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refactor: Upgraded with strict internal chronological sorting safeguards

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This commit is contained in:
Toh4iem9
2026-07-01 19:11:35 +02:00
parent 83e0f5557a
commit 89c5e7292e
1 changed files with 22 additions and 10 deletions
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Include/MyIncludes/Stochastic_Adaptive_on_DMI_Calculator.mqh
+22 -10
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@@ -1,11 +1,12 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Stochastic_Adaptive_on_DMI_Calculator.mqh | //| Stochastic_Adaptive_on_DMI_Calculator.mqh |
//| Engine: Adaptive Stochastic applied to DMI Oscillator. | //| Copyright 2026, xxxxxxxx|
//| VERSION 2.10: ER Calculated on DMI (Pure Logic). |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "2.10" // Validated: Pure DMI-based Adaptivity with Kaufman Inversion #property version "2.20" // Upgraded with strict internal chronological sorting safeguards
#ifndef STOCHASTIC_ADAPTIVE_ON_DMI_CALCULATOR_MQH
#define STOCHASTIC_ADAPTIVE_ON_DMI_CALCULATOR_MQH
#include <MyIncludes\DMI_Engine.mqh> #include <MyIncludes\DMI_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh> #include <MyIncludes\MovingAverage_Engine.mqh>
@@ -52,7 +53,7 @@ public:
CStochAdaptiveOnDMICalculator(); CStochAdaptiveOnDMICalculator();
virtual ~CStochAdaptiveOnDMICalculator(); virtual ~CStochAdaptiveOnDMICalculator();
bool Init(int dmi_p, ENUM_DMI_OSC_TYPE osc_type, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma); bool Init(double gamma, int dmi_p, ENUM_DMI_OSC_TYPE osc_type, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
// CRITICAL: Calculates state incrementally based on prev_calculated // CRITICAL: Calculates state incrementally based on prev_calculated
void Calculate(int rates_total, int prev_calculated, void Calculate(int rates_total, int prev_calculated,
@@ -71,7 +72,7 @@ CStochAdaptiveOnDMICalculator::CStochAdaptiveOnDMICalculator() : m_dmi_engine(NU
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CStochAdaptiveOnDMICalculator::~CStochAdaptiveOnDMICalculator() CStochAdaptiveOnDMICalculator::~CStochAdaptiveOnDMICalculator()
{ {
if(CheckPointer(m_dmi_engine) == POINTER_DYNAMIC) if(CheckPointer(m_dmi_engine) != POINTER_INVALID)
delete m_dmi_engine; delete m_dmi_engine;
} }
@@ -86,7 +87,7 @@ void CStochAdaptiveOnDMICalculator::CreateDMIEngine()
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Initialization phase | //| Initialization phase |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CStochAdaptiveOnDMICalculator::Init(int dmi_p, ENUM_DMI_OSC_TYPE osc_type, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma) bool CStochAdaptiveOnDMICalculator::Init(double gamma, int dmi_p, ENUM_DMI_OSC_TYPE osc_type, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma)
{ {
m_dmi_p = dmi_p; m_dmi_p = dmi_p;
m_osc_type = osc_type; m_osc_type = osc_type;
@@ -96,7 +97,7 @@ bool CStochAdaptiveOnDMICalculator::Init(int dmi_p, ENUM_DMI_OSC_TYPE osc_type,
CreateDMIEngine(); CreateDMIEngine();
if(!m_dmi_engine.Init(m_dmi_p)) if(CheckPointer(m_dmi_engine) == POINTER_INVALID || !m_dmi_engine.Init(m_dmi_p))
return false; return false;
if(!m_slowing_engine.Init(slow_p, slow_ma)) if(!m_slowing_engine.Init(slow_p, slow_ma))
return false; return false;
@@ -117,10 +118,13 @@ void CStochAdaptiveOnDMICalculator::Calculate(int rates_total, int prev_calculat
if(rates_total < m_dmi_p + m_er_p + m_max_stoch_p) if(rates_total < m_dmi_p + m_er_p + m_max_stoch_p)
return; return;
if(CheckPointer(m_dmi_engine) == POINTER_INVALID)
return;
// O(1) Pointer // O(1) Pointer
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
// 1. Dynamic Buffer Resizing // 1. Dynamic Buffer Resizing and chronological sorting safety kényszerítés
if(ArraySize(m_pDI) != rates_total) if(ArraySize(m_pDI) != rates_total)
{ {
ArrayResize(m_pDI, rates_total); ArrayResize(m_pDI, rates_total);
@@ -129,6 +133,13 @@ void CStochAdaptiveOnDMICalculator::Calculate(int rates_total, int prev_calculat
ArrayResize(m_er_buffer, rates_total); ArrayResize(m_er_buffer, rates_total);
ArrayResize(m_nsp_buffer, rates_total); ArrayResize(m_nsp_buffer, rates_total);
ArrayResize(m_raw_k, rates_total); ArrayResize(m_raw_k, rates_total);
ArraySetAsSeries(m_pDI, false);
ArraySetAsSeries(m_nDI, false);
ArraySetAsSeries(m_dmi_osc, false);
ArraySetAsSeries(m_er_buffer, false);
ArraySetAsSeries(m_nsp_buffer, false);
ArraySetAsSeries(m_raw_k, false);
} }
// 2. Base DMI Calculation via encapsulated Engine // 2. Base DMI Calculation via encapsulated Engine
@@ -215,3 +226,4 @@ protected:
} }
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#endif // STOCHASTIC_ADAPTIVE_ON_DMI_CALCULATOR_MQH