diff --git a/Include/MyIncludes/CMO_Engine.mqh b/Include/MyIncludes/CMO_Engine.mqh new file mode 100644 index 0000000..e2d6b4a --- /dev/null +++ b/Include/MyIncludes/CMO_Engine.mqh @@ -0,0 +1,204 @@ +//+------------------------------------------------------------------+ +//| 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 + +//+==================================================================+ +//| 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; + } +//+------------------------------------------------------------------+