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//+------------------------------------------------------------------+
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//| Stochastic_Adaptive_on_DMI_Calculator.mqh |
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//| Engine: Adaptive Stochastic applied to DMI Oscillator. |
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//| Concept: Combines DMI trend strength with Adaptive Logic. |
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//| VERSION 1.10: Added Safe Enum Definitions (Guards) |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#include <MyIncludes\DMI_Engine.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//--- Enum for Candle Source (Safe Definition)
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#ifndef ENUM_CANDLE_SOURCE_DEFINED
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#define ENUM_CANDLE_SOURCE_DEFINED
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enum ENUM_CANDLE_SOURCE
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{
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CANDLE_STANDARD,
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CANDLE_HEIKIN_ASHI
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};
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#endif
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//--- Enum for DMI Osc Type (Safe Definition)
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#ifndef ENUM_DMI_ADAPTIVE_OSC_TYPE_DEFINED
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#define ENUM_DMI_ADAPTIVE_OSC_TYPE_DEFINED
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enum ENUM_DMI_ADAPTIVE_OSC_TYPE
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{
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OSC_PDI_MINUS_NDI,
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OSC_NDI_MINUS_PDI
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};
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#endif
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//+==================================================================+
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//| CLASS: CStochAdaptiveOnDMICalculator |
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//+==================================================================+
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class CStochAdaptiveOnDMICalculator
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{
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protected:
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//--- Components
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CDMIEngine *m_dmi_engine;
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CMovingAverageCalculator m_slowing_engine;
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CMovingAverageCalculator m_signal_engine;
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bool m_is_ha;
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//--- Parameters
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int m_dmi_p;
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int m_er_p;
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int m_min_stoch_p;
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int m_max_stoch_p;
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ENUM_DMI_ADAPTIVE_OSC_TYPE m_osc_type;
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//--- Internal Buffers
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double m_pDI[];
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double m_nDI[];
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double m_dmi_osc[]; // The "Source Price"
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double m_er_buffer[]; // Efficiency Ratio
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double m_nsp_buffer[]; // Dynamic Period
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double m_raw_k[]; // Raw Adaptive %K
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//--- Factory Method
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virtual void CreateDMIEngine();
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public:
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CStochAdaptiveOnDMICalculator();
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virtual ~CStochAdaptiveOnDMICalculator();
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bool Init(int dmi_period, int er_period, int min_stoch, int max_stoch,
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int slow_k, ENUM_MA_TYPE slow_ma,
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int d_p, ENUM_MA_TYPE d_ma,
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ENUM_DMI_ADAPTIVE_OSC_TYPE osc_type);
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void Calculate(int rates_total, int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &out_k[], double &out_d[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CStochAdaptiveOnDMICalculator::CStochAdaptiveOnDMICalculator() : m_dmi_engine(NULL), m_is_ha(false)
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{
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CStochAdaptiveOnDMICalculator::~CStochAdaptiveOnDMICalculator()
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{
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if(CheckPointer(m_dmi_engine) == POINTER_DYNAMIC)
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delete m_dmi_engine;
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}
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//+------------------------------------------------------------------+
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//| Factory Method (Standard) |
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//+------------------------------------------------------------------+
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void CStochAdaptiveOnDMICalculator::CreateDMIEngine()
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{
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m_dmi_engine = new CDMIEngine();
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}
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//+------------------------------------------------------------------+
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//| Initialization |
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//+------------------------------------------------------------------+
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bool CStochAdaptiveOnDMICalculator::Init(int dmi_period, int er_period, int min_stoch, int max_stoch,
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int slow_k, ENUM_MA_TYPE slow_ma,
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int d_p, ENUM_MA_TYPE d_ma,
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ENUM_DMI_ADAPTIVE_OSC_TYPE osc_type)
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{
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m_dmi_p = dmi_period;
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m_er_p = (er_period < 1) ? 1 : er_period;
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m_min_stoch_p = (min_stoch < 2) ? 2 : min_stoch;
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m_max_stoch_p = (max_stoch <= m_min_stoch_p) ? m_min_stoch_p + 1 : max_stoch;
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m_osc_type = osc_type;
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CreateDMIEngine();
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if(!m_dmi_engine.Init(m_dmi_p))
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return false;
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// Initialize MA Engines for smoothing
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if(!m_slowing_engine.Init(slow_k, slow_ma))
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return false;
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if(!m_signal_engine.Init(d_p, d_ma))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//+------------------------------------------------------------------+
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void CStochAdaptiveOnDMICalculator::Calculate(int rates_total, int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &out_k[], double &out_d[])
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{
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// Safety check: DMI Period + ER Period + Smoothing
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if(rates_total < m_dmi_p + m_er_p + m_max_stoch_p)
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return;
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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// 1. Resize Internal Buffers
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if(ArraySize(m_pDI) != rates_total)
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{
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ArrayResize(m_pDI, rates_total);
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ArrayResize(m_nDI, rates_total);
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ArrayResize(m_dmi_osc, 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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// 2. Calculate Base DMI
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m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
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// 3. Calculate DMI Oscillator
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int loop_start = MathMax(m_dmi_p, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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if(m_osc_type == OSC_PDI_MINUS_NDI)
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m_dmi_osc[i] = m_pDI[i] - m_nDI[i];
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else
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m_dmi_osc[i] = m_nDI[i] - m_pDI[i];
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}
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// 4. Calculate Efficiency Ratio (ER) on DMI Oscillator
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int er_start = m_dmi_p + m_er_p;
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loop_start = MathMax(er_start, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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double direction = MathAbs(m_dmi_osc[i] - m_dmi_osc[i - m_er_p]);
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double volatility = 0;
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for(int j = 0; j < m_er_p; j++)
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volatility += MathAbs(m_dmi_osc[i - j] - m_dmi_osc[i - j - 1]);
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m_er_buffer[i] = (volatility > 1.0e-9) ? direction / volatility : 0.0;
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}
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// 5. Calculate Adaptive Period (NSP)
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for(int i = loop_start; i < rates_total; i++)
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{
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m_nsp_buffer[i] = (int)MathRound(m_min_stoch_p + (1.0 - m_er_buffer[i]) * (m_max_stoch_p - m_min_stoch_p));
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if(m_nsp_buffer[i] < 2)
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m_nsp_buffer[i] = 2;
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}
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// 6. Calculate Raw %K on DMI Oscillator
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int stoch_start = er_start + m_max_stoch_p;
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loop_start = MathMax(stoch_start, start_index);
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for(int i = loop_start; 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_dmi_osc[i];
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double lowest = m_dmi_osc[i];
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// Dynamic Lookback
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for(int k = 1; k < current_nsp; k++)
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{
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if(i - k < 0)
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break;
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highest = MathMax(highest, m_dmi_osc[i - k]);
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lowest = MathMin(lowest, m_dmi_osc[i - k]);
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}
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double range = highest - lowest;
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if(range > 1.0e-9)
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m_raw_k[i] = 100.0 * (m_dmi_osc[i] - lowest) / range;
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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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// 7. Smoothing
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m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, out_k, stoch_start);
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int d_offset = stoch_start + m_slowing_engine.GetPeriod() - 1;
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, out_k, out_d, d_offset);
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}
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//+==================================================================+
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//| CLASS: CStochAdaptiveOnDMICalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CStochAdaptiveOnDMICalculator_HA : public CStochAdaptiveOnDMICalculator
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{
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protected:
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virtual void CreateDMIEngine() override
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{
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m_dmi_engine = new CDMIEngine_HA();
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}
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};
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//+------------------------------------------------------------------+
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