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refactor: add CCI_Engine
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Toh4iem9
@@ -1,241 +1,51 @@
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//+------------------------------------------------------------------+
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//| CCI_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi CCI. |
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//| Wrapper for the CCI_Engine to produce CCI output. |
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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\CCI_Engine.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CCCI_Calculator (Base Class) |
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//| |
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//+==================================================================+
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//--- This class is an abstract base for polymorphism
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class CCCI_Calculator
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{
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protected:
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int m_cci_period;
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int m_ma_period;
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ENUM_MA_METHOD m_ma_method;
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//--- Internal buffer for the selected source price
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double m_price[];
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//--- Virtual method for preparing the price series.
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virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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public:
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CCCI_Calculator(void) {};
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virtual ~CCCI_Calculator(void) {};
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//--- Public methods
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bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &cci_buffer[], double &signal_buffer[]);
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virtual bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m)=0;
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virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &cci_buffer[], double &signal_buffer[])=0;
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};
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//+------------------------------------------------------------------+
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//| CCCI_Calculator: Initialization |
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//+------------------------------------------------------------------+
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bool CCCI_Calculator::Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m)
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//--- Standard version uses the standard engine
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class CCCI_Calculator_Std : public CCCI_Calculator
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{
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m_cci_period = (cci_p < 1) ? 1 : cci_p;
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m_ma_period = (ma_p < 1) ? 1 : ma_p;
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m_ma_method = ma_m;
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return true;
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}
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protected:
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CCCI_Engine *m_engine;
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public:
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CCCI_Calculator_Std(void) { m_engine = new CCCI_Engine(); }
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~CCCI_Calculator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
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//+------------------------------------------------------------------+
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//| CCCI_Calculator: Main Calculation Method (Shared Logic) |
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//+------------------------------------------------------------------+
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void CCCI_Calculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &cci_buffer[], double &signal_buffer[])
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{
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int start_pos = m_cci_period + m_ma_period - 2;
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if(rates_total <= start_pos)
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return;
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//--- STEP 1: Prepare the source price array (delegated to virtual method)
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if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
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return;
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//--- Intermediate calculation buffers
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double buffer_sma[], buffer_mad[];
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ArrayResize(buffer_sma, rates_total);
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ArrayResize(buffer_mad, rates_total);
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const double CCI_CONSTANT = 0.015; // CORRECTED: Use as a local constant
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//--- STEP 2: Calculate the Simple Moving Average of the price
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double sma_sum = 0;
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for(int i = 0; i < rates_total; i++)
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virtual bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(cci_p, ma_p, ma_m); }
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virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &cci_buffer[], double &signal_buffer[]) override
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{
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sma_sum += m_price[i];
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if(i >= m_cci_period)
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sma_sum -= m_price[i - m_cci_period];
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if(i >= m_cci_period - 1)
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buffer_sma[i] = sma_sum / m_cci_period;
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if(CheckPointer(m_engine)!=POINTER_INVALID)
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m_engine.Calculate(rates_total, open, high, low, close, price_type, cci_buffer, signal_buffer);
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}
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};
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//--- STEP 3: Calculate the Mean Absolute Deviation (MAD)
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for(int i = m_cci_period - 1; i < rates_total; i++)
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{
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double deviation_sum = 0;
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for(int j = 0; j < m_cci_period; j++)
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{
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deviation_sum += MathAbs(m_price[i - j] - buffer_sma[i]);
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}
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buffer_mad[i] = deviation_sum / m_cci_period;
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}
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//--- STEP 4: Calculate the final CCI value
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for(int i = m_cci_period - 1; i < rates_total; i++)
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{
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if(buffer_mad[i] > 0)
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cci_buffer[i] = (m_price[i] - buffer_sma[i]) / (CCI_CONSTANT * buffer_mad[i]);
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}
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//--- STEP 5: Calculate the Signal Line (MA of CCI)
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int ma_start_pos = m_cci_period + m_ma_period - 2;
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for(int i = ma_start_pos; 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=0;
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for(int j=0; j<m_ma_period; j++)
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sum+=cci_buffer[i-j];
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signal_buffer[i] = sum/m_ma_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_ma_period+1.0);
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signal_buffer[i] = cci_buffer[i]*pr + signal_buffer[i-1]*(1.0-pr);
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}
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else
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signal_buffer[i] = (signal_buffer[i-1]*(m_ma_period-1)+cci_buffer[i])/m_ma_period;
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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 lwma_sum=0, weight_sum=0;
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for(int j=0; j<m_ma_period; j++)
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{
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int weight=m_ma_period-j;
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lwma_sum+=cci_buffer[i-j]*weight;
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weight_sum+=weight;
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}
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if(weight_sum>0)
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signal_buffer[i]=lwma_sum/weight_sum;
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}
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break;
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default: // MODE_SMA
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{
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double sum=0;
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for(int j=0; j<m_ma_period; j++)
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sum+=cci_buffer[i-j];
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signal_buffer[i] = sum/m_ma_period;
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}
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break;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| CCCI_Calculator: Prepares the standard source price series. |
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//+------------------------------------------------------------------+
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bool CCCI_Calculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CCCI_Calculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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//--- HA version uses the HA engine
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class CCCI_Calculator_HA : public CCCI_Calculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
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};
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CCCI_Engine *m_engine;
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public:
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CCCI_Calculator_HA(void) { m_engine = new CCCI_Engine_HA(); }
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~CCCI_Calculator_HA(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
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//+------------------------------------------------------------------+
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//| CCCI_Calculator_HA: Prepares the Heikin Ashi source price. |
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//+------------------------------------------------------------------+
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bool CCCI_Calculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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//--- First, calculate the HA candles
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- Now, populate the m_price array from the calculated HA candles
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ArrayResize(m_price, rates_total);
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switch(price_type)
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virtual bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(cci_p, ma_p, ma_m); }
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virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &cci_buffer[], double &signal_buffer[]) override
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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if(CheckPointer(m_engine)!=POINTER_INVALID)
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m_engine.Calculate(rates_total, open, high, low, close, price_type, cci_buffer, signal_buffer);
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}
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return true;
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}
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//+------------------------------------------------------------------+
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};
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//+------------------------------------------------------------------+
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