mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,178 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| DMIStochastic_Adaptive_Calculator.mqh|
|
||||
//| Copyright 2026, xxxxxxxx|
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2026, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\DMI_Engine.mqh>
|
||||
#include <MyIncludes\MovingAverage_Engine.mqh>
|
||||
|
||||
enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI };
|
||||
enum ENUM_DMI_OSC_TYPE { OSC_PDI_MINUS_NDI, OSC_NDI_MINUS_PDI };
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS: CDMIStochasticAdaptiveCalculator |
|
||||
//+==================================================================+
|
||||
class CDMIStochasticAdaptiveCalculator
|
||||
{
|
||||
protected:
|
||||
CDMIEngine *m_dmi_engine;
|
||||
CMovingAverageCalculator m_slowing_engine;
|
||||
CMovingAverageCalculator m_signal_engine;
|
||||
|
||||
int m_dmi_period;
|
||||
int m_er_period, m_min_period, m_max_period;
|
||||
ENUM_DMI_OSC_TYPE m_osc_type;
|
||||
|
||||
//--- Persistent Buffers
|
||||
double m_pDI[], m_nDI[];
|
||||
double m_dmiOsc[];
|
||||
double m_er_buffer[];
|
||||
double m_nsp_buffer[];
|
||||
double m_raw_k[];
|
||||
|
||||
virtual void CreateEngine(void);
|
||||
|
||||
public:
|
||||
CDMIStochasticAdaptiveCalculator(void);
|
||||
virtual ~CDMIStochasticAdaptiveCalculator(void);
|
||||
|
||||
bool Init(int dmi_p, 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, ENUM_DMI_OSC_TYPE osc_type);
|
||||
|
||||
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &k_buffer[], double &d_buffer[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Constructor / Destructor |
|
||||
//+------------------------------------------------------------------+
|
||||
CDMIStochasticAdaptiveCalculator::CDMIStochasticAdaptiveCalculator(void) { m_dmi_engine = NULL; }
|
||||
CDMIStochasticAdaptiveCalculator::~CDMIStochasticAdaptiveCalculator(void) { if(CheckPointer(m_dmi_engine) != POINTER_INVALID) delete m_dmi_engine; }
|
||||
|
||||
void CDMIStochasticAdaptiveCalculator::CreateEngine(void) { m_dmi_engine = new CDMIEngine(); }
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Init |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CDMIStochasticAdaptiveCalculator::Init(int dmi_p, 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, ENUM_DMI_OSC_TYPE osc_type)
|
||||
{
|
||||
m_dmi_period = (dmi_p < 1) ? 1 : dmi_p;
|
||||
m_er_period = (er_p < 1) ? 1 : er_p;
|
||||
m_min_period = (min_p < 1) ? 1 : min_p;
|
||||
m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p;
|
||||
m_osc_type = osc_type;
|
||||
|
||||
CreateEngine();
|
||||
if(!m_dmi_engine.Init(m_dmi_period))
|
||||
return false;
|
||||
|
||||
if(!m_slowing_engine.Init(slow_p, slow_ma))
|
||||
return false;
|
||||
|
||||
if(!m_signal_engine.Init(d_p, d_ma))
|
||||
return false;
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Main Calculation (O(1) Incremental) |
|
||||
//+------------------------------------------------------------------+
|
||||
void CDMIStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &k_buffer[], double &d_buffer[])
|
||||
{
|
||||
// We need enough bars for DMI + ER + Maximum Stoch lookback
|
||||
if(rates_total < m_dmi_period + MathMax(m_er_period, m_max_period))
|
||||
return;
|
||||
|
||||
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||
|
||||
// Resize Internal Buffers
|
||||
if(ArraySize(m_pDI) != rates_total)
|
||||
{
|
||||
ArrayResize(m_pDI, rates_total);
|
||||
ArrayResize(m_nDI, rates_total);
|
||||
ArrayResize(m_dmiOsc, rates_total);
|
||||
ArrayResize(m_er_buffer, rates_total);
|
||||
ArrayResize(m_nsp_buffer, rates_total);
|
||||
ArrayResize(m_raw_k, rates_total);
|
||||
}
|
||||
|
||||
// 1. Calculate +DI and -DI using the DMI Engine
|
||||
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
|
||||
|
||||
// 2. Calculate DMI Oscillator Line
|
||||
int loop_start_dmi = MathMax(m_dmi_period, start_index);
|
||||
for(int i = loop_start_dmi; i < rates_total; i++)
|
||||
{
|
||||
if(m_osc_type == OSC_PDI_MINUS_NDI)
|
||||
m_dmiOsc[i] = m_pDI[i] - m_nDI[i];
|
||||
else
|
||||
m_dmiOsc[i] = m_nDI[i] - m_pDI[i];
|
||||
}
|
||||
|
||||
// 3. Calculate Efficiency Ratio (ER) ON the DMI Oscillator line
|
||||
int er_start = m_dmi_period + m_er_period;
|
||||
int loop_start_er = MathMax(er_start, start_index);
|
||||
for(int i = loop_start_er; i < rates_total; i++)
|
||||
{
|
||||
double direction = MathAbs(m_dmiOsc[i] - m_dmiOsc[i - m_er_period]);
|
||||
double volatility = 0;
|
||||
for(int j = 0; j < m_er_period; j++)
|
||||
{
|
||||
volatility += MathAbs(m_dmiOsc[i - j] - m_dmiOsc[i - j - 1]);
|
||||
}
|
||||
m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0;
|
||||
}
|
||||
|
||||
// 4. Calculate Adaptive Period (NSP) based on ER
|
||||
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;
|
||||
}
|
||||
|
||||
// 5. Calculate Raw %K with Dynamic Lookback (NSP)
|
||||
int raw_k_start = er_start + 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_dmiOsc[i];
|
||||
double lowest = m_dmiOsc[i];
|
||||
|
||||
// Look back dynamically into the DMI Oscillator array
|
||||
for(int j = 1; j < current_nsp; j++)
|
||||
{
|
||||
if(i - j < m_dmi_period)
|
||||
break; // Safety limit
|
||||
highest = MathMax(highest, m_dmiOsc[i-j]);
|
||||
lowest = MathMin(lowest, m_dmiOsc[i-j]);
|
||||
}
|
||||
|
||||
double range = highest - lowest;
|
||||
if(range > 0.000001)
|
||||
m_raw_k[i] = (m_dmiOsc[i] - lowest) / range * 100.0;
|
||||
else
|
||||
m_raw_k[i] = (i > raw_k_start) ? m_raw_k[i-1] : 50.0; // Fallback to previous or neutral
|
||||
}
|
||||
|
||||
// 6. Smooth Raw K to get Final %K (Slowing)
|
||||
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start);
|
||||
|
||||
// 7. Smooth Final %K to get Final %D (Signal)
|
||||
int d_start = raw_k_start + m_slowing_engine.GetPeriod() - 1;
|
||||
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start);
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS: CDMIStochasticAdaptiveCalculator_HA |
|
||||
//+==================================================================+
|
||||
class CDMIStochasticAdaptiveCalculator_HA : public CDMIStochasticAdaptiveCalculator
|
||||
{
|
||||
protected:
|
||||
virtual void CreateEngine(void) override { m_dmi_engine = new CDMIEngine_HA(); }
|
||||
};
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user