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Toh4iem9
2025-11-13 07:47:35 +01:00
parent 10f9c2a840
commit 210e490d92
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Include/MyIncludes/Stochastic_CMO_Slow_Calculator.mqh
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//+------------------------------------------------------------------+
//| Stochastic_CMO_Slow_Calculator.mqh |
//| Engine for Slow Stochastic applied to CMO data. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\CMO_Calculator.mqh>
//+==================================================================+
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;
CCMOCalculator *m_cmo_calculator;
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);
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,
double &k_buffer[], double &d_buffer[]);
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator
{
public:
CStochasticCMOSlowCalculator_HA(void);
};
//+==================================================================+
//| METHOD IMPLEMENTATIONS |
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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)
{
if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
delete m_cmo_calculator;
m_cmo_calculator = new CCMOCalculator_HA();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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)
{
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;
if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
return false;
return m_cmo_calculator.Init(m_cmo_period);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CStochasticCMOSlowCalculator::Calculate(int rates_total, 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)
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);
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++)
{
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;
}
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);
int d_start = k_slow_start + m_d_period - 1;
CalculateMA(k_buffer, d_buffer, m_d_period, m_d_ma_type, d_start);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double CStochasticCMOSlowCalculator::Highest(const double &array[], int period, int current_pos)
{
double res = array[current_pos];
for(int i = 1; i < period; i++)
{
int index = current_pos - i;
if(index < 0)
break;
if(res < array[index])
res = array[index];
}
return(res);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double CStochasticCMOSlowCalculator::Lowest(const double &array[], int period, int current_pos)
{
double res = array[current_pos];
for(int i = 1; i < period; i++)
{
int index = current_pos - i;
if(index < 0)
break;
if(res > array[index])
res = array[index];
}
return(res);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CStochasticCMOSlowCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos)
{
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<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 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; j<period; j++)
{
if(source_array[i-j] == EMPTY_VALUE)
continue;
int w=period-j;
sum+=source_array[i-j]*w;
w_sum+=w;
}
if(w_sum>0)
dest_array[i]=sum/w_sum;
}
break;
default: // SMA
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i]=sum/count;
}
break;
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+