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refactor: Refactored to use MovingAverage_Engine

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Toh4iem9
2025-12-19 11:15:51 +01:00
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Indicators/MyIndicators/StochasticFast_Pro.md
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@@ -17,12 +17,6 @@ Our `StochasticFast_Pro` implementation is a unified, professional version that
The Fast Stochastic's %K line is the raw calculation, and the %D line is its direct moving average.
### Required Components
* **%K Period:** The main lookback period for the Stochastic calculation.
* **%D Period & MA Method:** The period and type of moving average for the signal line.
* **Price Data:** The `High`, `Low`, and `Close` of each bar.
### Calculation Steps (Algorithm)
1. **Calculate the %K Line (Fast %K):** This is the core of the Stochastic calculation. It measures where the current close is relative to the price range over the `%K Period`.
@@ -36,22 +30,26 @@ The Fast Stochastic's %K line is the raw calculation, and the %D line is its dir
Our MQL5 implementation is a robust, unified indicator built on a modular, object-oriented framework.
* **Modular Calculation Engine (`StochasticFast_Calculator.mqh`):**
The entire calculation logic for both standard and Heikin Ashi versions is encapsulated within a single, powerful include file.
* An elegant, object-oriented inheritance model (`CStochasticFastCalculator` and `CStochasticFastCalculator_HA`) allows the main indicator file to dynamically choose the correct calculation engine at runtime based on user input, eliminating code duplication.
The entire calculation logic is encapsulated within a reusable include file.
* **Composition Pattern:** Instead of re-implementing moving average logic, the Stochastic calculator internally uses our powerful `MovingAverage_Engine`. This ensures that the %D line smoothing is mathematically identical to our standalone Moving Average indicator.
* **Optimized Incremental Calculation:**
* **Advanced Smoothing Options:**
Thanks to the integration with the `MovingAverage_Engine`, the %D signal line supports **seven** different smoothing methods (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA), giving traders unprecedented control over signal generation.
* **Optimized Incremental Calculation (O(1)):**
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
* It utilizes the `prev_calculated` state to determine the exact starting point for updates.
* **Persistent State:** The internal price buffers (`m_src_high`, etc.) persist their state between ticks. This allows the calculation to efficiently access historical data for the High/Low range search without re-copying the entire series.
* This results in **O(1) complexity** per tick, ensuring instant updates and zero lag, even on charts with extensive history.
* **State Tracking:** It utilizes `prev_calculated` to process only new bars.
* **Persistent Buffers:** Internal buffers persist their state between ticks, ensuring seamless updates.
* **Robust Offset Handling:** The engine correctly handles the initialization period of the %K line (where data is insufficient), ensuring that the %D calculation starts only when valid data is available. This prevents artifacts and "INF" errors at the beginning of the chart.
* **Full MA Type Support:** The calculator contains a complete, robust implementation for all standard MQL5 MA types (SMA, EMA, SMMA, LWMA) for the "%D" signal line smoothing.
* **Object-Oriented Design:**
* An elegant inheritance model (`CStochasticFastCalculator` and `CStochasticFastCalculator_HA`) allows the main indicator file to dynamically choose the correct calculation engine (Standard or Heikin Ashi) at runtime.
## 4. Parameters
* **%K Period (`InpKPeriod`):** The lookback period for the initial Stochastic calculation. Default is `14`.
* **%D Period (`InpDPeriod`):** The smoothing period for the final signal line (%D). Default is `3`.
* **%D MA Type (`InpDMAType`):** The type of moving average used for the "%D" step. Default is `MODE_SMA`.
* **%K Period (`InpKPeriod`):** The lookback period for the initial Stochastic calculation. (Default: `14`).
* **%D Period (`InpDPeriod`):** The smoothing period for the final signal line (%D). (Default: `3`).
* **%D MA Type (`InpDMAType`):** The type of moving average used for the "%D" step. Now supports extended types: **SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA**. (Default: `SMA`).
* **Candle Source (`InpCandleSource`):** Allows the user to select the candle type for the calculation (`Standard` or `Heikin Ashi`).
## 5. Usage and Interpretation
@@ -60,4 +58,3 @@ Our MQL5 implementation is a robust, unified indicator built on a modular, objec
* **Crossovers:** The crossover of the %K line and the %D signal line is a common trade signal. Due to the indicator's sensitivity, these signals will be more frequent than with the Slow Stochastic.
* **Divergence:** Look for divergences between the Stochastic and the price action.
* **Using Heikin Ashi:** Selecting the Heikin Ashi option results in a smoother oscillator, which can help mitigate some of the inherent "choppiness" of the Fast Stochastic.
* **Caution:** The Fast Stochastic is a very sensitive, range-bound oscillator. It generates many signals and is highly susceptible to market noise. It is often used by short-term traders or as a component in a larger system rather than as a standalone signal generator. Many traders prefer the smoother signals of the Slow Stochastic.