refactor(indicators): Fixed pointer declaration bug

This commit is contained in:
Toh4iem9
2026-01-05 11:35:09 +01:00
parent 67e5d71a80
commit a7c472d5a2
+90 -141
View File
@@ -1,12 +1,12 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| MADH_Calculator.mqh | //| MADH_Calculator.mqh |
//| Calculation engine for the John Ehlers' MADH indicator. | //| 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 | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\Windowed_MA_Calculator.mqh>
//+==================================================================+ //+==================================================================+
//| CLASS 1: CMADHCalculator (Base Class) | //| CLASS 1: CMADHCalculator (Base Class) |
@@ -17,18 +17,20 @@ protected:
int m_short_len; int m_short_len;
int m_dom_cycle; int m_dom_cycle;
//--- Persistent Buffer for Incremental Calculation //--- Engines (Pointers!)
double m_price[]; CWindowedMACalculator *m_short_ma;
CWindowedMACalculator *m_long_ma;
// Helper function to calculate a Hann-windowed Moving Average //--- Persistent Buffers for MA outputs
double CalcHWMA(int position, int period, const double &price_array[]); double m_short_buffer[];
double m_long_buffer[];
//--- Updated: Accepts start_index //--- Factory Method for Engines
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[]); virtual void CreateEngines(void);
public: public:
CMADHCalculator(void) {}; CMADHCalculator(void);
virtual ~CMADHCalculator(void) {}; virtual ~CMADHCalculator(void);
bool Init(int short_len, int dom_cycle); 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[]); 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 | //| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -43,37 +83,21 @@ bool CMADHCalculator::Init(int short_len, int dom_cycle)
{ {
m_short_len = (short_len < 1) ? 1 : short_len; m_short_len = (short_len < 1) ? 1 : short_len;
m_dom_cycle = (dom_cycle < 1) ? 1 : dom_cycle; 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; 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) | //| Main Calculation (Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -83,136 +107,61 @@ void CMADHCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLI
if(rates_total < long_len) if(rates_total < long_len)
return; return;
//--- 1. Determine Start Index // Resize internal buffers
int start_index; if(ArraySize(m_short_buffer) != rates_total)
if(prev_calculated == 0) {
start_index = 0; ArrayResize(m_short_buffer, rates_total);
else ArrayResize(m_long_buffer, rates_total);
start_index = prev_calculated - 1; }
//--- 2. Resize Buffer // 1. Calculate Short MA (Delegated)
if(ArraySize(m_price) != rates_total) m_short_ma.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_short_buffer);
ArrayResize(m_price, rates_total);
//--- 3. Prepare Price (Optimized) // 2. Calculate Long MA (Delegated)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) m_long_ma.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_long_buffer);
return;
//--- 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); int loop_start = MathMax(long_len - 1, start_index);
for(int i = loop_start; i < rates_total; i++) for(int i = loop_start; i < rates_total; i++)
{ {
// Step 1 & 2: Calculate the two HWMA filters double filt1 = m_short_buffer[i];
double filt1 = CalcHWMA(i, m_short_len, m_price); double filt2 = m_long_buffer[i];
double filt2 = CalcHWMA(i, long_len, m_price);
// Step 3: Calculate the final MADH value if(filt2 != 0 && filt2 != EMPTY_VALUE && filt1 != EMPTY_VALUE)
if(filt2 != 0)
{ {
madh_buffer[i] = 100.0 * (filt1 - filt2) / filt2; madh_buffer[i] = 100.0 * (filt1 - filt2) / filt2;
} }
else 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 2: CMADHCalculator_HA (Heikin Ashi) |
//+==================================================================+ //+==================================================================+
class CMADHCalculator_HA : public CMADHCalculator class CMADHCalculator_HA : public CMADHCalculator
{ {
private: public:
CHeikinAshi_Calculator m_ha_calculator; CMADHCalculator_HA(void);
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;
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| 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) if(CheckPointer(m_short_ma) != POINTER_INVALID)
{ delete m_short_ma;
ArrayResize(m_ha_open, rates_total); if(CheckPointer(m_long_ma) != POINTER_INVALID)
ArrayResize(m_ha_high, rates_total); delete m_long_ma;
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);
for(int i = start_index; i < rates_total; i++) // Use HA Engines
{ m_short_ma = new CWindowedMACalculator_HA();
switch(price_type) m_long_ma = new CWindowedMACalculator_HA();
{
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;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+