From 41825ef9050b3e1388fa16a430e7fc25e132f076 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sat, 20 Dec 2025 12:58:42 +0100 Subject: [PATCH] refactor: Uses MovingAverage_Engine for all lines --- Include/MyIncludes/MACD_Calculator.mqh | 120 ++++++------------------- 1 file changed, 26 insertions(+), 94 deletions(-) diff --git a/Include/MyIncludes/MACD_Calculator.mqh b/Include/MyIncludes/MACD_Calculator.mqh index 98e7fb9..58331c0 100644 --- a/Include/MyIncludes/MACD_Calculator.mqh +++ b/Include/MyIncludes/MACD_Calculator.mqh @@ -1,6 +1,6 @@ //+------------------------------------------------------------------+ //| MACD_Calculator.mqh| -//| VERSION 2.10: Reverted Signal Line to local calculation. | +//| VERSION 3.00: Uses MovingAverage_Engine for all lines. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" @@ -17,10 +17,8 @@ protected: //--- Engines for MACD Line CMovingAverageCalculator *m_fast_ma_engine; CMovingAverageCalculator *m_slow_ma_engine; - - //--- Parameters for Signal Line - int m_signal_period; - ENUM_MA_METHOD m_signal_ma_type; + //--- Engine for Signal Line + CMovingAverageCalculator *m_signal_ma_engine; //--- Persistent Buffers for Incremental Calculation double m_price[]; @@ -30,16 +28,13 @@ protected: //--- Updated: Accepts start_index virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type); - //--- Local Helper for Signal Line (Handles offset data correctly) - void CalculateSignalMA(const double &source[], double &dest[], int rates_total, int start_index, int period, ENUM_MA_METHOD method, int data_start_pos); - public: CMACDCalculator(void); virtual ~CMACDCalculator(void); - bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma); + //--- Init now takes ENUM_MA_TYPE for all MAs + bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma); - //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_line[], double &signal_line[], double &histogram[]); }; @@ -51,6 +46,7 @@ CMACDCalculator::CMACDCalculator(void) { m_fast_ma_engine = new CMovingAverageCalculator(); m_slow_ma_engine = new CMovingAverageCalculator(); + m_signal_ma_engine = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ @@ -62,12 +58,14 @@ CMACDCalculator::~CMACDCalculator(void) delete m_fast_ma_engine; if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID) delete m_slow_ma_engine; + if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) + delete m_signal_ma_engine; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ -bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma) +bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma) { // Ensure fast < slow int f_p = (fast_p < 1) ? 1 : fast_p; @@ -79,13 +77,14 @@ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD s_p=temp; } - m_signal_period = (signal_p < 1) ? 1 : signal_p; - m_signal_ma_type = sig_ma; + int sig_p = (signal_p < 1) ? 1 : signal_p; // Initialize Engines - if(!m_fast_ma_engine.Init(f_p, (ENUM_MA_TYPE)src_ma)) + if(!m_fast_ma_engine.Init(f_p, src_ma)) return false; - if(!m_slow_ma_engine.Init(s_p, (ENUM_MA_TYPE)src_ma)) + if(!m_slow_ma_engine.Init(s_p, src_ma)) + return false; + if(!m_signal_ma_engine.Init(sig_p, sig_ma)) return false; return true; @@ -97,7 +96,9 @@ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_line[], double &signal_line[], double &histogram[]) { - if(rates_total < 2) +// Minimum bars check + int min_bars = m_slow_ma_engine.GetPeriod() + m_signal_ma_engine.GetPeriod(); + if(rates_total <= min_bars) return; //--- 1. Determine Start Index @@ -120,8 +121,6 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub return; //--- 4. Calculate Fast & Slow MAs (Delegated to Engine) -// We pass PRICE_CLOSE because we already prepared m_price array with the correct price type! -// The engine will copy m_price to its internal buffer. m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_fast_ma); m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_slow_ma); @@ -129,7 +128,6 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub int slow_period = m_slow_ma_engine.GetPeriod(); int loop_start_macd = MathMax(slow_period - 1, start_index); -// Initialize buffer on full recalc if(prev_calculated == 0) ArrayInitialize(macd_line, EMPTY_VALUE); @@ -141,15 +139,19 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub macd_line[i] = EMPTY_VALUE; } -//--- 6. Calculate Signal Line (Using Local Helper) +//--- 6. Calculate Signal Line (Using MA Engine) // The MACD line starts being valid at 'slow_period - 1'. +// This is the offset we pass to the Signal Engine. + int macd_offset = slow_period - 1; + if(prev_calculated == 0) ArrayInitialize(signal_line, EMPTY_VALUE); - CalculateSignalMA(macd_line, signal_line, rates_total, start_index, m_signal_period, m_signal_ma_type, slow_period - 1); + m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, macd_line, signal_line, macd_offset); //--- 7. Calculate Histogram - int signal_start = slow_period - 1 + m_signal_period - 1; + int signal_period = m_signal_ma_engine.GetPeriod(); + int signal_start = macd_offset + signal_period - 1; int loop_start_hist = MathMax(signal_start, start_index); if(prev_calculated == 0) @@ -164,73 +166,11 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub } } -//+------------------------------------------------------------------+ -//| Local Helper for Signal Line Calculation | -//+------------------------------------------------------------------+ -void CMACDCalculator::CalculateSignalMA(const double &source[], double &dest[], int rates_total, int start_index, int period, ENUM_MA_METHOD method, int data_start_pos) - { -// The actual calculation starts 'period' bars after the data starts - int calc_start_pos = data_start_pos + period - 1; - int i = MathMax(calc_start_pos, start_index); - - if(i >= rates_total) - return; - - for(; i < rates_total; i++) - { - switch(method) - { - case MODE_EMA: - case MODE_SMMA: - if(i == calc_start_pos) - { - double sum=0; - for(int j=0; j0) - dest[i]=sum/w_sum; - } - break; - default: // SMA - { - double sum=0; - for(int j=0; j