diff --git a/Include/MyIncludes/CCI_Oscillator_Calculator.mqh b/Include/MyIncludes/CCI_Oscillator_Calculator.mqh index 4e99318..615834e 100644 --- a/Include/MyIncludes/CCI_Oscillator_Calculator.mqh +++ b/Include/MyIncludes/CCI_Oscillator_Calculator.mqh @@ -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 +#include -//--- 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]; + } + } +//+------------------------------------------------------------------+ //+------------------------------------------------------------------+