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refactor: Full VWMA Support across Fast, Slow and Signal smoothing engines
This commit is contained in:
Toh4iem9
@@ -1,9 +1,13 @@
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//+------------------------------------------------------------------+
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//| MACD_Calculator.mqh|
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//| VERSION 4.00: Unified calculator for ALL MACD indicators. |
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//| Engine for Gerald Appel's MACD & Convergence/Divergence |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "5.00" // Full VWMA Support across Fast, Slow and Signal smoothing engines
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#ifndef MACD_CALCULATOR_MQH
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#define MACD_CALCULATOR_MQH
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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@@ -14,50 +18,149 @@
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class CMACDCalculator
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{
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protected:
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//--- Engines for MACD Line
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int m_fast_p;
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int m_slow_p;
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int m_signal_p;
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ENUM_MA_TYPE m_src_ma_type;
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ENUM_MA_TYPE m_sig_ma_type;
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ENUM_APPLIED_PRICE_HA_ALL m_source_price;
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//--- Smoothing Engines
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CMovingAverageCalculator *m_fast_ma_engine;
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CMovingAverageCalculator *m_slow_ma_engine;
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//--- Engine for Signal Line
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CMovingAverageCalculator *m_signal_ma_engine;
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//--- Persistent Buffers for Incremental Calculation
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//--- Composition Engine
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CHeikinAshi_Calculator m_ha_engine;
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//--- Persistent State Buffers
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double m_price[];
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double m_vol_buf[];
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double m_fast_ma[];
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double m_slow_ma[];
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//--- Internal Result Buffers
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double m_macd_internal[];
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double m_signal_internal[];
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double m_hist_internal[];
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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//--- Updated: Accepts start_index
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virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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virtual bool PreparePriceSeries(const int rates_total, const int start_index,
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const double &open[], const double &high[],
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const double &low[], const double &close[]);
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void ExecuteCalculation(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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const bool use_volume,
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double &macd_line[], double &signal_line[], double &histogram[]);
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public:
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CMACDCalculator(void);
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virtual ~CMACDCalculator(void);
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bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma);
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//--- Enhanced Pro Init (6 Parameters)
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bool Init(const int fast_p, const int slow_p, const int signal_p,
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const ENUM_MA_TYPE src_ma, const ENUM_MA_TYPE sig_ma,
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const ENUM_APPLIED_PRICE_HA_ALL price_source);
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//--- Main Calculation
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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,
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//--- Legacy Compatible Init (5 Parameters)
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bool Init(const int fast_p, const int slow_p, const int signal_p,
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const ENUM_MA_TYPE src_ma, const ENUM_MA_TYPE sig_ma)
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{
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return Init(fast_p, slow_p, signal_p, src_ma, sig_ma, PRICE_CLOSE_STD);
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}
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//--- Calculation Without Volume
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void Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &macd_line[], double &signal_line[], double &histogram[])
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{
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ExecuteCalculation(rates_total, prev_calculated, open, high, low, close, false, macd_line, signal_line, histogram);
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}
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//--- Calculation With Long Volume Array (Supports VWMA)
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void Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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const long &volume[],
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double &macd_line[], double &signal_line[], double &histogram[]);
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//--- Wrappers
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void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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//--- Calculation With Double Volume Array (Supports VWMA in MTF)
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void Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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const double &volume[],
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double &macd_line[], double &signal_line[], double &histogram[]);
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//--- Legacy Overload with price_type parameter
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void Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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const ENUM_APPLIED_PRICE price_type,
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double &macd_line[], double &signal_line[], double &histogram[])
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{
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if(m_source_price >= PRICE_CLOSE_STD)
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m_source_price = (ENUM_APPLIED_PRICE_HA_ALL)price_type;
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Calculate(rates_total, prev_calculated, open, high, low, close, macd_line, signal_line, histogram);
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}
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void CalculateHistogramOnly(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &hist_out[]);
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void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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void CalculateMACDLineOnly(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &macd_out[]);
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//--- Legacy Wrappers for Histogram and MACD Line Only with price_type
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void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hist_out[])
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{
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if(m_source_price >= PRICE_CLOSE_STD)
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m_source_price = (ENUM_APPLIED_PRICE_HA_ALL)price_type;
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CalculateHistogramOnly(rates_total, prev_calculated, open, high, low, close, hist_out);
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}
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void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_out[])
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{
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if(m_source_price >= PRICE_CLOSE_STD)
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m_source_price = (ENUM_APPLIED_PRICE_HA_ALL)price_type;
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CalculateMACDLineOnly(rates_total, prev_calculated, open, high, low, close, macd_out);
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}
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int GetPeriodFast(void) const { return m_fast_p; }
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int GetPeriodSlow(void) const { return m_slow_p; }
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int GetPeriodSignal(void) const { return m_signal_p; }
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int GetRequiredWarmup(void) const { return m_slow_p + m_signal_p; }
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CMACDCalculator::CMACDCalculator(void)
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CMACDCalculator::CMACDCalculator(void) : m_fast_p(12),
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m_slow_p(26),
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m_signal_p(9),
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m_src_ma_type(EMA),
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m_sig_ma_type(EMA),
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m_source_price(PRICE_CLOSE_STD)
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{
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m_fast_ma_engine = new CMovingAverageCalculator();
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m_slow_ma_engine = new CMovingAverageCalculator();
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m_signal_ma_engine = new CMovingAverageCalculator();
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ArraySetAsSeries(m_price, false);
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ArraySetAsSeries(m_vol_buf, false);
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ArraySetAsSeries(m_fast_ma, false);
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ArraySetAsSeries(m_slow_ma, false);
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ArraySetAsSeries(m_macd_internal, false);
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ArraySetAsSeries(m_signal_internal, false);
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ArraySetAsSeries(m_hist_internal, false);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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//+------------------------------------------------------------------+
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@@ -66,17 +169,28 @@ CMACDCalculator::CMACDCalculator(void)
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CMACDCalculator::~CMACDCalculator(void)
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{
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if(CheckPointer(m_fast_ma_engine) != POINTER_INVALID)
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{
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delete m_fast_ma_engine;
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m_fast_ma_engine = NULL;
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}
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if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID)
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{
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delete m_slow_ma_engine;
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m_slow_ma_engine = NULL;
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}
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if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID)
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{
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delete m_signal_ma_engine;
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m_signal_ma_engine = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Init |
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//| Initialization |
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//+------------------------------------------------------------------+
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bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma)
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bool CMACDCalculator::Init(const int fast_p, const int slow_p, const int signal_p,
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const ENUM_MA_TYPE src_ma, const ENUM_MA_TYPE sig_ma,
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const ENUM_APPLIED_PRICE_HA_ALL price_source)
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{
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int f_p = (fast_p < 1) ? 1 : fast_p;
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int s_p = (slow_p < 1) ? 1 : slow_p;
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@@ -86,52 +200,237 @@ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE sr
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f_p = s_p;
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s_p = temp;
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}
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int sig_p = (signal_p < 1) ? 1 : signal_p;
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if(!m_fast_ma_engine.Init(f_p, src_ma))
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m_fast_p = f_p;
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m_slow_p = s_p;
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m_signal_p = (signal_p < 1) ? 1 : signal_p;
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m_src_ma_type = src_ma;
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m_sig_ma_type = sig_ma;
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m_source_price = price_source;
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if(CheckPointer(m_fast_ma_engine) == POINTER_INVALID || !m_fast_ma_engine.Init(m_fast_p, m_src_ma_type))
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return false;
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if(!m_slow_ma_engine.Init(s_p, src_ma))
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if(CheckPointer(m_slow_ma_engine) == POINTER_INVALID || !m_slow_ma_engine.Init(m_slow_p, m_src_ma_type))
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return false;
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if(!m_signal_ma_engine.Init(sig_p, sig_ma))
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if(CheckPointer(m_signal_ma_engine) == POINTER_INVALID || !m_signal_ma_engine.Init(m_signal_p, m_sig_ma_type))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation (Optimized) |
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//| Prepare Price Series (Standard / Heikin Ashi) |
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//+------------------------------------------------------------------+
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void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &macd_line[], double &signal_line[], double &histogram[])
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bool CMACDCalculator::PreparePriceSeries(const int rates_total, const int start_index,
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const double &open[], const double &high[],
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const double &low[], const double &close[])
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{
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int min_bars = m_slow_ma_engine.GetPeriod() + m_signal_ma_engine.GetPeriod();
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if(rates_total <= min_bars)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_fast_ma, rates_total);
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ArrayResize(m_slow_ma, rates_total);
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ArrayResize(m_macd_internal, rates_total);
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ArrayResize(m_signal_internal, rates_total);
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ArrayResize(m_hist_internal, rates_total);
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ArraySetAsSeries(m_price, false);
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}
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// Prepare Price
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if(!PreparePriceSeries(rates_total, start_index, open, high, low, close, price_type))
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bool is_heikin_ashi = (m_source_price <= PRICE_HA_CLOSE);
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if(is_heikin_ashi)
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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m_ha_engine.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(m_source_price)
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{
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case PRICE_HA_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HA_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_HA_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_HA_MEDIAN:
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m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
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break;
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case PRICE_HA_TYPICAL:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
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break;
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case PRICE_HA_WEIGHTED:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) / 4.0;
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break;
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case PRICE_HA_CLOSE:
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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}
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else
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(m_source_price)
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{
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case PRICE_OPEN_STD:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH_STD:
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m_price[i] = high[i];
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break;
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case PRICE_LOW_STD:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN_STD:
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m_price[i] = (high[i] + low[i]) / 2.0;
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break;
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case PRICE_TYPICAL_STD:
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m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED_STD:
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m_price[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0;
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break;
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case PRICE_CLOSE_STD:
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default:
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m_price[i] = close[i];
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break;
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}
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Calculate with Long Volume Overload |
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//+------------------------------------------------------------------+
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void CMACDCalculator::Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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const long &volume[],
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double &macd_line[], double &signal_line[], double &histogram[])
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{
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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if(ArraySize(m_vol_buf) != rates_total)
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{
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ArrayResize(m_vol_buf, rates_total);
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ArraySetAsSeries(m_vol_buf, false);
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}
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for(int j = start_index; j < rates_total; j++)
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m_vol_buf[j] = (volume[j] < 1) ? 1.0 : (double)volume[j];
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ExecuteCalculation(rates_total, prev_calculated, open, high, low, close, true, macd_line, signal_line, histogram);
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}
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//+------------------------------------------------------------------+
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//| Calculate with Double Volume Overload (For MTF) |
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//+------------------------------------------------------------------+
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void CMACDCalculator::Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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const double &volume[],
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double &macd_line[], double &signal_line[], double &histogram[])
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{
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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if(ArraySize(m_vol_buf) != rates_total)
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{
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ArrayResize(m_vol_buf, rates_total);
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ArraySetAsSeries(m_vol_buf, false);
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}
|
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for(int j = start_index; j < rates_total; j++)
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m_vol_buf[j] = (volume[j] < 1.0) ? 1.0 : volume[j];
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||||
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ExecuteCalculation(rates_total, prev_calculated, open, high, low, close, true, macd_line, signal_line, histogram);
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}
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//+------------------------------------------------------------------+
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//| Internal Calculation Engine (Handles Standard & VWMA Smoothing) |
|
||||
//+------------------------------------------------------------------+
|
||||
void CMACDCalculator::ExecuteCalculation(const int rates_total, const int prev_calculated,
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||||
const double &open[], const double &high[],
|
||||
const double &low[], const double &close[],
|
||||
const bool use_volume,
|
||||
double &macd_line[], double &signal_line[], double &histogram[])
|
||||
{
|
||||
int min_bars = m_slow_p + m_signal_p;
|
||||
if(rates_total <= min_bars || CheckPointer(m_fast_ma_engine) == POINTER_INVALID ||
|
||||
CheckPointer(m_slow_ma_engine) == POINTER_INVALID || CheckPointer(m_signal_ma_engine) == POINTER_INVALID)
|
||||
return;
|
||||
|
||||
// Calculate Fast & Slow MAs
|
||||
// Safe allocation of destination arrays
|
||||
if(ArraySize(macd_line) != rates_total)
|
||||
{
|
||||
ArrayResize(macd_line, rates_total);
|
||||
ArraySetAsSeries(macd_line, false);
|
||||
ArrayInitialize(macd_line, EMPTY_VALUE);
|
||||
}
|
||||
if(ArraySize(signal_line) != rates_total)
|
||||
{
|
||||
ArrayResize(signal_line, rates_total);
|
||||
ArraySetAsSeries(signal_line, false);
|
||||
ArrayInitialize(signal_line, EMPTY_VALUE);
|
||||
}
|
||||
if(ArraySize(histogram) != rates_total)
|
||||
{
|
||||
ArrayResize(histogram, rates_total);
|
||||
ArraySetAsSeries(histogram, false);
|
||||
ArrayInitialize(histogram, 0.0);
|
||||
}
|
||||
|
||||
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
|
||||
|
||||
// Resize internal buffers
|
||||
if(ArraySize(m_price) != rates_total)
|
||||
{
|
||||
ArrayResize(m_price, rates_total);
|
||||
ArraySetAsSeries(m_price, false);
|
||||
ArrayResize(m_fast_ma, rates_total);
|
||||
ArraySetAsSeries(m_fast_ma, false);
|
||||
ArrayResize(m_slow_ma, rates_total);
|
||||
ArraySetAsSeries(m_slow_ma, false);
|
||||
ArrayResize(m_macd_internal, rates_total);
|
||||
ArraySetAsSeries(m_macd_internal, false);
|
||||
ArrayResize(m_signal_internal, rates_total);
|
||||
ArraySetAsSeries(m_signal_internal, false);
|
||||
ArrayResize(m_hist_internal, rates_total);
|
||||
ArraySetAsSeries(m_hist_internal, false);
|
||||
}
|
||||
|
||||
if(!PreparePriceSeries(rates_total, start_index, open, high, low, close))
|
||||
return;
|
||||
|
||||
// 1. Calculate Fast & Slow MAs (With or Without Volume)
|
||||
if(use_volume)
|
||||
{
|
||||
m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_vol_buf, m_fast_ma);
|
||||
m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_vol_buf, m_slow_ma);
|
||||
}
|
||||
else
|
||||
{
|
||||
m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_fast_ma);
|
||||
m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_slow_ma);
|
||||
}
|
||||
|
||||
// Calculate MACD Line
|
||||
int slow_period = m_slow_ma_engine.GetPeriod();
|
||||
int loop_start_macd = MathMax(slow_period - 1, start_index);
|
||||
// 2. Calculate MACD Line
|
||||
int loop_start_macd = MathMax(m_slow_p - 1, start_index);
|
||||
|
||||
for(int i = loop_start_macd; i < rates_total; i++)
|
||||
{
|
||||
@@ -141,13 +440,16 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub
|
||||
m_macd_internal[i] = EMPTY_VALUE;
|
||||
}
|
||||
|
||||
// Calculate Signal Line
|
||||
int macd_offset = slow_period - 1;
|
||||
// 3. Calculate Signal Line (With or Without Volume)
|
||||
int macd_offset = m_slow_p - 1;
|
||||
|
||||
if(use_volume)
|
||||
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_vol_buf, m_signal_internal, macd_offset);
|
||||
else
|
||||
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, macd_offset);
|
||||
|
||||
// Calculate Histogram & Output
|
||||
int signal_period = m_signal_ma_engine.GetPeriod();
|
||||
int signal_start = macd_offset + signal_period - 1;
|
||||
// 4. Calculate Histogram Difference & Output
|
||||
int signal_start = macd_offset + m_signal_p - 1;
|
||||
int loop_start_hist = MathMax(signal_start, start_index);
|
||||
|
||||
for(int i = loop_start_hist; i < rates_total; i++)
|
||||
@@ -155,131 +457,49 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub
|
||||
if(m_macd_internal[i] != EMPTY_VALUE && m_signal_internal[i] != EMPTY_VALUE)
|
||||
m_hist_internal[i] = m_macd_internal[i] - m_signal_internal[i];
|
||||
else
|
||||
m_hist_internal[i] = EMPTY_VALUE;
|
||||
m_hist_internal[i] = 0.0;
|
||||
|
||||
// Copy to output buffers if valid
|
||||
if(ArraySize(macd_line) == rates_total)
|
||||
macd_line[i] = m_macd_internal[i];
|
||||
if(ArraySize(signal_line) == rates_total)
|
||||
signal_line[i] = m_signal_internal[i];
|
||||
if(ArraySize(histogram) == rates_total)
|
||||
histogram[i] = m_hist_internal[i];
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Wrappers |
|
||||
//| Calculate Histogram Only |
|
||||
//+------------------------------------------------------------------+
|
||||
void CMACDCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
||||
void CMACDCalculator::CalculateHistogramOnly(const int rates_total, const int prev_calculated,
|
||||
const double &open[], const double &high[],
|
||||
const double &low[], const double &close[],
|
||||
double &hist_out[])
|
||||
{
|
||||
double dummy_macd[], dummy_signal[];
|
||||
Calculate(rates_total, prev_calculated, open, high, low, close, price_type, dummy_macd, dummy_signal, hist_out);
|
||||
Calculate(rates_total, prev_calculated, open, high, low, close, dummy_macd, dummy_signal, hist_out);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//| Calculate MACD Line Only |
|
||||
//+------------------------------------------------------------------+
|
||||
void CMACDCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
||||
void CMACDCalculator::CalculateMACDLineOnly(const int rates_total, const int prev_calculated,
|
||||
const double &open[], const double &high[],
|
||||
const double &low[], const double &close[],
|
||||
double &macd_out[])
|
||||
{
|
||||
double dummy_signal[], dummy_hist[];
|
||||
Calculate(rates_total, prev_calculated, open, high, low, close, price_type, macd_out, dummy_signal, dummy_hist);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Price (Standard) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CMACDCalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
|
||||
{
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
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;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
Calculate(rates_total, prev_calculated, open, high, low, close, macd_out, dummy_signal, dummy_hist);
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 2: CMACDCalculator_HA (Heikin Ashi) |
|
||||
//| CLASS 2: CMACDCalculator_HA (Legacy Wrapper) |
|
||||
//+==================================================================+
|
||||
class CMACDCalculator_HA : public CMACDCalculator
|
||||
{
|
||||
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, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
|
||||
public:
|
||||
CMACDCalculator_HA(void)
|
||||
{
|
||||
m_source_price = PRICE_HA_CLOSE;
|
||||
}
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Price (Heikin Ashi) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
|
||||
{
|
||||
if(ArraySize(m_ha_open) != rates_total)
|
||||
{
|
||||
ArrayResize(m_ha_open, rates_total);
|
||||
ArrayResize(m_ha_high, rates_total);
|
||||
ArrayResize(m_ha_low, rates_total);
|
||||
ArrayResize(m_ha_close, rates_total);
|
||||
}
|
||||
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
m_price[i] = m_ha_open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_price[i] = m_ha_high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_price[i] = m_ha_low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
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;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
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];
|
||||
break;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
#endif // MACD_CALCULATOR_MQH
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user