mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-08 10:07:45 +00:00
refactor: Fixed override signature mismatch
This commit is contained in:
@@ -1,22 +1,27 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| VIDYA_Calculator.mqh |
|
||||
//| Universal engine for VIDYA (single and multi-color). |
|
||||
//| VERSION 3.00: Implemented method overloading. |
|
||||
//| VERSION 3.11: Fixed override signature mismatch. |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 1: CVIDYACalculator (Base Class) |
|
||||
//+==================================================================+
|
||||
class CVIDYACalculator
|
||||
{
|
||||
protected:
|
||||
int m_cmo_period, m_ema_period;
|
||||
|
||||
//--- Persistent Buffer for Incremental Calculation
|
||||
double m_price[];
|
||||
|
||||
double CalculateCMO(int position, int period, const double &price_array[]);
|
||||
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
|
||||
|
||||
//--- Updated: Accepts start_index
|
||||
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
|
||||
|
||||
public:
|
||||
CVIDYACalculator(void) {};
|
||||
@@ -24,15 +29,19 @@ public:
|
||||
|
||||
bool Init(int cmo_p, int ema_p);
|
||||
|
||||
//--- Overloaded Method 1: For single-color VIDYA
|
||||
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
//--- Updated: Accepts prev_calculated
|
||||
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &vidya_buffer[]);
|
||||
|
||||
//--- Overloaded Method 2: For multi-color VIDYA
|
||||
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &vidya_up_buffer[], double &vidya_down_buffer[]);
|
||||
|
||||
int GetPeriod(void) const { return m_cmo_period + m_ema_period; }
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Init |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CVIDYACalculator::Init(int cmo_p, int ema_p)
|
||||
{
|
||||
@@ -42,20 +51,31 @@ bool CVIDYACalculator::Init(int cmo_p, int ema_p)
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Implementation for SINGLE-COLOR VIDYA |
|
||||
//| Main Calculation (Single Color - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &vidya_buffer[])
|
||||
{
|
||||
int start_pos = m_cmo_period + m_ema_period;
|
||||
if(rates_total <= start_pos)
|
||||
return;
|
||||
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
|
||||
|
||||
int start_index;
|
||||
if(prev_calculated == 0)
|
||||
start_index = 0;
|
||||
else
|
||||
start_index = prev_calculated - 1;
|
||||
|
||||
if(ArraySize(m_price) != rates_total)
|
||||
ArrayResize(m_price, rates_total);
|
||||
|
||||
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
|
||||
return;
|
||||
|
||||
double alpha = 2.0 / (m_ema_period + 1.0);
|
||||
int loop_start = MathMax(start_pos, start_index);
|
||||
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
for(int i = loop_start; i < rates_total; i++)
|
||||
{
|
||||
if(i == start_pos)
|
||||
{
|
||||
@@ -65,34 +85,51 @@ void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
|
||||
vidya_buffer[i]=sum/m_ema_period;
|
||||
continue;
|
||||
}
|
||||
if(i > start_pos)
|
||||
{
|
||||
double cmo_abs = MathAbs(CalculateCMO(i, m_cmo_period, m_price));
|
||||
vidya_buffer[i] = m_price[i] * alpha * cmo_abs + vidya_buffer[i-1] * (1 - alpha * cmo_abs);
|
||||
}
|
||||
|
||||
double cmo_abs = MathAbs(CalculateCMO(i, m_cmo_period, m_price));
|
||||
vidya_buffer[i] = m_price[i] * alpha * cmo_abs + vidya_buffer[i-1] * (1 - alpha * cmo_abs);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Implementation for MULTI-COLOR VIDYA |
|
||||
//| Main Calculation (Multi Color - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
void CVIDYACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &vidya_up_buffer[], double &vidya_down_buffer[])
|
||||
{
|
||||
int start_pos = m_cmo_period + m_ema_period;
|
||||
if(rates_total <= start_pos)
|
||||
return;
|
||||
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
|
||||
|
||||
int start_index;
|
||||
if(prev_calculated == 0)
|
||||
start_index = 0;
|
||||
else
|
||||
start_index = prev_calculated - 1;
|
||||
|
||||
if(ArraySize(m_price) != rates_total)
|
||||
ArrayResize(m_price, rates_total);
|
||||
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
|
||||
return;
|
||||
|
||||
double alpha = 2.0 / (m_ema_period + 1.0);
|
||||
double prev_vidya = 0.0;
|
||||
int loop_start = MathMax(start_pos, start_index);
|
||||
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
for(int i = loop_start; i < rates_total; i++)
|
||||
{
|
||||
vidya_up_buffer[i] = EMPTY_VALUE;
|
||||
vidya_down_buffer[i] = EMPTY_VALUE;
|
||||
|
||||
double prev_vidya = 0;
|
||||
if(i > start_pos)
|
||||
{
|
||||
if(vidya_up_buffer[i-1] != EMPTY_VALUE)
|
||||
prev_vidya = vidya_up_buffer[i-1];
|
||||
else
|
||||
if(vidya_down_buffer[i-1] != EMPTY_VALUE)
|
||||
prev_vidya = vidya_down_buffer[i-1];
|
||||
}
|
||||
|
||||
if(i == start_pos)
|
||||
{
|
||||
double sum=0;
|
||||
@@ -106,7 +143,7 @@ void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
|
||||
else
|
||||
vidya_down_buffer[i] = prev_vidya;
|
||||
}
|
||||
if(i > start_pos)
|
||||
else
|
||||
{
|
||||
double cmo_raw = CalculateCMO(i, m_cmo_period, m_price);
|
||||
double cmo_abs = MathAbs(cmo_raw);
|
||||
@@ -123,20 +160,19 @@ void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
|
||||
vidya_up_buffer[i-1] = prev_vidya;
|
||||
vidya_down_buffer[i-1] = prev_vidya;
|
||||
}
|
||||
|
||||
prev_vidya = current_vidya;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CVIDYACalculator: Helper to calculate CMO |
|
||||
//| Helper: Calculate CMO |
|
||||
//+------------------------------------------------------------------+
|
||||
double CVIDYACalculator::CalculateCMO(int position, int period, const double &price_array[])
|
||||
{
|
||||
if(position < period)
|
||||
return 0.0;
|
||||
double sum_up = 0.0, sum_down = 0.0;
|
||||
|
||||
for(int i = 0; i < period; i++)
|
||||
{
|
||||
double diff = price_array[position - i] - price_array[position - i - 1];
|
||||
@@ -145,95 +181,113 @@ double CVIDYACalculator::CalculateCMO(int position, int period, const double &pr
|
||||
else
|
||||
sum_down += (-diff);
|
||||
}
|
||||
|
||||
if(sum_up + sum_down == 0.0)
|
||||
return 0.0;
|
||||
return (sum_up - sum_down) / (sum_up + sum_down);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CVIDYACalculator: Prepares the standard source price. |
|
||||
//| Prepare Price (Standard - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CVIDYACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
bool CVIDYACalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
ArrayResize(m_price, rates_total);
|
||||
switch(price_type)
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
ArrayCopy(m_price, close, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
ArrayCopy(m_price, open, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
ArrayCopy(m_price, high, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
ArrayCopy(m_price, low, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
m_price[i] = close[i];
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
m_price[i] = open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_price[i] = high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_price[i] = low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_price[i] = (high[i]+low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_price[i] = (high[i]+low[i]+close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
return false;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_price[i] = close[i];
|
||||
break;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 2: CVIDYACalculator_HA (Heikin Ashi) |
|
||||
//+==================================================================+
|
||||
class CVIDYACalculator_HA : public CVIDYACalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
// Internal HA buffers
|
||||
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
|
||||
|
||||
protected:
|
||||
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
|
||||
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
bool CVIDYACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
//| Prepare Price (Heikin Ashi - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CVIDYACalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
double ha_open[], ha_high[], ha_low[], ha_close[];
|
||||
ArrayResize(ha_open, rates_total);
|
||||
ArrayResize(ha_high, rates_total);
|
||||
ArrayResize(ha_low, rates_total);
|
||||
ArrayResize(ha_close, rates_total);
|
||||
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
||||
ArrayResize(m_price, rates_total);
|
||||
switch(price_type)
|
||||
// Resize internal HA buffers
|
||||
if(ArraySize(m_ha_open) != rates_total)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
return false;
|
||||
ArrayResize(m_ha_open, rates_total);
|
||||
ArrayResize(m_ha_high, rates_total);
|
||||
ArrayResize(m_ha_low, rates_total);
|
||||
ArrayResize(m_ha_close, rates_total);
|
||||
}
|
||||
|
||||
//--- STRICT CALL: Use the optimized 10-param HA calculation
|
||||
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
|
||||
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
||||
|
||||
//--- Copy to m_price (Optimized loop)
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
m_price[i] = m_ha_open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_price[i] = m_ha_high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_price[i] = m_ha_low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user