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refactor(indicators):
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Toh4iem9
@@ -5,236 +5,120 @@
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\CCI_Calculator.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CCCI_PercentBCalculator (Base Class) |
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//| |
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//| CLASS: CCCI_PercentBCalculator |
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//+==================================================================+
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class CCCI_PercentBCalculator
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{
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protected:
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int m_cci_period, m_ma_period, m_bands_period;
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ENUM_MA_METHOD m_ma_method;
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double m_bands_dev;
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double m_price[];
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//--- Composition: Use the main CCI Calculator
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CCCI_Calculator *m_cci_engine;
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virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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//--- Persistent Buffers for Incremental Calculation
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double m_cci_buffer[];
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double m_signal_buffer[];
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double m_upper_buffer[];
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double m_lower_buffer[];
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int m_cci_period;
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int m_ma_period;
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int m_bands_period;
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public:
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CCCI_PercentBCalculator(void) {};
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virtual ~CCCI_PercentBCalculator(void) {};
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CCCI_PercentBCalculator(void);
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virtual ~CCCI_PercentBCalculator(void);
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bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m, int bands_p, double bands_dev);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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//--- Init now takes ENUM_MA_TYPE and HA flag
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bool Init(int cci_p, int ma_p, ENUM_MA_TYPE ma_m, int bands_p, double bands_dev, bool use_ha);
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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[],
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double &percent_b_out[]);
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};
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//+------------------------------------------------------------------+
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//| CCCI_PercentBCalculator: Initialization |
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//| Constructor |
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//+------------------------------------------------------------------+
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bool CCCI_PercentBCalculator::Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m, int bands_p, double bands_dev)
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CCCI_PercentBCalculator::CCCI_PercentBCalculator(void) : m_cci_engine(NULL)
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{
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m_cci_period = (cci_p < 1) ? 1 : cci_p;
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m_ma_period = (ma_p < 1) ? 1 : ma_p;
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m_ma_method = ma_m;
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m_bands_period = (bands_p < 1) ? 1 : bands_p;
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m_bands_dev = (bands_dev <= 0) ? 2.0 : bands_dev;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CCCI_PercentBCalculator: Main Calculation Method |
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//| Destructor |
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//+------------------------------------------------------------------+
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void CCCI_PercentBCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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CCCI_PercentBCalculator::~CCCI_PercentBCalculator(void)
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{
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if(CheckPointer(m_cci_engine) != POINTER_INVALID)
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delete m_cci_engine;
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CCCI_PercentBCalculator::Init(int cci_p, int ma_p, ENUM_MA_TYPE ma_m, int bands_p, double bands_dev, bool use_ha)
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{
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m_cci_period = cci_p;
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m_ma_period = ma_p;
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m_bands_period = bands_p;
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// Instantiate correct engine
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if(use_ha)
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m_cci_engine = new CCCI_Calculator_HA();
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else
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m_cci_engine = new CCCI_Calculator();
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// Initialize engine
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return m_cci_engine.Init(cci_p, ma_p, ma_m, bands_p, bands_dev);
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//+------------------------------------------------------------------+
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void CCCI_PercentBCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &percent_b_out[])
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{
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if(rates_total <= m_cci_period + m_bands_period)
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return;
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if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
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if(CheckPointer(m_cci_engine) == POINTER_INVALID)
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return;
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double cci_buffer[], signal_buffer[], upper_buffer[], lower_buffer[];
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ArrayResize(cci_buffer, rates_total);
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ArrayResize(signal_buffer, rates_total);
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ArrayResize(upper_buffer, rates_total);
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ArrayResize(lower_buffer, rates_total);
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double buffer_sma[], buffer_mad[];
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ArrayResize(buffer_sma, rates_total);
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ArrayResize(buffer_mad, rates_total);
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const double CCI_CONSTANT = 0.015;
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double sma_sum = 0;
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for(int i = 0; i < rates_total; i++)
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// Resize internal buffers
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if(ArraySize(m_cci_buffer) != rates_total)
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{
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sma_sum += m_price[i];
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if(i >= m_cci_period)
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sma_sum -= m_price[i - m_cci_period];
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if(i >= m_cci_period - 1)
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buffer_sma[i] = sma_sum / m_cci_period;
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ArrayResize(m_cci_buffer, rates_total);
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ArrayResize(m_signal_buffer, rates_total);
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ArrayResize(m_upper_buffer, rates_total);
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ArrayResize(m_lower_buffer, rates_total);
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}
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for(int i = m_cci_period - 1; i < rates_total; i++)
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{
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double deviation_sum = 0;
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for(int j = 0; j < m_cci_period; j++)
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deviation_sum += MathAbs(m_price[i - j] - buffer_sma[i]);
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buffer_mad[i] = deviation_sum / m_cci_period;
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}
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// Calculate CCI, Signal and Bands (Incremental)
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// The CCI engine handles its own incremental logic
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m_cci_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
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m_cci_buffer, m_signal_buffer, m_upper_buffer, m_lower_buffer);
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for(int i = m_cci_period - 1; i < rates_total; i++)
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{
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if(buffer_mad[i] > 0)
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cci_buffer[i] = (m_price[i] - buffer_sma[i]) / (CCI_CONSTANT * buffer_mad[i]);
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}
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// Calculate %B
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// Valid from: CCI Period + Bands Period - 2
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int start_pos = m_cci_period + m_bands_period - 2;
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int ma_start_pos = m_cci_period + m_ma_period - 2;
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for(int i = ma_start_pos; i < rates_total; i++)
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int loop_start = MathMax(start_pos, start_index);
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if(prev_calculated == 0)
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ArrayInitialize(percent_b_out, 50.0); // Default to mid-point (50%)
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for(int i = loop_start; i < rates_total; i++)
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{
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switch(m_ma_method)
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double band_width = m_upper_buffer[i] - m_lower_buffer[i];
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if(band_width != 0)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == ma_start_pos)
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{
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double sum=0;
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for(int j=0; j<m_ma_period; j++)
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sum+=cci_buffer[i-j];
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signal_buffer[i]=sum/m_ma_period;
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}
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else
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{
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if(m_ma_method==MODE_EMA)
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{
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double pr=2.0/(m_ma_period+1.0);
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signal_buffer[i]=cci_buffer[i]*pr+signal_buffer[i-1]*(1.0-pr);
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}
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else
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signal_buffer[i]=(signal_buffer[i-1]*(m_ma_period-1)+cci_buffer[i])/m_ma_period;
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}
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break;
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case MODE_LWMA:
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{double sum=0,w_sum=0; for(int j=0; j<m_ma_period; j++) {int w=m_ma_period-j; sum+=cci_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) signal_buffer[i]=sum/w_sum;}
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break;
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default:
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{double sum=0; for(int j=0; j<m_ma_period; j++) sum+=cci_buffer[i-j]; signal_buffer[i]=sum/m_ma_period;}
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break;
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// FIX: Multiply by 100 to get percentage (0..100 scale)
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percent_b_out[i] = ((m_cci_buffer[i] - m_lower_buffer[i]) / band_width) * 100.0;
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}
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else
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{
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percent_b_out[i] = 50.0; // Mid-point
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}
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}
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int bands_start_pos = m_cci_period + m_bands_period - 2;
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for(int i = bands_start_pos; i < rates_total; i++)
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{
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if(signal_buffer[i] == EMPTY_VALUE)
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continue;
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double std_dev=0, sum_sq=0;
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for(int j=0; j<m_bands_period; j++)
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sum_sq+=MathPow(cci_buffer[i-j]-signal_buffer[i],2);
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std_dev=MathSqrt(sum_sq/m_bands_period);
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upper_buffer[i]=signal_buffer[i]+m_bands_dev*std_dev;
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lower_buffer[i]=signal_buffer[i]-m_bands_dev*std_dev;
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}
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for(int i = bands_start_pos; i < rates_total; i++)
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{
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double range = upper_buffer[i] - lower_buffer[i];
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if(range > 0)
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percent_b_out[i] = (cci_buffer[i] - lower_buffer[i]) / range * 100.0;
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}
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}
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//+------------------------------------------------------------------+
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//| CCCI_PercentBCalculator: Prepares the standard source price. |
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//+------------------------------------------------------------------+
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bool CCCI_PercentBCalculator::PreparePriceSeries(int rates_total, 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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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CCCI_PercentBCalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CCCI_PercentBCalculator_HA : public CCCI_PercentBCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, 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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//| CCCI_PercentBCalculator_HA: Prepares the HA source price. |
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//+------------------------------------------------------------------+
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bool CCCI_PercentBCalculator_HA::PreparePriceSeries(int rates_total, 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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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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