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refactor: Restored Init signature for maximum compatibility across indicators

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This commit is contained in:
Toh4iem9
2026-06-24 10:52:13 +02:00
parent 53e6c2f497
commit 6399ca4602
1 changed files with 19 additions and 12 deletions
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Include/MyIncludes/VScore_Calculator.mqh
+19 -12
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@@ -2,10 +2,14 @@
//| VScore_Calculator.mqh |
//| Engine for V-Score (VWAP Z-Score). |
//| Measures statistical deviation from VWAP. |
//| VERSION 2.00: Strictly O(1) Incremental Optimized. |
//| VERSION 2.12: Restored classic signature with auto-volume |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.12" // Restored Init signature for maximum compatibility across indicators
#ifndef VSCORE_CALCULATOR_MQH
#define VSCORE_CALCULATOR_MQH
#include <MyIncludes\VWAP_Calculator.mqh>
@@ -27,6 +31,7 @@ public:
CVScoreCalculator();
virtual ~CVScoreCalculator();
//--- RESTORED: Classic Init signature
bool Init(int period, ENUM_VWAP_PERIOD vwap_reset);
void Calculate(int rates_total, int prev_calculated,
@@ -47,7 +52,7 @@ CVScoreCalculator::CVScoreCalculator() : m_vwap_calc(NULL)
//+------------------------------------------------------------------+
CVScoreCalculator::~CVScoreCalculator()
{
if(CheckPointer(m_vwap_calc) == POINTER_DYNAMIC)
if(CheckPointer(m_vwap_calc) != POINTER_INVALID)
delete m_vwap_calc;
}
@@ -59,8 +64,15 @@ bool CVScoreCalculator::Init(int period, ENUM_VWAP_PERIOD vwap_reset)
m_period = (period < 2) ? 2 : period;
m_vwap_calc = new CVWAPCalculator();
// Init VWAP with Tick Volume, enabled
if(!m_vwap_calc.Init(vwap_reset, VOLUME_TICK, 0, true))
if(CheckPointer(m_vwap_calc) == POINTER_INVALID)
return false;
// Dynamic volume type selection based on broker capability (Real Volume vs Tick Volume)
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
ENUM_APPLIED_VOLUME vol_type = (volume_limit > 0) ? VOLUME_REAL : VOLUME_TICK;
// Init VWAP with optimal volume, enabled
if(!m_vwap_calc.Init(vwap_reset, vol_type, 0, true))
return false;
return true;
@@ -85,20 +97,17 @@ void CVScoreCalculator::Calculate(int rates_total, int prev_calculated,
ArrayResize(m_vwap_even, rates_total);
}
// 2. Calculate VWAP Incrementally! (Passing prev_calculated)
// 2. Calculate VWAP Incrementally
m_vwap_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, m_vwap_odd, m_vwap_even);
// 3. Calculate Standard Deviation of (Price - VWAP)
// Determine start index for true O(1) performance
int start = (prev_calculated > m_period) ? prev_calculated - 1 : m_period;
for(int i = start; i < rates_total; i++)
{
// Merge Odd/Even logic continuously
double current_vwap = (m_vwap_odd[i] != EMPTY_VALUE && m_vwap_odd[i] != 0) ? m_vwap_odd[i] : m_vwap_even[i];
m_vwap_buf[i] = current_vwap;
// If VWAP is newly reset (0 or empty), VScore is 0
if(current_vwap == 0 || current_vwap == EMPTY_VALUE)
{
out_vscore[i] = 0.0;
@@ -107,14 +116,12 @@ void CVScoreCalculator::Calculate(int rates_total, int prev_calculated,
double sum_sq_diff = 0;
// StdDev of deviation over the window
for(int k = 0; k < m_period; k++)
{
int idx = i - k;
double p = close[idx];
double v = m_vwap_buf[idx];
// If history has bad vwap, use price (diff=0) to avoid spikes
if(v == 0 || v == EMPTY_VALUE)
v = p;
@@ -124,12 +131,12 @@ void CVScoreCalculator::Calculate(int rates_total, int prev_calculated,
double std_dev = MathSqrt(sum_sq_diff / m_period);
// Z-Score calculation
if(std_dev > 1.0e-9)
out_vscore[i] = (close[i] - current_vwap) / std_dev;
else
out_vscore[i] = 0.0;
}
}
//+------------------------------------------------------------------+
#endif // VSCORE_CALCULATOR_MQH
//+------------------------------------------------------------------+