diff --git a/Include/MyIncludes/DMIStochastic_Adaptive_Calculator.mqh b/Include/MyIncludes/DMIStochastic_Adaptive_Calculator.mqh new file mode 100644 index 0000000..ee6704a --- /dev/null +++ b/Include/MyIncludes/DMIStochastic_Adaptive_Calculator.mqh @@ -0,0 +1,178 @@ +//+------------------------------------------------------------------+ +//| DMIStochastic_Adaptive_Calculator.mqh| +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" + +#include +#include + +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(); } + }; +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+