d_period;
ENUM_MA_METHOD m_d_ma_type;
int m_k_period;
//--- Persistent Buffers for Incremental Calculation
//--- Composition: Use MA Engine for %D smoothing
CMovingAverageCalculator m_ma_engine;
//--- Persistent Buffers
double m_src_high[], m_src_low[], m_src_close[];
double Highest(int period, int current_pos);
double Lowest(int period, int current_pos);
//--- Updated: Accepts start_index
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CStochasticFastCalculator(void) {};
virtual ~CStochasticFastCalculator(void) {};
bool Init(int k_p, int d_p, ENUM_MA_METHOD d_ma);
//--- Init now takes ENUM_MA_TYPE (extended types)
bool Init(int k_p, 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[],
double &k_buffer[], double &d_buffer[]);
};
@@ -39,31 +40,26 @@ public:
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CStochasticFastCalculator::Init(int k_p, int d_p, ENUM_MA_METHOD d_ma)
bool CStochasticFastCalculator::Init(int k_p, int d_p, ENUM_MA_TYPE d_ma)
{
m_k_period = (k_p < 1) ? 1 : k_p;
m_d_period = (d_p < 1) ? 1 : d_p;
m_d_ma_type = d_ma;
return true;
// Initialize the MA Engine for %D
return m_ma_engine.Init(d_p, d_ma);
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| Main Calculation |
//+------------------------------------------------------------------+
void CStochasticFastCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[])
{
if(rates_total <= m_k_period + m_d_period)
// Ensure we have enough bars for K + D calculation
if(rates_total <= m_k_period + m_ma_engine.GetPeriod())
return;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- 2. Resize Buffers
if(ArraySize(m_src_high) != rates_total)
{
ArrayResize(m_src_high, rates_total);
@@ -71,11 +67,10 @@ void CStochasticFastCalculator::Calculate(int rates_total, int prev_calculated,
ArrayResize(m_src_close, rates_total);
}
//--- 3. Prepare Source Data (Optimized)
if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
return;
//--- 4. Calculate %K (Fast %K)
//--- 1. Calculate %K (Fast %K)
int loop_start_k = MathMax(m_k_period - 1, start_index);
for(int i = loop_start_k; i < rates_total; i++)
@@ -90,50 +85,17 @@ void CStochasticFastCalculator::Calculate(int rates_total, int prev_calculated,
k_buffer[i] = (i > 0) ? k_buffer[i-1] : 50.0;
}
//--- 5. Calculate %D (Signal Line) by smoothing %K
int d_start = m_k_period + m_d_period - 2;
int loop_start_d = MathMax(d_start, start_index);
for(int i = loop_start_d; i < rates_total; i++)
{
switch(m_d_ma_type)
{
case MODE_EMA:
case MODE_SMMA:
if(i == d_start)
{
double sum=0;
for(int j=0; j<m_d_period; j++)
sum+=k_buffer[i-j];
d_buffer[i]=sum/m_d_period;
}
else
{
if(m_d_ma_type==MODE_EMA)
{
double pr=2.0/(m_d_period+1.0);
d_buffer[i]=k_buffer[i]*pr+d_buffer[i-1]*(1.0-pr);
}
else
d_buffer[i]=(d_buffer[i-1]*(m_d_period-1)+k_buffer[i])/m_d_period;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_d_period; j++) {int w=m_d_period-j; sum+=k_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) d_buffer[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_d_period; j++) sum+=k_buffer[i-j]; d_buffer[i]=sum/m_d_period;}
break;
}
}
//--- 2. Calculate %D using the MA Engine (CalculateOnArray)
// CRITICAL: Pass 'm_k_period - 1' as the offset.
// This tells the MA Engine that valid data in k_buffer starts at index (K-1).
m_ma_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, m_k_period - 1);
}
//+------------------------------------------------------------------+
//| Prepare Source Data (Standard - Optimized) |
//| Prepare Source Data (Standard) |
//+------------------------------------------------------------------+
bool CStochasticFastCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Optimized copy loop
for(int i = start_index; i < rates_total; i++)
{
m_src_high[i] = high[i];
@@ -144,7 +106,7 @@ bool CStochasticFastCalculator::PrepareSourceData(int rates_total, int start_ind
}
//+------------------------------------------------------------------+
//| Highest |
//| Helpers (Highest/Lowest) |
//+------------------------------------------------------------------+
double CStochasticFastCalculator::Highest(int period, int current_pos)
{
@@ -161,7 +123,7 @@ double CStochasticFastCalculator::Highest(int period, int current_pos)
}
//+------------------------------------------------------------------+
//| Lowest |
//| |
//+------------------------------------------------------------------+
double CStochasticFastCalculator::Lowest(int period, int current_pos)
{
@@ -184,19 +146,16 @@ class CStochasticFastCalculator_HA : public CStochasticFastCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[];
protected:
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| Prepare Source Data (Heikin Ashi - Optimized) |
//| |
//+------------------------------------------------------------------+
bool CStochasticFastCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
@@ -204,12 +163,7 @@ bool CStochasticFastCalculator_HA::PrepareSourceData(int rates_total, int start_
ArrayResize(m_ha_low_temp, rates_total);
ArrayResize(m_ha_close_temp, rates_total);
}
//--- STRICT CALL: Use the optimized 10-param HA calculation
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
//--- Copy to source buffers (Optimized loop)
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
for(int i = start_index; i < rates_total; i++)
{
m_src_high[i] = m_ha_high_temp[i];