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//+------------------------------------------------------------------+
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//| CHO_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi CHO. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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//--- Re-use the AD calculator we built previously ---
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#include <MyIncludes\AD_Calculator.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CCHOCalculator (Base Class) |
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//| |
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//+==================================================================+
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class CCHOCalculator
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{
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protected:
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int m_fast_period;
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int m_slow_period;
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ENUM_MA_METHOD m_ma_method;
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ENUM_APPLIED_VOLUME m_volume_type;
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//--- It contains a pointer to a base AD calculator
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CADCalculator *m_ad_calculator;
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public:
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CCHOCalculator(void);
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virtual ~CCHOCalculator(void);
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//--- Public methods
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bool Init(int fast_p, int slow_p, ENUM_MA_METHOD ma_m, ENUM_APPLIED_VOLUME vol_t);
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int GetSlowPeriod(void) const { return m_slow_period; }
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//--- CORRECTED: Added 'open' array to the signature
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], double &cho_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CCHOCalculator: Constructor |
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//+------------------------------------------------------------------+
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CCHOCalculator::CCHOCalculator(void)
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{
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//--- The base class creates a standard AD calculator instance
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m_ad_calculator = new CADCalculator();
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}
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//+------------------------------------------------------------------+
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//| CCHOCalculator: Destructor |
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//+------------------------------------------------------------------+
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CCHOCalculator::~CCHOCalculator(void)
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{
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//--- Clean up the contained object
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if(CheckPointer(m_ad_calculator) != POINTER_INVALID)
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delete m_ad_calculator;
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}
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//+------------------------------------------------------------------+
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//| CCHOCalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CCHOCalculator::Init(int fast_p, int slow_p, ENUM_MA_METHOD ma_m, ENUM_APPLIED_VOLUME vol_t)
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{
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m_fast_period = (fast_p < 1) ? 1 : fast_p;
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m_slow_period = (slow_p < 1) ? 1 : slow_p;
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if(m_fast_period > m_slow_period)
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{
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int temp = m_fast_period;
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m_fast_period = m_slow_period;
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m_slow_period = temp;
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}
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m_ma_method = ma_m;
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m_volume_type = vol_t;
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return (CheckPointer(m_ad_calculator) != POINTER_INVALID);
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}
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//+------------------------------------------------------------------+
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//| CCHOCalculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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void CCHOCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], double &cho_buffer[])
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{
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if(rates_total < m_slow_period || CheckPointer(m_ad_calculator) == POINTER_INVALID)
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return;
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//--- Internal buffers
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double adl[], fast_ma[], slow_ma[];
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ArrayResize(adl, rates_total);
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ArrayResize(fast_ma, rates_total);
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ArrayResize(slow_ma, rates_total);
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//--- STEP 1: Calculate ADL using the contained calculator
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//--- CORRECTED: Pass the 'open' array to the AD calculator
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m_ad_calculator.Calculate(rates_total, open, high, low, close, tick_volume, volume, m_volume_type, adl);
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//--- STEP 2: Calculate Fast MA on ADL
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for(int i = m_fast_period - 1; i < rates_total; i++)
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{
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switch(m_ma_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 == m_fast_period - 1)
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{
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double sum=0;
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for(int j=0; j<m_fast_period; j++)
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sum+=adl[i-j];
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fast_ma[i] = sum/m_fast_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_fast_period+1.0);
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fast_ma[i] = adl[i]*pr + fast_ma[i-1]*(1.0-pr);
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}
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else
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fast_ma[i] = (fast_ma[i-1]*(m_fast_period-1)+adl[i])/m_fast_period;
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}
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break;
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case MODE_LWMA:
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{double lwma_sum=0, weight_sum=0; for(int j=0; j<m_fast_period; j++) {int weight=m_fast_period-j; lwma_sum+=adl[i-j]*weight; weight_sum+=weight;} if(weight_sum>0) fast_ma[i]=lwma_sum/weight_sum;}
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break;
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default:
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{double sum=0; for(int j=0; j<m_fast_period; j++) sum+=adl[i-j]; fast_ma[i] = sum/m_fast_period;}
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break;
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}
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}
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//--- STEP 3: Calculate Slow MA on ADL
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for(int i = m_slow_period - 1; i < rates_total; i++)
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{
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switch(m_ma_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 == m_slow_period - 1)
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{
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double sum=0;
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for(int j=0; j<m_slow_period; j++)
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sum+=adl[i-j];
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slow_ma[i] = sum/m_slow_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_slow_period+1.0);
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slow_ma[i] = adl[i]*pr + slow_ma[i-1]*(1.0-pr);
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}
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else
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slow_ma[i] = (slow_ma[i-1]*(m_slow_period-1)+adl[i])/m_slow_period;
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}
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break;
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case MODE_LWMA:
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{double lwma_sum=0, weight_sum=0; for(int j=0; j<m_slow_period; j++) {int weight=m_slow_period-j; lwma_sum+=adl[i-j]*weight; weight_sum+=weight;} if(weight_sum>0) slow_ma[i]=lwma_sum/weight_sum;}
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break;
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default:
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{double sum=0; for(int j=0; j<m_slow_period; j++) sum+=adl[i-j]; slow_ma[i] = sum/m_slow_period;}
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break;
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}
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}
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//--- STEP 4: Calculate final Chaikin Oscillator value
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for(int i = m_slow_period - 1; i < rates_total; i++)
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{
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cho_buffer[i] = fast_ma[i] - slow_ma[i];
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}
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CCHOCalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CCHOCalculator_HA : public CCHOCalculator
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{
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public:
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CCHOCalculator_HA(void);
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};
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//+------------------------------------------------------------------+
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//| CCHOCalculator_HA: Constructor |
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//+------------------------------------------------------------------+
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CCHOCalculator_HA::CCHOCalculator_HA(void)
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{
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//--- Clean up the base class's standard calculator first
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if(CheckPointer(m_ad_calculator) != POINTER_INVALID)
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delete m_ad_calculator;
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//--- The derived class creates a Heikin Ashi AD calculator instance instead
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m_ad_calculator = new CADCalculator_HA();
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}
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//+==================================================================+
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//| |
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//| CLASS 3: CCHOCalculator_Std (Standard) |
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//| |
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//+==================================================================+
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// This is just for consistency in naming, it inherits everything from the base.
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class CCHOCalculator_Std : public CCHOCalculator
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{
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};
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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