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refactor(indicators): Fixed Engine usage (CCMOEngine)

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This commit is contained in:
Toh4iem9
2026-01-02 14:01:41 +01:00
parent 6b6b593258
commit 48f7c195e9
1 changed files with 33 additions and 30 deletions
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Include/MyIncludes/TDI_CMO_Calculator.mqh
+33 -30
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@@ -1,12 +1,13 @@
//+------------------------------------------------------------------+
//| TDI_CMO_Calculator.mqh |
//| Calculation engine for TDI based on CMO. |
//| VERSION 2.00: Optimized for incremental calculation. |
//| VERSION 2.10: Fixed Engine usage (CCMOEngine). |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\CMO_Calculator.mqh>
// FIX: Use the lightweight Engine, not the full Calculator
#include <MyIncludes\CMO_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
@@ -19,7 +20,7 @@ protected:
double m_std_dev;
//--- Engines
CCMOCalculator *m_cmo_calculator;
CCMOEngine *m_cmo_engine; // FIX: Use Engine
CMovingAverageCalculator m_price_line_engine;
CMovingAverageCalculator m_signal_line_engine;
CMovingAverageCalculator m_base_line_engine;
@@ -32,6 +33,9 @@ protected:
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
//--- Factory Method for CMO Engine
virtual void CreateCMOEngine(void);
public:
CTDICMOCalculator(void);
virtual ~CTDICMOCalculator(void);
@@ -50,7 +54,7 @@ public:
//+------------------------------------------------------------------+
CTDICMOCalculator::CTDICMOCalculator(void)
{
m_cmo_calculator = new CCMOCalculator();
m_cmo_engine = NULL;
}
//+------------------------------------------------------------------+
@@ -58,8 +62,16 @@ CTDICMOCalculator::CTDICMOCalculator(void)
//+------------------------------------------------------------------+
CTDICMOCalculator::~CTDICMOCalculator(void)
{
if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
delete m_cmo_calculator;
if(CheckPointer(m_cmo_engine) != POINTER_INVALID)
delete m_cmo_engine;
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CTDICMOCalculator::CreateCMOEngine(void)
{
m_cmo_engine = new CCMOEngine();
}
//+------------------------------------------------------------------+
@@ -73,9 +85,12 @@ bool CTDICMOCalculator::Init(int cmo_p, int price_p, int signal_p, int base_p, d
m_base_period = (base_p < 1) ? 1 : base_p;
m_std_dev = (dev <= 0) ? 1.618 : dev;
if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
CreateCMOEngine();
if(CheckPointer(m_cmo_engine) == POINTER_INVALID)
return false;
if(!m_cmo_calculator.Init(m_cmo_period))
// FIX: CCMOEngine::Init takes only period
if(!m_cmo_engine.Init(m_cmo_period))
return false;
// Initialize MA Engines (Classic TDI uses SMA, but we allow override)
@@ -99,7 +114,7 @@ void CTDICMOCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APP
// Minimum bars check
if(rates_total <= m_cmo_period + m_base_period)
return;
if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
if(CheckPointer(m_cmo_engine) == POINTER_INVALID)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
@@ -117,7 +132,8 @@ void CTDICMOCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APP
return;
//--- 1. Calculate CMO (Incremental)
m_cmo_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
// FIX: CCMOEngine::Calculate takes fewer parameters (no output buffers for MA/Bands)
m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
//--- 2. Rescale CMO to 0-100 range
int loop_start_cmo = MathMax(m_cmo_period, start_index);
@@ -138,21 +154,10 @@ void CTDICMOCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APP
m_signal_line_engine.CalculateOnArray(rates_total, prev_calculated, m_price_line, signal_line_out, signal_offset);
//--- 5. Calculate Base Line (MA on Price Line)
// Offset: same as signal line start (based on Price Line)
// But Base Line usually has longer period, so it starts later validly.
// The engine handles validity based on period.
m_base_line_engine.CalculateOnArray(rates_total, prev_calculated, m_price_line, m_base_line, signal_offset);
ArrayCopy(base_line_out, m_base_line, 0, 0, rates_total);
//--- 6. Calculate Volatility Bands (Bollinger Bands on Base Line)
// Bands are calculated using StdDev of Price Line around Base Line?
// Or StdDev of Rescaled CMO around Base Line?
// Original code used: StdDev of Rescaled CMO around Base Line (where Base Line is MA of Price Line).
// Wait, original code:
// base_line_ma_on_cmo = sum_cmo / m_base_period; (This IS the Base Line value at i)
// sum_sq += MathPow(cmo_rescaled[i-j] - base_line_ma_on_cmo, 2);
// So it calculates StdDev of CMO around the Base Line.
int bands_start = m_cmo_period + m_base_period - 1; // Approx start
int loop_start_bands = MathMax(bands_start, start_index);
@@ -185,7 +190,7 @@ void CTDICMOCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APP
bool CTDICMOCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// This method is just a placeholder for the base class.
// The CMO calculator handles its own data preparation internally.
// The CMO engine handles its own data preparation internally.
return true;
}
@@ -194,18 +199,16 @@ bool CTDICMOCalculator::PreparePriceSeries(int rates_total, int start_index, ENU
//+==================================================================+
class CTDICMOCalculator_HA : public CTDICMOCalculator
{
public:
CTDICMOCalculator_HA(void);
protected:
virtual void CreateCMOEngine(void) override;
};
//+------------------------------------------------------------------+
//| |
//| Factory Method for HA CMO Engine |
//+------------------------------------------------------------------+
CTDICMOCalculator_HA::CTDICMOCalculator_HA(void)
void CTDICMOCalculator_HA::CreateCMOEngine(void)
{
if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
delete m_cmo_calculator;
// Use HA version of CMO calculator
m_cmo_calculator = new CCMOCalculator_HA();
m_cmo_engine = new CCMOEngine_HA();
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+