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

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Toh4iem9
2026-06-26 13:45:43 +02:00
parent bc795b91a9
commit cf3fb1eaa0
1 changed files with 115 additions and 12 deletions
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Include/MyIncludes/DMIStochastic_Adaptive_Calculator.mqh
+115 -12
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@@ -1,8 +1,13 @@
//+------------------------------------------------------------------+
//| DMIStochastic_Adaptive_Calculator.mqh|
//| Copyright 2026, xxxxxxxx|
//| VERSION 3.10: Dynamic Volume-Weighted MA Support (VWMA) |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Refactored with overloaded Calculate to support VWMA slowing/signals
#ifndef DMISTOCHASTIC_ADAPTIVE_CALCULATOR_MQH
#define DMISTOCHASTIC_ADAPTIVE_CALCULATOR_MQH
#include <MyIncludes\DMI_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
@@ -39,8 +44,14 @@ public:
bool Init(int dmi_p, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma, 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[]);
};
//+------------------------------------------------------------------+
@@ -76,12 +87,11 @@ bool CDMIStochasticAdaptiveCalculator::Init(int dmi_p, int er_p, int min_p, int
}
//+------------------------------------------------------------------+
//| Main Calculation (O(1) Incremental) |
//| Calculate (Standard - No Volume) |
//+------------------------------------------------------------------+
void CDMIStochasticAdaptiveCalculator::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[])
{
// We need enough bars for DMI + ER + Maximum Stoch lookback
if(rates_total < m_dmi_period + MathMax(m_er_period, m_max_period))
return;
@@ -142,11 +152,10 @@ void CDMIStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calcu
double highest = m_dmiOsc[i];
double lowest = m_dmiOsc[i];
// Look back dynamically into the DMI Oscillator array
for(int j = 1; j < current_nsp; j++)
{
if(i - j < m_dmi_period)
break; // Safety limit
break;
highest = MathMax(highest, m_dmiOsc[i-j]);
lowest = MathMin(lowest, m_dmiOsc[i-j]);
}
@@ -155,24 +164,118 @@ void CDMIStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calcu
if(range > 0.000001)
m_raw_k[i] = (m_dmiOsc[i] - lowest) / range * 100.0;
else
m_raw_k[i] = (i > raw_k_start) ? m_raw_k[i-1] : 50.0; // Fallback to previous or neutral
m_raw_k[i] = (i > raw_k_start) ? m_raw_k[i-1] : 50.0;
}
// 6. Smooth Raw K to get Final %K (Slowing)
// 6. Smooth Raw K to get Final %K (Slowing) (Without Volume)
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start);
// 7. Smooth Final %K to get Final %D (Signal)
// 7. Smooth Final %K to get Final %D (Signal) (Without Volume)
int d_start = raw_k_start + m_slowing_engine.GetPeriod() - 1;
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start);
}
//+==================================================================+
//| CLASS: CDMIStochasticAdaptiveCalculator_HA |
//+==================================================================+
//+------------------------------------------------------------------+
//| Calculate (Overloaded - With Volume for VWMA) |
//+------------------------------------------------------------------+
void CDMIStochasticAdaptiveCalculator::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 + MathMax(m_er_period, m_max_period))
return;
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
// Resize Internal Buffers
if(ArraySize(m_pDI) != rates_total)
{
ArrayResize(m_pDI, rates_total);
ArrayResize(m_nDI, rates_total);
ArrayResize(m_dmiOsc, rates_total);
ArrayResize(m_er_buffer, rates_total);
ArrayResize(m_nsp_buffer, rates_total);
ArrayResize(m_raw_k, rates_total);
}
// 1. Calculate +DI and -DI using the DMI Engine
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
// 2. Calculate DMI Oscillator Line
int loop_start_dmi = MathMax(m_dmi_period, start_index);
for(int i = loop_start_dmi; 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];
}
// 3. Calculate Efficiency Ratio (ER) ON the DMI Oscillator line
int er_start = m_dmi_period + m_er_period;
int loop_start_er = MathMax(er_start, start_index);
for(int i = loop_start_er; i < rates_total; i++)
{
double direction = MathAbs(m_dmiOsc[i] - m_dmiOsc[i - m_er_period]);
double volatility = 0;
for(int j = 0; j < m_er_period; j++)
{
volatility += MathAbs(m_dmiOsc[i - j] - m_dmiOsc[i - j - 1]);
}
m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0;
}
// 4. Calculate Adaptive Period (NSP) based on ER
for(int i = loop_start_er; i < rates_total; i++)
{
m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period);
if(m_nsp_buffer[i] < 1)
m_nsp_buffer[i] = 1;
}
// 5. Calculate Raw %K with Dynamic Lookback (NSP)
int raw_k_start = er_start + m_max_period - 1;
int loop_start_k = MathMax(raw_k_start, start_index);
for(int i = loop_start_k; i < rates_total; i++)
{
int current_nsp = (int)m_nsp_buffer[i];
double highest = m_dmiOsc[i];
double lowest = m_dmiOsc[i];
for(int j = 1; j < current_nsp; j++)
{
if(i - j < m_dmi_period)
break;
highest = MathMax(highest, m_dmiOsc[i-j]);
lowest = MathMin(lowest, m_dmiOsc[i-j]);
}
double range = highest - lowest;
if(range > 0.000001)
m_raw_k[i] = (m_dmiOsc[i] - lowest) / range * 100.0;
else
m_raw_k[i] = (i > raw_k_start) ? m_raw_k[i-1] : 50.0;
}
// 6. 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];
// 7. Smooth Raw K to get Final %K (Slowing with Volume)
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, vol_double, k_buffer, raw_k_start);
// 8. Smooth Final %K to get Final %D (Signal with Volume)
int d_start = raw_k_start + m_slowing_engine.GetPeriod() - 1;
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, vol_double, d_buffer, d_start);
}
//--- HA Subclass
class CDMIStochasticAdaptiveCalculator_HA : public CDMIStochasticAdaptiveCalculator
{
protected:
virtual void CreateEngine(void) override { m_dmi_engine = new CDMIEngine_HA(); }
};
//+------------------------------------------------------------------+
#endif // DMISTOCHASTIC_ADAPTIVE_CALCULATOR_MQH
//+------------------------------------------------------------------+