refactor(indicators):

Include/MyIncludes/CCI_PercentB_Calculator.mqh

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