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//+------------------------------------------------------------------+
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//| CMO_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi CMO. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CCMOCalculator (Base Class) |
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//| |
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//+==================================================================+
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class CCMOCalculator
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{
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protected:
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int m_cmo_period;
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double m_price[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CCMOCalculator(void) {};
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virtual ~CCMOCalculator(void) {};
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bool Init(int cmo_p);
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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[]);
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};
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//+------------------------------------------------------------------+
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//| CCMOCalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CCMOCalculator::Init(int cmo_p)
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{
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m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CCMOCalculator: Main Calculation Method (Shared Logic) |
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//+------------------------------------------------------------------+
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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[])
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{
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if(rates_total <= m_cmo_period)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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for(int i = m_cmo_period; i < rates_total; i++)
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{
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double sum_up = 0.0, sum_down = 0.0;
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for(int j = 0; j < m_cmo_period; j++)
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{
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double diff = m_price[i - j] - m_price[i - j - 1];
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if(diff > 0.0)
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sum_up += diff;
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else
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sum_down += (-diff);
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}
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double total_sum = sum_up + sum_down;
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if(total_sum == 0.0)
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cmo_buffer[i] = 0.0;
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else
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cmo_buffer[i] = 100.0 * (sum_up - sum_down) / total_sum;
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}
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}
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//+------------------------------------------------------------------+
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//| CCMOCalculator: Prepares the standard source price. |
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//+------------------------------------------------------------------+
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bool CCMOCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CCMOCalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CCMOCalculator_HA : public CCMOCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| CCMOCalculator_HA: Prepares the HA source price. |
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//+------------------------------------------------------------------+
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bool CCMOCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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