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https://github.com/softwaredevelop/mql5.git
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refactor: Uses MovingAverage_Engine for all lines
This commit is contained in:
@@ -1,6 +1,6 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| MACD_Calculator.mqh|
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//| MACD_Calculator.mqh|
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//| VERSION 2.10: Reverted Signal Line to local calculation. |
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//| VERSION 3.00: Uses MovingAverage_Engine for all lines. |
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//| Copyright 2025, xxxxxxxx |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property copyright "Copyright 2025, xxxxxxxx"
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@@ -17,10 +17,8 @@ protected:
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//--- Engines for MACD Line
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//--- Engines for MACD Line
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CMovingAverageCalculator *m_fast_ma_engine;
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CMovingAverageCalculator *m_fast_ma_engine;
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CMovingAverageCalculator *m_slow_ma_engine;
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CMovingAverageCalculator *m_slow_ma_engine;
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//--- Engine for Signal Line
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//--- Parameters for Signal Line
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CMovingAverageCalculator *m_signal_ma_engine;
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int m_signal_period;
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ENUM_MA_METHOD m_signal_ma_type;
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//--- Persistent Buffers for Incremental Calculation
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//--- Persistent Buffers for Incremental Calculation
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double m_price[];
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double m_price[];
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@@ -30,16 +28,13 @@ protected:
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//--- Updated: Accepts start_index
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//--- Updated: Accepts start_index
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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);
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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);
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//--- Local Helper for Signal Line (Handles offset data correctly)
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void CalculateSignalMA(const double &source[], double &dest[], int rates_total, int start_index, int period, ENUM_MA_METHOD method, int data_start_pos);
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public:
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public:
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CMACDCalculator(void);
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CMACDCalculator(void);
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virtual ~CMACDCalculator(void);
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virtual ~CMACDCalculator(void);
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bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma);
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//--- Init now takes ENUM_MA_TYPE for all MAs
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bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma);
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//--- Updated: Accepts prev_calculated
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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,
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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,
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double &macd_line[], double &signal_line[], double &histogram[]);
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double &macd_line[], double &signal_line[], double &histogram[]);
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};
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};
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@@ -51,6 +46,7 @@ CMACDCalculator::CMACDCalculator(void)
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{
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{
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m_fast_ma_engine = new CMovingAverageCalculator();
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m_fast_ma_engine = new CMovingAverageCalculator();
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m_slow_ma_engine = new CMovingAverageCalculator();
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m_slow_ma_engine = new CMovingAverageCalculator();
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m_signal_ma_engine = new CMovingAverageCalculator();
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -62,12 +58,14 @@ CMACDCalculator::~CMACDCalculator(void)
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delete m_fast_ma_engine;
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delete m_fast_ma_engine;
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if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID)
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if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID)
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delete m_slow_ma_engine;
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delete m_slow_ma_engine;
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if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID)
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delete m_signal_ma_engine;
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Init |
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//| Init |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma)
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bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma)
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{
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{
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// Ensure fast < slow
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// Ensure fast < slow
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int f_p = (fast_p < 1) ? 1 : fast_p;
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int f_p = (fast_p < 1) ? 1 : fast_p;
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@@ -79,13 +77,14 @@ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD
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s_p=temp;
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s_p=temp;
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}
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}
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m_signal_period = (signal_p < 1) ? 1 : signal_p;
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int sig_p = (signal_p < 1) ? 1 : signal_p;
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m_signal_ma_type = sig_ma;
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// Initialize Engines
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// Initialize Engines
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if(!m_fast_ma_engine.Init(f_p, (ENUM_MA_TYPE)src_ma))
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if(!m_fast_ma_engine.Init(f_p, src_ma))
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return false;
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return false;
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if(!m_slow_ma_engine.Init(s_p, (ENUM_MA_TYPE)src_ma))
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if(!m_slow_ma_engine.Init(s_p, src_ma))
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return false;
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if(!m_signal_ma_engine.Init(sig_p, sig_ma))
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return false;
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return false;
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return true;
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return true;
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@@ -97,7 +96,9 @@ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD
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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,
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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,
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double &macd_line[], double &signal_line[], double &histogram[])
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double &macd_line[], double &signal_line[], double &histogram[])
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{
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{
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if(rates_total < 2)
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// Minimum bars check
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int min_bars = m_slow_ma_engine.GetPeriod() + m_signal_ma_engine.GetPeriod();
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if(rates_total <= min_bars)
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return;
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return;
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//--- 1. Determine Start Index
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//--- 1. Determine Start Index
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@@ -120,8 +121,6 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub
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return;
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return;
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//--- 4. Calculate Fast & Slow MAs (Delegated to Engine)
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//--- 4. Calculate Fast & Slow MAs (Delegated to Engine)
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// We pass PRICE_CLOSE because we already prepared m_price array with the correct price type!
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// The engine will copy m_price to its internal buffer.
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m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_fast_ma);
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m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_fast_ma);
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m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_slow_ma);
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m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_slow_ma);
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@@ -129,7 +128,6 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub
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int slow_period = m_slow_ma_engine.GetPeriod();
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int slow_period = m_slow_ma_engine.GetPeriod();
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int loop_start_macd = MathMax(slow_period - 1, start_index);
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int loop_start_macd = MathMax(slow_period - 1, start_index);
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// Initialize buffer on full recalc
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if(prev_calculated == 0)
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if(prev_calculated == 0)
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ArrayInitialize(macd_line, EMPTY_VALUE);
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ArrayInitialize(macd_line, EMPTY_VALUE);
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@@ -141,15 +139,19 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub
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macd_line[i] = EMPTY_VALUE;
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macd_line[i] = EMPTY_VALUE;
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}
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}
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//--- 6. Calculate Signal Line (Using Local Helper)
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//--- 6. Calculate Signal Line (Using MA Engine)
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// The MACD line starts being valid at 'slow_period - 1'.
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// The MACD line starts being valid at 'slow_period - 1'.
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// This is the offset we pass to the Signal Engine.
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int macd_offset = slow_period - 1;
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if(prev_calculated == 0)
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if(prev_calculated == 0)
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ArrayInitialize(signal_line, EMPTY_VALUE);
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ArrayInitialize(signal_line, EMPTY_VALUE);
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CalculateSignalMA(macd_line, signal_line, rates_total, start_index, m_signal_period, m_signal_ma_type, slow_period - 1);
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m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, macd_line, signal_line, macd_offset);
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//--- 7. Calculate Histogram
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//--- 7. Calculate Histogram
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int signal_start = slow_period - 1 + m_signal_period - 1;
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int signal_period = m_signal_ma_engine.GetPeriod();
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int signal_start = macd_offset + signal_period - 1;
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int loop_start_hist = MathMax(signal_start, start_index);
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int loop_start_hist = MathMax(signal_start, start_index);
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if(prev_calculated == 0)
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if(prev_calculated == 0)
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@@ -164,73 +166,11 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Local Helper for Signal Line Calculation |
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//+------------------------------------------------------------------+
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void CMACDCalculator::CalculateSignalMA(const double &source[], double &dest[], int rates_total, int start_index, int period, ENUM_MA_METHOD method, int data_start_pos)
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{
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// The actual calculation starts 'period' bars after the data starts
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int calc_start_pos = data_start_pos + period - 1;
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int i = MathMax(calc_start_pos, start_index);
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if(i >= rates_total)
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return;
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for(; i < rates_total; i++)
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{
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switch(method)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == calc_start_pos)
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{
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double sum=0;
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for(int j=0; j<period; j++)
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sum+=source[i-j];
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dest[i]=sum/period;
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}
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else
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{
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if(method==MODE_EMA)
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{
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double pr=2.0/(period+1.0);
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dest[i]=source[i]*pr+dest[i-1]*(1.0-pr);
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}
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else
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dest[i]=(dest[i-1]*(period-1)+source[i])/period;
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}
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break;
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case MODE_LWMA:
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{
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double sum=0,w_sum=0;
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for(int j=0; j<period; j++)
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{
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int w=period-j;
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sum+=source[i-j]*w;
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w_sum+=w;
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}
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if(w_sum>0)
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dest[i]=sum/w_sum;
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}
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break;
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default: // SMA
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{
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double sum=0;
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for(int j=0; j<period; j++)
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sum+=source[i-j];
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dest[i]=sum/period;
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}
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break;
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}
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard - Optimized) |
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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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)
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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)
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{
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{
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// Optimized copy loop
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for(int i = start_index; i < rates_total; i++)
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for(int i = start_index; i < rates_total; i++)
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{
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{
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switch(price_type)
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switch(price_type)
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@@ -271,19 +211,16 @@ class CMACDCalculator_HA : public CMACDCalculator
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{
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{
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private:
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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CHeikinAshi_Calculator m_ha_calculator;
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// Internal HA buffers
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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protected:
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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;
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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;
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};
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};
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi - Optimized) |
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//| |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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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)
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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)
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{
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{
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// Resize internal HA buffers
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if(ArraySize(m_ha_open) != rates_total)
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if(ArraySize(m_ha_open) != rates_total)
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{
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_open, rates_total);
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@@ -291,12 +228,7 @@ bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, int start_index, co
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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//--- STRICT CALL: Use the optimized 10-param HA calculation
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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//--- Copy to m_price (Optimized loop)
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for(int i = start_index; i < rates_total; i++)
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for(int i = start_index; i < rates_total; i++)
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{
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{
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switch(price_type)
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switch(price_type)
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