diff --git a/Include/MyIncludes/Stochastic_Adaptive_Calculator.mqh b/Include/MyIncludes/Stochastic_Adaptive_Calculator.mqh index 1abff69..df09e3a 100644 --- a/Include/MyIncludes/Stochastic_Adaptive_Calculator.mqh +++ b/Include/MyIncludes/Stochastic_Adaptive_Calculator.mqh @@ -1,98 +1,120 @@ //+------------------------------------------------------------------+ //| Stochastic_Adaptive_Calculator.mqh | -//| Engine for Frank Key's Variable-Length Stochastic. | +//| VERSION 2.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" -#include // For ENUM_MA_TYPE +#include #include +//+==================================================================+ +//| CLASS 1: CStochasticAdaptiveCalculator | //+==================================================================+ class CStochasticAdaptiveCalculator { protected: - int m_er_period, m_min_period, m_max_period, m_slowing_period, m_d_period; - ENUM_MA_TYPE m_d_ma_type; - double m_price[]; + int m_er_period, m_min_period, m_max_period; - virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); - void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos); + //--- Engines for Smoothing + CMovingAverageCalculator m_slowing_engine; + CMovingAverageCalculator m_signal_engine; + + //--- Persistent Buffers + double m_price[]; + double m_er_buffer[]; + double m_nsp_buffer[]; + double m_raw_k[]; + + //--- 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: CStochasticAdaptiveCalculator(void) {}; virtual ~CStochasticAdaptiveCalculator(void) {}; - bool Init(int er_p, int min_p, int max_p, int slow_p, int d_p, ENUM_MA_TYPE d_ma); - void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + //--- Init now takes ENUM_MA_TYPE + bool Init(int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma); + + //--- Updated: Accepts prev_calculated + void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &k_buffer[], double &d_buffer[]); }; //+------------------------------------------------------------------+ -//| | +//| Init | //+------------------------------------------------------------------+ -class CStochasticAdaptiveCalculator_HA : public CStochasticAdaptiveCalculator +bool CStochasticAdaptiveCalculator::Init(int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma) { -private: - CHeikinAshi_Calculator m_ha_calculator; -protected: - virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; - }; - -//+==================================================================+ -//| METHOD IMPLEMENTATIONS | -//+==================================================================+ - -//+------------------------------------------------------------------+ -//| | -//+------------------------------------------------------------------+ -bool CStochasticAdaptiveCalculator::Init(int er_p, int min_p, int max_p, int slow_p, int d_p, ENUM_MA_TYPE d_ma) - { - m_er_period = (er_p < 1) ? 1 : er_p; + m_er_period = (er_p < 1) ? 1 : er_p; m_min_period = (min_p < 1) ? 1 : min_p; m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p; - m_slowing_period = (slow_p < 1) ? 1 : slow_p; - m_d_period = (d_p < 1) ? 1 : d_p; - m_d_ma_type = d_ma; + +// Initialize Engines + if(!m_slowing_engine.Init(slow_p, slow_ma)) + return false; + if(!m_signal_engine.Init(d_p, d_ma)) + return false; + return true; } //+------------------------------------------------------------------+ -//| | +//| Main Calculation (Optimized) | //+------------------------------------------------------------------+ -void CStochasticAdaptiveCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, +void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &k_buffer[], double &d_buffer[]) { +// Minimum bars check if(rates_total <= m_er_period + m_max_period) return; - if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + + int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; + +// Resize Buffers + if(ArraySize(m_price) != rates_total) + { + ArrayResize(m_price, rates_total); + ArrayResize(m_er_buffer, rates_total); + ArrayResize(m_nsp_buffer, rates_total); + ArrayResize(m_raw_k, rates_total); + } + + if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; - double er_buffer[], nsp_buffer[], raw_k[]; - ArrayResize(er_buffer, rates_total); - ArrayResize(nsp_buffer, rates_total); - ArrayResize(raw_k, rates_total); +//--- 1. Calculate Efficiency Ratio (ER) + int loop_start_er = MathMax(m_er_period, start_index); - for(int i = m_er_period; i < rates_total; i++) + for(int i = loop_start_er; i < rates_total; i++) { double direction = MathAbs(m_price[i] - m_price[i - m_er_period]); double volatility = 0; for(int j = 0; j < m_er_period; j++) volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]); - er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0; + + m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0; } - for(int i = m_er_period; i < rates_total; i++) +//--- 2. Calculate Adaptive Period (NSP) + for(int i = loop_start_er; i < rates_total; i++) { - nsp_buffer[i] = (int)(er_buffer[i] * (m_max_period - m_min_period) + m_min_period); - if(nsp_buffer[i] < 1) - nsp_buffer[i] = 1; + m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period); + if(m_nsp_buffer[i] < 1) + m_nsp_buffer[i] = 1; } - for(int i = m_er_period + m_max_period - 1; i < rates_total; i++) +//--- 3. Calculate Raw %K (Adaptive) + int raw_k_start = m_er_period + m_max_period - 1; + int loop_start_k = MathMax(raw_k_start, start_index); + + for(int i = loop_start_k; i < rates_total; i++) { - int current_nsp = (int)nsp_buffer[i]; - double highest = m_price[i], lowest = m_price[i]; + int current_nsp = (int)m_nsp_buffer[i]; + double highest = m_price[i]; + double lowest = m_price[i]; + + // Lookback based on dynamic period for(int j = 1; j < current_nsp; j++) { if(i-j < 0) @@ -100,178 +122,117 @@ void CStochasticAdaptiveCalculator::Calculate(int rates_total, const double &ope highest = MathMax(highest, m_price[i-j]); lowest = MathMin(lowest, m_price[i-j]); } + double range = highest - lowest; if(range > 0.000001) - raw_k[i] = (m_price[i] - lowest) / range * 100.0; + m_raw_k[i] = (m_price[i] - lowest) / range * 100.0; else - raw_k[i] = (i > 0) ? raw_k[i-1] : 50.0; + m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0; } - int k_slow_start = m_er_period + m_max_period + m_slowing_period - 2; - CalculateMA(raw_k, k_buffer, m_slowing_period, SMA, k_slow_start); - int d_start = k_slow_start + m_d_period - 1; - CalculateMA(k_buffer, d_buffer, m_d_period, m_d_ma_type, d_start); +//--- 4. Calculate Slow %K (Main Line) using Slowing Engine +// Offset: raw_k_start + m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start); + +//--- 5. Calculate %D (Signal Line) using Signal Engine +// Offset: raw_k_start + slowing_period - 1 + int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1; + m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset); } //+------------------------------------------------------------------+ -//| | +//| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ -void CStochasticAdaptiveCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos) +bool CStochasticAdaptiveCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { - for(int i = start_pos; i < ArraySize(source_array); i++) + for(int i = start_index; i < rates_total; i++) { - switch(method) + switch(price_type) { - case EMA: - case SMMA: - if(i == start_pos) - { - double sum=0; - int count=0; - for(int j=0; j 0) - dest_array[i]=sum/count; - } - else - { - if(method==EMA) - { - double pr=2.0/(period+1.0); - dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); - } - else - dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; - } + case PRICE_CLOSE: + m_price[i] = close[i]; + break; + case PRICE_OPEN: + m_price[i] = open[i]; + break; + case PRICE_HIGH: + m_price[i] = high[i]; + break; + case PRICE_LOW: + m_price[i] = low[i]; + break; + case PRICE_MEDIAN: + m_price[i] = (high[i]+low[i])/2.0; + break; + case PRICE_TYPICAL: + m_price[i] = (high[i]+low[i]+close[i])/3.0; + break; + case PRICE_WEIGHTED: + m_price[i] = (high[i]+low[i]+2*close[i])/4.0; + break; + default: + m_price[i] = close[i]; break; - case LWMA: - { - double sum=0, w_sum=0; - for(int j=0; j0) - dest_array[i]=sum/w_sum; - } - break; - default: // SMA - { - double sum=0; - int count=0; - for(int j=0; j 0) - dest_array[i]=sum/count; - } - break; } } + return true; } +//+==================================================================+ +//| CLASS 2: CStochasticAdaptiveCalculator_HA | +//+==================================================================+ +class CStochasticAdaptiveCalculator_HA : public CStochasticAdaptiveCalculator + { +private: + CHeikinAshi_Calculator m_ha_calculator; + double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; +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[]) override; + }; + //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ -bool CStochasticAdaptiveCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) +bool CStochasticAdaptiveCalculator_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[]) { - if(ArraySize(m_price) != rates_total) - if(ArrayResize(m_price, rates_total) != rates_total) - return false; - - switch(price_type) + if(ArraySize(m_ha_open) != rates_total) { - case PRICE_CLOSE: - ArrayCopy(m_price, close, 0, 0, rates_total); - break; - case PRICE_OPEN: - ArrayCopy(m_price, open, 0, 0, rates_total); - break; - case PRICE_HIGH: - ArrayCopy(m_price, high, 0, 0, rates_total); - break; - case PRICE_LOW: - ArrayCopy(m_price, low, 0, 0, rates_total); - break; - case PRICE_MEDIAN: - for(int i=0; i