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refactor: Uses Stochastic & MA Engines

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Toh4iem9
2025-12-19 17:51:23 +01:00
parent ca887b4414
commit 8bc78ee31b
1 changed files with 66 additions and 58 deletions
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Include/MyIncludes/WPR_Calculator.mqh
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@@ -1,107 +1,115 @@
//+------------------------------------------------------------------+
//| WPR_Calculator.mqh |
//| Adapter for the StochasticFast_Calculator to produce WPR. |
//| WPR_Calculator.mqh |
//| VERSION 3.00: Uses Stochastic & MA Engines. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\StochasticFast_Calculator.mqh> // Re-use the Fast Stoch engine
#include <MyIncludes\StochasticFast_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
//| |
//| CLASS 1: CWPRCalculator (Base Class) |
//| |
//| CLASS: CWPRCalculator |
//+==================================================================+
class CWPRCalculator
{
protected:
CStochasticFastCalculator *m_stoch_calculator;
int m_wpr_period;
//--- Composition: Use StochFast for core logic + MA Engine for Signal
CStochasticFastCalculator *m_stoch_calc;
CMovingAverageCalculator m_signal_engine;
//--- Intermediate Buffer for %K (0..100 range)
double m_k_buffer[];
//--- Dummy buffer for StochFast %D (we don't use it, but API requires it)
double m_dummy_d[];
public:
CWPRCalculator(void);
virtual ~CWPRCalculator(void);
bool Init(int wpr_p, int signal_p, ENUM_MA_METHOD signal_ma);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
//--- Init now takes ENUM_MA_TYPE for Signal
bool Init(int wpr_p, int signal_p, ENUM_MA_TYPE signal_ma, bool use_ha);
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &wpr_buffer[], double &signal_buffer[]);
};
//+------------------------------------------------------------------+
//| CWPRCalculator: Constructor |
//| Constructor |
//+------------------------------------------------------------------+
CWPRCalculator::CWPRCalculator(void)
CWPRCalculator::CWPRCalculator(void) : m_stoch_calc(NULL)
{
m_stoch_calculator = new CStochasticFastCalculator();
}
//+------------------------------------------------------------------+
//| CWPRCalculator: Destructor |
//| Destructor |
//+------------------------------------------------------------------+
CWPRCalculator::~CWPRCalculator(void)
{
if(CheckPointer(m_stoch_calculator) != POINTER_INVALID)
delete m_stoch_calculator;
if(CheckPointer(m_stoch_calc) != POINTER_INVALID)
delete m_stoch_calc;
}
//+------------------------------------------------------------------+
//| CWPRCalculator: Initialization |
//| Init |
//+------------------------------------------------------------------+
bool CWPRCalculator::Init(int wpr_p, int signal_p, ENUM_MA_METHOD signal_ma)
bool CWPRCalculator::Init(int wpr_p, int signal_p, ENUM_MA_TYPE signal_ma, bool use_ha)
{
if(CheckPointer(m_stoch_calculator) == POINTER_INVALID)
m_wpr_period = (wpr_p < 1) ? 1 : wpr_p;
// Instantiate correct Stoch calculator
if(use_ha)
m_stoch_calc = new CStochasticFastCalculator_HA();
else
m_stoch_calc = new CStochasticFastCalculator();
// Init StochFast. We only care about %K (period = wpr_p).
// %D params for StochFast are dummy (1, SMA) as we ignore its %D output.
if(!m_stoch_calc.Init(m_wpr_period, 1, SMA))
return false;
// WPR Period is Fast Stoch %K Period, Signal Period is Fast Stoch %D Period
return m_stoch_calculator.Init(wpr_p, signal_p, signal_ma);
// Init Signal Engine
return m_signal_engine.Init(signal_p, signal_ma);
}
//+------------------------------------------------------------------+
//| CWPRCalculator: Main Calculation Method |
//| Main Calculation |
//+------------------------------------------------------------------+
void CWPRCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
void CWPRCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &wpr_buffer[], double &signal_buffer[])
{
if(CheckPointer(m_stoch_calculator) == POINTER_INVALID)
if(rates_total <= m_wpr_period + m_signal_engine.GetPeriod())
return;
if(CheckPointer(m_stoch_calc) == POINTER_INVALID)
return;
double k_buffer[], d_buffer[];
ArrayResize(k_buffer, rates_total);
ArrayResize(d_buffer, rates_total);
m_stoch_calculator.Calculate(rates_total, open, high, low, close, k_buffer, d_buffer);
for(int i = 0; i < rates_total; i++)
// Resize internal buffers
if(ArraySize(m_k_buffer) != rates_total)
{
if(k_buffer[i] != EMPTY_VALUE)
wpr_buffer[i] = k_buffer[i] - 100.0;
else
wpr_buffer[i] = EMPTY_VALUE;
if(d_buffer[i] != EMPTY_VALUE)
signal_buffer[i] = d_buffer[i] - 100.0;
else
signal_buffer[i] = EMPTY_VALUE;
ArrayResize(m_k_buffer, rates_total);
ArrayResize(m_dummy_d, rates_total);
}
}
//+==================================================================+
//| |
//| CLASS 2: CWPRCalculator_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CWPRCalculator_HA : public CWPRCalculator
{
public:
CWPRCalculator_HA(void);
};
//--- 1. Calculate %K using StochFast Engine
// This gives us values in 0..100 range
// Note: StochFast handles incremental logic internally
m_stoch_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_k_buffer, m_dummy_d);
//+------------------------------------------------------------------+
//| CWPRCalculator_HA: Constructor |
//+------------------------------------------------------------------+
CWPRCalculator_HA::CWPRCalculator_HA(void)
{
if(CheckPointer(m_stoch_calculator) != POINTER_INVALID)
delete m_stoch_calculator;
m_stoch_calculator = new CStochasticFastCalculator_HA();
//--- 2. Convert %K to WPR (%R = %K - 100)
// WPR range is -100..0
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
int loop_start = MathMax(m_wpr_period - 1, start_index);
for(int i = loop_start; i < rates_total; i++)
{
wpr_buffer[i] = m_k_buffer[i] - 100.0;
}
//--- 3. Calculate Signal Line using MA Engine
// Offset: m_wpr_period - 1 (same as Stoch %K)
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, wpr_buffer, signal_buffer, m_wpr_period - 1);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+