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refactor: Refactored with overloaded Calculate to support VWMA slowing/signals

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This commit is contained in:
Toh4iem9
2026-06-26 13:43:06 +02:00
parent 0d94d400ab
commit ced4003988
1 changed files with 94 additions and 11 deletions
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Include/MyIncludes/DMIStochastic_Calculator.mqh
+94 -11
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@@ -1,9 +1,13 @@
//+------------------------------------------------------------------+
//| DMIStochastic_Calculator.mqh |
//| VERSION 3.00: Refactored to use DMI_Engine. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 3.10: Dynamic Volume-Weighted MA Support (VWMA) |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Refactored with overloaded Calculate to support VWMA slowing/signals
#ifndef DMISTOCHASTIC_CALCULATOR_MQH
#define DMISTOCHASTIC_CALCULATOR_MQH
#include <MyIncludes\DMI_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
@@ -11,9 +15,9 @@
enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI };
enum ENUM_DMI_OSC_TYPE { OSC_PDI_MINUS_NDI, OSC_NDI_MINUS_PDI };
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//+==================================================================+
//| CLASS: CDMIStochasticCalculator |
//+==================================================================+
class CDMIStochasticCalculator
{
protected:
@@ -36,20 +40,37 @@ public:
bool Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type);
//--- Standard Calculate (Without volume)
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[]);
//--- NEW: Overloaded Calculate (With volume to support VWMA Slowing/Signal)
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
const long &volume[],
double &k_buffer[], double &d_buffer[]);
};
//+------------------------------------------------------------------+
//| |
//| Constructor |
//+------------------------------------------------------------------+
CDMIStochasticCalculator::CDMIStochasticCalculator(void) { m_dmi_engine = NULL; }
CDMIStochasticCalculator::~CDMIStochasticCalculator(void) { if(CheckPointer(m_dmi_engine) != POINTER_INVALID) delete m_dmi_engine; }
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CDMIStochasticCalculator::~CDMIStochasticCalculator(void)
{
if(CheckPointer(m_dmi_engine) != POINTER_INVALID)
delete m_dmi_engine;
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CDMIStochasticCalculator::CreateEngine(void) { m_dmi_engine = new CDMIEngine(); }
//+------------------------------------------------------------------+
//| |
//| Init |
//+------------------------------------------------------------------+
bool CDMIStochasticCalculator::Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type)
{
@@ -69,7 +90,7 @@ bool CDMIStochasticCalculator::Init(int dmi_p, int fast_k, int slow_k, int smoot
}
//+------------------------------------------------------------------+
//| |
//| Calculate (Standard - No Volume) |
//+------------------------------------------------------------------+
void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[])
@@ -116,16 +137,78 @@ void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, c
m_fastK[i] = (range == 0.0) ? 50.0 : ((m_dmiOsc[i] - lowest) / range) * 100.0;
}
// 3. Smooth K and D
// 3. Smooth K and D (Without Volume)
m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, k_buffer, fast_k_start);
int d_start = fast_k_start + m_slow_k_period - 1;
m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start);
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded - With Volume for VWMA) |
//+------------------------------------------------------------------+
void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
const long &volume[],
double &k_buffer[], double &d_buffer[])
{
if(rates_total < m_dmi_period + m_fast_k_period)
return;
if(ArraySize(m_pDI) != rates_total)
{
ArrayResize(m_pDI, rates_total);
ArrayResize(m_nDI, rates_total);
ArrayResize(m_dmiOsc, rates_total);
ArrayResize(m_fastK, rates_total);
}
// 1. Calculate DI values
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
// 2. Calculate DMI Oscillator & Fast %K
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
int loop_start = MathMax(m_dmi_period, start_index);
for(int i = loop_start; i < rates_total; i++)
{
if(m_osc_type == OSC_PDI_MINUS_NDI)
m_dmiOsc[i] = m_pDI[i] - m_nDI[i];
else
m_dmiOsc[i] = m_nDI[i] - m_pDI[i];
}
int fast_k_start = m_dmi_period + m_fast_k_period - 1;
int loop_start_k = MathMax(fast_k_start, start_index);
for(int i = loop_start_k; i < rates_total; i++)
{
double highest = m_dmiOsc[i];
double lowest = m_dmiOsc[i];
for(int j = 1; j < m_fast_k_period; j++)
{
highest = MathMax(highest, m_dmiOsc[i-j]);
lowest = MathMin(lowest, m_dmiOsc[i-j]);
}
double range = highest - lowest;
m_fastK[i] = (range == 0.0) ? 50.0 : ((m_dmiOsc[i] - lowest) / range) * 100.0;
}
// 3. Convert long volume to double to support VWMA Slowing & Signal
double vol_double[];
ArrayResize(vol_double, rates_total);
for(int j = start_index; j < rates_total; j++)
vol_double[j] = (double)volume[j];
// 4. Smooth K and D (With Volume)
m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, vol_double, k_buffer, fast_k_start);
int d_start = fast_k_start + m_slow_k_period - 1;
m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, vol_double, d_buffer, d_start);
}
//--- HA Subclass
class CDMIStochasticCalculator_HA : public CDMIStochasticCalculator
{
protected:
virtual void CreateEngine(void) override { m_dmi_engine = new CDMIEngine_HA(); }
};
#endif // DMISTOCHASTIC_CALCULATOR_MQH
//+------------------------------------------------------------------+