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refactor(indicators): Refactored to use MovingAverage_Engine
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Toh4iem9
@@ -1,11 +1,12 @@
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//+------------------------------------------------------------------+
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//| Gann_HiLo_Calculator.mqh|
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//| VERSION 2.00: Optimized for incremental calculation. |
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//| VERSION 3.00: Refactored to use MovingAverage_Engine. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS 1: CGannHiLoCalculator (Base Class) |
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@@ -14,7 +15,10 @@ class CGannHiLoCalculator
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{
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protected:
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int m_period;
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ENUM_MA_METHOD m_ma_method;
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//--- Engines for High and Low MA
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CMovingAverageCalculator m_ma_high_engine;
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CMovingAverageCalculator m_ma_low_engine;
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//--- Persistent Buffers for Incremental Calculation
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double m_src_high[], m_src_low[], m_src_close[];
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@@ -27,7 +31,8 @@ public:
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CGannHiLoCalculator(void) {};
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virtual ~CGannHiLoCalculator(void) {};
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bool Init(int period, ENUM_MA_METHOD ma_method);
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//--- Init now takes ENUM_MA_TYPE instead of ENUM_MA_METHOD
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bool Init(int period, ENUM_MA_TYPE ma_type);
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//--- Updated: Accepts prev_calculated
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[]);
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@@ -36,10 +41,16 @@ public:
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CGannHiLoCalculator::Init(int period, ENUM_MA_METHOD ma_method)
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bool CGannHiLoCalculator::Init(int period, ENUM_MA_TYPE ma_type)
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{
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m_period = (period < 1) ? 1 : period;
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m_ma_method = ma_method;
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m_period = (period < 1) ? 1 : period;
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// Initialize MA Engines
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if(!m_ma_high_engine.Init(m_period, ma_type))
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return false;
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if(!m_ma_low_engine.Init(m_period, ma_type))
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return false;
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return true;
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}
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@@ -73,78 +84,19 @@ void CGannHiLoCalculator::Calculate(int rates_total, int prev_calculated, const
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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return;
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//--- 4. Calculate High/Low Averages (Incremental)
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int ma_start_pos = m_period - 1;
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int loop_start = MathMax(ma_start_pos, start_index);
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//--- 4. Calculate High/Low Averages (Using Engines)
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// Note: Engines handle their own incremental logic internally
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m_ma_high_engine.CalculateOnArray(rates_total, prev_calculated, m_src_high, m_hi_avg, 0);
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m_ma_low_engine.CalculateOnArray(rates_total, prev_calculated, m_src_low, m_lo_avg, 0);
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//--- 5. Determine Trend & Output (Incremental Loop)
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// MA is valid from index: m_period - 1 (for SMA/LWMA) or 0 (for EMA)
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// But Gann logic needs previous bar's MA, so we start at m_period
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int loop_start = MathMax(m_period, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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switch(m_ma_method)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == ma_start_pos)
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{
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double sum_h=0, sum_l=0;
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for(int j=0; j<m_period; j++)
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{
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sum_h+=m_src_high[i-j];
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sum_l+=m_src_low[i-j];
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}
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m_hi_avg[i]=sum_h/m_period;
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m_lo_avg[i]=sum_l/m_period;
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}
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else
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{
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if(m_ma_method==MODE_EMA)
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{
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double pr=2.0/(m_period+1.0);
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m_hi_avg[i]=m_src_high[i]*pr+m_hi_avg[i-1]*(1.0-pr);
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m_lo_avg[i]=m_src_low[i]*pr+m_lo_avg[i-1]*(1.0-pr);
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}
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else
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{
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m_hi_avg[i]=(m_hi_avg[i-1]*(m_period-1)+m_src_high[i])/m_period;
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m_lo_avg[i]=(m_lo_avg[i-1]*(m_period-1)+m_src_low[i])/m_period;
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}
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}
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break;
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case MODE_LWMA:
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{
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double wh=0,wl=0,ws=0;
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for(int j=0; j<m_period; j++)
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{
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int w=m_period-j;
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wh+=m_src_high[i-j]*w;
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wl+=m_src_low[i-j]*w;
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ws+=w;
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}
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if(ws>0)
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{
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m_hi_avg[i]=wh/ws;
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m_lo_avg[i]=wl/ws;
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}
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}
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break;
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default: // SMA
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{
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double sh=0,sl=0;
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for(int j=0; j<m_period; j++)
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{
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sh+=m_src_high[i-j];
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sl+=m_src_low[i-j];
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}
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m_hi_avg[i]=sh/m_period;
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m_lo_avg[i]=sl/m_period;
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}
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break;
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}
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//--- 5. Determine Trend (Incremental)
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// We need m_trend[i-1] which is persistent
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if(i < m_period)
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continue;
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// Determine Trend
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if(m_src_close[i] > m_hi_avg[i-1])
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m_trend[i] = 1;
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else
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@@ -153,19 +105,22 @@ void CGannHiLoCalculator::Calculate(int rates_total, int prev_calculated, const
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else
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m_trend[i] = m_trend[i-1]; // Keep previous trend
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//--- 6. Output to Buffers
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// Output to Buffers
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if(m_trend[i] == 1)
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{
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hilo_buffer[i] = m_lo_avg[i];
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color_buffer[i] = 0;
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// Backfill gap if trend changed
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color_buffer[i] = 0; // Bullish Color
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// Backfill gap if trend changed from Bearish to Bullish
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if(m_trend[i-1] == -1)
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hilo_buffer[i-1] = m_lo_avg[i];
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}
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else
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{
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hilo_buffer[i] = m_hi_avg[i];
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color_buffer[i] = 1;
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color_buffer[i] = 1; // Bearish Color
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// Backfill gap if trend changed from Bullish to Bearish
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if(m_trend[i-1] == 1)
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hilo_buffer[i-1] = m_hi_avg[i];
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}
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@@ -177,7 +132,6 @@ void CGannHiLoCalculator::Calculate(int rates_total, int prev_calculated, const
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//+------------------------------------------------------------------+
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bool CGannHiLoCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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// Optimized copy loop
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for(int i = start_index; i < rates_total; i++)
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{
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m_src_high[i] = high[i];
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@@ -194,7 +148,6 @@ class CGannHiLoCalculator_HA : public CGannHiLoCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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// Internal HA buffers
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double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[];
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protected:
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@@ -206,7 +159,6 @@ protected:
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//+------------------------------------------------------------------+
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bool CGannHiLoCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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// Resize internal HA buffers
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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@@ -215,11 +167,9 @@ bool CGannHiLoCalculator_HA::PrepareSourceData(int rates_total, int start_index,
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ArrayResize(m_ha_close_temp, rates_total);
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}
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//--- STRICT CALL: Use the optimized 10-param HA calculation
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
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//--- Copy to source buffers (Optimized loop)
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for(int i = start_index; i < rates_total; i++)
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{
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m_src_high[i] = m_ha_high_temp[i];
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@@ -229,3 +179,4 @@ bool CGannHiLoCalculator_HA::PrepareSourceData(int rates_total, int start_index,
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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