refactor: Standardized state safety and dynamic array index guards

Include/MyIncludes/MovingAverage_Anchored_Engine.mqh

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