new files added

2026-08-03 23:57:44 +00:00 · 2026-01-11 11:27:43 +01:00
parent cdb096e927
commit 634947ca0d
1 changed files with 172 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                                DMI_Engine.mqh    |
+//|      Core engine for Directional Movement Index calculations.    |
+//|      Calculates +DI, -DI, TR, +DM, -DM.                          |
+//|      VERSION 1.00                                                |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|             CLASS 1: CDMIEngine (Base Class)                     |
+//+==================================================================+
+class CDMIEngine
+  {
+protected:
+   int               m_period;
+
+   //--- Persistent Buffers
+   double            m_pDM[], m_nDM[], m_TR[];
+   double            m_smoothed_pdm[], m_smoothed_ndm[], m_smoothed_tr[];
+
+   //--- Internal Price Buffers (for TR calculation)
+   double            m_high[], m_low[], m_close[];
+
+   //--- Virtual Prepare (Standard vs HA)
+   virtual void      PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CDMIEngine(void) {};
+   virtual          ~CDMIEngine(void) {};
+
+   bool              Init(int period);
+   int               GetPeriod(void) const { return m_period; }
+
+   //--- Main Calculation
+   void              Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &pdi_buffer[], double &ndi_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CDMIEngine::Init(int period)
+  {
+   m_period = (period < 1) ? 1 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation                                                 |
+//+------------------------------------------------------------------+
+void CDMIEngine::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
+                           double &pdi_buffer[], double &ndi_buffer[])
+  {
+   if(rates_total < m_period)
+      return;
+
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+// Resize Buffers
+   if(ArraySize(m_pDM) != rates_total)
+     {
+      ArrayResize(m_pDM, rates_total);
+      ArrayResize(m_nDM, rates_total);
+      ArrayResize(m_TR, rates_total);
+      ArrayResize(m_smoothed_pdm, rates_total);
+      ArrayResize(m_smoothed_ndm, rates_total);
+      ArrayResize(m_smoothed_tr, rates_total);
+
+      ArrayResize(m_high, rates_total);
+      ArrayResize(m_low, rates_total);
+      ArrayResize(m_close, rates_total);
+     }
+
+// 1. Prepare Data (Standard or HA)
+   PrepareData(rates_total, start_index, open, high, low, close);
+
+// 2. Calculate Raw DM and TR
+   int loop_start_dm = MathMax(1, start_index);
+   for(int i = loop_start_dm; i < rates_total; i++)
+     {
+      double high_diff = m_high[i] - m_high[i-1];
+      double low_diff  = m_low[i-1] - m_low[i];
+
+      m_pDM[i] = (high_diff > low_diff && high_diff > 0) ? high_diff : 0;
+      m_nDM[i] = (low_diff > high_diff && low_diff > 0) ? low_diff : 0;
+      m_TR[i]  = MathMax(m_high[i], m_close[i-1]) - MathMin(m_low[i], m_close[i-1]);
+     }
+
+// 3. Calculate Smoothed Values (Wilder's Smoothing)
+   int loop_start_smooth = MathMax(m_period, start_index);
+   for(int i = loop_start_smooth; i < rates_total; i++)
+     {
+      if(i == m_period) // Initial Sum
+        {
+         double sum_pdm=0, sum_ndm=0, sum_tr=0;
+         for(int j=1; j<=m_period; j++)
+           {
+            sum_pdm += m_pDM[j];
+            sum_ndm += m_nDM[j];
+            sum_tr  += m_TR[j];
+           }
+         m_smoothed_pdm[i] = sum_pdm;
+         m_smoothed_ndm[i] = sum_ndm;
+         m_smoothed_tr[i]  = sum_tr;
+        }
+      else // Wilder's Smoothing
+        {
+         m_smoothed_pdm[i] = m_smoothed_pdm[i-1] - (m_smoothed_pdm[i-1] / m_period) + m_pDM[i];
+         m_smoothed_ndm[i] = m_smoothed_ndm[i-1] - (m_smoothed_ndm[i-1] / m_period) + m_nDM[i];
+         m_smoothed_tr[i]  = m_smoothed_tr[i-1]  - (m_smoothed_tr[i-1] / m_period) + m_TR[i];
+        }
+     }
+
+// 4. Calculate +DI and -DI
+   for(int i = loop_start_smooth; i < rates_total; i++)
+     {
+      if(m_smoothed_tr[i] != 0.0)
+        {
+         pdi_buffer[i] = (m_smoothed_pdm[i] / m_smoothed_tr[i]) * 100.0;
+         ndi_buffer[i] = (m_smoothed_ndm[i] / m_smoothed_tr[i]) * 100.0;
+        }
+      else
+        {
+         pdi_buffer[i] = 0.0;
+         ndi_buffer[i] = 0.0;
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Data (Standard)                                          |
+//+------------------------------------------------------------------+
+void CDMIEngine::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   for(int i = start_index; i < rates_total; i++)
+     {
+      m_high[i] = high[i];
+      m_low[i]  = low[i];
+      m_close[i] = close[i];
+     }
+  }
+
+//+==================================================================+
+//|             CLASS 2: CDMIEngine_HA (Heikin Ashi)                 |
+//+==================================================================+
+class CDMIEngine_HA : public CDMIEngine
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+   double            m_ha_open[]; // Only need open buffer for calc, others map to base members
+
+protected:
+   virtual void      PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| Prepare Data (Heikin Ashi)                                       |
+//+------------------------------------------------------------------+
+void CDMIEngine_HA::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   if(ArraySize(m_ha_open) != rates_total)
+      ArrayResize(m_ha_open, rates_total);
+
+// Calculate HA and store directly into base class buffers (m_high, m_low, m_close)
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
+                             m_ha_open, m_high, m_low, m_close);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+