new files added

2026-07-27 20:47:44 +00:00 · 2026-01-02 13:41:26 +01:00
parent 3f3216fa2d
commit 3d65961258
1 changed files with 204 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                               CMO_Engine.mqh     |
+//|      Core engine for Chande Momentum Oscillator calculation.     |
+//|      VERSION 1.00: Pure CMO logic (no signal/bands).             |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|             CLASS 1: CCMOEngine (Base Class)                     |
+//+==================================================================+
+class CCMOEngine
+  {
+protected:
+   int               m_cmo_period;
+
+   //--- Persistent Buffers for Incremental Calculation
+   double            m_price[];
+   double            m_cmo_buffer[];
+
+   //--- 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[]);
+
+   //--- Helper to get a single CMO value
+   double            GetCMOValue(int index);
+
+public:
+                     CCMOEngine(void) {};
+   virtual          ~CCMOEngine(void) {};
+
+   bool              Init(int cmo_p);
+
+   //--- 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 &cmo_out[]);
+
+   int               GetPeriod(void) const { return m_cmo_period; }
+  };
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CCMOEngine::Init(int cmo_p)
+  {
+   m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation (Optimized)                                     |
+//+------------------------------------------------------------------+
+void CCMOEngine::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 &cmo_out[])
+  {
+   if(rates_total <= m_cmo_period)
+      return;
+
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      ArrayResize(m_cmo_buffer, rates_total);
+     }
+
+// Resize output buffer if needed (if passed from outside)
+   if(ArraySize(cmo_out) != rates_total)
+      ArrayResize(cmo_out, rates_total);
+
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
+      return;
+
+   int loop_start = MathMax(m_cmo_period, start_index);
+
+   for(int i = loop_start; i < rates_total; i++)
+     {
+      m_cmo_buffer[i] = GetCMOValue(i);
+      cmo_out[i] = m_cmo_buffer[i];
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Helper: Calculate Single CMO Value                               |
+//+------------------------------------------------------------------+
+double CCMOEngine::GetCMOValue(int index)
+  {
+   double sum_up = 0.0, sum_down = 0.0;
+
+   for(int j = 0; j < m_cmo_period; j++)
+     {
+      double diff = m_price[index - j] - m_price[index - j - 1];
+      if(diff > 0.0)
+         sum_up += diff;
+      else
+         sum_down += (-diff);
+     }
+
+   double total_sum = sum_up + sum_down;
+   if(total_sum == 0.0)
+      return 0.0;
+   else
+      return 100.0 * (sum_up - sum_down) / total_sum;
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price (Standard - Optimized)                             |
+//+------------------------------------------------------------------+
+bool CCMOEngine::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   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: CCMOEngine_HA (Heikin Ashi)                 |
+//+==================================================================+
+class CCMOEngine_HA : public CCMOEngine
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+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;
+  };
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CCMOEngine_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[])
+  {
+   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);
+     }
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
+   for(int i = start_index; i < rates_total; i++)
+     {
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = m_ha_close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = m_ha_open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = m_ha_high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = m_ha_low[i];
+            break;
+         case PRICE_MEDIAN:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
+            break;
+         case PRICE_TYPICAL:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
+            break;
+         default:
+            m_price[i] = m_ha_close[i];
+            break;
+        }
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+