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refactor: Standardized state safety and dynamic array index guards
This commit is contained in:
Toh4iem9
@@ -1,11 +1,10 @@
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//+------------------------------------------------------------------+
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//| MovingAverage_Anchored_Engine.mqh|
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//| Perry Kaufman & Welles Wilder Dynamic Anchored MA Engine. |
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//| VERSION 1.10: Fixed missing standard Calculate body |
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//| Copyright 2026, xxxxxxxx |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.10" // Fully implemented both standard and volume-based Calculate bodies
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#property version "1.27" // Standardized state safety and dynamic array index guards
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#property description "Perry Kaufman & Welles Wilder Dynamic Anchored MA Engine."
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#ifndef MOVING_AVERAGE_ANCHORED_ENGINE_MQH
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#define MOVING_AVERAGE_ANCHORED_ENGINE_MQH
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@@ -64,19 +63,32 @@ public:
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bool Init(int period, ENUM_MA_TYPE ma_type, ENUM_ANCHOR_PERIOD anchor, string custom_start="09:00", string custom_end="18:00");
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//--- Standard Calculate without Volume
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//--- Standard Calculate with Gapped Segments (Odd & Even)
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &ma_odd[], double &ma_even[]);
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//--- Overloaded Calculate with Volume (for VWMA support)
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//--- Overloaded Calculate with Volume and Gapped Segments (for VWMA support)
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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const long &volume[],
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double &ma_odd[], double &ma_even[]);
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//--- Standard Calculate with Continuous output (No Gaps - needed for Z-Score mean baseline)
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &ma_buffer[]);
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//--- Overloaded Calculate with Volume and Continuous output (for VWMA baseline support)
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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const long &volume[],
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double &ma_buffer[]);
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//--- Getter for anchor start index (O(1) complexity)
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int GetAnchorStart(int index) const { return m_anchor_start[index]; }
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int GetPeriod(void) const { return m_period; }
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@@ -140,7 +152,7 @@ bool CMovingAverageAnchoredCalculator::IsTimeInSession(datetime time_val)
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double CMovingAverageAnchoredCalculator::CalculateDynamicEMA(int idx, int active_p, double val, double &ema_array[])
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{
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double pr = 2.0 / (double)(active_p + 1.0);
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if(idx == m_anchor_start[idx] || ema_array[idx-1] == EMPTY_VALUE || ema_array[idx-1] == 0)
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if(idx == m_anchor_start[idx] || ema_array[idx-1] == EMPTY_VALUE)
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ema_array[idx] = val;
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else
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ema_array[idx] = val * pr + ema_array[idx-1] * (1.0 - pr);
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@@ -148,7 +160,7 @@ double CMovingAverageAnchoredCalculator::CalculateDynamicEMA(int idx, int active
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}
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//+------------------------------------------------------------------+
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//| Calculate (Standard - No Volume) (FIXED: Added continuous body) |
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//| Calculate (Segmented - No Volume) |
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//+------------------------------------------------------------------+
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void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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@@ -162,7 +174,7 @@ void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calcu
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}
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//+------------------------------------------------------------------+
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//| Calculate (Overloaded - With Volume for VWMA) |
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//| Calculate (Segmented - Overloaded - With Volume for VWMA) |
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//+------------------------------------------------------------------+
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void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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@@ -186,6 +198,15 @@ void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calcu
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ArrayResize(m_temp_ema1, rates_total);
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ArrayResize(m_temp_ema2, rates_total);
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ArrayResize(m_temp_ema3, rates_total);
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ArraySetAsSeries(m_price, false);
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ArraySetAsSeries(m_volume, false);
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ArraySetAsSeries(m_ma_internal, false);
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ArraySetAsSeries(m_anchor_start, false);
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ArraySetAsSeries(m_period_idx, false);
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ArraySetAsSeries(m_temp_ema1, false);
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ArraySetAsSeries(m_temp_ema2, false);
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ArraySetAsSeries(m_temp_ema3, false);
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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@@ -390,6 +411,246 @@ void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calcu
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}
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}
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//+------------------------------------------------------------------+
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//| NEW OVERLOAD: Calculate (Continuous - Standard - No Volume) |
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//+------------------------------------------------------------------+
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void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &ma_buffer[])
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{
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long dummy_vol[];
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ArrayResize(dummy_vol, rates_total);
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ArrayInitialize(dummy_vol, 1);
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Calculate(rates_total, prev_calculated, price_type, time, open, high, low, close, dummy_vol, ma_buffer);
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}
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//+------------------------------------------------------------------+
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//| NEW OVERLOAD: Calculate (Continuous - With Volume) |
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//+------------------------------------------------------------------+
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void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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const long &volume[],
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double &ma_buffer[])
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{
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if(rates_total < m_period)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_volume, rates_total);
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ArrayResize(m_ma_internal, rates_total);
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ArrayResize(m_anchor_start, rates_total);
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ArrayResize(m_period_idx, rates_total);
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ArrayResize(m_temp_ema1, rates_total);
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ArrayResize(m_temp_ema2, rates_total);
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ArrayResize(m_temp_ema3, rates_total);
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ArraySetAsSeries(m_price, false);
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ArraySetAsSeries(m_volume, false);
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ArraySetAsSeries(m_ma_internal, false);
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ArraySetAsSeries(m_anchor_start, false);
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ArraySetAsSeries(m_period_idx, false);
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ArraySetAsSeries(m_temp_ema1, false);
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ArraySetAsSeries(m_temp_ema2, false);
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ArraySetAsSeries(m_temp_ema3, false);
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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for(int i = start_index; i < rates_total; i++)
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m_volume[i] = (double)volume[i];
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if(start_index == 0)
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{
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m_anchor_start[0] = 0;
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m_period_idx[0] = 1;
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m_ma_internal[0] = m_price[0];
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m_temp_ema1[0] = m_price[0];
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m_temp_ema2[0] = m_price[0];
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m_temp_ema3[0] = m_price[0];
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ma_buffer[0] = m_price[0];
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start_index = 1;
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}
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for(int i = start_index; i < rates_total; i++)
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{
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bool new_period = false;
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switch(m_anchor)
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{
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case ANCHOR_SESSION:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year)
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new_period = true;
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break;
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}
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case ANCHOR_WEEK:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.day_of_week < dt_prev.day_of_week)
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new_period = true;
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break;
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}
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case ANCHOR_MONTH:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year)
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new_period = true;
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break;
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}
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case ANCHOR_CUSTOM_SESSION:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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int min_curr = dt_curr.hour * 60 + dt_curr.min;
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int min_prev = dt_prev.hour * 60 + dt_prev.min;
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int start_min = m_start_hour * 60 + m_start_min;
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bool day_changed = (dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year);
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if(day_changed)
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{
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if(min_curr >= start_min)
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new_period = true;
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}
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else
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{
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if(min_prev < start_min && min_curr >= start_min)
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new_period = true;
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}
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break;
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}
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default:
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break;
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}
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if(new_period)
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{
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m_anchor_start[i] = i;
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m_period_idx[i] = m_period_idx[i-1] + 1;
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}
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else
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{
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m_anchor_start[i] = m_anchor_start[i-1];
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m_period_idx[i] = m_period_idx[i-1];
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}
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int current_anchor_idx = m_anchor_start[i];
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if(i == current_anchor_idx)
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{
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m_ma_internal[i] = m_price[i];
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m_temp_ema1[i] = m_price[i];
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m_temp_ema2[i] = m_price[i];
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m_temp_ema3[i] = m_price[i];
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}
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else
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{
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int elapsed_bars = i - current_anchor_idx + 1;
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int active_p = MathMin(m_period, elapsed_bars);
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switch(m_ma_type)
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{
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case EMA:
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{
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m_ma_internal[i] = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1);
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break;
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}
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case SMMA:
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{
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double pr = 1.0 / (double)active_p;
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m_ma_internal[i] = m_price[i] * pr + m_ma_internal[i-1] * (1.0 - pr);
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break;
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}
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case LWMA:
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{
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double sum = 0, w_sum = 0;
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for(int k = 0; k < active_p; k++)
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{
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int w = active_p - k;
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sum += m_price[i-k] * w;
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w_sum += w;
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}
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m_ma_internal[i] = (w_sum > 0) ? (sum / w_sum) : m_price[i];
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break;
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}
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case TMA:
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{
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int period1 = (int)ceil((active_p + 1.0) / 2.0);
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double sum_tp = 0;
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int count_tp = 0;
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for(int j = 0; j < period1; j++)
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{
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sum_tp += m_price[i-j];
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count_tp++;
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}
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m_temp_ema1[i] = (count_tp > 0) ? (sum_tp / count_tp) : m_price[i];
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int period2 = active_p - period1 + 1;
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double sum_f = 0;
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int count_f = 0;
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for(int j = 0; j < period2; j++)
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{
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sum_f += m_temp_ema1[i-j];
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count_f++;
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}
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m_ma_internal[i] = (count_f > 0) ? (sum_f / count_f) : m_temp_ema1[i];
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break;
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}
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case DEMA:
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{
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double ema1 = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1);
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double ema2 = CalculateDynamicEMA(i, active_p, ema1, m_temp_ema2);
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m_ma_internal[i] = 2.0 * ema1 - ema2;
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break;
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}
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case TEMA:
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{
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double ema1 = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1);
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double ema2 = CalculateDynamicEMA(i, active_p, ema1, m_temp_ema2);
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double ema3 = CalculateDynamicEMA(i, active_p, ema2, m_temp_ema3);
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m_ma_internal[i] = 3.0 * ema1 - 3.0 * ema2 + ema3;
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break;
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}
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case VWMA:
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{
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double sum_pv = 0, sum_v = 0;
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for(int k = 0; k < active_p; k++)
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{
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sum_pv += m_price[i-k] * m_volume[i-k];
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sum_v += m_volume[i-k];
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}
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m_ma_internal[i] = (sum_v > 0) ? (sum_pv / sum_v) : m_price[i];
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break;
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}
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default: // SMA
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{
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double sum = 0;
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for(int k = 0; k < active_p; k++)
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sum += m_price[i-k];
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m_ma_internal[i] = sum / active_p;
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break;
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}
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}
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}
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ma_buffer[i] = m_ma_internal[i];
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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@@ -452,6 +713,11 @@ bool CMovingAverageAnchoredCalculator_HA::PreparePriceSeries(int rates_total, in
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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