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refactor: MULTI-COLOR VIDYA

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This commit is contained in:
Toh4iem9
2025-11-06 08:39:07 +01:00
parent 4a51d9e747
commit 7939dd230f
1 changed files with 72 additions and 22 deletions
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Include/MyIncludes/VIDYA_Calculator.mqh
+72 -22
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@@ -1,16 +1,13 @@
//+------------------------------------------------------------------+
//| VIDYA_Calculator.mqh |
//| Calculation engine for Standard and Heikin Ashi VIDYA. |
//| Universal engine for VIDYA (single and multi-color). |
//| VERSION 3.00: Implemented method overloading. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CVIDYACalculator (Base Class) |
//| |
//+==================================================================+
class CVIDYACalculator
{
@@ -26,11 +23,16 @@ public:
virtual ~CVIDYACalculator(void) {};
bool Init(int cmo_p, int ema_p);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]);
//--- Overloaded Method 1: For single-color VIDYA
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &vidya_buffer[]);
//--- Overloaded Method 2: For multi-color VIDYA
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &vidya_up_buffer[], double &vidya_down_buffer[]);
};
//+------------------------------------------------------------------+
//| CVIDYACalculator: Initialization |
//+------------------------------------------------------------------+
bool CVIDYACalculator::Init(int cmo_p, int ema_p)
{
@@ -40,9 +42,10 @@ bool CVIDYACalculator::Init(int cmo_p, int ema_p)
}
//+------------------------------------------------------------------+
//| CVIDYACalculator: Main Calculation Method (Shared Logic) |
//| Implementation for SINGLE-COLOR VIDYA |
//+------------------------------------------------------------------+
void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[])
void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &vidya_buffer[])
{
int start_pos = m_cmo_period + m_ema_period;
if(rates_total <= start_pos)
@@ -51,6 +54,7 @@ void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
return;
double alpha = 2.0 / (m_ema_period + 1.0);
for(int i = 1; i < rates_total; i++)
{
if(i == start_pos)
@@ -63,8 +67,64 @@ void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
}
if(i > start_pos)
{
double cmo = MathAbs(CalculateCMO(i, m_cmo_period, m_price));
vidya_buffer[i] = m_price[i] * alpha * cmo + vidya_buffer[i-1] * (1 - alpha * cmo);
double cmo_abs = MathAbs(CalculateCMO(i, m_cmo_period, m_price));
vidya_buffer[i] = m_price[i] * alpha * cmo_abs + vidya_buffer[i-1] * (1 - alpha * cmo_abs);
}
}
}
//+------------------------------------------------------------------+
//| Implementation for MULTI-COLOR VIDYA |
//+------------------------------------------------------------------+
void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &vidya_up_buffer[], double &vidya_down_buffer[])
{
int start_pos = m_cmo_period + m_ema_period;
if(rates_total <= start_pos)
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
double alpha = 2.0 / (m_ema_period + 1.0);
double prev_vidya = 0.0;
for(int i = 1; i < rates_total; i++)
{
vidya_up_buffer[i] = EMPTY_VALUE;
vidya_down_buffer[i] = EMPTY_VALUE;
if(i == start_pos)
{
double sum=0;
for(int j=0; j<m_ema_period; j++)
sum+=m_price[i-j];
prev_vidya = sum/m_ema_period;
double cmo_raw = CalculateCMO(i, m_cmo_period, m_price);
if(cmo_raw > 0)
vidya_up_buffer[i] = prev_vidya;
else
vidya_down_buffer[i] = prev_vidya;
}
if(i > start_pos)
{
double cmo_raw = CalculateCMO(i, m_cmo_period, m_price);
double cmo_abs = MathAbs(cmo_raw);
double current_vidya = m_price[i] * alpha * cmo_abs + prev_vidya * (1 - alpha * cmo_abs);
if(cmo_raw > 0)
vidya_up_buffer[i] = current_vidya;
else
vidya_down_buffer[i] = current_vidya;
double cmo_raw_prev = CalculateCMO(i-1, m_cmo_period, m_price);
if((cmo_raw > 0) != (cmo_raw_prev > 0))
{
vidya_up_buffer[i-1] = prev_vidya;
vidya_down_buffer[i-1] = prev_vidya;
}
prev_vidya = current_vidya;
}
}
}
@@ -89,7 +149,6 @@ double CVIDYACalculator::CalculateCMO(int position, int period, const double &pr
return 0.0;
return (sum_up - sum_down) / (sum_up + sum_down);
}
//+------------------------------------------------------------------+
//| CVIDYACalculator: Prepares the standard source price. |
//+------------------------------------------------------------------+
@@ -127,11 +186,6 @@ bool CVIDYACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE pr
}
return true;
}
//+==================================================================+
//| |
//| CLASS 2: CVIDYACalculator_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CVIDYACalculator_HA : public CVIDYACalculator
{
@@ -140,9 +194,6 @@ private:
protected:
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| CVIDYACalculator_HA: Prepares the HA source price. |
//+------------------------------------------------------------------+
bool CVIDYACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
@@ -152,7 +203,6 @@ bool CVIDYACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_price, rates_total);
switch(price_type)
{