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refactor(indicators): Refactored to use MovingAverage_Engine

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Toh4iem9
2026-01-01 18:39:05 +01:00
parent 092b2f5312
commit 1306380a07
1 changed files with 7 additions and 6 deletions
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Indicators/MyIndicators/Stochastic_CMO_Slow_Pro.mq5
+7 -6
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@@ -1,10 +1,9 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Stochastic_CMO_Slow_Pro.mq5| //| Stochastic_CMO_Slow_Pro.mq5|
//| Copyright 2025, xxxxxxxx| //| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "1.00" #property version "2.00" // Refactored to use MovingAverage_Engine
#property description "Slow Stochastic applied to the Chande Momentum Oscillator (CMO)." #property description "Slow Stochastic applied to the Chande Momentum Oscillator (CMO)."
#property indicator_separate_window #property indicator_separate_window
@@ -37,8 +36,9 @@ input int InpSlowingPeriod = 3;
input int InpDPeriod = 3; input int InpDPeriod = 3;
input group "MA & Price Settings" input group "MA & Price Settings"
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input ENUM_MA_METHOD InpSlowingMAType = MODE_SMA; // UPDATED: Use ENUM_MA_TYPE
input ENUM_MA_METHOD InpDMAType = MODE_SMA; input ENUM_MA_TYPE InpSlowingMAType = SMA;
input ENUM_MA_TYPE InpDMAType = SMA;
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferK[], BufferD[]; double BufferK[], BufferD[];
@@ -79,12 +79,13 @@ int OnInit()
void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[]) int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
{ {
if(CheckPointer(g_calculator) == POINTER_INVALID) if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice; ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferK, BufferD);
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, BufferK, BufferD);
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+