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refactor(indicators): Refactored to use MovingAverage_Engine

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Toh4iem9
2026-01-16 19:59:12 +01:00
parent 4907992b63
commit 7d0bddc736
1 changed files with 30 additions and 34 deletions
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Indicators/MyIndicators/Bollinger_Bands_Pro.mq5
+30 -34
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@@ -1,11 +1,11 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Bollinger_Bands_Pro.mq5 | //| Bollinger_Bands_Pro.mq5 |
//| Copyright 2025, xxxxxxxx| //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "1.10" // Optimized for incremental calculation #property version "2.00" // Refactored to use MovingAverage_Engine
#property description "A professional, unified Bollinger Bands indicator with a selectable" #property description "Professional Bollinger Bands with extended MA types"
#property description "price source, including a full range of Heikin Ashi prices." #property description "(SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA) and Heikin Ashi support."
#property indicator_chart_window #property indicator_chart_window
#property indicator_buffers 3 #property indicator_buffers 3
@@ -35,19 +35,19 @@
#property indicator_width3 1 #property indicator_width3 1
//--- Input Parameters --- //--- Input Parameters ---
input int InpPeriod = 20; input int InpPeriod = 20;
input double InpDeviation = 2.0; input double InpDeviation = 2.0;
input ENUM_MA_METHOD InpMethodMA = MODE_SMA; input ENUM_MA_TYPE InpMAType = SMA; // Updated to support all engine types
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferUpperBand[], BufferLowerBand[], BufferCenterLine[]; double BufferUpperBand[], BufferLowerBand[], BufferCenterLine[];
//--- Global calculator object (as a base class pointer) --- //--- Global calculator object ---
CBollingerBandsCalculator *g_calculator; CBollingerBandsCalculator *g_calculator;
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator initialization function. | //| OnInit |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnInit() int OnInit()
{ {
@@ -59,25 +59,24 @@ int OnInit()
ArraySetAsSeries(BufferLowerBand, false); ArraySetAsSeries(BufferLowerBand, false);
ArraySetAsSeries(BufferCenterLine, false); ArraySetAsSeries(BufferCenterLine, false);
//--- Dynamic Calculator Instantiation --- //--- Factory Logic
if(InpSourcePrice <= PRICE_HA_CLOSE) // Check if it's any of the HA prices if(InpSourcePrice <= PRICE_HA_CLOSE)
{
g_calculator = new CBollingerBandsCalculator_HA(); g_calculator = new CBollingerBandsCalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB Pro HA(%d, %.2f)", InpPeriod, InpDeviation));
}
else else
{
g_calculator = new CBollingerBandsCalculator(); g_calculator = new CBollingerBandsCalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB Pro(%d, %.2f)", InpPeriod, InpDeviation));
}
//--- Initialize
if(CheckPointer(g_calculator) == POINTER_INVALID || if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpPeriod, InpDeviation, InpMethodMA)) !g_calculator.Init(InpPeriod, InpDeviation, InpMAType))
{ {
Print("Failed to initialize Bollinger Bands Calculator."); Print("Failed to initialize Bollinger Bands Calculator.");
return(INIT_FAILED); return(INIT_FAILED);
} }
//--- Shortname
string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB Pro%s(%d, %.2f, %s)", type, InpPeriod, InpDeviation, EnumToString(InpMAType)));
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpPeriod - 1); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpPeriod - 1);
PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpPeriod - 1); PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpPeriod - 1);
@@ -86,7 +85,7 @@ int OnInit()
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator deinitialization function. | //| OnDeinit |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void OnDeinit(const int reason) void OnDeinit(const int reason)
{ {
@@ -95,10 +94,10 @@ void OnDeinit(const int reason)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator calculation function | //| OnCalculate |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnCalculate(const int rates_total, int OnCalculate(const int rates_total,
const int prev_calculated, // <--- Now used! const int prev_calculated,
const datetime &time[], const datetime &time[],
const double &open[], const double &open[],
const double &high[], const double &high[],
@@ -108,19 +107,16 @@ int OnCalculate(const int rates_total,
const long &volume[], const long &volume[],
const int &spread[]) const int &spread[])
{ {
if(CheckPointer(g_calculator) != POINTER_INVALID) if(rates_total < InpPeriod)
{ return(0);
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE) ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ?
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) :
else (ENUM_APPLIED_PRICE)InpSourcePrice;
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
BufferCenterLine, BufferUpperBand, BufferLowerBand);
//--- Delegate calculation with prev_calculated optimization
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
BufferCenterLine, BufferUpperBand, BufferLowerBand);
}
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+