mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,268 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Stochastic_Calculator.mqh |
|
||||
//| Calculation engine for Standard and Heikin Ashi Slow Stochastic|
|
||||
//| with selectable MA types for smoothing. |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
//+==================================================================+
|
||||
//| |
|
||||
//| CLASS 1: CStochasticCalculator (Base Class) |
|
||||
//| |
|
||||
//+==================================================================+
|
||||
class CStochasticCalculator
|
||||
{
|
||||
protected:
|
||||
int m_k_period;
|
||||
int m_slowing_period;
|
||||
int m_d_period;
|
||||
ENUM_MA_METHOD m_slowing_ma_method;
|
||||
ENUM_MA_METHOD m_d_ma_method;
|
||||
|
||||
//--- Internal data arrays
|
||||
double m_high[];
|
||||
double m_low[];
|
||||
double m_close[];
|
||||
|
||||
//--- Internal calculation buffers
|
||||
double m_raw_k[];
|
||||
|
||||
//--- Helper functions
|
||||
double Highest(int period, int current_pos);
|
||||
double Lowest(int period, int current_pos);
|
||||
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
|
||||
|
||||
public:
|
||||
CStochasticCalculator(void) {};
|
||||
virtual ~CStochasticCalculator(void) {};
|
||||
|
||||
bool Init(int k_p, int slowing_p, int d_p, ENUM_MA_METHOD slowing_ma, ENUM_MA_METHOD d_ma);
|
||||
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &k_out[], double &d_out[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CStochasticCalculator: Initialization |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CStochasticCalculator::Init(int k_p, int slowing_p, int d_p, ENUM_MA_METHOD slowing_ma, ENUM_MA_METHOD d_ma)
|
||||
{
|
||||
m_k_period = (k_p < 1) ? 1 : k_p;
|
||||
m_slowing_period = (slowing_p < 1) ? 1 : slowing_p;
|
||||
m_d_period = (d_p < 1) ? 1 : d_p;
|
||||
m_slowing_ma_method = slowing_ma;
|
||||
m_d_ma_method = d_ma;
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CStochasticCalculator: Main Calculation Method |
|
||||
//+------------------------------------------------------------------+
|
||||
void CStochasticCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &k_out[], double &d_out[])
|
||||
{
|
||||
if(rates_total < m_k_period)
|
||||
return;
|
||||
|
||||
if(!PreparePriceSeries(rates_total, open, high, low, close))
|
||||
return;
|
||||
|
||||
ArrayResize(m_raw_k, rates_total);
|
||||
|
||||
//--- Step 1: Calculate Raw %K (Fast %K)
|
||||
for(int i = m_k_period - 1; i < rates_total; i++)
|
||||
{
|
||||
double highest_high = Highest(m_k_period, i);
|
||||
double lowest_low = Lowest(m_k_period, i);
|
||||
double range = highest_high - lowest_low;
|
||||
if(range > 0)
|
||||
m_raw_k[i] = (m_close[i] - lowest_low) / range * 100.0;
|
||||
else
|
||||
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
|
||||
}
|
||||
|
||||
//--- Step 2: Calculate Slow %K (Main Line) by smoothing Raw %K
|
||||
int k_slow_start_pos = m_k_period + m_slowing_period - 2;
|
||||
for(int i = k_slow_start_pos; i < rates_total; i++)
|
||||
{
|
||||
// Full MA calculation for Slowing
|
||||
switch(m_slowing_ma_method)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == k_slow_start_pos)
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<m_slowing_period; j++)
|
||||
sum+=m_raw_k[i-j];
|
||||
k_out[i]=sum/m_slowing_period;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(m_slowing_ma_method==MODE_EMA)
|
||||
{
|
||||
double pr=2.0/(m_slowing_period+1.0);
|
||||
k_out[i]=m_raw_k[i]*pr + k_out[i-1]*(1.0-pr);
|
||||
}
|
||||
else
|
||||
k_out[i]=(k_out[i-1]*(m_slowing_period-1)+m_raw_k[i])/m_slowing_period;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{
|
||||
double lwma_sum=0, weight_sum=0;
|
||||
for(int j=0; j<m_slowing_period; j++)
|
||||
{
|
||||
int w=m_slowing_period-j;
|
||||
lwma_sum+=m_raw_k[i-j]*w;
|
||||
weight_sum+=w;
|
||||
}
|
||||
if(weight_sum>0)
|
||||
k_out[i]=lwma_sum/weight_sum;
|
||||
}
|
||||
break;
|
||||
default: // MODE_SMA
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<m_slowing_period; j++)
|
||||
sum+=m_raw_k[i-j];
|
||||
k_out[i]=sum/m_slowing_period;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//--- Step 3: Calculate %D (Signal Line) by smoothing Slow %K
|
||||
int d_start_pos = m_k_period + m_slowing_period + m_d_period - 3;
|
||||
for(int i = d_start_pos; i < rates_total; i++)
|
||||
{
|
||||
// Full MA calculation for %D
|
||||
switch(m_d_ma_method)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == d_start_pos)
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<m_d_period; j++)
|
||||
sum+=k_out[i-j];
|
||||
d_out[i]=sum/m_d_period;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(m_d_ma_method==MODE_EMA)
|
||||
{
|
||||
double pr=2.0/(m_d_period+1.0);
|
||||
d_out[i]=k_out[i]*pr + d_out[i-1]*(1.0-pr);
|
||||
}
|
||||
else
|
||||
d_out[i]=(d_out[i-1]*(m_d_period-1)+k_out[i])/m_d_period;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{
|
||||
double lwma_sum=0, weight_sum=0;
|
||||
for(int j=0; j<m_d_period; j++)
|
||||
{
|
||||
int w=m_d_period-j;
|
||||
lwma_sum+=k_out[i-j]*w;
|
||||
weight_sum+=w;
|
||||
}
|
||||
if(weight_sum>0)
|
||||
d_out[i]=lwma_sum/weight_sum;
|
||||
}
|
||||
break;
|
||||
default: // MODE_SMA
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<m_d_period; j++)
|
||||
sum+=k_out[i-j];
|
||||
d_out[i]=sum/m_d_period;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CStochasticCalculator: Prepares the source price series. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CStochasticCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
ArrayResize(m_high, rates_total);
|
||||
ArrayResize(m_low, rates_total);
|
||||
ArrayResize(m_close, rates_total);
|
||||
ArrayCopy(m_high, high);
|
||||
ArrayCopy(m_low, low);
|
||||
ArrayCopy(m_close, close);
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CStochasticCalculator: Helper for Highest |
|
||||
//+------------------------------------------------------------------+
|
||||
double CStochasticCalculator::Highest(int period, int current_pos)
|
||||
{
|
||||
double res = m_high[current_pos];
|
||||
for(int i = 1; i < period; i++)
|
||||
{
|
||||
int index = current_pos - i;
|
||||
if(index < 0)
|
||||
break;
|
||||
if(res < m_high[index])
|
||||
res = m_high[index];
|
||||
}
|
||||
return(res);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CStochasticCalculator: Helper for Lowest |
|
||||
//+------------------------------------------------------------------+
|
||||
double CStochasticCalculator::Lowest(int period, int current_pos)
|
||||
{
|
||||
double res = m_low[current_pos];
|
||||
for(int i = 1; i < period; i++)
|
||||
{
|
||||
int index = current_pos - i;
|
||||
if(index < 0)
|
||||
break;
|
||||
if(res > m_low[index])
|
||||
res = m_low[index];
|
||||
}
|
||||
return(res);
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| |
|
||||
//| CLASS 2: CStochasticCalculator_HA (Heikin Ashi) |
|
||||
//| |
|
||||
//+==================================================================+
|
||||
class CStochasticCalculator_HA : public CStochasticCalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
|
||||
protected:
|
||||
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CStochasticCalculator_HA: Prepares the source price series. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CStochasticCalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
ArrayResize(m_high, rates_total);
|
||||
ArrayResize(m_low, rates_total);
|
||||
ArrayResize(m_close, rates_total);
|
||||
|
||||
double ha_open[];
|
||||
ArrayResize(ha_open, rates_total);
|
||||
|
||||
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_high, m_low, m_close);
|
||||
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user