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refactor: Upgraded with robust bounds safety and chronological alignment

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This commit is contained in:
Toh4iem9
2026-08-28 17:23:51 +02:00
parent ed219eafdb
commit bc137450f4
1 changed files with 58 additions and 34 deletions
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Include/MyIncludes/DMI_Engine.mqh
+58 -34
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@@ -3,7 +3,7 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.10" // Upgraded with strict internal chronological sorting safeguards
#property version "1.20" // Upgraded with robust bounds safety and chronological alignment
#property description "Core engine for Directional Movement Index calculations."
#ifndef DMI_ENGINE_MQH
@@ -19,32 +19,34 @@ class CDMIEngine
protected:
int m_period;
//--- Persistent Buffers
//--- Persistent State Buffers
double m_pDM[], m_nDM[], m_TR[];
double m_smoothed_pdm[], m_smoothed_ndm[], m_smoothed_tr[];
//--- Internal Price Buffers (for TR calculation)
//--- Internal Price Buffers
double m_high[], m_low[], m_close[];
//--- Virtual Prepare (Standard vs HA)
virtual void PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
virtual void PrepareData(const int rates_total, const int start_index,
const double &open[], const double &high[],
const double &low[], const double &close[]);
public:
CDMIEngine(void) {};
CDMIEngine(void) : m_period(14) {};
virtual ~CDMIEngine(void) {};
bool Init(int period);
bool Init(const int period);
int GetPeriod(void) const { return m_period; }
//--- Main Calculation
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
void Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
const double &low[], const double &close[],
double &pdi_buffer[], double &ndi_buffer[]);
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CDMIEngine::Init(int period)
bool CDMIEngine::Init(const int period)
{
m_period = (period < 1) ? 1 : period;
return true;
@@ -53,15 +55,31 @@ bool CDMIEngine::Init(int period)
//+------------------------------------------------------------------+
//| Main Calculation |
//+------------------------------------------------------------------+
void CDMIEngine::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
void CDMIEngine::Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
const double &low[], const double &close[],
double &pdi_buffer[], double &ndi_buffer[])
{
if(rates_total < m_period)
return;
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
// Safe allocation of destination arrays
if(ArraySize(pdi_buffer) != rates_total)
{
ArrayResize(pdi_buffer, rates_total);
ArraySetAsSeries(pdi_buffer, false);
ArrayInitialize(pdi_buffer, EMPTY_VALUE);
}
if(ArraySize(ndi_buffer) != rates_total)
{
ArrayResize(ndi_buffer, rates_total);
ArraySetAsSeries(ndi_buffer, false);
ArrayInitialize(ndi_buffer, EMPTY_VALUE);
}
// Resize Buffers and force strict chronological sorting
int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
// Resize Internal State Buffers
if(ArraySize(m_pDM) != rates_total)
{
ArrayResize(m_pDM, rates_total);
@@ -86,29 +104,29 @@ void CDMIEngine::Calculate(int rates_total, int prev_calculated, const double &o
ArraySetAsSeries(m_close, false);
}
// 1. Prepare Data (Standard or HA)
// 1. Prepare Price Data
PrepareData(rates_total, start_index, open, high, low, close);
// 2. Calculate Raw DM and TR
int loop_start_dm = MathMax(1, start_index);
for(int i = loop_start_dm; i < rates_total; i++)
{
double high_diff = m_high[i] - m_high[i-1];
double low_diff = m_low[i-1] - m_low[i];
double high_diff = m_high[i] - m_high[i - 1];
double low_diff = m_low[i - 1] - m_low[i];
m_pDM[i] = (high_diff > low_diff && high_diff > 0) ? high_diff : 0;
m_nDM[i] = (low_diff > high_diff && low_diff > 0) ? low_diff : 0;
m_TR[i] = MathMax(m_high[i], m_close[i-1]) - MathMin(m_low[i], m_close[i-1]);
m_pDM[i] = (high_diff > low_diff && high_diff > 0.0) ? high_diff : 0.0;
m_nDM[i] = (low_diff > high_diff && low_diff > 0.0) ? low_diff : 0.0;
m_TR[i] = MathMax(m_high[i], m_close[i - 1]) - MathMin(m_low[i], m_close[i - 1]);
}
// 3. Calculate Smoothed Values (Wilder's Smoothing)
int loop_start_smooth = MathMax(m_period, start_index);
for(int i = loop_start_smooth; i < rates_total; i++)
{
if(i == m_period) // Initial Sum
if(i == m_period) // Initial Cumulative Sum
{
double sum_pdm=0, sum_ndm=0, sum_tr=0;
for(int j=1; j<=m_period; j++)
double sum_pdm = 0.0, sum_ndm = 0.0, sum_tr = 0.0;
for(int j = 1; j <= m_period; j++)
{
sum_pdm += m_pDM[j];
sum_ndm += m_nDM[j];
@@ -118,18 +136,18 @@ void CDMIEngine::Calculate(int rates_total, int prev_calculated, const double &o
m_smoothed_ndm[i] = sum_ndm;
m_smoothed_tr[i] = sum_tr;
}
else // Wilder's Smoothing
else // Wilder's RMA recursion
{
m_smoothed_pdm[i] = m_smoothed_pdm[i-1] - (m_smoothed_pdm[i-1] / m_period) + m_pDM[i];
m_smoothed_ndm[i] = m_smoothed_ndm[i-1] - (m_smoothed_ndm[i-1] / m_period) + m_nDM[i];
m_smoothed_tr[i] = m_smoothed_tr[i-1] - (m_smoothed_tr[i-1] / m_period) + m_TR[i];
m_smoothed_pdm[i] = m_smoothed_pdm[i - 1] - (m_smoothed_pdm[i - 1] / (double)m_period) + m_pDM[i];
m_smoothed_ndm[i] = m_smoothed_ndm[i - 1] - (m_smoothed_ndm[i - 1] / (double)m_period) + m_nDM[i];
m_smoothed_tr[i] = m_smoothed_tr[i - 1] - (m_smoothed_tr[i - 1] / (double)m_period) + m_TR[i];
}
}
// 4. Calculate +DI and -DI
for(int i = loop_start_smooth; i < rates_total; i++)
{
if(m_smoothed_tr[i] != 0.0)
if(m_smoothed_tr[i] > 1.0e-9)
{
pdi_buffer[i] = (m_smoothed_pdm[i] / m_smoothed_tr[i]) * 100.0;
ndi_buffer[i] = (m_smoothed_ndm[i] / m_smoothed_tr[i]) * 100.0;
@@ -145,12 +163,14 @@ void CDMIEngine::Calculate(int rates_total, int prev_calculated, const double &o
//+------------------------------------------------------------------+
//| Prepare Data (Standard) |
//+------------------------------------------------------------------+
void CDMIEngine::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
void CDMIEngine::PrepareData(const int rates_total, const int start_index,
const double &open[], const double &high[],
const double &low[], const double &close[])
{
for(int i = start_index; i < rates_total; i++)
{
m_high[i] = high[i];
m_low[i] = low[i];
m_high[i] = high[i];
m_low[i] = low[i];
m_close[i] = close[i];
}
}
@@ -162,16 +182,20 @@ class CDMIEngine_HA : public CDMIEngine
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[]; // Only need open buffer for calc, others map to base members
double m_ha_open[];
protected:
virtual void PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
virtual void PrepareData(const int rates_total, const int start_index,
const double &open[], const double &high[],
const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| Prepare Data (Heikin Ashi) |
//+------------------------------------------------------------------+
void CDMIEngine_HA::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
void CDMIEngine_HA::PrepareData(const int rates_total, const int start_index,
const double &open[], const double &high[],
const double &low[], const double &close[])
{
if(ArraySize(m_ha_open) != rates_total)
{
@@ -179,9 +203,9 @@ void CDMIEngine_HA::PrepareData(int rates_total, int start_index, const double &
ArraySetAsSeries(m_ha_open, false);
}
// Calculate HA and store directly into base class buffers (m_high, m_low, m_close)
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_high, m_low, m_close);
}
#endif // DMI_ENGINE_MQH
//+------------------------------------------------------------------+