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refactor: add MACD_Calculator

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Toh4iem9
2025-09-30 12:40:29 +02:00
parent 1145ad2048
commit 5b16b92a23
1 changed files with 85 additions and 217 deletions
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Indicators/MyIndicators/MACD_Pro.mq5
+85 -217
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@@ -1,17 +1,18 @@
//+------------------------------------------------------------------+
//| MACD_Pro.mq5 |
//| Copyright 2025, xxxxxxxx |
//| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "8.00" // Final robust version with explicit loops
#property description "MACD with selectable MA types for all components"
#property version "9.00"
#property description "Professional MACD with selectable MA types and price source"
#property description "(Standard and Heikin Ashi)."
//--- Indicator Window and Plot Properties ---
#property indicator_separate_window
#property indicator_buffers 5 // Histogram, MACD Line, Signal Line, FastMA, SlowMA
#property indicator_plots 3 // Histogram, MACD Line, Signal Line
#property indicator_buffers 3 // Histogram, MACD Line, Signal Line
#property indicator_plots 3
//--- Plot 1: MACD Histogram
#property indicator_label1 "Histogram"
@@ -33,67 +34,103 @@
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//--- Include the calculator engine ---
#include <MyIncludes\MACD_Calculator.mqh>
//--- Custom Enum for Price Source, including Heikin Ashi ---
enum ENUM_APPLIED_PRICE_HA_ALL
{
//--- Heikin Ashi Prices (negative values for easy identification)
PRICE_HA_CLOSE = -1,
PRICE_HA_OPEN = -2,
PRICE_HA_HIGH = -3,
PRICE_HA_LOW = -4,
PRICE_HA_MEDIAN = -5,
PRICE_HA_TYPICAL = -6,
PRICE_HA_WEIGHTED = -7,
//--- Standard Prices (using built-in ENUM_APPLIED_PRICE values)
PRICE_CLOSE_STD = PRICE_CLOSE,
PRICE_OPEN_STD = PRICE_OPEN,
PRICE_HIGH_STD = PRICE_HIGH,
PRICE_LOW_STD = PRICE_LOW,
PRICE_MEDIAN_STD = PRICE_MEDIAN,
PRICE_TYPICAL_STD = PRICE_TYPICAL,
PRICE_WEIGHTED_STD= PRICE_WEIGHTED
};
//--- Input Parameters ---
input int InpFastPeriod = 12;
input int InpSlowPeriod = 26;
input int InpSignalPeriod = 9;
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE;
input ENUM_MA_METHOD InpSourceMAType = MODE_EMA; // MA Type for Fast and Slow lines
input ENUM_MA_METHOD InpSignalMAType = MODE_EMA; // MA Type for Signal line
input int InpFastPeriod = 12;
input int InpSlowPeriod = 26;
input int InpSignalPeriod = 9;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input ENUM_MA_METHOD InpSourceMAType = MODE_EMA; // MA Type for Fast and Slow lines
input ENUM_MA_METHOD InpSignalMAType = MODE_EMA; // MA Type for Signal line
//--- Indicator Buffers ---
double BufferMACD_Histogram[];
double BufferMACDLine[];
double BufferSignalLine[];
double BufferFastMA[];
double BufferSlowMA[];
//--- Global Variables ---
int g_ExtFastPeriod, g_ExtSlowPeriod, g_ExtSignalPeriod;
//--- Global calculator object (as a base class pointer) ---
CMACDCalculator *g_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
g_ExtFastPeriod = (InpFastPeriod < 1) ? 1 : InpFastPeriod;
g_ExtSlowPeriod = (InpSlowPeriod < 1) ? 1 : InpSlowPeriod;
g_ExtSignalPeriod = (InpSignalPeriod < 1) ? 1 : InpSignalPeriod;
if(g_ExtFastPeriod > g_ExtSlowPeriod)
{
int temp = g_ExtFastPeriod;
g_ExtFastPeriod = g_ExtSlowPeriod;
g_ExtSlowPeriod = temp;
}
//--- Map the buffers and set as non-timeseries
SetIndexBuffer(0, BufferMACD_Histogram, INDICATOR_DATA);
SetIndexBuffer(1, BufferMACDLine, INDICATOR_DATA);
SetIndexBuffer(2, BufferSignalLine, INDICATOR_DATA);
SetIndexBuffer(3, BufferFastMA, INDICATOR_CALCULATIONS);
SetIndexBuffer(4, BufferSlowMA, INDICATOR_CALCULATIONS);
ArraySetAsSeries(BufferMACD_Histogram, false);
ArraySetAsSeries(BufferMACDLine, false);
ArraySetAsSeries(BufferSignalLine, false);
ArraySetAsSeries(BufferFastMA, false);
ArraySetAsSeries(BufferSlowMA, false);
int macd_line_draw_begin = g_ExtSlowPeriod - 1;
int signal_draw_begin = g_ExtSlowPeriod + g_ExtSignalPeriod - 2;
//--- Dynamically create the appropriate calculator instance
if(InpSourcePrice <= PRICE_HA_CLOSE) // Heikin Ashi source selected
{
g_calculator = new CMACDCalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MACD Pro HA(%d,%d,%d)", InpFastPeriod, InpSlowPeriod, InpSignalPeriod));
}
else // Standard price source selected
{
g_calculator = new CMACDCalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MACD Pro(%d,%d,%d)", InpFastPeriod, InpSlowPeriod, InpSignalPeriod));
}
//--- Check if creation was successful and initialize
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpFastPeriod, InpSlowPeriod, InpSignalPeriod, InpSourceMAType, InpSignalMAType))
{
Print("Failed to create or initialize MACD Calculator object.");
return(INIT_FAILED);
}
//--- Set indicator display properties
int slow_period = MathMax(InpFastPeriod, InpSlowPeriod);
int macd_line_draw_begin = slow_period - 1;
int signal_draw_begin = slow_period + InpSignalPeriod - 2;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, signal_draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, macd_line_draw_begin);
PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, signal_draw_begin);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MACD Pro(%d,%d,%d)", g_ExtFastPeriod, g_ExtSlowPeriod, g_ExtSignalPeriod));
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Moving Average Convergence/Divergence calculation function. |
//| Custom indicator deinitialization function. |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- Free the calculator object to prevent memory leaks
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function. |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
@@ -106,190 +143,21 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
int start_pos = g_ExtSlowPeriod + g_ExtSignalPeriod - 2;
if(rates_total <= start_pos)
return(0);
//--- Ensure the calculator object is valid
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
//--- STEP 1: Prepare the source price array
double price_source[];
ArrayResize(price_source, rates_total);
for(int i=0; i<rates_total; i++)
{
switch(InpAppliedPrice)
{
case PRICE_OPEN:
price_source[i] = open[i];
break;
case PRICE_HIGH:
price_source[i] = high[i];
break;
case PRICE_LOW:
price_source[i] = low[i];
break;
default:
price_source[i] = close[i];
break;
}
}
//--- Convert our custom enum to the standard ENUM_APPLIED_PRICE
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- STEP 2: Calculate Fast MA
for(int i = g_ExtFastPeriod - 1; i < rates_total; i++)
{
// This switch block calculates the Fast MA
switch(InpSourceMAType)
{
case MODE_EMA:
case MODE_SMMA:
if(i == g_ExtFastPeriod - 1)
{
double sum=0;
for(int j=0; j<g_ExtFastPeriod; j++)
sum+=price_source[i-j];
BufferFastMA[i] = sum/g_ExtFastPeriod;
}
else
{
if(InpSourceMAType == MODE_EMA)
{
double pr=2.0/(g_ExtFastPeriod+1.0);
BufferFastMA[i] = price_source[i]*pr + BufferFastMA[i-1]*(1.0-pr);
}
else
BufferFastMA[i] = (BufferFastMA[i-1]*(g_ExtFastPeriod-1)+price_source[i])/g_ExtFastPeriod;
}
break;
case MODE_LWMA:
{
double lwma_sum=0, weight_sum=0;
for(int j=0; j<g_ExtFastPeriod; j++)
{
int weight=g_ExtFastPeriod-j;
lwma_sum+=price_source[i-j]*weight;
weight_sum+=weight;
}
if(weight_sum>0)
BufferFastMA[i]=lwma_sum/weight_sum;
}
break;
default: // MODE_SMA
{
double sum=0;
for(int j=0; j<g_ExtFastPeriod; j++)
sum+=price_source[i-j];
BufferFastMA[i] = sum/g_ExtFastPeriod;
}
break;
}
}
//--- STEP 3: Calculate Slow MA
for(int i = g_ExtSlowPeriod - 1; i < rates_total; i++)
{
// This switch block calculates the Slow MA
switch(InpSourceMAType)
{
case MODE_EMA:
case MODE_SMMA:
if(i == g_ExtSlowPeriod - 1)
{
double sum=0;
for(int j=0; j<g_ExtSlowPeriod; j++)
sum+=price_source[i-j];
BufferSlowMA[i] = sum/g_ExtSlowPeriod;
}
else
{
if(InpSourceMAType == MODE_EMA)
{
double pr=2.0/(g_ExtSlowPeriod+1.0);
BufferSlowMA[i] = price_source[i]*pr + BufferSlowMA[i-1]*(1.0-pr);
}
else
BufferSlowMA[i] = (BufferSlowMA[i-1]*(g_ExtSlowPeriod-1)+price_source[i])/g_ExtSlowPeriod;
}
break;
case MODE_LWMA:
{
double lwma_sum=0, weight_sum=0;
for(int j=0; j<g_ExtSlowPeriod; j++)
{
int weight=g_ExtSlowPeriod-j;
lwma_sum+=price_source[i-j]*weight;
weight_sum+=weight;
}
if(weight_sum>0)
BufferSlowMA[i]=lwma_sum/weight_sum;
}
break;
default: // MODE_SMA
{
double sum=0;
for(int j=0; j<g_ExtSlowPeriod; j++)
sum+=price_source[i-j];
BufferSlowMA[i] = sum/g_ExtSlowPeriod;
}
break;
}
}
//--- STEP 4: Calculate MACD Line
for(int i = g_ExtSlowPeriod - 1; i < rates_total; i++)
{
BufferMACDLine[i] = BufferFastMA[i] - BufferSlowMA[i];
}
//--- STEP 5: Calculate Signal Line and Histogram
for(int i = start_pos; i < rates_total; i++)
{
// This switch block calculates the Signal Line on the MACD Line
switch(InpSignalMAType)
{
case MODE_EMA:
case MODE_SMMA:
if(i == start_pos)
{
double sum=0;
for(int j=0; j<g_ExtSignalPeriod; j++)
sum+=BufferMACDLine[i-j];
BufferSignalLine[i] = sum/g_ExtSignalPeriod;
}
else
{
if(InpSignalMAType == MODE_EMA)
{
double pr=2.0/(g_ExtSignalPeriod+1.0);
BufferSignalLine[i] = BufferMACDLine[i]*pr + BufferSignalLine[i-1]*(1.0-pr);
}
else
BufferSignalLine[i] = (BufferSignalLine[i-1]*(g_ExtSignalPeriod-1)+BufferMACDLine[i])/g_ExtSignalPeriod;
}
break;
case MODE_LWMA:
{
double lwma_sum=0, weight_sum=0;
for(int j=0; j<g_ExtSignalPeriod; j++)
{
int weight=g_ExtSignalPeriod-j;
lwma_sum+=BufferMACDLine[i-j]*weight;
weight_sum+=weight;
}
if(weight_sum>0)
BufferSignalLine[i]=lwma_sum/weight_sum;
}
break;
default: // MODE_SMA
{
double sum=0;
for(int j=0; j<g_ExtSignalPeriod; j++)
sum+=BufferMACDLine[i-j];
BufferSignalLine[i] = sum/g_ExtSignalPeriod;
}
break;
}
BufferMACD_Histogram[i] = BufferMACDLine[i] - BufferSignalLine[i];
}
//--- Delegate the entire calculation to our calculator object
g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferMACDLine, BufferSignalLine, BufferMACD_Histogram);
//--- Return rates_total for a full recalculation, ensuring stability
return(rates_total);
}
//+------------------------------------------------------------------+