refactor: Integrated with CMO Calculator engine

This commit is contained in:
Toh4iem9
2025-12-16 18:07:03 +01:00
parent b5507ee728
commit 2d5b26faa9
+77 -35
View File
@@ -1,11 +1,12 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| VIDYA_Calculator.mqh | //| VIDYA_Calculator.mqh |
//| VERSION 3.11: Fixed override signature mismatch. | //| VERSION 4.00: Integrated with CMO Calculator 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
//+==================================================================+ //+==================================================================+
//| CLASS 1: CVIDYACalculator (Base Class) | //| CLASS 1: CVIDYACalculator (Base Class) |
@@ -15,17 +16,22 @@ class CVIDYACalculator
protected: protected:
int m_cmo_period, m_ema_period; int m_cmo_period, m_ema_period;
//--- Persistent Buffer for Incremental Calculation //--- Composition: Use dedicated CMO engine
double m_price[]; CCMOCalculator *m_cmo_engine;
double CalculateCMO(int position, int period, const double &price_array[]); //--- Persistent Buffers
double m_price[];
double m_cmo_buffer[]; // Internal buffer for CMO values
//--- 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)
virtual void CreateCMOEngine(void);
public: public:
CVIDYACalculator(void) {}; CVIDYACalculator(void);
virtual ~CVIDYACalculator(void) {}; virtual ~CVIDYACalculator(void);
bool Init(int cmo_p, int ema_p); bool Init(int cmo_p, int ema_p);
@@ -40,6 +46,31 @@ public:
int GetPeriod(void) const { return m_cmo_period + m_ema_period; } int GetPeriod(void) const { return m_cmo_period + m_ema_period; }
}; };
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CVIDYACalculator::CVIDYACalculator(void)
{
m_cmo_engine = NULL;
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CVIDYACalculator::~CVIDYACalculator(void)
{
if(CheckPointer(m_cmo_engine) != POINTER_INVALID)
delete m_cmo_engine;
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CVIDYACalculator::CreateCMOEngine(void)
{
m_cmo_engine = new CCMOCalculator();
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Init | //| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -47,6 +78,11 @@ bool CVIDYACalculator::Init(int cmo_p, int ema_p)
{ {
m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
m_ema_period = (ema_p < 1) ? 1 : ema_p; m_ema_period = (ema_p < 1) ? 1 : ema_p;
CreateCMOEngine();
if(CheckPointer(m_cmo_engine) == POINTER_INVALID || !m_cmo_engine.Init(m_cmo_period))
return false;
return true; return true;
} }
@@ -66,18 +102,28 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
else else
start_index = prev_calculated - 1; start_index = prev_calculated - 1;
// Resize Buffers
if(ArraySize(m_price) != rates_total) if(ArraySize(m_price) != rates_total)
ArrayResize(m_price, rates_total); ArrayResize(m_price, rates_total);
if(ArraySize(m_cmo_buffer) != rates_total)
ArrayResize(m_cmo_buffer, rates_total);
// 1. Prepare Price (for VIDYA calculation)
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)
// Note: CMO engine handles its own price preparation internally!
// 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);
// 3. Calculate VIDYA (Incremental Loop)
double alpha = 2.0 / (m_ema_period + 1.0); double alpha = 2.0 / (m_ema_period + 1.0);
int loop_start = MathMax(start_pos, start_index); int loop_start = MathMax(start_pos, start_index);
for(int i = loop_start; i < rates_total; i++) for(int i = loop_start; i < rates_total; i++)
{ {
if(i == start_pos) if(i == start_pos) // Initialization
{ {
double sum=0; double sum=0;
for(int j=0; j<m_ema_period; j++) for(int j=0; j<m_ema_period; j++)
@@ -86,7 +132,10 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
continue; continue;
} }
double cmo_abs = MathAbs(CalculateCMO(i, m_cmo_period, m_price)); // Use pre-calculated CMO from buffer
double cmo_abs = MathAbs(m_cmo_buffer[i] / 100.0); // CMO is 0-100, we need 0-1 ratio
// Recursive calculation uses vidya_buffer[i-1] which is persistent
vidya_buffer[i] = m_price[i] * alpha * cmo_abs + vidya_buffer[i-1] * (1 - alpha * cmo_abs); vidya_buffer[i] = m_price[i] * alpha * cmo_abs + vidya_buffer[i-1] * (1 - alpha * cmo_abs);
} }
} }
@@ -109,9 +158,15 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
if(ArraySize(m_price) != rates_total) if(ArraySize(m_price) != rates_total)
ArrayResize(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)) if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return; 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); double alpha = 2.0 / (m_ema_period + 1.0);
int loop_start = MathMax(start_pos, start_index); int loop_start = MathMax(start_pos, start_index);
@@ -137,7 +192,7 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
sum+=m_price[i-j]; sum+=m_price[i-j];
prev_vidya = sum/m_ema_period; prev_vidya = sum/m_ema_period;
double cmo_raw = CalculateCMO(i, m_cmo_period, m_price); double cmo_raw = m_cmo_buffer[i];
if(cmo_raw > 0) if(cmo_raw > 0)
vidya_up_buffer[i] = prev_vidya; vidya_up_buffer[i] = prev_vidya;
else else
@@ -145,8 +200,8 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
} }
else else
{ {
double cmo_raw = CalculateCMO(i, m_cmo_period, m_price); double cmo_raw = m_cmo_buffer[i];
double cmo_abs = MathAbs(cmo_raw); double cmo_abs = MathAbs(cmo_raw / 100.0);
double current_vidya = m_price[i] * alpha * cmo_abs + prev_vidya * (1 - alpha * cmo_abs); double current_vidya = m_price[i] * alpha * cmo_abs + prev_vidya * (1 - alpha * cmo_abs);
if(cmo_raw > 0) if(cmo_raw > 0)
@@ -154,7 +209,8 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
else else
vidya_down_buffer[i] = current_vidya; vidya_down_buffer[i] = current_vidya;
double cmo_raw_prev = CalculateCMO(i-1, m_cmo_period, m_price); // Connect lines
double cmo_raw_prev = m_cmo_buffer[i-1];
if((cmo_raw > 0) != (cmo_raw_prev > 0)) if((cmo_raw > 0) != (cmo_raw_prev > 0))
{ {
vidya_up_buffer[i-1] = prev_vidya; vidya_up_buffer[i-1] = prev_vidya;
@@ -164,29 +220,6 @@ void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPL
} }
} }
//+------------------------------------------------------------------+
//| Helper: Calculate CMO |
//+------------------------------------------------------------------+
double CVIDYACalculator::CalculateCMO(int position, int period, const double &price_array[])
{
if(position < period)
return 0.0;
double sum_up = 0.0, sum_down = 0.0;
for(int i = 0; i < period; i++)
{
double diff = price_array[position - i] - price_array[position - i - 1];
if(diff > 0.0)
sum_up += diff;
else
sum_down += (-diff);
}
if(sum_up + sum_down == 0.0)
return 0.0;
return (sum_up - sum_down) / (sum_up + sum_down);
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) | //| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -237,8 +270,17 @@ private:
protected: protected:
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[]) override; 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[]) override;
virtual void CreateCMOEngine(void) override;
}; };
//+------------------------------------------------------------------+
//| Factory Method for HA CMO Engine |
//+------------------------------------------------------------------+
void CVIDYACalculator_HA::CreateCMOEngine(void)
{
m_cmo_engine = new CCMOCalculator_HA();
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) | //| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+