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refactor(indicators):

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Toh4iem9
2025-12-28 10:36:22 +01:00
parent e6b16fa730
commit 5eef5f7195
1 changed files with 96 additions and 59 deletions
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Include/MyIncludes/CCI_Oscillator_Calculator.mqh
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@@ -1,75 +1,112 @@
//+------------------------------------------------------------------+
//| CCI_Oscillator_Calculator.mqh|
//| Wrapper for the CCI_Engine to produce Oscillator output. |
//| Wrapper for the CCI Calculator to produce Oscillator output. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\CCI_Engine.mqh>
#include <MyIncludes\CCI_Calculator.mqh>
//--- Base class for polymorphism
//+==================================================================+
//| CLASS: CCCI_OscillatorCalculator |
//+==================================================================+
class CCCI_OscillatorCalculator
{
public:
virtual bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m)=0;
virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[])=0;
};
//--- Standard version
class CCCI_OscillatorCalculator_Std : public CCCI_OscillatorCalculator
{
protected:
CCCI_Engine *m_engine;
//--- Composition: Use the main CCI Calculator
CCCI_Calculator *m_cci_engine;
//--- Persistent Buffers for Incremental Calculation
double m_cci_buffer[];
double m_signal_buffer[];
double m_upper_dummy[]; // Not used for oscillator
double m_lower_dummy[]; // Not used for oscillator
int m_cci_period;
int m_ma_period;
public:
CCCI_OscillatorCalculator_Std(void) { m_engine = new CCCI_Engine(); }
~CCCI_OscillatorCalculator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
CCCI_OscillatorCalculator(void);
virtual ~CCCI_OscillatorCalculator(void);
virtual bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(cci_p, ma_p, ma_m); }
virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[]) override
{
if(CheckPointer(m_engine)==POINTER_INVALID)
return;
//--- Init now takes ENUM_MA_TYPE and HA flag
bool Init(int cci_p, int ma_p, ENUM_MA_TYPE ma_m, bool use_ha);
double cci_values[], signal_values[];
ArrayResize(cci_values, rates_total);
ArrayResize(signal_values, rates_total);
m_engine.Calculate(rates_total, open, high, low, close, price_type, cci_values, signal_values);
int start_pos = m_engine.GetPeriodCCI() + m_engine.GetPeriodMA() - 2;
for(int i = start_pos; i < rates_total; i++)
{
osc_buffer[i] = cci_values[i] - signal_values[i];
}
}
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 &osc_buffer[]);
};
//--- HA version
class CCCI_OscillatorCalculator_HA : public CCCI_OscillatorCalculator
{
protected:
CCCI_Engine *m_engine;
public:
CCCI_OscillatorCalculator_HA(void) { m_engine = new CCCI_Engine_HA(); }
~CCCI_OscillatorCalculator_HA(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
virtual bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(cci_p, ma_p, ma_m); }
virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[]) override
{
if(CheckPointer(m_engine)==POINTER_INVALID)
return;
double cci_values[], signal_values[];
ArrayResize(cci_values, rates_total);
ArrayResize(signal_values, rates_total);
m_engine.Calculate(rates_total, open, high, low, close, price_type, cci_values, signal_values);
int start_pos = m_engine.GetPeriodCCI() + m_engine.GetPeriodMA() - 2;
for(int i = start_pos; i < rates_total; i++)
{
osc_buffer[i] = cci_values[i] - signal_values[i];
}
}
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CCCI_OscillatorCalculator::CCCI_OscillatorCalculator(void) : m_cci_engine(NULL)
{
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CCCI_OscillatorCalculator::~CCCI_OscillatorCalculator(void)
{
if(CheckPointer(m_cci_engine) != POINTER_INVALID)
delete m_cci_engine;
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CCCI_OscillatorCalculator::Init(int cci_p, int ma_p, ENUM_MA_TYPE ma_m, bool use_ha)
{
m_cci_period = cci_p;
m_ma_period = ma_p;
// Instantiate correct engine
if(use_ha)
m_cci_engine = new CCCI_Calculator_HA();
else
m_cci_engine = new CCCI_Calculator();
// Initialize engine (Bands params are dummy as we don't use them)
return m_cci_engine.Init(cci_p, ma_p, ma_m, 14, 2.0);
}
//+------------------------------------------------------------------+
//| Main Calculation |
//+------------------------------------------------------------------+
void CCCI_OscillatorCalculator::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 &osc_buffer[])
{
if(CheckPointer(m_cci_engine) == POINTER_INVALID)
return;
// Resize internal buffers
if(ArraySize(m_cci_buffer) != rates_total)
{
ArrayResize(m_cci_buffer, rates_total);
ArrayResize(m_signal_buffer, rates_total);
ArrayResize(m_upper_dummy, rates_total);
ArrayResize(m_lower_dummy, rates_total);
}
// Calculate CCI and Signal (Incremental)
// The CCI engine handles its own incremental logic
m_cci_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
m_cci_buffer, m_signal_buffer, m_upper_dummy, m_lower_dummy);
// Calculate Oscillator (CCI - Signal)
// Valid from: CCI Period + MA Period - 2
int start_pos = m_cci_period + m_ma_period - 2;
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
int loop_start = MathMax(start_pos, start_index);
if(prev_calculated == 0)
ArrayInitialize(osc_buffer, 0.0);
for(int i = loop_start; i < rates_total; i++)
{
osc_buffer[i] = m_cci_buffer[i] - m_signal_buffer[i];
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+