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refactor(indicators): Restored Trend/Level outputs

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This commit is contained in:
Toh4iem9
2026-01-01 13:42:27 +01:00
parent 3940eadb81
commit 857305ed9b
1 changed files with 27 additions and 11 deletions
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Include/MyIncludes/Holt_Calculator.mqh
+27 -11
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@@ -10,9 +10,14 @@
//--- Abstract base class for polymorphism
class CHoltMACalculator
{
protected:
//--- Dummy Buffers for unused outputs
double m_dummy_trend[];
double m_dummy_level[];
public:
virtual bool Init(int period, double alpha, double beta, int forecast_p)=0;
virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
virtual 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 &forecast_out[], double &upper_band_out[], double &lower_band_out[])=0;
};
@@ -26,15 +31,21 @@ public:
~CHoltMACalculator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
virtual bool Init(int period, double alpha, double beta, int forecast_p) override { return m_engine.Init(period, alpha, beta, forecast_p); }
virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
virtual 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 &forecast_out[], double &upper_band_out[], double &lower_band_out[]) override
{
if(CheckPointer(m_engine)==POINTER_INVALID)
return;
double dummy_trend[], dummy_level[];
ArrayResize(dummy_trend, rates_total);
ArrayResize(dummy_level, rates_total);
m_engine.Calculate(rates_total, price_type, open, high, low, close, forecast_out, dummy_trend, dummy_level, upper_band_out, lower_band_out);
if(ArraySize(m_dummy_trend) != rates_total)
{
ArrayResize(m_dummy_trend, rates_total);
ArrayResize(m_dummy_level, rates_total);
}
// Pass dummy buffers for trend and level
m_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
forecast_out, m_dummy_trend, m_dummy_level, upper_band_out, lower_band_out);
}
};
@@ -48,15 +59,20 @@ public:
~CHoltMACalculator_HA(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
virtual bool Init(int period, double alpha, double beta, int forecast_p) override { return m_engine.Init(period, alpha, beta, forecast_p); }
virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
virtual 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 &forecast_out[], double &upper_band_out[], double &lower_band_out[]) override
{
if(CheckPointer(m_engine)==POINTER_INVALID)
return;
double dummy_trend[], dummy_level[];
ArrayResize(dummy_trend, rates_total);
ArrayResize(dummy_level, rates_total);
m_engine.Calculate(rates_total, price_type, open, high, low, close, forecast_out, dummy_trend, dummy_level, upper_band_out, lower_band_out);
if(ArraySize(m_dummy_trend) != rates_total)
{
ArrayResize(m_dummy_trend, rates_total);
ArrayResize(m_dummy_level, rates_total);
}
m_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
forecast_out, m_dummy_trend, m_dummy_level, upper_band_out, lower_band_out);
}
};
//+------------------------------------------------------------------+