refactor: Uses MovingAverage_Engine for all lines

This commit is contained in:
Toh4iem9
2025-12-20 12:58:42 +01:00
parent bb61aa53cb
commit 41825ef905
+26 -94
View File
@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| MACD_Calculator.mqh| //| MACD_Calculator.mqh|
//| VERSION 2.10: Reverted Signal Line to local calculation. | //| VERSION 3.00: Uses MovingAverage_Engine for all lines. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
@@ -17,10 +17,8 @@ protected:
//--- Engines for MACD Line //--- Engines for MACD Line
CMovingAverageCalculator *m_fast_ma_engine; CMovingAverageCalculator *m_fast_ma_engine;
CMovingAverageCalculator *m_slow_ma_engine; CMovingAverageCalculator *m_slow_ma_engine;
//--- Engine for Signal Line
//--- Parameters for Signal Line CMovingAverageCalculator *m_signal_ma_engine;
int m_signal_period;
ENUM_MA_METHOD m_signal_ma_type;
//--- Persistent Buffers for Incremental Calculation //--- Persistent Buffers for Incremental Calculation
double m_price[]; double m_price[];
@@ -30,16 +28,13 @@ protected:
//--- Updated: Accepts start_index //--- 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); 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: public:
CMACDCalculator(void); CMACDCalculator(void);
virtual ~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, 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[]); double &macd_line[], double &signal_line[], double &histogram[]);
}; };
@@ -51,6 +46,7 @@ CMACDCalculator::CMACDCalculator(void)
{ {
m_fast_ma_engine = new CMovingAverageCalculator(); m_fast_ma_engine = new CMovingAverageCalculator();
m_slow_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; delete m_fast_ma_engine;
if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID) if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID)
delete m_slow_ma_engine; delete m_slow_ma_engine;
if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID)
delete m_signal_ma_engine;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Init | //| 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 // Ensure fast < slow
int f_p = (fast_p < 1) ? 1 : fast_p; 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; s_p=temp;
} }
m_signal_period = (signal_p < 1) ? 1 : signal_p; int sig_p = (signal_p < 1) ? 1 : signal_p;
m_signal_ma_type = sig_ma;
// Initialize Engines // 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; 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 false;
return true; 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, 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[]) 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; return;
//--- 1. Determine Start Index //--- 1. Determine Start Index
@@ -120,8 +121,6 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub
return; return;
//--- 4. Calculate Fast & Slow MAs (Delegated to Engine) //--- 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_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); 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 slow_period = m_slow_ma_engine.GetPeriod();
int loop_start_macd = MathMax(slow_period - 1, start_index); int loop_start_macd = MathMax(slow_period - 1, start_index);
// Initialize buffer on full recalc
if(prev_calculated == 0) if(prev_calculated == 0)
ArrayInitialize(macd_line, EMPTY_VALUE); 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; 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'. // 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) if(prev_calculated == 0)
ArrayInitialize(signal_line, EMPTY_VALUE); 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 //--- 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); int loop_start_hist = MathMax(signal_start, start_index);
if(prev_calculated == 0) 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; j<period; j++)
sum+=source[i-j];
dest[i]=sum/period;
}
else
{
if(method==MODE_EMA)
{
double pr=2.0/(period+1.0);
dest[i]=source[i]*pr+dest[i-1]*(1.0-pr);
}
else
dest[i]=(dest[i-1]*(period-1)+source[i])/period;
}
break;
case MODE_LWMA:
{
double sum=0,w_sum=0;
for(int j=0; j<period; j++)
{
int w=period-j;
sum+=source[i-j]*w;
w_sum+=w;
}
if(w_sum>0)
dest[i]=sum/w_sum;
}
break;
default: // SMA
{
double sum=0;
for(int j=0; j<period; j++)
sum+=source[i-j];
dest[i]=sum/period;
}
break;
}
}
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) | //| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CMACDCalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) bool CMACDCalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{ {
// Optimized copy loop
for(int i = start_index; i < rates_total; i++) for(int i = start_index; i < rates_total; i++)
{ {
switch(price_type) switch(price_type)
@@ -271,19 +211,16 @@ class CMACDCalculator_HA : public CMACDCalculator
{ {
private: private:
CHeikinAshi_Calculator m_ha_calculator; CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected: protected:
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) override; 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) override;
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{ {
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total) if(ArraySize(m_ha_open) != rates_total)
{ {
ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_open, rates_total);
@@ -291,12 +228,7 @@ bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, int start_index, co
ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, 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);
//--- STRICT CALL: Use the optimized 10-param HA calculation
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++) for(int i = start_index; i < rates_total; i++)
{ {
switch(price_type) switch(price_type)