mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
refactor(indicators): Wrapper using CMO_Engine + MA Engine
This commit is contained in:
Toh4iem9
@@ -1,206 +1,148 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CMO_Calculator.mqh |
|
||||
//| VERSION 2.00: Optimized for incremental calculation. |
|
||||
//| VERSION 4.00: Wrapper using CMO_Engine + MA Engine. |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
#include <MyIncludes\CMO_Engine.mqh>
|
||||
#include <MyIncludes\MovingAverage_Engine.mqh>
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 1: CCMOCalculator (Base Class) |
|
||||
//| CLASS 1: CCMOCalculator (Wrapper) |
|
||||
//+==================================================================+
|
||||
class CCMOCalculator
|
||||
{
|
||||
protected:
|
||||
int m_cmo_period;
|
||||
int m_ma_period;
|
||||
double m_deviation;
|
||||
|
||||
//--- Persistent Buffer for Incremental Calculation
|
||||
double m_price[];
|
||||
//--- Composition: Core Engine + Signal Engine
|
||||
CCMOEngine *m_cmo_engine;
|
||||
CMovingAverageCalculator m_ma_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 Buffers
|
||||
double m_cmo_buffer[];
|
||||
double m_ma_buffer[];
|
||||
|
||||
public:
|
||||
CCMOCalculator(void) {};
|
||||
virtual ~CCMOCalculator(void) {};
|
||||
CCMOCalculator(void);
|
||||
virtual ~CCMOCalculator(void);
|
||||
|
||||
bool Init(int cmo_p);
|
||||
bool Init(int cmo_p, int ma_p, ENUM_MA_TYPE ma_m, double dev);
|
||||
|
||||
//--- Updated: Accepts prev_calculated
|
||||
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &cmo_buffer[]);
|
||||
|
||||
//--- NEW: Helper to get a single CMO value
|
||||
// This assumes m_price is already prepared!
|
||||
double GetCMOValue(int index);
|
||||
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &cmo_out[], double &ma_out[], double &upper_out[], double &lower_out[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Constructor |
|
||||
//+------------------------------------------------------------------+
|
||||
CCMOCalculator::CCMOCalculator(void) : m_cmo_engine(NULL)
|
||||
{
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Destructor |
|
||||
//+------------------------------------------------------------------+
|
||||
CCMOCalculator::~CCMOCalculator(void)
|
||||
{
|
||||
if(CheckPointer(m_cmo_engine) != POINTER_INVALID)
|
||||
delete m_cmo_engine;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Init |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CCMOCalculator::Init(int cmo_p)
|
||||
bool CCMOCalculator::Init(int cmo_p, int ma_p, ENUM_MA_TYPE ma_m, double dev)
|
||||
{
|
||||
m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
|
||||
m_cmo_period = cmo_p;
|
||||
m_ma_period = ma_p;
|
||||
m_deviation = dev;
|
||||
|
||||
// Instantiate base engine (Standard by default, HA handled by derived class)
|
||||
// Wait, we need polymorphism here too!
|
||||
// The wrapper itself needs to be polymorphic or handle the engine creation.
|
||||
// Let's make this class concrete and instantiate the correct engine in Init?
|
||||
// No, Init doesn't know about HA vs Std. The caller (OnInit) decides.
|
||||
|
||||
// Solution: The caller instantiates CCMOCalculator or CCMOCalculator_HA.
|
||||
// The constructor of CCMOCalculator creates CCMOEngine.
|
||||
// The constructor of CCMOCalculator_HA creates CCMOEngine_HA.
|
||||
|
||||
if(CheckPointer(m_cmo_engine) == POINTER_INVALID)
|
||||
m_cmo_engine = new CCMOEngine(); // Default
|
||||
|
||||
if(!m_cmo_engine.Init(m_cmo_period))
|
||||
return false;
|
||||
if(!m_ma_engine.Init(m_ma_period, ma_m))
|
||||
return false;
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Main Calculation (Optimized) |
|
||||
//| Main Calculation |
|
||||
//+------------------------------------------------------------------+
|
||||
void CCMOCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &cmo_buffer[])
|
||||
void CCMOCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &cmo_out[], double &ma_out[], double &upper_out[], double &lower_out[])
|
||||
{
|
||||
if(rates_total <= m_cmo_period)
|
||||
if(CheckPointer(m_cmo_engine) == POINTER_INVALID)
|
||||
return;
|
||||
|
||||
//--- 1. Determine Start Index
|
||||
int start_index;
|
||||
if(prev_calculated == 0)
|
||||
start_index = 0;
|
||||
else
|
||||
start_index = prev_calculated - 1;
|
||||
// Resize internal buffers
|
||||
if(ArraySize(m_cmo_buffer) != rates_total)
|
||||
{
|
||||
ArrayResize(m_cmo_buffer, rates_total);
|
||||
ArrayResize(m_ma_buffer, rates_total);
|
||||
}
|
||||
|
||||
//--- 2. Resize Buffer
|
||||
if(ArraySize(m_price) != rates_total)
|
||||
ArrayResize(m_price, rates_total);
|
||||
//--- 1. Calculate CMO (Using Engine)
|
||||
m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
|
||||
|
||||
//--- 3. Prepare Price (Optimized)
|
||||
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
|
||||
return;
|
||||
//--- 2. Calculate Signal Line (Using MA Engine)
|
||||
int cmo_offset = m_cmo_period;
|
||||
m_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_cmo_buffer, m_ma_buffer, cmo_offset);
|
||||
|
||||
//--- 4. Calculate CMO (Incremental Loop)
|
||||
int loop_start = MathMax(m_cmo_period, start_index);
|
||||
//--- 3. Calculate Bollinger Bands
|
||||
int ma_start_pos = cmo_offset + m_ma_period - 1;
|
||||
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||
int loop_start = MathMax(ma_start_pos, start_index);
|
||||
|
||||
for(int i = loop_start; i < rates_total; i++)
|
||||
{
|
||||
cmo_buffer[i] = GetCMOValue(i);
|
||||
double std_dev_val = 0, sum_sq = 0;
|
||||
for(int j = 0; j < m_ma_period; j++)
|
||||
sum_sq += pow(m_cmo_buffer[i-j] - m_ma_buffer[i], 2);
|
||||
|
||||
std_dev_val = sqrt(sum_sq / m_ma_period);
|
||||
|
||||
// Copy to output buffers
|
||||
cmo_out[i] = m_cmo_buffer[i];
|
||||
ma_out[i] = m_ma_buffer[i];
|
||||
upper_out[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
|
||||
lower_out[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Helper: Calculate Single CMO Value |
|
||||
//+------------------------------------------------------------------+
|
||||
double CCMOCalculator::GetCMOValue(int index)
|
||||
{
|
||||
double sum_up = 0.0, sum_down = 0.0;
|
||||
|
||||
for(int j = 0; j < m_cmo_period; j++)
|
||||
{
|
||||
double diff = m_price[index - j] - m_price[index - j - 1];
|
||||
if(diff > 0.0)
|
||||
sum_up += diff;
|
||||
else
|
||||
sum_down += (-diff);
|
||||
}
|
||||
|
||||
double total_sum = sum_up + sum_down;
|
||||
if(total_sum == 0.0)
|
||||
return 0.0;
|
||||
else
|
||||
return 100.0 * (sum_up - sum_down) / total_sum;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Price (Standard - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CCMOCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
// Optimized copy loop
|
||||
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;
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 2: CCMOCalculator_HA (Heikin Ashi) |
|
||||
//| CLASS 2: CCMOCalculator_HA (Wrapper) |
|
||||
//+==================================================================+
|
||||
class CCMOCalculator_HA : public CCMOCalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
// Internal HA buffers
|
||||
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:
|
||||
CCMOCalculator_HA(void);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Price (Heikin Ashi - Optimized) |
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CCMOCalculator_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[])
|
||||
CCMOCalculator_HA::CCMOCalculator_HA(void)
|
||||
{
|
||||
// Resize internal HA buffers
|
||||
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);
|
||||
}
|
||||
|
||||
//--- STRICT CALL: Use the optimized 10-param HA calculation
|
||||
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
|
||||
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
||||
|
||||
//--- Copy to m_price (Optimized loop)
|
||||
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;
|
||||
if(CheckPointer(m_cmo_engine) != POINTER_INVALID)
|
||||
delete m_cmo_engine;
|
||||
// Use HA version of Engine
|
||||
m_cmo_engine = new CCMOEngine_HA();
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user