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refactor: Refactored to map Signal MA calculations elegantly via standard close-buffer mapping

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Toh4iem9
2026-06-29 23:34:07 +02:00
parent d0c5a0348c
commit ae3b15cf9a
1 changed files with 15 additions and 5 deletions
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Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Cyber_Cycle_Pro.mq5
+15 -5
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@@ -3,9 +3,9 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.05" // Optimized for array index safety and robust pointer verification
#property version "3.20" // Refactored to map Signal MA calculations elegantly via standard close-buffer mapping
#property description "John Ehlers' Cyber Cycle indicator for identifying market cycles."
#property description "Features O(1) calculation and flexible Signal Line options."
#property description "Features O(1) calculation and flexible Signal Line options including VWMA."
#property indicator_separate_window
#property indicator_buffers 2
@@ -37,7 +37,7 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_MEDIAN_STD; // Price Sou
input group "Signal Line Settings"
input ENUM_CYBER_SIGNAL_TYPE InpSignalType = SIGNAL_DELAY_1BAR; // Signal Type
input int InpSignalPeriod = 3; // Period (if MA)
input ENUM_MA_TYPE InpSignalMethod = SMA; // Method (if MA)
input ENUM_MA_TYPE InpSignalMethod = SMA; // Method (if MA / VWMA)
//--- Indicator Buffers ---
double BufferCycle[];
@@ -122,8 +122,18 @@ int OnCalculate(const int rates_total,
(ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) :
(ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
BufferCycle, BufferSignal);
//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
//--- Route calculations dynamically to support volume-weighted types (VWMA) on the Signal Line
if(volume_limit > 0)
{
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, BufferCycle, BufferSignal);
}
else
{
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, tick_volume, BufferCycle, BufferSignal);
}
return(rates_total);
}