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refactor(indicators): Fixed pointer declaration bug

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This commit is contained in:
Toh4iem9
2026-01-05 11:35:09 +01:00
parent 67e5d71a80
commit a7c472d5a2
1 changed files with 90 additions and 141 deletions
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Include/MyIncludes/MADH_Calculator.mqh
+90 -141
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@@ -1,12 +1,12 @@
//+------------------------------------------------------------------+
//| MADH_Calculator.mqh |
//| Calculation engine for the John Ehlers' MADH indicator. |
//| VERSION 2.00: Optimized for incremental calculation. |
//| VERSION 3.10: Fixed pointer declaration bug. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\Windowed_MA_Calculator.mqh>
//+==================================================================+
//| CLASS 1: CMADHCalculator (Base Class) |
@@ -17,18 +17,20 @@ protected:
int m_short_len;
int m_dom_cycle;
//--- Persistent Buffer for Incremental Calculation
double m_price[];
//--- Engines (Pointers!)
CWindowedMACalculator *m_short_ma;
CWindowedMACalculator *m_long_ma;
// Helper function to calculate a Hann-windowed Moving Average
double CalcHWMA(int position, int period, const double &price_array[]);
//--- Persistent Buffers for MA outputs
double m_short_buffer[];
double m_long_buffer[];
//--- Updated: Accepts start_index
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
//--- Factory Method for Engines
virtual void CreateEngines(void);
public:
CMADHCalculator(void) {};
virtual ~CMADHCalculator(void) {};
CMADHCalculator(void);
virtual ~CMADHCalculator(void);
bool Init(int short_len, int dom_cycle);
@@ -36,6 +38,44 @@ public:
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &madh_buffer[]);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CMADHCalculator::CMADHCalculator(void)
{
m_short_ma = NULL;
m_long_ma = NULL;
// Note: CreateEngines is virtual, so calling it in constructor is risky in C++,
// but in MQL5 it calls the base version. We should call it in Init or handle it carefully.
// However, for simplicity here, we can call it, but the derived class constructor runs AFTER base.
// So the derived class will overwrite these pointers.
// Better pattern: Call CreateEngines in Init or check for NULL.
// But let's stick to the pattern used in other calculators:
// Base constructor creates base engines. Derived constructor deletes and creates derived engines.
m_short_ma = new CWindowedMACalculator();
m_long_ma = new CWindowedMACalculator();
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CMADHCalculator::~CMADHCalculator(void)
{
if(CheckPointer(m_short_ma) != POINTER_INVALID)
delete m_short_ma;
if(CheckPointer(m_long_ma) != POINTER_INVALID)
delete m_long_ma;
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CMADHCalculator::CreateEngines(void)
{
// This method is actually not needed if we handle creation in constructors properly.
// But let's keep it for clarity if we want to re-init.
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
@@ -43,37 +83,21 @@ bool CMADHCalculator::Init(int short_len, int dom_cycle)
{
m_short_len = (short_len < 1) ? 1 : short_len;
m_dom_cycle = (dom_cycle < 1) ? 1 : dom_cycle;
int long_len = m_short_len + (int)round(m_dom_cycle / 2.0);
if(CheckPointer(m_short_ma) == POINTER_INVALID || CheckPointer(m_long_ma) == POINTER_INVALID)
return false;
// Initialize Engines (Hann Window, Price Source)
if(!m_short_ma.Init(m_short_len, SOURCE_PRICE))
return false;
if(!m_long_ma.Init(long_len, SOURCE_PRICE))
return false;
return true;
}
//+------------------------------------------------------------------+
//| Helper function to calculate a Hann-windowed Moving Average |
//+------------------------------------------------------------------+
double CMADHCalculator::CalcHWMA(int position, int period, const double &price_array[])
{
if(position < period - 1)
return 0.0;
double sum = 0;
double coef_sum = 0;
// Optimization: Pre-calculate weights in Init?
// Since period can be different (short vs long), we keep it local or use a map.
// For typical periods, local calculation is fast enough.
for(int i = 0; i < period; i++)
{
double weight = 1.0 - cos(2 * M_PI * (i + 1.0) / (period + 1.0));
sum += weight * price_array[position - i];
coef_sum += weight;
}
if(coef_sum > 0)
return sum / coef_sum;
return 0.0;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
@@ -83,136 +107,61 @@ void CMADHCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLI
if(rates_total < long_len)
return;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
// Resize internal buffers
if(ArraySize(m_short_buffer) != rates_total)
{
ArrayResize(m_short_buffer, rates_total);
ArrayResize(m_long_buffer, rates_total);
}
//--- 2. Resize Buffer
if(ArraySize(m_price) != rates_total)
ArrayResize(m_price, rates_total);
// 1. Calculate Short MA (Delegated)
m_short_ma.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_short_buffer);
//--- 3. Prepare Price (Optimized)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
// 2. Calculate Long MA (Delegated)
m_long_ma.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_long_buffer);
//--- 4. Calculate MADH (Incremental Loop)
// 3. Calculate MADH (Incremental Loop)
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
int loop_start = MathMax(long_len - 1, start_index);
for(int i = loop_start; i < rates_total; i++)
{
// Step 1 & 2: Calculate the two HWMA filters
double filt1 = CalcHWMA(i, m_short_len, m_price);
double filt2 = CalcHWMA(i, long_len, m_price);
double filt1 = m_short_buffer[i];
double filt2 = m_long_buffer[i];
// Step 3: Calculate the final MADH value
if(filt2 != 0)
if(filt2 != 0 && filt2 != EMPTY_VALUE && filt1 != EMPTY_VALUE)
{
madh_buffer[i] = 100.0 * (filt1 - filt2) / filt2;
}
else
{
madh_buffer[i] = 0;
madh_buffer[i] = 0.0;
}
}
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CMADHCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{
case PRICE_CLOSE:
m_price[i] = close[i];
break;
case PRICE_OPEN:
m_price[i] = open[i];
break;
case PRICE_HIGH:
m_price[i] = high[i];
break;
case PRICE_LOW:
m_price[i] = low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
m_price[i] = close[i];
break;
}
}
return true;
}
//+==================================================================+
//| CLASS 2: CMADHCalculator_HA (Heikin Ashi) |
//+==================================================================+
class CMADHCalculator_HA : public CMADHCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
public:
CMADHCalculator_HA(void);
};
//+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) |
//| Constructor (HA) |
//+------------------------------------------------------------------+
bool CMADHCalculator_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[])
CMADHCalculator_HA::CMADHCalculator_HA(void)
{
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
if(CheckPointer(m_short_ma) != POINTER_INVALID)
delete m_short_ma;
if(CheckPointer(m_long_ma) != POINTER_INVALID)
delete m_long_ma;
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{
case PRICE_CLOSE:
m_price[i] = m_ha_close[i];
break;
case PRICE_OPEN:
m_price[i] = m_ha_open[i];
break;
case PRICE_HIGH:
m_price[i] = m_ha_high[i];
break;
case PRICE_LOW:
m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
break;
}
}
return true;
// Use HA Engines
m_short_ma = new CWindowedMACalculator_HA();
m_long_ma = new CWindowedMACalculator_HA();
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+