From cf3fb1eaa031f8363aa9770d60d1a3df0620eb1c Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Fri, 26 Jun 2026 13:45:43 +0200 Subject: [PATCH] refactor: Refactored with overloaded Calculate to support VWMA slowing/signals --- .../DMIStochastic_Adaptive_Calculator.mqh | 127 ++++++++++++++++-- 1 file changed, 115 insertions(+), 12 deletions(-) diff --git a/Include/MyIncludes/DMIStochastic_Adaptive_Calculator.mqh b/Include/MyIncludes/DMIStochastic_Adaptive_Calculator.mqh index ee6704a..37c6aa7 100644 --- a/Include/MyIncludes/DMIStochastic_Adaptive_Calculator.mqh +++ b/Include/MyIncludes/DMIStochastic_Adaptive_Calculator.mqh @@ -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 #include @@ -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 //+------------------------------------------------------------------+