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fix: Fixed: Preserved Cascaded State Registers & Window Lookback for TMA/DEMA/TEMA

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Toh4iem9
2026-10-30 14:36:53 +01:00
parent 2e2f4d4842
commit bfe270bb5f
1 changed files with 121 additions and 49 deletions
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Include/MyIncludes/MovingAverage_Engine.mqh
+121 -49
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@@ -1,10 +1,10 @@
//+------------------------------------------------------------------+
//| MovingAverage_Engine.mqh |
//| VERSION 2.60: Robust Indicator Smoothing & Buffer Safety |
//| VERSION 2.70: Fixed Recursive State Loss (TMA, DEMA, TEMA) |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.60" // Fixed: Offset-aware EMA/DEMA/TEMA/SMMA & Out-of-Bounds Volume Guard
#property version "2.70" // Fixed: Preserved Cascaded State Registers & Window Lookback for TMA/DEMA/TEMA
#ifndef MOVING_AVERAGE_ENGINE_MQH
#define MOVING_AVERAGE_ENGINE_MQH
@@ -45,7 +45,8 @@ protected:
virtual bool PreparePriceSeries(const int rates_total, const int start_index, const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[]);
void CalculateEMA(const int rates_total, const int start_index, const int period, const double &source[], double &dest[], const int data_offset = 0);
void CalculateEMA(const int rates_total, const int start_index, const int period,
const double &source[], double &dest[], const int data_offset = 0);
void RunCalculation(const int rates_total, const int start_index, double &output_buffer[], const int data_offset = 0);
public:
@@ -119,26 +120,39 @@ void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_c
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
int old_sz = ArraySize(m_price);
ArrayResize(m_price, rates_total, 2048);
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArrayResize(m_temp_buffer1, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer1, false);
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer1[k] = EMPTY_VALUE;
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArrayResize(m_temp_buffer2, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer2, false);
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer2[k] = EMPTY_VALUE;
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArrayResize(m_temp_buffer3, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer3, false);
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer3[k] = EMPTY_VALUE;
}
}
@@ -163,32 +177,45 @@ void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_c
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
int old_sz = ArraySize(m_price);
ArrayResize(m_price, rates_total, 2048);
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArrayResize(m_temp_buffer1, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer1, false);
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer1[k] = EMPTY_VALUE;
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArrayResize(m_temp_buffer2, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer2, false);
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer2[k] = EMPTY_VALUE;
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArrayResize(m_temp_buffer3, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer3, false);
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer3[k] = EMPTY_VALUE;
}
}
if(ArraySize(m_volume) != rates_total)
{
ArrayResize(m_volume, rates_total);
ArrayResize(m_volume, rates_total, 2048);
ArraySetAsSeries(m_volume, false);
}
@@ -216,32 +243,45 @@ void CMovingAverageCalculator::Calculate(const int rates_total, const int prev_c
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
int old_sz = ArraySize(m_price);
ArrayResize(m_price, rates_total, 2048);
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArrayResize(m_temp_buffer1, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer1, false);
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer1[k] = EMPTY_VALUE;
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArrayResize(m_temp_buffer2, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer2, false);
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer2[k] = EMPTY_VALUE;
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArrayResize(m_temp_buffer3, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer3, false);
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer3[k] = EMPTY_VALUE;
}
}
if(ArraySize(m_volume) != rates_total)
{
ArrayResize(m_volume, rates_total);
ArrayResize(m_volume, rates_total, 2048);
ArraySetAsSeries(m_volume, false);
}
@@ -267,26 +307,39 @@ void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
int old_sz = ArraySize(m_price);
ArrayResize(m_price, rates_total, 2048);
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArrayResize(m_temp_buffer1, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer1, false);
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer1[k] = EMPTY_VALUE;
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArrayResize(m_temp_buffer2, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer2, false);
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer2[k] = EMPTY_VALUE;
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArrayResize(m_temp_buffer3, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer3, false);
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer3[k] = EMPTY_VALUE;
}
}
@@ -311,32 +364,45 @@ void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
int old_sz = ArraySize(m_price);
ArrayResize(m_price, rates_total, 2048);
ArraySetAsSeries(m_price, false);
if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer1, rates_total);
ArrayResize(m_temp_buffer1, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer1, false);
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer1, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer1[k] = EMPTY_VALUE;
}
if(m_ma_type == DEMA || m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer2, rates_total);
ArrayResize(m_temp_buffer2, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer2, false);
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer2, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer2[k] = EMPTY_VALUE;
}
if(m_ma_type == TEMA)
{
ArrayResize(m_temp_buffer3, rates_total);
ArrayResize(m_temp_buffer3, rates_total, 2048);
ArraySetAsSeries(m_temp_buffer3, false);
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
if(old_sz == 0 || prev_calculated == 0)
ArrayInitialize(m_temp_buffer3, EMPTY_VALUE);
else
for(int k = old_sz; k < rates_total; k++)
m_temp_buffer3[k] = EMPTY_VALUE;
}
}
if(ArraySize(m_volume) != rates_total)
{
ArrayResize(m_volume, rates_total);
ArrayResize(m_volume, rates_total, 2048);
ArraySetAsSeries(m_volume, false);
}
@@ -346,7 +412,6 @@ void CMovingAverageCalculator::CalculateOnArray(const int rates_total, const int
for(int i = copy_start; i < rates_total; i++)
{
m_price[i] = src_buffer[i];
// BOUNDS GUARD: If volume_buffer is smaller than rates_total, default safely to 1.0!
if(i < vol_size)
m_volume[i] = (volume_buffer[i] < 1.0) ? 1.0 : volume_buffer[i];
else
@@ -410,9 +475,14 @@ void CMovingAverageCalculator::RunCalculation(const int rates_total, const int s
case TMA:
{
// Triangular MA = SMA(SMA(Price, period1), period2)
int period1 = (int)ceil((m_period + 1.0) / 2.0);
int period2 = m_period - period1 + 1;
int start_pos1 = data_offset + period1 - 1;
int loop_start_tma = MathMax(start_pos1, start_index);
int start_pos2 = start_pos1 + period2 - 1;
// Pipelined Lookback Window: Stage 1 must cover all required lookback bars for Stage 2!
int loop_start_tma = MathMax(start_pos1, start_index - period2 - 1);
for(int i = loop_start_tma; i < rates_total; i++)
{
@@ -422,8 +492,6 @@ void CMovingAverageCalculator::RunCalculation(const int rates_total, const int s
m_temp_buffer1[i] = sum / (double)period1;
}
int period2 = m_period - period1 + 1;
int start_pos2 = start_pos1 + period2 - 1;
int loop_start_final = MathMax(start_pos2, start_index);
for(int i = loop_start_final; i < rates_total; i++)
@@ -438,7 +506,9 @@ void CMovingAverageCalculator::RunCalculation(const int rates_total, const int s
case DEMA:
{
// DEMA = 2 * EMA1 - EMA2
CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1, data_offset);
int offset2 = data_offset + m_period - 1;
int loop2 = MathMax(offset2 + m_period - 1, start_index);
CalculateEMA(rates_total, loop2, m_period, m_temp_buffer1, m_temp_buffer2, offset2);
@@ -455,7 +525,9 @@ void CMovingAverageCalculator::RunCalculation(const int rates_total, const int s
case TEMA:
{
// TEMA = 3 * EMA1 - 3 * EMA2 + EMA3
CalculateEMA(rates_total, loop_start, m_period, m_price, m_temp_buffer1, data_offset);
int offset2 = data_offset + m_period - 1;
int loop2 = MathMax(offset2 + m_period - 1, start_index);
CalculateEMA(rates_total, loop2, m_period, m_temp_buffer1, m_temp_buffer2, offset2);
@@ -611,10 +683,10 @@ bool CMovingAverageCalculator_HA::PreparePriceSeries(const int rates_total, cons
{
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
ArrayResize(m_ha_open, rates_total, 2048);
ArrayResize(m_ha_high, rates_total, 2048);
ArrayResize(m_ha_low, rates_total, 2048);
ArrayResize(m_ha_close, rates_total, 2048);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);