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refactor(indicators): Refactored to use MovingAverage_Engine

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Toh4iem9
2026-01-01 20:06:37 +01:00
parent df371e09fb
commit 99307cb8be
1 changed files with 12 additions and 9 deletions
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Indicators/MyIndicators/TDI_CMO_Pro.mq5
+12 -9
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@@ -1,10 +1,9 @@
//+------------------------------------------------------------------+
//| TDI_CMO_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "1.00"
#property version "2.00" // Refactored to use MovingAverage_Engine
#property description "Trader's Dynamic Index based on Chande Momentum Oscillator (CMO)."
#property description "Supports Standard and Heikin Ashi sources."
@@ -55,15 +54,15 @@ input int InpSignalLinePeriod = 7;
input int InpBaseLinePeriod = 34;
input double InpBandsDeviation = 1.618;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
// NEW: Allow changing MA type (default SMA for classic TDI)
input ENUM_MA_TYPE InpMAMethod = SMA;
//--- Indicator Buffers ---
double BufferPriceLine[], BufferSignalLine[], BufferBaseLine[], BufferUpperBand[], BufferLowerBand[];
//--- Global calculator object (as a base class pointer) ---
//--- Global calculator object ---
CTDICMOCalculator *g_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
@@ -91,7 +90,7 @@ int OnInit()
}
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpCmoPeriod, InpPriceLinePeriod, InpSignalLinePeriod, InpBaseLinePeriod, InpBandsDeviation))
!g_calculator.Init(InpCmoPeriod, InpPriceLinePeriod, InpSignalLinePeriod, InpBaseLinePeriod, InpBandsDeviation, InpMAMethod))
{
Print("Failed to initialize TDI CMO Calculator.");
return(INIT_FAILED);
@@ -108,14 +107,18 @@ int OnInit()
void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
{
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close,
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
BufferPriceLine, BufferSignalLine, BufferBaseLine, BufferUpperBand, BufferLowerBand);
return(rates_total);