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refactor(indicators): Refactored to use MovingAverage_Engine

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Toh4iem9
2026-01-16 19:58:18 +01:00
parent d31d74e70f
commit 4907992b63
1 changed files with 59 additions and 82 deletions
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Include/MyIncludes/Bollinger_Bands_Calculator.mqh
+59 -82
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@@ -1,10 +1,11 @@
//+------------------------------------------------------------------+
//| Bollinger_Bands_Calculator.mqh |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 3.00: Refactored to use MovingAverage_Engine. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#include <MyIncludes\MovingAverage_Engine.mqh>
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
@@ -15,36 +16,59 @@ class CBollingerBandsCalculator
protected:
int m_period;
double m_deviation;
ENUM_MA_METHOD m_ma_method;
//--- Persistent Buffers for Incremental Calculation
//--- Composition: Use Moving Average Engine
CMovingAverageCalculator *m_ma_engine;
//--- Persistent Buffers
double m_price[];
double m_ma_buffer[];
double m_ma_buffer[]; // Internal buffer for centerline
//--- Updated: Accepts start_index
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[]);
public:
CBollingerBandsCalculator(void) {};
virtual ~CBollingerBandsCalculator(void) {};
CBollingerBandsCalculator(void);
virtual ~CBollingerBandsCalculator(void);
bool Init(int period, double deviation, ENUM_MA_METHOD ma_method);
bool Init(int period, double deviation, ENUM_MA_TYPE ma_type);
//--- Updated: Accepts prev_calculated
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 &ma_out[], double &upper_out[], double &lower_out[]);
//--- NEW: Accessor for internal price buffer (needed for %B)
void GetPriceBuffer(double &dest_array[]);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CBollingerBandsCalculator::CBollingerBandsCalculator(void)
{
m_ma_engine = new CMovingAverageCalculator();
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CBollingerBandsCalculator::~CBollingerBandsCalculator(void)
{
if(CheckPointer(m_ma_engine) != POINTER_INVALID)
delete m_ma_engine;
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CBollingerBandsCalculator::Init(int period, double deviation, ENUM_MA_METHOD ma_method)
bool CBollingerBandsCalculator::Init(int period, double deviation, ENUM_MA_TYPE ma_type)
{
m_period = (period < 1) ? 1 : period;
m_deviation = deviation;
m_ma_method = ma_method;
// Initialize the MA engine
if(!m_ma_engine.Init(m_period, ma_type))
return false;
return true;
}
@@ -58,11 +82,7 @@ void CBollingerBandsCalculator::Calculate(int rates_total, int prev_calculated,
return;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- 2. Resize Buffers
if(ArraySize(m_price) != rates_total)
@@ -75,70 +95,32 @@ void CBollingerBandsCalculator::Calculate(int rates_total, int prev_calculated,
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 4. Calculate Centerline (MA) - Incremental
int ma_start_pos = m_period - 1;
int loop_start = MathMax(ma_start_pos, start_index);
for(int i = loop_start; i < rates_total; i++)
{
switch(m_ma_method)
{
case MODE_EMA:
case MODE_SMMA:
if(i == ma_start_pos)
{
double sum = 0;
for(int j = 0; j < m_period; j++)
sum += m_price[i-j];
m_ma_buffer[i] = sum / m_period;
}
else
{
if(m_ma_method == MODE_EMA)
{
double pr = 2.0 / (m_period + 1.0);
m_ma_buffer[i] = m_price[i] * pr + m_ma_buffer[i-1] * (1.0 - pr);
}
else
m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_period - 1) + m_price[i]) / m_period;
}
break;
case MODE_LWMA:
{
double lwma_sum = 0, weight_sum = 0;
for(int j = 0; j < m_period; j++)
{
int weight = m_period - j;
lwma_sum += m_price[i-j] * weight;
weight_sum += weight;
}
if(weight_sum > 0)
m_ma_buffer[i] = lwma_sum / weight_sum;
break;
}
default: // MODE_SMA
{
double sum = 0;
for(int j = 0; j < m_period; j++)
sum += m_price[i-j];
m_ma_buffer[i] = sum / m_period;
break;
}
}
}
//--- 4. Calculate Centerline (Using Engine on Custom Array)
// We use CalculateOnArray because we have already prepared m_price (which handles HA logic if needed)
m_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_price, m_ma_buffer);
//--- 5. Calculate Bands (Incremental)
int loop_start = MathMax(m_period - 1, start_index);
for(int i = loop_start; i < rates_total; i++)
{
double std_dev_val = 0, sum_sq = 0;
double sum_sq = 0;
// Standard Deviation Calculation
// Note: Standard Bollinger Bands use the SMA of (Price - MA)^2 if the center line is SMA.
// If the center line is EMA, usually the StdDev is still calculated over the raw period window.
for(int j = 0; j < m_period; j++)
sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2);
std_dev_val = sqrt(sum_sq / m_period);
{
double diff = m_price[i-j] - m_ma_buffer[i];
sum_sq += diff * diff;
}
double std_dev_val = sqrt(sum_sq / m_period);
upper_out[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
lower_out[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
}
// Copy internal MA buffer to output
ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total);
}
@@ -147,7 +129,6 @@ void CBollingerBandsCalculator::Calculate(int rates_total, int prev_calculated,
//+------------------------------------------------------------------+
bool CBollingerBandsCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Optimized copy loop
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
@@ -165,13 +146,13 @@ bool CBollingerBandsCalculator::PreparePriceSeries(int rates_total, int start_in
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]) / 2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (high[i]+low[i]+close[i])/3.0;
m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0;
break;
default:
m_price[i] = close[i];
@@ -188,7 +169,6 @@ class CBollingerBandsCalculator_HA : public CBollingerBandsCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
@@ -200,7 +180,6 @@ protected:
//+------------------------------------------------------------------+
bool CBollingerBandsCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
@@ -209,11 +188,9 @@ bool CBollingerBandsCalculator_HA::PreparePriceSeries(int rates_total, int start
ArrayResize(m_ha_close, rates_total);
}
//--- STRICT CALL: Use the optimized 10-param HA calculation
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
//--- Copy to m_price (Optimized loop)
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
@@ -231,13 +208,13 @@ bool CBollingerBandsCalculator_HA::PreparePriceSeries(int rates_total, int start
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]) / 2.0;
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]) / 3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2 * m_ha_close[i]) / 4.0;
break;
default:
m_price[i] = m_ha_close[i];