gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-07-27 20:47:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor(indicator): Unified calculator for ALL MACD indicators

Browse Source
This commit is contained in:
Toh4iem9
2026-01-20 13:40:57 +01:00
parent ce999f2073
commit c553a3dee4
1 changed files with 61 additions and 40 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Include/MyIncludes/MACD_Calculator.mqh
+61 -40
View File
@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| MACD_Calculator.mqh|
//| VERSION 3.00: Uses MovingAverage_Engine for all lines. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 4.00: Unified calculator for ALL MACD indicators. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
@@ -25,6 +25,11 @@ protected:
double m_fast_ma[];
double m_slow_ma[];
//--- Internal Result Buffers
double m_macd_internal[];
double m_signal_internal[];
double m_hist_internal[];
//--- Updated: Accepts start_index
virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
@@ -32,11 +37,17 @@ public:
CMACDCalculator(void);
virtual ~CMACDCalculator(void);
//--- Init now takes ENUM_MA_TYPE for all MAs
bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma);
//--- Main Calculation
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[], double &signal_line[], double &histogram[]);
//--- Wrappers
void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &hist_out[]);
void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_out[]);
};
//+------------------------------------------------------------------+
@@ -67,7 +78,6 @@ CMACDCalculator::~CMACDCalculator(void)
//+------------------------------------------------------------------+
bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma)
{
// Ensure fast < slow
int f_p = (fast_p < 1) ? 1 : fast_p;
int s_p = (slow_p < 1) ? 1 : slow_p;
if(f_p > s_p)
@@ -76,10 +86,8 @@ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE sr
f_p=s_p;
s_p=temp;
}
int sig_p = (signal_p < 1) ? 1 : signal_p;
// Initialize Engines
if(!m_fast_ma_engine.Init(f_p, src_ma))
return false;
if(!m_slow_ma_engine.Init(s_p, src_ma))
@@ -96,78 +104,91 @@ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE sr
void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[], double &signal_line[], double &histogram[])
{
// Minimum bars check
int min_bars = m_slow_ma_engine.GetPeriod() + m_signal_ma_engine.GetPeriod();
if(rates_total <= min_bars)
return;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- 2. Resize Buffers
// Resize Buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_fast_ma, rates_total);
ArrayResize(m_slow_ma, rates_total);
ArrayResize(m_macd_internal, rates_total);
ArrayResize(m_signal_internal, rates_total);
ArrayResize(m_hist_internal, rates_total);
}
//--- 3. Prepare Price (Optimized)
// Prepare Price
if(!PreparePriceSeries(rates_total, start_index, open, high, low, close, price_type))
return;
//--- 4. Calculate Fast & Slow MAs (Delegated to Engine)
// Calculate Fast & Slow MAs
m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_fast_ma);
m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_slow_ma);
//--- 5. Calculate MACD Line
// Calculate MACD Line
int slow_period = m_slow_ma_engine.GetPeriod();
int loop_start_macd = MathMax(slow_period - 1, start_index);
if(prev_calculated == 0)
ArrayInitialize(macd_line, EMPTY_VALUE);
for(int i = loop_start_macd; i < rates_total; i++)
{
if(m_fast_ma[i] != EMPTY_VALUE && m_slow_ma[i] != EMPTY_VALUE)
macd_line[i] = m_fast_ma[i] - m_slow_ma[i];
m_macd_internal[i] = m_fast_ma[i] - m_slow_ma[i];
else
macd_line[i] = EMPTY_VALUE;
m_macd_internal[i] = EMPTY_VALUE;
}
//--- 6. Calculate Signal Line (Using MA Engine)
// The MACD line starts being valid at 'slow_period - 1'.
// This is the offset we pass to the Signal Engine.
// Calculate Signal Line
int macd_offset = slow_period - 1;
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, macd_offset);
if(prev_calculated == 0)
ArrayInitialize(signal_line, EMPTY_VALUE);
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, macd_line, signal_line, macd_offset);
//--- 7. Calculate Histogram
// Calculate Histogram & Output
int signal_period = m_signal_ma_engine.GetPeriod();
int signal_start = macd_offset + signal_period - 1;
int loop_start_hist = MathMax(signal_start, start_index);
if(prev_calculated == 0)
ArrayInitialize(histogram, EMPTY_VALUE);
for(int i = loop_start_hist; i < rates_total; i++)
{
if(macd_line[i] != EMPTY_VALUE && signal_line[i] != EMPTY_VALUE)
histogram[i] = macd_line[i] - signal_line[i];
if(m_macd_internal[i] != EMPTY_VALUE && m_signal_internal[i] != EMPTY_VALUE)
m_hist_internal[i] = m_macd_internal[i] - m_signal_internal[i];
else
histogram[i] = EMPTY_VALUE;
m_hist_internal[i] = EMPTY_VALUE;
// Copy to output buffers if valid
if(ArraySize(macd_line) == rates_total)
macd_line[i] = m_macd_internal[i];
if(ArraySize(signal_line) == rates_total)
signal_line[i] = m_signal_internal[i];
if(ArraySize(histogram) == rates_total)
histogram[i] = m_hist_internal[i];
}
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//| Wrappers |
//+------------------------------------------------------------------+
void CMACDCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &hist_out[])
{
double dummy_macd[], dummy_signal[];
Calculate(rates_total, prev_calculated, open, high, low, close, price_type, dummy_macd, dummy_signal, hist_out);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CMACDCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_out[])
{
double dummy_signal[], dummy_hist[];
Calculate(rates_total, prev_calculated, open, high, low, close, price_type, macd_out, dummy_signal, dummy_hist);
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard) |
//+------------------------------------------------------------------+
bool CMACDCalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
@@ -217,7 +238,7 @@ protected:
};
//+------------------------------------------------------------------+
//| |
//| Prepare Price (Heikin Ashi) |
//+------------------------------------------------------------------+
bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{