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refactor: Refactored with overloaded Calculate to support VWMA slowing/signals

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Toh4iem9
2026-06-26 14:58:05 +02:00
parent 24dc9d251d
commit 9a5d2346d8
1 changed files with 105 additions and 10 deletions
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Include/MyIncludes/Stochastic_Adaptive_Calculator.mqh
+105 -10
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@@ -1,9 +1,13 @@
//+------------------------------------------------------------------+
//| Stochastic_Adaptive_Calculator.mqh |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 2.10: Dynamic Volume-Weighted MA Support (VWMA) |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.10" // Refactored with overloaded Calculate to support VWMA slowing/signals
#ifndef STOCHASTIC_ADAPTIVE_CALCULATOR_MQH
#define STOCHASTIC_ADAPTIVE_CALCULATOR_MQH
#include <MyIncludes\MovingAverage_Engine.mqh>
#include <MyIncludes\HeikinAshi_Tools.mqh>
@@ -36,9 +40,14 @@ public:
//--- Init now takes ENUM_MA_TYPE
bool Init(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);
//--- Updated: Accepts prev_calculated
//--- Standard Calculate (Without volume)
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 &k_buffer[], double &d_buffer[]);
//--- NEW: Overloaded Calculate (With volume to support VWMA Slowing/Signal)
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,
const long &volume[],
double &k_buffer[], double &d_buffer[]);
};
//+------------------------------------------------------------------+
@@ -60,7 +69,7 @@ bool CStochasticAdaptiveCalculator::Init(int er_p, int min_p, int max_p, int slo
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| Calculate (Standard - No Volume) |
//+------------------------------------------------------------------+
void CStochasticAdaptiveCalculator::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 &k_buffer[], double &d_buffer[])
@@ -130,16 +139,100 @@ void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculat
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
}
//--- 4. Calculate Slow %K (Main Line) using Slowing Engine
// Offset: raw_k_start
//--- 4. Calculate Slow %K (Main Line) using Slowing Engine (Without Volume)
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start);
//--- 5. Calculate %D (Signal Line) using Signal Engine
// Offset: raw_k_start + slowing_period - 1
//--- 5. Calculate %D (Signal Line) using Signal Engine (Without Volume)
int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1;
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset);
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded - With Volume for VWMA) |
//+------------------------------------------------------------------+
void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
const long &volume[],
double &k_buffer[], double &d_buffer[])
{
// Minimum bars check
if(rates_total <= m_er_period + m_max_period)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// Resize Buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_er_buffer, rates_total);
ArrayResize(m_nsp_buffer, rates_total);
ArrayResize(m_raw_k, rates_total);
}
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 1. Calculate Efficiency Ratio (ER)
int loop_start_er = MathMax(m_er_period, start_index);
for(int i = loop_start_er; i < rates_total; i++)
{
double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
double volatility = 0;
for(int j = 0; j < m_er_period; j++)
volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0;
}
//--- 2. Calculate Adaptive Period (NSP)
for(int i = loop_start_er; i < rates_total; i++)
{
m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period);
if(m_nsp_buffer[i] < 1)
m_nsp_buffer[i] = 1;
}
//--- 3. Calculate Raw %K (Adaptive)
int raw_k_start = m_er_period + m_max_period - 1;
int loop_start_k = MathMax(raw_k_start, start_index);
for(int i = loop_start_k; i < rates_total; i++)
{
int current_nsp = (int)m_nsp_buffer[i];
double highest = m_price[i];
double lowest = m_price[i];
// Lookback based on dynamic period
for(int j = 1; j < current_nsp; j++)
{
if(i-j < 0)
break;
highest = MathMax(highest, m_price[i-j]);
lowest = MathMin(lowest, m_price[i-j]);
}
double range = highest - lowest;
if(range > 0.000001)
m_raw_k[i] = (m_price[i] - lowest) / range * 100.0;
else
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
}
//--- 4. Convert long volume to double to support VWMA Slowing & Signal
double vol_double[];
ArrayResize(vol_double, rates_total);
for(int j = start_index; j < rates_total; j++)
vol_double[j] = (double)volume[j];
//--- 5. Calculate Slow %K (Smoothing Raw %K with Volume)
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, vol_double, k_buffer, raw_k_start);
//--- 6. Calculate %D (Signal Line with Volume)
int d_start = raw_k_start + m_slowing_engine.GetPeriod() - 1;
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, vol_double, d_buffer, d_start);
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
@@ -191,7 +284,7 @@ protected:
};
//+------------------------------------------------------------------+
//| |
//| Prepare Price (Heikin Ashi) |
//+------------------------------------------------------------------+
bool CStochasticAdaptiveCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
@@ -235,4 +328,6 @@ bool CStochasticAdaptiveCalculator_HA::PreparePriceSeries(int rates_total, int s
}
return true;
}
#endif // STOCHASTIC_ADAPTIVE_CALCULATOR_MQH
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+