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