refactor(indicators): Refactored to use MovingAverage_Engine

Include/MyIncludes/Bollinger_Bands_Calculator.mqh

@@ -1,10 +1,11 @@
 //+------------------------------------------------------------------+
 //|                                   Bollinger_Bands_Calculator.mqh |
-//|      VERSION 2.00: Optimized for incremental calculation.        |
+//|      VERSION 3.00: Refactored to use MovingAverage_Engine.       |
-//|                                        Copyright 2025, xxxxxxxx  |
+//|                                        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) {};
+                     CBollingerBandsCalculator(void);
-   virtual          ~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;
+   int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
-   if(prev_calculated == 0)
-      start_index = 0;
-   else
-      start_index = 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
+//--- 4. Calculate Centerline (Using Engine on Custom Array)
-   int ma_start_pos = m_period - 1;
+// We use CalculateOnArray because we have already prepared m_price (which handles HA logic if needed)
-   int loop_start = MathMax(ma_start_pos, start_index);
+   m_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_price, m_ma_buffer);
-
-   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;
-           }
-        }
-     }
 
 //--- 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];