From c553a3dee4ecc6f72d09e8f9124cf9cc2115105e Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 20 Jan 2026 13:40:57 +0100 Subject: [PATCH] refactor(indicator): Unified calculator for ALL MACD indicators --- Include/MyIncludes/MACD_Calculator.mqh | 101 +++++++++++++++---------- 1 file changed, 61 insertions(+), 40 deletions(-) diff --git a/Include/MyIncludes/MACD_Calculator.mqh b/Include/MyIncludes/MACD_Calculator.mqh index 58331c0..def5c5a 100644 --- a/Include/MyIncludes/MACD_Calculator.mqh +++ b/Include/MyIncludes/MACD_Calculator.mqh @@ -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 #include @@ -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) {