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Toh4iem9
2025-09-30 18:08:23 +02:00
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Include/MyIncludes/StochasticSlow_Calculator.mqh
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//+------------------------------------------------------------------+
//| StochasticSlow_Calculator.mqh|
//| Calculation engine for Standard and Heikin Ashi Slow Stochastic. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CStochasticSlowCalculator (Base Class) |
//| |
//+==================================================================+
class CStochasticSlowCalculator
{
protected:
int m_k_period, m_d_period, m_slowing_period;
ENUM_MA_METHOD m_slowing_ma_type, m_d_ma_type;
double m_src_high[], m_src_low[], m_src_close[];
double Highest(int period, int current_pos);
double Lowest(int period, int current_pos);
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CStochasticSlowCalculator(void) {};
virtual ~CStochasticSlowCalculator(void) {};
bool Init(int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[]);
};
//+------------------------------------------------------------------+
//| CStochasticSlowCalculator: Initialization |
//+------------------------------------------------------------------+
bool CStochasticSlowCalculator::Init(int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma)
{
m_k_period = (k_p < 1) ? 1 : k_p;
m_slowing_period = (slow_p < 1) ? 1 : slow_p;
m_slowing_ma_type = slow_ma;
m_d_period = (d_p < 1) ? 1 : d_p;
m_d_ma_type = d_ma;
return true;
}
//+------------------------------------------------------------------+
//| CStochasticSlowCalculator: Main Calculation Method (Shared Logic)|
//+------------------------------------------------------------------+
void CStochasticSlowCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[])
{
if(rates_total <= m_k_period + m_slowing_period + m_d_period)
return;
if(!PrepareSourceData(rates_total, open, high, low, close))
return;
double raw_k[];
ArrayResize(raw_k, rates_total);
//--- STEP 1: Calculate Raw %K (Fast %K)
for(int i = m_k_period - 1; i < rates_total; i++)
{
double highest_h = Highest(m_k_period, i);
double lowest_l = Lowest(m_k_period, i);
double range = highest_h - lowest_l;
if(range > 0)
raw_k[i] = (m_src_close[i] - lowest_l) / range * 100.0;
else
raw_k[i] = (i > 0) ? raw_k[i-1] : 50.0;
}
//--- STEP 2: Calculate Slow %K (Main Line) by smoothing Raw %K
int k_slow_start = m_k_period + m_slowing_period - 2;
for(int i = k_slow_start; i < rates_total; i++)
{
switch(m_slowing_ma_type)
{
case MODE_EMA:
case MODE_SMMA:
if(i == k_slow_start)
{
double sum=0;
for(int j=0; j<m_slowing_period; j++)
sum+=raw_k[i-j];
k_buffer[i]=sum/m_slowing_period;
}
else
{
if(m_slowing_ma_type==MODE_EMA)
{
double pr=2.0/(m_slowing_period+1.0);
k_buffer[i]=raw_k[i]*pr+k_buffer[i-1]*(1.0-pr);
}
else
k_buffer[i]=(k_buffer[i-1]*(m_slowing_period-1)+raw_k[i])/m_slowing_period;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_slowing_period; j++) {int w=m_slowing_period-j; sum+=raw_k[i-j]*w; w_sum+=w;} if(w_sum>0) k_buffer[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_slowing_period; j++) sum+=raw_k[i-j]; k_buffer[i]=sum/m_slowing_period;}
break;
}
}
//--- STEP 3: Calculate %D (Signal Line) by smoothing Slow %K
int d_start = m_k_period + m_slowing_period + m_d_period - 3;
for(int i = d_start; i < rates_total; i++)
{
switch(m_d_ma_type)
{
case MODE_EMA:
case MODE_SMMA:
if(i == d_start)
{
double sum=0;
for(int j=0; j<m_d_period; j++)
sum+=k_buffer[i-j];
d_buffer[i]=sum/m_d_period;
}
else
{
if(m_d_ma_type==MODE_EMA)
{
double pr=2.0/(m_d_period+1.0);
d_buffer[i]=k_buffer[i]*pr+d_buffer[i-1]*(1.0-pr);
}
else
d_buffer[i]=(d_buffer[i-1]*(m_d_period-1)+k_buffer[i])/m_d_period;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_d_period; j++) {int w=m_d_period-j; sum+=k_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) d_buffer[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_d_period; j++) sum+=k_buffer[i-j]; d_buffer[i]=sum/m_d_period;}
break;
}
}
}
//+------------------------------------------------------------------+
//| CStochasticSlowCalculator: Prepares the standard source data. |
//+------------------------------------------------------------------+
bool CStochasticSlowCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
{
ArrayResize(m_src_high, rates_total);
ArrayCopy(m_src_high, high, 0, 0, rates_total);
ArrayResize(m_src_low, rates_total);
ArrayCopy(m_src_low, low, 0, 0, rates_total);
ArrayResize(m_src_close, rates_total);
ArrayCopy(m_src_close, close, 0, 0, rates_total);
return true;
}
//+------------------------------------------------------------------+
//| Finds the highest value in the internal price buffer. |
//+------------------------------------------------------------------+
double CStochasticSlowCalculator::Highest(int period, int current_pos)
{
double res = m_src_high[current_pos];
for(int i = 1; i < period; i++)
{
int index = current_pos - i;
if(index < 0)
break;
if(res < m_src_high[index])
res = m_src_high[index];
}
return(res);
}
//+------------------------------------------------------------------+
//| Finds the lowest value in the internal price buffer. |
//+------------------------------------------------------------------+
double CStochasticSlowCalculator::Lowest(int period, int current_pos)
{
double res = m_src_low[current_pos];
for(int i = 1; i < period; i++)
{
int index = current_pos - i;
if(index < 0)
break;
if(res > m_src_low[index])
res = m_src_low[index];
}
return(res);
}
//+==================================================================+
//| |
//| CLASS 2: CStochasticSlowCalculator_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CStochasticSlowCalculator_HA : public CStochasticSlowCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
protected:
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| CStochasticSlowCalculator_HA: Prepares the HA source data. |
//+------------------------------------------------------------------+
bool CStochasticSlowCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
{
double ha_open[];
ArrayResize(ha_open, rates_total);
ArrayResize(m_src_high, rates_total);
ArrayResize(m_src_low, rates_total);
ArrayResize(m_src_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_src_high, m_src_low, m_src_close);
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+