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refactor: Integrated dynamic volume routing to support volume-weighted (VWMA) adaptive smoothing

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Toh4iem9
2026-07-01 19:54:01 +02:00
parent 5acc30770b
commit 2b6005bfe3
1 changed files with 15 additions and 5 deletions
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Indicators/MyIndicators/Stochastic_Adaptive_on_DMI_Pro.mq5
+15 -5
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@@ -3,7 +3,7 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.10" // Upgraded with strict chronological sorting safeguards and pointer guards
#property version "2.20" // Integrated dynamic volume routing to support volume-weighted (VWMA) adaptive smoothing
#property description "Adaptive Stochastic applied to DMI Oscillator."
#property description "Adapts lookback based on DMI's own volatility."
@@ -49,9 +49,9 @@ input int InpMaxStochPeriod= 30; // Max Dynamic Period
input group "Stochastic Settings"
input int InpSlowingPeriod = 3; // Slowing Period
input ENUM_MA_TYPE InpSlowingMAType = SMA; // Slowing MA Type
input ENUM_MA_TYPE InpSlowingMAType = SMA; // Slowing MA Type (Supports VWMA)
input int InpDPeriod = 3; // Signal Line Period
input ENUM_MA_TYPE InpDMAType = SMA; // Signal Line MA Type
input ENUM_MA_TYPE InpDMAType = SMA; // Signal Line MA Type (Supports VWMA)
input group "Price Source"
input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // Controls DMI Input
@@ -133,8 +133,18 @@ int OnCalculate(const int rates_total,
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
// We pass standard OHLC, the HA calculator will convert internally if needed
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferK, BufferD);
//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
//--- Route calculations dynamically to support volume-weighted types (VWMA) on Slowing/Signal
if(volume_limit > 0)
{
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume, BufferK, BufferD);
}
else
{
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, BufferK, BufferD);
}
return(rates_total);
}