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refactor(indicators): Separate MA type for Signal Line
This commit is contained in:
Toh4iem9
@@ -1,14 +1,14 @@
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//+------------------------------------------------------------------+
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//| DMIStochastic_Calculator.mqh |
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//| Calculation engine for Barbara Star's DMI Stochastic. |
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//| Copyright 2025, xxxxxxxx|
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//| VERSION 2.10: Separate MA type for Signal Line. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//--- Enum for selecting the candle source for calculation ---
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// Moved here to be visible for both .mqh and .mq5 files
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enum ENUM_CANDLE_SOURCE
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{
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CANDLE_STANDARD, // Use standard OHLC data
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@@ -16,7 +16,6 @@ enum ENUM_CANDLE_SOURCE
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};
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//--- Enum for selecting the oscillator calculation formula ---
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// Moved here to be visible for both .mqh and .mq5 files
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enum ENUM_DMI_OSC_TYPE
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{
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OSC_PDI_MINUS_NDI, // Intuitive: High value = Bullish pressure
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@@ -24,254 +23,219 @@ enum ENUM_DMI_OSC_TYPE
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};
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//+==================================================================+
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//| |
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//| CLASS DEFINITIONS (Forward Declarations) |
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//| |
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//| CLASS 1: CDMIStochasticCalculator |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CDMIStochasticCalculator
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{
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protected:
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//--- Input parameters
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int m_dmi_period;
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int m_fast_k_period;
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int m_slow_k_period;
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int m_smooth_period;
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ENUM_MA_METHOD m_stoch_method;
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ENUM_DMI_OSC_TYPE m_osc_type;
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//--- Price buffers
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//--- Engines for Smoothing
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CMovingAverageCalculator m_slow_k_engine;
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CMovingAverageCalculator m_smooth_d_engine;
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//--- Persistent Buffers
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double m_high[], m_low[], m_close[];
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double m_pDM[], m_nDM[], m_TR[];
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double m_smoothed_pDM[], m_smoothed_nDM[], m_smoothed_TR[];
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double m_dmiOsc[];
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double m_fastK[];
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//--- Private helper for calculating moving averages on an array
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void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos);
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//--- Virtual method for preparing price data
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virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
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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[]);
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public:
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CDMIStochasticCalculator(void) {};
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virtual ~CDMIStochasticCalculator(void) {};
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//--- Public interface
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bool Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_METHOD method, ENUM_DMI_OSC_TYPE osc_type);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
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//--- Init now takes separate MA types for K and D
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bool Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type);
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &k_buffer[], double &d_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| |
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//| Init |
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//+------------------------------------------------------------------+
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class CDMIStochasticCalculator_HA : public CDMIStochasticCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+==================================================================+
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//| |
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//| METHOD IMPLEMENTATIONS: CDMIStochasticCalculator |
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//| |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CDMIStochasticCalculator::Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_METHOD method, ENUM_DMI_OSC_TYPE osc_type)
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bool CDMIStochasticCalculator::Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type)
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{
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m_dmi_period = (dmi_p < 1) ? 1 : dmi_p;
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m_fast_k_period = (fast_k < 1) ? 1 : fast_k;
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m_slow_k_period = (slow_k < 1) ? 1 : slow_k;
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m_smooth_period = (smooth_p < 1) ? 1 : smooth_p;
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m_stoch_method = method;
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m_osc_type = osc_type;
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// Initialize Engines with separate methods
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if(!m_slow_k_engine.Init(m_slow_k_period, k_method))
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return false;
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if(!m_smooth_d_engine.Init(m_smooth_period, d_method))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CDMIStochasticCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
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void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &k_buffer[], double &d_buffer[])
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{
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int required_bars = m_dmi_period + m_fast_k_period + m_slow_k_period + m_smooth_period;
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if(rates_total < required_bars)
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return;
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if(!PreparePriceSeries(rates_total, open, high, low, close))
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int start_index;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_high) != rates_total)
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{
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ArrayResize(m_high, rates_total);
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ArrayResize(m_low, rates_total);
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ArrayResize(m_close, rates_total);
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ArrayResize(m_pDM, rates_total);
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ArrayResize(m_nDM, rates_total);
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ArrayResize(m_TR, rates_total);
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ArrayResize(m_smoothed_pDM, rates_total);
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ArrayResize(m_smoothed_nDM, rates_total);
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ArrayResize(m_smoothed_TR, rates_total);
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ArrayResize(m_dmiOsc, rates_total);
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ArrayResize(m_fastK, rates_total);
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}
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if(!PreparePriceSeries(rates_total, start_index, open, high, low, close))
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return;
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double pDM[], nDM[], TR[], smoothed_pDM[], smoothed_nDM[], smoothed_TR[];
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double pDI[], nDI[], dmiOsc[], fastK[];
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ArrayResize(pDM, rates_total, 0);
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ArrayResize(nDM, rates_total, 0);
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ArrayResize(TR, rates_total, 0);
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ArrayResize(smoothed_pDM, rates_total, 0);
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ArrayResize(smoothed_nDM, rates_total, 0);
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ArrayResize(smoothed_TR, rates_total, 0);
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ArrayResize(pDI, rates_total, 0);
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ArrayResize(nDI, rates_total, 0);
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ArrayResize(dmiOsc, rates_total, 0);
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ArrayResize(fastK, rates_total, 0);
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//--- 1. Calculate DM and TR (Incremental)
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int loop_start_dm = MathMax(1, start_index);
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for(int i = 1; i < rates_total; i++)
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for(int i = loop_start_dm; i < rates_total; i++)
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{
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double high_diff = m_high[i] - m_high[i-1];
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double low_diff = m_low[i-1] - m_low[i];
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pDM[i] = (high_diff > low_diff && high_diff > 0) ? high_diff : 0;
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nDM[i] = (low_diff > high_diff && low_diff > 0) ? low_diff : 0;
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TR[i] = MathMax(m_high[i], m_close[i-1]) - MathMin(m_low[i], m_close[i-1]);
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m_pDM[i] = (high_diff > low_diff && high_diff > 0) ? high_diff : 0;
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m_nDM[i] = (low_diff > high_diff && low_diff > 0) ? low_diff : 0;
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m_TR[i] = MathMax(m_high[i], m_close[i-1]) - MathMin(m_low[i], m_close[i-1]);
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}
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for(int i = m_dmi_period; i < rates_total; i++)
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//--- 2. Calculate Smoothed DM/TR (Wilder's Smoothing)
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int loop_start_smooth = MathMax(m_dmi_period, start_index);
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for(int i = loop_start_smooth; i < rates_total; i++)
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{
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if(i == m_dmi_period)
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{
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// Initial Sum
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double sum_pDM = 0, sum_nDM = 0, sum_TR = 0;
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for(int j = 1; j <= m_dmi_period; j++)
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{
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smoothed_pDM[i] += pDM[j];
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smoothed_nDM[i] += nDM[j];
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smoothed_TR[i] += TR[j];
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sum_pDM += m_pDM[j];
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sum_nDM += m_nDM[j];
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sum_TR += m_TR[j];
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}
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m_smoothed_pDM[i] = sum_pDM;
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m_smoothed_nDM[i] = sum_nDM;
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m_smoothed_TR[i] = sum_TR;
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}
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else
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{
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smoothed_pDM[i] = smoothed_pDM[i-1] - (smoothed_pDM[i-1] / m_dmi_period) + pDM[i];
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smoothed_nDM[i] = smoothed_nDM[i-1] - (smoothed_nDM[i-1] / m_dmi_period) + nDM[i];
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smoothed_TR[i] = smoothed_TR[i-1] - (smoothed_TR[i-1] / m_dmi_period) + TR[i];
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// Wilder's Smoothing: Prev - (Prev/N) + Curr
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m_smoothed_pDM[i] = m_smoothed_pDM[i-1] - (m_smoothed_pDM[i-1] / m_dmi_period) + m_pDM[i];
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m_smoothed_nDM[i] = m_smoothed_nDM[i-1] - (m_smoothed_nDM[i-1] / m_dmi_period) + m_nDM[i];
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m_smoothed_TR[i] = m_smoothed_TR[i-1] - (m_smoothed_TR[i-1] / m_dmi_period) + m_TR[i];
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}
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}
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for(int i = m_dmi_period; i < rates_total; i++)
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//--- 3. Calculate DI and DMI Oscillator
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for(int i = loop_start_smooth; i < rates_total; i++)
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{
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if(smoothed_TR[i] != 0.0)
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double pDI = 0, nDI = 0;
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if(m_smoothed_TR[i] != 0.0)
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{
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pDI[i] = (smoothed_pDM[i] / smoothed_TR[i]) * 100.0;
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nDI[i] = (smoothed_nDM[i] / smoothed_TR[i]) * 100.0;
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pDI = (m_smoothed_pDM[i] / m_smoothed_TR[i]) * 100.0;
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nDI = (m_smoothed_nDM[i] / m_smoothed_TR[i]) * 100.0;
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}
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if(m_osc_type == OSC_PDI_MINUS_NDI)
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dmiOsc[i] = pDI[i] - nDI[i];
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m_dmiOsc[i] = pDI - nDI;
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else
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dmiOsc[i] = nDI[i] - pDI[i];
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m_dmiOsc[i] = nDI - pDI;
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}
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for(int i = m_dmi_period + m_fast_k_period - 1; i < rates_total; i++)
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//--- 4. Calculate Fast %K on DMI Oscillator
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int fast_k_start = m_dmi_period + m_fast_k_period - 1;
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int loop_start_k = MathMax(fast_k_start, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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double highest = dmiOsc[i], lowest = dmiOsc[i];
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double highest = m_dmiOsc[i];
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double lowest = m_dmiOsc[i];
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for(int j = 1; j < m_fast_k_period; j++)
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{
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highest = MathMax(highest, dmiOsc[i-j]);
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lowest = MathMin(lowest, dmiOsc[i-j]);
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highest = MathMax(highest, m_dmiOsc[i-j]);
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lowest = MathMin(lowest, m_dmiOsc[i-j]);
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}
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double range = highest - lowest;
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fastK[i] = (range == 0.0) ? 50.0 : ((dmiOsc[i] - lowest) / range) * 100.0;
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m_fastK[i] = (range == 0.0) ? 50.0 : ((m_dmiOsc[i] - lowest) / range) * 100.0;
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}
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int k_start = m_dmi_period + m_fast_k_period + m_slow_k_period - 2;
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CalculateMA(fastK, k_buffer, m_slow_k_period, m_stoch_method, k_start);
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//--- 5. Calculate Slow %K (Main Line) using Engine
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m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, k_buffer, fast_k_start);
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int d_start = k_start + m_smooth_period - 1;
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CalculateMA(k_buffer, d_buffer, m_smooth_period, m_stoch_method, d_start);
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//--- 6. Calculate %D (Signal Line) using Engine
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int d_start = fast_k_start + m_slow_k_engine.GetPeriod() - 1;
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m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start);
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}
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//+------------------------------------------------------------------+
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//| |
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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void CDMIStochasticCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos)
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bool CDMIStochasticCalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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for(int i = start_pos; i < ArraySize(source_array); i++)
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for(int i = start_index; i < rates_total; i++)
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{
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switch(method)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == start_pos)
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{
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double sum = 0;
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for(int j = 0; j < period; j++)
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sum += source_array[i-j];
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dest_array[i] = sum / period;
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}
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else
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{
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if(method == MODE_EMA)
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{
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double pr = 2.0 / (period + 1.0);
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dest_array[i] = source_array[i] * pr + dest_array[i-1] * (1.0 - pr);
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}
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else
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dest_array[i] = (dest_array[i-1] * (period - 1) + source_array[i]) / period;
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}
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break;
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case MODE_LWMA:
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{
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double sum = 0, w_sum = 0;
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for(int j = 0; j < period; j++)
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{
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int w = period - j;
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sum += source_array[i-j] * w;
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w_sum += w;
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}
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if(w_sum > 0)
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dest_array[i] = sum / w_sum;
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}
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break;
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default: // MODE_SMA
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{
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double sum = 0;
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for(int j = 0; j < period; j++)
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sum += source_array[i-j];
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dest_array[i] = sum / period;
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}
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break;
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}
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m_high[i] = high[i];
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m_low[i] = low[i];
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m_close[i] = close[i];
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}
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CDMIStochasticCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_high, rates_total);
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ArrayResize(m_low, rates_total);
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ArrayResize(m_close, rates_total);
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ArrayCopy(m_high, high, 0, 0, rates_total);
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ArrayCopy(m_low, low, 0, 0, rates_total);
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ArrayCopy(m_close, close, 0, 0, rates_total);
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return true;
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}
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//+==================================================================+
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//| |
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//| METHOD IMPLEMENTATIONS: CDMIStochasticCalculator_HA |
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//| |
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//| CLASS 2: CDMIStochasticCalculator_HA |
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//+==================================================================+
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class CDMIStochasticCalculator_HA : public CDMIStochasticCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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// Internal HA buffers
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double m_ha_open[];
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protected:
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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[]) override;
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CDMIStochasticCalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CDMIStochasticCalculator_HA::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
||||
if(ArraySize(m_ha_open) != rates_total)
|
||||
ArrayResize(m_ha_open, rates_total);
|
||||
|
||||
ArrayResize(m_high, rates_total);
|
||||
ArrayResize(m_low, rates_total);
|
||||
ArrayResize(m_close, rates_total);
|
||||
ArrayCopy(m_high, ha_high, 0, 0, rates_total);
|
||||
ArrayCopy(m_low, ha_low, 0, 0, rates_total);
|
||||
ArrayCopy(m_close, ha_close, 0, 0, rates_total);
|
||||
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_high, m_low, m_close);
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user