diff --git a/Include/MyIncludes/MovingAverage_Engine.mqh b/Include/MyIncludes/MovingAverage_Engine.mqh index 99a153b4..077771ab 100644 --- a/Include/MyIncludes/MovingAverage_Engine.mqh +++ b/Include/MyIncludes/MovingAverage_Engine.mqh @@ -1,10 +1,10 @@ //+------------------------------------------------------------------+ //| MovingAverage_Engine.mqh | -//| VERSION 2.50: Enhanced Chronological Safeguards & VWMA | +//| VERSION 2.60: Robust Indicator Smoothing & Buffer Safety | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "2.50" // 100% Backward Compatible Universal Moving Average Engine +#property version "2.60" // Fixed: Offset-aware EMA/DEMA/TEMA/SMMA & Out-of-Bounds Volume Guard #ifndef MOVING_AVERAGE_ENGINE_MQH #define MOVING_AVERAGE_ENGINE_MQH @@ -45,7 +45,7 @@ protected: virtual bool PreparePriceSeries(const int rates_total, const int start_index, const ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); - void CalculateEMA(const int rates_total, const int start_index, const int period, const double &source[], double &dest[]); + void CalculateEMA(const int rates_total, const int start_index, const int period, const double &source[], double &dest[], const int data_offset = 0); void RunCalculation(const int rates_total, const int start_index, double &output_buffer[], const int data_offset = 0); public: @@ -106,7 +106,7 @@ bool CMovingAverageCalculator::Init(const int period, const ENUM_MA_TYPE ma_type } //+------------------------------------------------------------------+ -//| Calculate (Standard OHLC - No Volume) | +//| Calculate (Standard OHLC - No Volume) | //+------------------------------------------------------------------+ void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_calculated, const ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], @@ -126,16 +126,19 @@ void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_c { ArrayResize(m_temp_buffer1, rates_total); ArraySetAsSeries(m_temp_buffer1, false); + ArrayInitialize(m_temp_buffer1, EMPTY_VALUE); } if(m_ma_type == DEMA || m_ma_type == TEMA) { ArrayResize(m_temp_buffer2, rates_total); ArraySetAsSeries(m_temp_buffer2, false); + ArrayInitialize(m_temp_buffer2, EMPTY_VALUE); } if(m_ma_type == TEMA) { ArrayResize(m_temp_buffer3, rates_total); ArraySetAsSeries(m_temp_buffer3, false); + ArrayInitialize(m_temp_buffer3, EMPTY_VALUE); } } @@ -167,16 +170,19 @@ void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_c { ArrayResize(m_temp_buffer1, rates_total); ArraySetAsSeries(m_temp_buffer1, false); + ArrayInitialize(m_temp_buffer1, EMPTY_VALUE); } if(m_ma_type == DEMA || m_ma_type == TEMA) { ArrayResize(m_temp_buffer2, rates_total); ArraySetAsSeries(m_temp_buffer2, false); + ArrayInitialize(m_temp_buffer2, EMPTY_VALUE); } if(m_ma_type == TEMA) { ArrayResize(m_temp_buffer3, rates_total); ArraySetAsSeries(m_temp_buffer3, false); + ArrayInitialize(m_temp_buffer3, EMPTY_VALUE); } } @@ -217,16 +223,19 @@ void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_c { ArrayResize(m_temp_buffer1, rates_total); ArraySetAsSeries(m_temp_buffer1, false); + ArrayInitialize(m_temp_buffer1, EMPTY_VALUE); } if(m_ma_type == DEMA || m_ma_type == TEMA) { ArrayResize(m_temp_buffer2, rates_total); ArraySetAsSeries(m_temp_buffer2, false); + ArrayInitialize(m_temp_buffer2, EMPTY_VALUE); } if(m_ma_type == TEMA) { ArrayResize(m_temp_buffer3, rates_total); ArraySetAsSeries(m_temp_buffer3, false); + ArrayInitialize(m_temp_buffer3, EMPTY_VALUE); } } @@ -265,16 +274,19 @@ void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int { ArrayResize(m_temp_buffer1, rates_total); ArraySetAsSeries(m_temp_buffer1, false); + ArrayInitialize(m_temp_buffer1, EMPTY_VALUE); } if(m_ma_type == DEMA || m_ma_type == TEMA) { ArrayResize(m_temp_buffer2, rates_total); ArraySetAsSeries(m_temp_buffer2, false); + ArrayInitialize(m_temp_buffer2, EMPTY_VALUE); } if(m_ma_type == TEMA) { ArrayResize(m_temp_buffer3, rates_total); ArraySetAsSeries(m_temp_buffer3, false); + ArrayInitialize(m_temp_buffer3, EMPTY_VALUE); } } @@ -287,7 +299,7 @@ void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int } //+------------------------------------------------------------------+ -//| CalculateOnArray (Overloaded Custom Input - With Volume) | +//| CalculateOnArray (Overloaded Custom Input - With Volume Safe) | //+------------------------------------------------------------------+ void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int prev_calculated, const double &src_buffer[], const double &volume_buffer[], double &output_buffer[], const int src_start_index) @@ -306,16 +318,19 @@ void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int { ArrayResize(m_temp_buffer1, rates_total); ArraySetAsSeries(m_temp_buffer1, false); + ArrayInitialize(m_temp_buffer1, EMPTY_VALUE); } if(m_ma_type == DEMA || m_ma_type == TEMA) { ArrayResize(m_temp_buffer2, rates_total); ArraySetAsSeries(m_temp_buffer2, false); + ArrayInitialize(m_temp_buffer2, EMPTY_VALUE); } if(m_ma_type == TEMA) { ArrayResize(m_temp_buffer3, rates_total); ArraySetAsSeries(m_temp_buffer3, false); + ArrayInitialize(m_temp_buffer3, EMPTY_VALUE); } } @@ -326,11 +341,16 @@ void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int } int copy_start = MathMax(start_index, src_start_index); + int vol_size = ArraySize(volume_buffer); for(int i = copy_start; i < rates_total; i++) { - m_price[i] = src_buffer[i]; - m_volume[i] = (volume_buffer[i] < 1.0) ? 1.0 : volume_buffer[i]; + m_price[i] = src_buffer[i]; + // BOUNDS GUARD: If volume_buffer is smaller than rates_total, default safely to 1.0! + if(i < vol_size) + m_volume[i] = (volume_buffer[i] < 1.0) ? 1.0 : volume_buffer[i]; + else + m_volume[i] = 1.0; } RunCalculation(rates_total, start_index, output_buffer, src_start_index); @@ -347,14 +367,21 @@ void CMovingAverageCalculator::RunCalculation(const int rates_total, const int s switch(m_ma_type) { case EMA: - CalculateEMA(rates_total, loop_start, m_period, m_price, output_buffer); + CalculateEMA(rates_total, loop_start, m_period, m_price, output_buffer, data_offset); break; case SMMA: for(int i = loop_start; i < rates_total; i++) { - if(i == start_pos) + bool has_valid_prev = (i > start_pos && output_buffer[i - 1] != EMPTY_VALUE && output_buffer[i - 1] != 0.0); + + if(!has_valid_prev) { + if(i < start_pos) + { + output_buffer[i] = EMPTY_VALUE; + continue; + } double sum = 0.0; for(int j = 0; j < m_period; j++) sum += m_price[i - j]; @@ -410,10 +437,13 @@ void CMovingAverageCalculator::RunCalculation(const int rates_total, const int s } case DEMA: - CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1); - CalculateEMA(rates_total, loop_start, m_period, m_temp_buffer1, m_temp_buffer2); + { + CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1, data_offset); + int offset2 = data_offset + m_period - 1; + int loop2 = MathMax(offset2 + m_period - 1, start_index); + CalculateEMA(rates_total, loop2, m_period, m_temp_buffer1, m_temp_buffer2, offset2); - for(int i = loop_start; i < rates_total; i++) + for(int i = loop2; i < rates_total; i++) { if(m_temp_buffer1[i] != EMPTY_VALUE && m_temp_buffer2[i] != EMPTY_VALUE) output_buffer[i] = 2.0 * m_temp_buffer1[i] - m_temp_buffer2[i]; @@ -421,13 +451,20 @@ void CMovingAverageCalculator::RunCalculation(const int rates_total, const int s output_buffer[i] = EMPTY_VALUE; } break; + } case TEMA: - CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1); - CalculateEMA(rates_total, loop_start, m_period, m_temp_buffer1, m_temp_buffer2); - CalculateEMA(rates_total, loop_start, m_period, m_temp_buffer2, m_temp_buffer3); + { + CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1, data_offset); + int offset2 = data_offset + m_period - 1; + int loop2 = MathMax(offset2 + m_period - 1, start_index); + CalculateEMA(rates_total, loop2, m_period, m_temp_buffer1, m_temp_buffer2, offset2); - for(int i = loop_start; i < rates_total; i++) + int offset3 = offset2 + m_period - 1; + int loop3 = MathMax(offset3 + m_period - 1, start_index); + CalculateEMA(rates_total, loop3, m_period, m_temp_buffer2, m_temp_buffer3, offset3); + + for(int i = loop3; i < rates_total; i++) { if(m_temp_buffer1[i] != EMPTY_VALUE && m_temp_buffer2[i] != EMPTY_VALUE && m_temp_buffer3[i] != EMPTY_VALUE) output_buffer[i] = 3.0 * m_temp_buffer1[i] - 3.0 * m_temp_buffer2[i] + m_temp_buffer3[i]; @@ -435,28 +472,21 @@ void CMovingAverageCalculator::RunCalculation(const int rates_total, const int s output_buffer[i] = EMPTY_VALUE; } break; + } case VWMA: { - if(ArraySize(m_volume) != rates_total) + for(int i = loop_start; i < rates_total; i++) { - for(int i = loop_start; i < rates_total; i++) - output_buffer[i] = EMPTY_VALUE; - } - else - { - for(int i = loop_start; i < rates_total; i++) + double sum_pv = 0.0; + double sum_v = 0.0; + for(int j = 0; j < m_period; j++) { - double sum_pv = 0.0; - double sum_v = 0.0; - for(int j = 0; j < m_period; j++) - { - double v = m_volume[i - j]; - sum_pv += m_price[i - j] * v; - sum_v += v; - } - output_buffer[i] = (sum_v > 0.0) ? (sum_pv / sum_v) : m_price[i]; + double v = m_volume[i - j]; + sum_pv += m_price[i - j] * v; + sum_v += v; } + output_buffer[i] = (sum_v > 0.0) ? (sum_pv / sum_v) : m_price[i]; } break; } @@ -474,19 +504,21 @@ void CMovingAverageCalculator::RunCalculation(const int rates_total, const int s } //+------------------------------------------------------------------+ -//| Calculate EMA (Optimized) | +//| Calculate EMA (Offset-Aware & Safe for Preprocessed Buffers) | //+------------------------------------------------------------------+ -void CMovingAverageCalculator::CalculateEMA(const int rates_total, const int start_index, const int period, const double &source[], double &dest[]) +void CMovingAverageCalculator::CalculateEMA(const int rates_total, const int start_index, const int period, + const double &source[], double &dest[], const int data_offset) { - if(rates_total < period) + int base_start = data_offset + period - 1; + if(rates_total <= base_start) return; double pr = 2.0 / (double)(period + 1.0); - bool force_init = (start_index == 0); + int loop_begin = MathMax(base_start, start_index); - for(int i = start_index; i < rates_total; i++) + for(int i = loop_begin; i < rates_total; i++) { - bool has_prev = (!force_init && i > 0 && dest[i - 1] != 0.0 && dest[i - 1] != EMPTY_VALUE); + bool has_prev = (i > base_start && dest[i - 1] != EMPTY_VALUE && dest[i - 1] != 0.0); if(has_prev) { @@ -497,7 +529,7 @@ void CMovingAverageCalculator::CalculateEMA(const int rates_total, const int sta } else { - if(i < period - 1) + if(i < base_start) { dest[i] = EMPTY_VALUE; continue; @@ -541,13 +573,13 @@ bool CMovingAverageCalculator::PreparePriceSeries(const int rates_total, const i m_price[i] = low[i]; break; case PRICE_MEDIAN: - m_price[i] = (high[i] + low[i]) / 2.0; + m_price[i] = (high[i] + low[i]) * 0.5; break; case PRICE_TYPICAL: - m_price[i] = (high[i] + low[i] + close[i]) / 3.0; + m_price[i] = (high[i] + low[i] + close[i]) * 0.333333333333; break; case PRICE_WEIGHTED: - m_price[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0; + m_price[i] = (high[i] + low[i] + 2.0 * close[i]) * 0.25; break; default: m_price[i] = close[i]; @@ -580,12 +612,12 @@ bool CMovingAverageCalculator_HA::PreparePriceSeries(const int rates_total, cons if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); - ArraySetAsSeries(m_ha_open, false); ArrayResize(m_ha_high, rates_total); - ArraySetAsSeries(m_ha_high, false); ArrayResize(m_ha_low, rates_total); - ArraySetAsSeries(m_ha_low, false); ArrayResize(m_ha_close, rates_total); + ArraySetAsSeries(m_ha_open, false); + ArraySetAsSeries(m_ha_high, false); + ArraySetAsSeries(m_ha_low, false); ArraySetAsSeries(m_ha_close, false); } @@ -609,13 +641,13 @@ bool CMovingAverageCalculator_HA::PreparePriceSeries(const int rates_total, cons m_price[i] = m_ha_low[i]; break; case PRICE_MEDIAN: - m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0; + m_price[i] = (m_ha_high[i] + m_ha_low[i]) * 0.5; break; case PRICE_TYPICAL: - m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0; + m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) * 0.333333333333; break; case PRICE_WEIGHTED: - m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) / 4.0; + m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) * 0.25; break; default: m_price[i] = m_ha_close[i];