diff --git a/Include/MyIncludes/Stochastic_Adaptive_Calculator.mqh b/Include/MyIncludes/Stochastic_Adaptive_Calculator.mqh index acfbe4de..df05d8b4 100644 --- a/Include/MyIncludes/Stochastic_Adaptive_Calculator.mqh +++ b/Include/MyIncludes/Stochastic_Adaptive_Calculator.mqh @@ -1,10 +1,10 @@ //+------------------------------------------------------------------+ //| Stochastic_Adaptive_Calculator.mqh | -//| VERSION 2.10: Dynamic Volume-Weighted MA Support (VWMA) | -//| Copyright 2026, xxxxxxxx | +//| Engine for Frank Key's Variable-Length Adaptive Stochastic | +//| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "2.10" // Refactored with overloaded Calculate to support VWMA slowing/signals +#property version "3.00" // Unified HA composition, bounds safety & VWMA support #ifndef STOCHASTIC_ADAPTIVE_CALCULATOR_MQH #define STOCHASTIC_ADAPTIVE_CALCULATOR_MQH @@ -18,48 +18,121 @@ class CStochasticAdaptiveCalculator { protected: - int m_er_period, m_min_period, m_max_period; + int m_er_period; + int m_min_period; + int m_max_period; + ENUM_APPLIED_PRICE_HA_ALL m_source_price; - //--- Engines for Smoothing - CMovingAverageCalculator m_slowing_engine; - CMovingAverageCalculator m_signal_engine; + //--- Smoothing Engines + CMovingAverageCalculator m_slowing_engine; + CMovingAverageCalculator m_signal_engine; - //--- Persistent Buffers - double m_price[]; - double m_er_buffer[]; - double m_nsp_buffer[]; - double m_raw_k[]; + //--- Composition Engine + CHeikinAshi_Calculator m_ha_engine; - //--- Updated: Accepts start_index - virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + //--- Persistent State Buffers + double m_price[]; + double m_er_buffer[]; + double m_nsp_buffer[]; + double m_raw_k[]; + double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; + + virtual bool PreparePriceSeries(const int rates_total, const int start_index, + const double &open[], const double &high[], + const double &low[], const double &close[]); public: - CStochasticAdaptiveCalculator(void) {}; - virtual ~CStochasticAdaptiveCalculator(void) {}; + CStochasticAdaptiveCalculator(void); + virtual ~CStochasticAdaptiveCalculator(void) {}; - //--- Init now takes ENUM_MA_TYPE - bool Init(int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma); + //--- Enhanced Pro Init (8 Parameters) + bool Init(const int er_p, const int min_p, const int max_p, + const int slow_p, const ENUM_MA_TYPE slow_ma, + const int d_p, const ENUM_MA_TYPE d_ma, + const ENUM_APPLIED_PRICE_HA_ALL price_source); - //--- Standard Calculate (Without volume) - void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, - double &k_buffer[], double &d_buffer[]); + //--- Legacy Compatible Init (7 Parameters) + bool Init(const int er_p, const int min_p, const int max_p, + const int slow_p, const ENUM_MA_TYPE slow_ma, + const int d_p, const ENUM_MA_TYPE d_ma) + { + return Init(er_p, min_p, max_p, slow_p, slow_ma, d_p, d_ma, PRICE_CLOSE_STD); + } - //--- NEW: Overloaded Calculate (With volume to support VWMA Slowing/Signal) - void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, - const long &volume[], - double &k_buffer[], double &d_buffer[]); + //--- Modern Unified Calculation Method (Without Volume) + void Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], + const double &low[], const double &close[], + double &k_buffer[], double &d_buffer[]); + + //--- Modern Unified Calculation Method (With Volume for VWMA) + void Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], + const double &low[], const double &close[], + const long &volume[], + double &k_buffer[], double &d_buffer[]); + + //--- Legacy Overload with price_type parameter (Without Volume) + void Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], + const double &low[], const double &close[], + const ENUM_APPLIED_PRICE price_type, + double &k_buffer[], double &d_buffer[]) + { + if(m_source_price >= PRICE_CLOSE_STD) + m_source_price = (ENUM_APPLIED_PRICE_HA_ALL)price_type; + + Calculate(rates_total, prev_calculated, open, high, low, close, k_buffer, d_buffer); + } + + //--- Legacy Overload with price_type parameter (With Volume) + void Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], + const double &low[], const double &close[], + const ENUM_APPLIED_PRICE price_type, + const long &volume[], + double &k_buffer[], double &d_buffer[]) + { + if(m_source_price >= PRICE_CLOSE_STD) + m_source_price = (ENUM_APPLIED_PRICE_HA_ALL)price_type; + + Calculate(rates_total, prev_calculated, open, high, low, close, volume, k_buffer, d_buffer); + } + + int GetRequiredWarmup(void) const { return m_er_period + m_max_period; } }; //+------------------------------------------------------------------+ -//| Init | +//| Constructor | //+------------------------------------------------------------------+ -bool CStochasticAdaptiveCalculator::Init(int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma) +CStochasticAdaptiveCalculator::CStochasticAdaptiveCalculator(void) : m_er_period(10), + m_min_period(5), + m_max_period(30), + m_source_price(PRICE_CLOSE_STD) { - m_er_period = (er_p < 1) ? 1 : er_p; - m_min_period = (min_p < 1) ? 1 : min_p; - m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p; + ArraySetAsSeries(m_price, false); + ArraySetAsSeries(m_er_buffer, false); + ArraySetAsSeries(m_nsp_buffer, false); + ArraySetAsSeries(m_raw_k, false); + ArraySetAsSeries(m_ha_open, false); + ArraySetAsSeries(m_ha_high, false); + ArraySetAsSeries(m_ha_low, false); + ArraySetAsSeries(m_ha_close, false); + } + +//+------------------------------------------------------------------+ +//| Initialization | +//+------------------------------------------------------------------+ +bool CStochasticAdaptiveCalculator::Init(const int er_p, const int min_p, const int max_p, + const int slow_p, const ENUM_MA_TYPE slow_ma, + const int d_p, const ENUM_MA_TYPE d_ma, + const ENUM_APPLIED_PRICE_HA_ALL price_source) + { + m_er_period = (er_p < 1) ? 1 : er_p; + m_min_period = (min_p < 1) ? 1 : min_p; + m_max_period = (max_p <= m_min_period) ? (m_min_period + 1) : max_p; + m_source_price = price_source; -// Initialize Engines if(!m_slowing_engine.Init(slow_p, slow_ma)) return false; if(!m_signal_engine.Init(d_p, d_ma)) @@ -69,51 +142,166 @@ bool CStochasticAdaptiveCalculator::Init(int er_p, int min_p, int max_p, int slo } //+------------------------------------------------------------------+ -//| Calculate (Standard - No Volume) | +//| Prepare Price Series (Standard / Heikin Ashi) | //+------------------------------------------------------------------+ -void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, - double &k_buffer[], double &d_buffer[]) +bool CStochasticAdaptiveCalculator::PreparePriceSeries(const int rates_total, const int start_index, + const double &open[], const double &high[], + const double &low[], const double &close[]) { -// Minimum bars check - if(rates_total <= m_er_period + m_max_period) - return; - - int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; - -// Resize Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); - ArrayResize(m_er_buffer, rates_total); - ArrayResize(m_nsp_buffer, rates_total); - ArrayResize(m_raw_k, rates_total); + ArraySetAsSeries(m_price, false); } - if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) + bool is_heikin_ashi = (m_source_price <= PRICE_HA_CLOSE); + + if(is_heikin_ashi) + { + if(ArraySize(m_ha_open) != rates_total) + { + ArrayResize(m_ha_open, rates_total); + ArrayResize(m_ha_high, rates_total); + ArrayResize(m_ha_low, rates_total); + ArrayResize(m_ha_close, rates_total); + + ArraySetAsSeries(m_ha_open, false); + ArraySetAsSeries(m_ha_high, false); + ArraySetAsSeries(m_ha_low, false); + ArraySetAsSeries(m_ha_close, false); + } + + m_ha_engine.Calculate(rates_total, start_index, open, high, low, close, + m_ha_open, m_ha_high, m_ha_low, m_ha_close); + + for(int i = start_index; i < rates_total; i++) + { + switch(m_source_price) + { + case PRICE_HA_OPEN: + m_price[i] = m_ha_open[i]; + break; + case PRICE_HA_HIGH: + m_price[i] = m_ha_high[i]; + break; + case PRICE_HA_LOW: + m_price[i] = m_ha_low[i]; + break; + case PRICE_HA_MEDIAN: + m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0; + break; + case PRICE_HA_TYPICAL: + m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0; + break; + case PRICE_HA_WEIGHTED: + m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) / 4.0; + break; + case PRICE_HA_CLOSE: + default: + m_price[i] = m_ha_close[i]; + break; + } + } + } + else + { + for(int i = start_index; i < rates_total; i++) + { + switch(m_source_price) + { + case PRICE_OPEN_STD: + m_price[i] = open[i]; + break; + case PRICE_HIGH_STD: + m_price[i] = high[i]; + break; + case PRICE_LOW_STD: + m_price[i] = low[i]; + break; + case PRICE_MEDIAN_STD: + m_price[i] = (high[i] + low[i]) / 2.0; + break; + case PRICE_TYPICAL_STD: + m_price[i] = (high[i] + low[i] + close[i]) / 3.0; + break; + case PRICE_WEIGHTED_STD: + m_price[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0; + break; + case PRICE_CLOSE_STD: + default: + m_price[i] = close[i]; + break; + } + } + } + + return true; + } + +//+------------------------------------------------------------------+ +//| Calculate (Standard - No Volume) | +//+------------------------------------------------------------------+ +void CStochasticAdaptiveCalculator::Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], + const double &low[], const double &close[], + double &k_buffer[], double &d_buffer[]) + { + int warmup = GetRequiredWarmup(); + if(rates_total <= warmup) return; -//--- 1. Calculate Efficiency Ratio (ER) +// Safe allocation of destination arrays + if(ArraySize(k_buffer) != rates_total) + { + ArrayResize(k_buffer, rates_total); + ArraySetAsSeries(k_buffer, false); + ArrayInitialize(k_buffer, EMPTY_VALUE); + } + if(ArraySize(d_buffer) != rates_total) + { + ArrayResize(d_buffer, rates_total); + ArraySetAsSeries(d_buffer, false); + ArrayInitialize(d_buffer, EMPTY_VALUE); + } + + int start_index = (prev_calculated == 0) ? 0 : (prev_calculated - 1); + +// Resize internal buffers + if(ArraySize(m_price) != rates_total) + { + ArrayResize(m_price, rates_total); + ArrayResize(m_er_buffer, rates_total); + ArrayResize(m_nsp_buffer, rates_total); + ArrayResize(m_raw_k, rates_total); + + ArraySetAsSeries(m_price, false); + ArraySetAsSeries(m_er_buffer, false); + ArraySetAsSeries(m_nsp_buffer, false); + ArraySetAsSeries(m_raw_k, false); + } + + if(!PreparePriceSeries(rates_total, start_index, open, high, low, close)) + return; + +// 1. Calculate Efficiency Ratio (ER) int loop_start_er = MathMax(m_er_period, start_index); for(int i = loop_start_er; i < rates_total; i++) { double direction = MathAbs(m_price[i] - m_price[i - m_er_period]); - double volatility = 0; + double volatility = 0.0; for(int j = 0; j < m_er_period; j++) volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]); - m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0; - } - -//--- 2. Calculate Adaptive Period (NSP) - for(int i = loop_start_er; i < rates_total; i++) - { + m_er_buffer[i] = (volatility > 1.0e-9) ? (direction / volatility) : 0.0; m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period); - if(m_nsp_buffer[i] < 1) - m_nsp_buffer[i] = 1; + if(m_nsp_buffer[i] < m_min_period) + m_nsp_buffer[i] = m_min_period; + if(m_nsp_buffer[i] > m_max_period) + m_nsp_buffer[i] = m_max_period; } -//--- 3. Calculate Raw %K (Adaptive) +// 2. Calculate Raw Adaptive %K int raw_k_start = m_er_period + m_max_period - 1; int loop_start_k = MathMax(raw_k_start, start_index); @@ -121,28 +309,26 @@ void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculat { int current_nsp = (int)m_nsp_buffer[i]; double highest = m_price[i]; - double lowest = m_price[i]; + double lowest = m_price[i]; - // Lookback based on dynamic period for(int j = 1; j < current_nsp; j++) { - if(i-j < 0) + int idx = i - j; + if(idx < 0) break; - highest = MathMax(highest, m_price[i-j]); - lowest = MathMin(lowest, m_price[i-j]); + highest = MathMax(highest, m_price[idx]); + lowest = MathMin(lowest, m_price[idx]); } double range = highest - lowest; - if(range > 0.000001) - m_raw_k[i] = (m_price[i] - lowest) / range * 100.0; + if(range > 1.0e-9) + m_raw_k[i] = ((m_price[i] - lowest) / range) * 100.0; else - m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0; + m_raw_k[i] = (i > 0) ? m_raw_k[i - 1] : 50.0; } -//--- 4. Calculate Slow %K (Main Line) using Slowing Engine (Without Volume) +// 3. Smooth K and D (Without Volume) m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start); - -//--- 5. Calculate %D (Signal Line) using Signal Engine (Without Volume) int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1; m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset); } @@ -150,50 +336,68 @@ void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculat //+------------------------------------------------------------------+ //| Calculate (Overloaded - With Volume for VWMA) | //+------------------------------------------------------------------+ -void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, +void CStochasticAdaptiveCalculator::Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], + const double &low[], const double &close[], const long &volume[], double &k_buffer[], double &d_buffer[]) { -// Minimum bars check - if(rates_total <= m_er_period + m_max_period) + int warmup = GetRequiredWarmup(); + if(rates_total <= warmup) return; - int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; - -// Resize Buffers - if(ArraySize(m_price) != rates_total) +// Safe allocation of destination arrays + if(ArraySize(k_buffer) != rates_total) { - ArrayResize(m_price, rates_total); - ArrayResize(m_er_buffer, rates_total); - ArrayResize(m_nsp_buffer, rates_total); - ArrayResize(m_raw_k, rates_total); + ArrayResize(k_buffer, rates_total); + ArraySetAsSeries(k_buffer, false); + ArrayInitialize(k_buffer, EMPTY_VALUE); + } + if(ArraySize(d_buffer) != rates_total) + { + ArrayResize(d_buffer, rates_total); + ArraySetAsSeries(d_buffer, false); + ArrayInitialize(d_buffer, EMPTY_VALUE); } - if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) + int start_index = (prev_calculated == 0) ? 0 : (prev_calculated - 1); + +// Resize internal buffers + if(ArraySize(m_price) != rates_total) + { + ArrayResize(m_price, rates_total); + ArrayResize(m_er_buffer, rates_total); + ArrayResize(m_nsp_buffer, rates_total); + ArrayResize(m_raw_k, rates_total); + + ArraySetAsSeries(m_price, false); + ArraySetAsSeries(m_er_buffer, false); + ArraySetAsSeries(m_nsp_buffer, false); + ArraySetAsSeries(m_raw_k, false); + } + + if(!PreparePriceSeries(rates_total, start_index, open, high, low, close)) return; -//--- 1. Calculate Efficiency Ratio (ER) +// 1. Calculate Efficiency Ratio (ER) int loop_start_er = MathMax(m_er_period, start_index); for(int i = loop_start_er; i < rates_total; i++) { double direction = MathAbs(m_price[i] - m_price[i - m_er_period]); - double volatility = 0; + double volatility = 0.0; for(int j = 0; j < m_er_period; j++) volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]); - m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0; - } - -//--- 2. Calculate Adaptive Period (NSP) - for(int i = loop_start_er; i < rates_total; i++) - { + m_er_buffer[i] = (volatility > 1.0e-9) ? (direction / volatility) : 0.0; m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period); - if(m_nsp_buffer[i] < 1) - m_nsp_buffer[i] = 1; + if(m_nsp_buffer[i] < m_min_period) + m_nsp_buffer[i] = m_min_period; + if(m_nsp_buffer[i] > m_max_period) + m_nsp_buffer[i] = m_max_period; } -//--- 3. Calculate Raw %K (Adaptive) +// 2. Calculate Raw Adaptive %K int raw_k_start = m_er_period + m_max_period - 1; int loop_start_k = MathMax(raw_k_start, start_index); @@ -201,74 +405,36 @@ void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculat { int current_nsp = (int)m_nsp_buffer[i]; double highest = m_price[i]; - double lowest = m_price[i]; + double lowest = m_price[i]; - // Lookback based on dynamic period for(int j = 1; j < current_nsp; j++) { - if(i-j < 0) + int idx = i - j; + if(idx < 0) break; - highest = MathMax(highest, m_price[i-j]); - lowest = MathMin(lowest, m_price[i-j]); + highest = MathMax(highest, m_price[idx]); + lowest = MathMin(lowest, m_price[idx]); } double range = highest - lowest; - if(range > 0.000001) - m_raw_k[i] = (m_price[i] - lowest) / range * 100.0; + if(range > 1.0e-9) + m_raw_k[i] = ((m_price[i] - lowest) / range) * 100.0; else - m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0; + m_raw_k[i] = (i > 0) ? m_raw_k[i - 1] : 50.0; } -//--- 4. Convert long volume to double to support VWMA Slowing & Signal +// 3. Convert volume to double array for VWMA support double vol_double[]; ArrayResize(vol_double, rates_total); + ArraySetAsSeries(vol_double, false); + for(int j = start_index; j < rates_total; j++) vol_double[j] = (double)volume[j]; -//--- 5. Calculate Slow %K (Smoothing Raw %K with Volume) +// 4. Smooth K and D (With Volume) m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, vol_double, k_buffer, raw_k_start); - -//--- 6. Calculate %D (Signal Line with Volume) - int d_start = raw_k_start + m_slowing_engine.GetPeriod() - 1; - m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, vol_double, d_buffer, d_start); - } - -//+------------------------------------------------------------------+ -//| Prepare Price (Standard - Optimized) | -//+------------------------------------------------------------------+ -bool CStochasticAdaptiveCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) - { - for(int i = start_index; i < rates_total; i++) - { - switch(price_type) - { - case PRICE_CLOSE: - m_price[i] = close[i]; - break; - case PRICE_OPEN: - m_price[i] = open[i]; - break; - case PRICE_HIGH: - m_price[i] = high[i]; - break; - case PRICE_LOW: - m_price[i] = low[i]; - break; - case PRICE_MEDIAN: - m_price[i] = (high[i]+low[i])/2.0; - break; - case PRICE_TYPICAL: - m_price[i] = (high[i]+low[i]+close[i])/3.0; - break; - case PRICE_WEIGHTED: - m_price[i] = (high[i]+low[i]+2*close[i])/4.0; - break; - default: - m_price[i] = close[i]; - break; - } - } - return true; + int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1; + m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, vol_double, d_buffer, d_offset); } //+==================================================================+ @@ -276,58 +442,12 @@ bool CStochasticAdaptiveCalculator::PreparePriceSeries(int rates_total, int star //+==================================================================+ class CStochasticAdaptiveCalculator_HA : public CStochasticAdaptiveCalculator { -private: - CHeikinAshi_Calculator m_ha_calculator; - double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; -protected: - virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; +public: + CStochasticAdaptiveCalculator_HA(void) + { + m_source_price = PRICE_HA_CLOSE; + } }; -//+------------------------------------------------------------------+ -//| Prepare Price (Heikin Ashi) | -//+------------------------------------------------------------------+ -bool CStochasticAdaptiveCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, 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); - ArrayResize(m_ha_high, rates_total); - ArrayResize(m_ha_low, rates_total); - ArrayResize(m_ha_close, rates_total); - } - m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); - for(int i = start_index; i < rates_total; i++) - { - switch(price_type) - { - case PRICE_CLOSE: - m_price[i] = m_ha_close[i]; - break; - case PRICE_OPEN: - m_price[i] = m_ha_open[i]; - break; - case PRICE_HIGH: - m_price[i] = m_ha_high[i]; - break; - case PRICE_LOW: - m_price[i] = m_ha_low[i]; - break; - case PRICE_MEDIAN: - m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; - break; - case PRICE_TYPICAL: - m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; - break; - case PRICE_WEIGHTED: - m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0; - break; - default: - m_price[i] = m_ha_close[i]; - break; - } - } - return true; - } #endif // STOCHASTIC_ADAPTIVE_CALCULATOR_MQH //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+