refactor: Streamlined Pure Moving Average Engine

Include/MyIncludes/KAMA_Calculator.mqh

@@ -1,207 +1,241 @@
 //+------------------------------------------------------------------+
 //|                                              KAMA_Calculator.mqh |
-//|      VERSION 2.00: Optimized for incremental calculation.        |
+//|      Engine for Perry Kaufman's Adaptive Moving Average (KAMA)   |
-//|                                        Copyright 2025, xxxxxxxx  |
+//|                                          Copyright 2026, xxxxxxxx|
 //+------------------------------------------------------------------+
-#property copyright "Copyright 2025, xxxxxxxx"
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "3.10" // Streamlined Pure Moving Average Engine
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
 //+==================================================================+
-//|             CLASS 1: CKamaCalculator (Base Class)                |
+//|             CLASS: CKamaCalculator                               |
 //+==================================================================+
 class CKamaCalculator
   {
-protected:
-   int               m_er_period;
-   double            m_fastest_sc, m_slowest_sc;
-
-   //--- Persistent Buffer for Incremental Calculation
-   double            m_price[];
-
-   //--- 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[]);
-
-public:
-                     CKamaCalculator(void) {};
-   virtual          ~CKamaCalculator(void) {};
-
-   bool              Init(int er_p, int fast_ema_p, int slow_ema_p);
-   int               GetPeriod(void) const { return m_er_period; }
-
-   //--- Updated: Accepts prev_calculated
-   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &kama_buffer[]);
-  };
-
-//+------------------------------------------------------------------+
-//| Init                                                             |
-//+------------------------------------------------------------------+
-bool CKamaCalculator::Init(int er_p, int fast_ema_p, int slow_ema_p)
-  {
-   m_er_period = (er_p < 1) ? 1 : er_p;
-   m_fastest_sc = 2.0 / ((fast_ema_p < 1 ? 1 : fast_ema_p) + 1.0);
-   m_slowest_sc = 2.0 / ((slow_ema_p < 1 ? 1 : slow_ema_p) + 1.0);
-   return true;
-  }
-
-//+------------------------------------------------------------------+
-//| Main Calculation (Optimized)                                     |
-//+------------------------------------------------------------------+
-void CKamaCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &kama_buffer[])
-  {
-   if(rates_total <= m_er_period)
-      return;
-
-//--- 1. Determine Start Index
-   int start_index;
-   if(prev_calculated == 0)
-      start_index = 0;
-   else
-      start_index = prev_calculated - 1;
-
-//--- 2. Resize Buffer
-   if(ArraySize(m_price) != rates_total)
-      ArrayResize(m_price, rates_total);
-
-//--- 3. Prepare Price (Optimized)
-   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
-      return;
-
-//--- 4. Calculate KAMA (Incremental Loop)
-   int loop_start = MathMax(m_er_period, start_index);
-
-   for(int i = loop_start; i < rates_total; i++)
-     {
-      // --- Initialization Step ---
-      if(i == m_er_period)
-        {
-         kama_buffer[i] = m_price[i];
-         continue;
-        }
-
-      // --- Calculate Efficiency Ratio (ER) ---
-      // We need m_price[i - m_er_period], which is safe due to persistent buffer
-      double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
-      double volatility = 0;
-
-      for(int j = 0; j < m_er_period; j++)
-        {
-         volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
-        }
-
-      double er = (volatility > 0.000001) ? direction / volatility : 0;
-
-      // --- Calculate Scaled Smoothing Constant (SSC) ---
-      double sc = pow(er * (m_fastest_sc - m_slowest_sc) + m_slowest_sc, 2);
-
-      // --- Calculate Final AMA ---
-      // Recursive calculation uses kama_buffer[i-1] which is persistent (from indicator)
-      kama_buffer[i] = kama_buffer[i-1] + sc * (m_price[i] - kama_buffer[i-1]);
-     }
-  }
-
-//+------------------------------------------------------------------+
-//| Prepare Price (Standard - Optimized)                             |
-//+------------------------------------------------------------------+
-bool CKamaCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
-  {
-// Optimized copy loop
-   for(int i = start_index; i < rates_total; i++)
-     {
-      switch(price_type)
-        {
-         case PRICE_CLOSE:
-            m_price[i] = close[i];
-            break;
-         case PRICE_OPEN:
-            m_price[i] = open[i];
-            break;
-         case PRICE_HIGH:
-            m_price[i] = high[i];
-            break;
-         case PRICE_LOW:
-            m_price[i] = low[i];
-            break;
-         case PRICE_MEDIAN:
-            m_price[i] = (high[i]+low[i])/2.0;
-            break;
-         case PRICE_TYPICAL:
-            m_price[i] = (high[i]+low[i]+close[i])/3.0;
-            break;
-         case PRICE_WEIGHTED:
-            m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
-            break;
-         default:
-            m_price[i] = close[i];
-            break;
-        }
-     }
-   return true;
-  }
-
-//+==================================================================+
-//|             CLASS 2: CKamaCalculator_HA (Heikin Ashi)            |
-//+==================================================================+
-class CKamaCalculator_HA : public CKamaCalculator
-  {
 private:
-   CHeikinAshi_Calculator m_ha_calculator;
+   int                     m_er_period;
-   // Internal HA buffers
+   double                  m_fastest_sc;
+   double                  m_slowest_sc;
+   ENUM_APPLIED_PRICE_HA_ALL m_source_type;
+
+   //--- Persistent Price Buffers
+   double                  m_price[];
    double                  m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
 
-protected:
+   //--- Embedded Heikin Ashi Engine
-   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;
+   CHeikinAshi_Calculator  m_ha_engine;
+
+   //--- Internal Methods
+   bool                    PreparePriceSeries(const int rates_total,
+         const int start_index,
+         const double &open[],
+         const double &high[],
+         const double &low[],
+         const double &close[]);
+
+public:
+                     CKamaCalculator(void);
+                    ~CKamaCalculator(void) {};
+
+   bool                    Init(const int er_p, const int fast_p, const int slow_p, const ENUM_APPLIED_PRICE_HA_ALL source);
+   int                     GetPeriod(void) const { return m_er_period; }
+
+   void                    Calculate(const int rates_total,
+                                     const int prev_calculated,
+                                     const double &open[],
+                                     const double &high[],
+                                     const double &low[],
+                                     const double &close[],
+                                     double &kama_buffer[]);
   };
 
 //+------------------------------------------------------------------+
-//| Prepare Price (Heikin Ashi - Optimized)                          |
+//| Constructor                                                      |
 //+------------------------------------------------------------------+
-bool CKamaCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+CKamaCalculator::CKamaCalculator(void) : m_er_period(10),
+   m_fastest_sc(0.6667),
+   m_slowest_sc(0.0645),
+   m_source_type(PRICE_CLOSE_STD)
+  {
+   ArraySetAsSeries(m_price, false);
+   ArraySetAsSeries(m_ha_open, false);
+   ArraySetAsSeries(m_ha_high, false);
+   ArraySetAsSeries(m_ha_low, false);
+   ArraySetAsSeries(m_ha_close, false);
+  }
+
+//+------------------------------------------------------------------+
+//| Initialization                                                   |
+//+------------------------------------------------------------------+
+bool CKamaCalculator::Init(const int er_p, const int fast_p, const int slow_p, const ENUM_APPLIED_PRICE_HA_ALL source)
+  {
+   m_er_period = (er_p < 1) ? 1 : er_p;
+   int fast_len = (fast_p < 1) ? 1 : fast_p;
+   int slow_len = (slow_p < 1) ? 1 : slow_p;
+
+   m_fastest_sc  = 2.0 / (fast_len + 1.0);
+   m_slowest_sc  = 2.0 / (slow_len + 1.0);
+   m_source_type = source;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price Data (Unified Standard / Heikin Ashi)              |
+//+------------------------------------------------------------------+
+bool CKamaCalculator::PreparePriceSeries(const int rates_total,
+      const int start_index,
+      const double &open[],
+      const double &high[],
+      const double &low[],
+      const double &close[])
+  {
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      ArraySetAsSeries(m_price, false);
+     }
+
+   bool is_heikin_ashi = (m_source_type <= PRICE_HA_CLOSE);
+
+   if(is_heikin_ashi)
      {
-// Resize internal HA buffers
       if(ArraySize(m_ha_open) != rates_total)
         {
          ArrayResize(m_ha_open, rates_total);
          ArrayResize(m_ha_high, rates_total);
          ArrayResize(m_ha_low, rates_total);
          ArrayResize(m_ha_close, rates_total);
+
+         ArraySetAsSeries(m_ha_open, false);
+         ArraySetAsSeries(m_ha_high, false);
+         ArraySetAsSeries(m_ha_low, false);
+         ArraySetAsSeries(m_ha_close, false);
         }
 
-//--- STRICT CALL: Use the optimized 10-param HA calculation
+      m_ha_engine.Calculate(rates_total, start_index, open, high, low, close,
-   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
                             m_ha_open, m_ha_high, m_ha_low, m_ha_close);
 
-//--- Copy to m_price (Optimized loop)
       for(int i = start_index; i < rates_total; i++)
         {
-      switch(price_type)
+         switch(m_source_type)
            {
-         case PRICE_CLOSE:
+            case PRICE_HA_OPEN:
-            m_price[i] = m_ha_close[i];
-            break;
-         case PRICE_OPEN:
                m_price[i] = m_ha_open[i];
                break;
-         case PRICE_HIGH:
+            case PRICE_HA_HIGH:
                m_price[i] = m_ha_high[i];
                break;
-         case PRICE_LOW:
+            case PRICE_HA_LOW:
                m_price[i] = m_ha_low[i];
                break;
-         case PRICE_MEDIAN:
+            case PRICE_HA_MEDIAN:
                m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
                break;
-         case PRICE_TYPICAL:
+            case PRICE_HA_TYPICAL:
                m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
                break;
-         case PRICE_WEIGHTED:
+            case PRICE_HA_WEIGHTED:
-            m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
+               m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) / 4.0;
                break;
+            case PRICE_HA_CLOSE:
             default:
                m_price[i] = m_ha_close[i];
                break;
            }
         }
+     }
+   else
+     {
+      for(int i = start_index; i < rates_total; i++)
+        {
+         switch(m_source_type)
+           {
+            case PRICE_OPEN_STD:
+               m_price[i] = open[i];
+               break;
+            case PRICE_HIGH_STD:
+               m_price[i] = high[i];
+               break;
+            case PRICE_LOW_STD:
+               m_price[i] = low[i];
+               break;
+            case PRICE_MEDIAN_STD:
+               m_price[i] = (high[i] + low[i]) / 2.0;
+               break;
+            case PRICE_TYPICAL_STD:
+               m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
+               break;
+            case PRICE_WEIGHTED_STD:
+               m_price[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0;
+               break;
+            case PRICE_CLOSE_STD:
+            default:
+               m_price[i] = close[i];
+               break;
+           }
+        }
+     }
+
    return true;
   }
+
+//+------------------------------------------------------------------+
+//| Main Incremental Calculation Loop                                |
+//+------------------------------------------------------------------+
+void CKamaCalculator::Calculate(const int rates_total,
+                                const int prev_calculated,
+                                const double &open[],
+                                const double &high[],
+                                const double &low[],
+                                const double &close[],
+                                double &kama_buffer[])
+  {
+   if(rates_total <= m_er_period)
+      return;
+
+   int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
+
+// Prepare Price Data
+   if(!PreparePriceSeries(rates_total, start_index, open, high, low, close))
+      return;
+
+// Clean initial invalid range on fresh calculation
+   if(prev_calculated == 0)
+     {
+      for(int i = 0; i < m_er_period; i++)
+         kama_buffer[i] = EMPTY_VALUE;
+     }
+
+   int loop_start = MathMax(m_er_period, start_index);
+
+   for(int i = loop_start; i < rates_total; i++)
+     {
+      // Initialization Bar: Seed KAMA with current price
+      if(i == m_er_period)
+        {
+         kama_buffer[i] = m_price[i];
+         continue;
+        }
+
+      // 1. Calculate Efficiency Ratio (ER)
+      double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
+      double volatility = 0.0;
+
+      for(int j = 0; j < m_er_period; j++)
+        {
+         volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
+        }
+
+      double er = (volatility > 0.00000001) ? (direction / volatility) : 0.0;
+
+      // 2. Scaled Smoothing Constant (SSC)
+      double sc = MathPow(er * (m_fastest_sc - m_slowest_sc) + m_slowest_sc, 2.0);
+
+      // 3. Final Recursive KAMA Smoothing
+      kama_buffer[i] = kama_buffer[i - 1] + sc * (m_price[i] - kama_buffer[i - 1]);
+     }
+  }
+//+------------------------------------------------------------------+
 //+------------------------------------------------------------------+