diff --git a/Include/MyIncludes/CMO_Calculator.mqh b/Include/MyIncludes/CMO_Calculator.mqh new file mode 100644 index 0000000..285824d --- /dev/null +++ b/Include/MyIncludes/CMO_Calculator.mqh @@ -0,0 +1,166 @@ +//+------------------------------------------------------------------+ +//| CMO_Calculator.mqh | +//| Calculation engine for Standard and Heikin Ashi CMO. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| CLASS 1: CCMOCalculator (Base Class) | +//| | +//+==================================================================+ +class CCMOCalculator + { +protected: + int m_cmo_period; + double m_price[]; + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CCMOCalculator(void) {}; + virtual ~CCMOCalculator(void) {}; + + bool Init(int cmo_p); + void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &cmo_buffer[]); + }; + +//+------------------------------------------------------------------+ +//| CCMOCalculator: Initialization | +//+------------------------------------------------------------------+ +bool CCMOCalculator::Init(int cmo_p) + { + m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; + return true; + } + +//+------------------------------------------------------------------+ +//| CCMOCalculator: Main Calculation Method (Shared Logic) | +//+------------------------------------------------------------------+ +void CCMOCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &cmo_buffer[]) + { + if(rates_total <= m_cmo_period) + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + + for(int i = m_cmo_period; i < rates_total; i++) + { + double sum_up = 0.0, sum_down = 0.0; + for(int j = 0; j < m_cmo_period; j++) + { + double diff = m_price[i - j] - m_price[i - 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) + cmo_buffer[i] = 0.0; + else + cmo_buffer[i] = 100.0 * (sum_up - sum_down) / total_sum; + } + } + +//+------------------------------------------------------------------+ +//| CCMOCalculator: Prepares the standard source price. | +//+------------------------------------------------------------------+ +bool CCMOCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + ArrayResize(m_price, rates_total); + switch(price_type) + { + case PRICE_CLOSE: + ArrayCopy(m_price, close, 0, 0, rates_total); + break; + case PRICE_OPEN: + ArrayCopy(m_price, open, 0, 0, rates_total); + break; + case PRICE_HIGH: + ArrayCopy(m_price, high, 0, 0, rates_total); + break; + case PRICE_LOW: + ArrayCopy(m_price, low, 0, 0, rates_total); + break; + case PRICE_MEDIAN: + for(int i=0; i