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refactor(indicators): Refactored to use DMI_Engine

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Toh4iem9
2026-01-11 11:28:34 +01:00
parent 634947ca0d
commit e7ee4be6f2
1 changed files with 38 additions and 147 deletions
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Include/MyIncludes/ADX_Calculator.mqh
+38 -147
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@@ -1,52 +1,62 @@
//+------------------------------------------------------------------+
//| ADX_Calculator.mqh |
//| Calculation engine for Standard and Heikin Ashi ADX. |
//| VERSION 3.00: Refactored to use DMI_Engine. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\DMI_Engine.mqh>
//+==================================================================+
//| CLASS 1: CADXCalculator (Base Class) |
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CADXCalculator
{
protected:
CDMIEngine *m_dmi_engine;
int m_adx_period;
double m_dx[]; // Internal DX buffer
//--- Internal buffers for intermediate calculations
//--- We keep them as class members to preserve state between ticks
double m_pDM[], m_nDM[], m_TR[];
double m_smoothed_pdm[], m_smoothed_ndm[], m_smoothed_tr[], m_dx[];
//--- Updated: Accepts start_index for optimization
virtual void PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[],
double &pDM[], double &nDM[], double &TR[]);
virtual void CreateEngine(void);
public:
CADXCalculator(void) {};
virtual ~CADXCalculator(void) {};
CADXCalculator(void);
virtual ~CADXCalculator(void);
bool Init(int period);
int GetPeriod(void) const { return m_adx_period; }
//--- Updated: Accepts prev_calculated
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &adx_buffer[], double &pdi_buffer[], double &ndi_buffer[]);
};
//+------------------------------------------------------------------+
//| Init |
//| |
//+------------------------------------------------------------------+
CADXCalculator::CADXCalculator(void) { m_dmi_engine = NULL; }
CADXCalculator::~CADXCalculator(void) { if(CheckPointer(m_dmi_engine) != POINTER_INVALID) delete m_dmi_engine; }
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CADXCalculator::CreateEngine(void)
{
m_dmi_engine = new CDMIEngine();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CADXCalculator::Init(int period)
{
m_adx_period = (period < 1) ? 1 : period;
return true;
CreateEngine();
return m_dmi_engine.Init(m_adx_period);
}
//+------------------------------------------------------------------+
//| Main Calculation Method (Optimized) |
//| |
//+------------------------------------------------------------------+
void CADXCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &adx_buffer[], double &pdi_buffer[], double &ndi_buffer[])
@@ -54,70 +64,18 @@ void CADXCalculator::Calculate(int rates_total, int prev_calculated, const doubl
if(rates_total < m_adx_period * 2)
return;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
//--- 2. Resize internal buffers if needed
if(ArraySize(m_pDM) != rates_total)
{
ArrayResize(m_pDM, rates_total);
ArrayResize(m_nDM, rates_total);
ArrayResize(m_TR, rates_total);
ArrayResize(m_smoothed_pdm, rates_total);
ArrayResize(m_smoothed_ndm, rates_total);
ArrayResize(m_smoothed_tr, rates_total);
if(ArraySize(m_dx) != rates_total)
ArrayResize(m_dx, rates_total);
}
//--- 3. Prepare Raw DM and TR (Optimized)
PrepareDirectionalMovement(rates_total, start_index, open, high, low, close, m_pDM, m_nDM, m_TR);
// 1. Calculate DI values using Engine
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, pdi_buffer, ndi_buffer);
//--- 4. Calculate Smoothed PDM, NDM, and TR
//--- Ensure we don't start before the period
// 2. Calculate DX
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
int loop_start = MathMax(m_adx_period, start_index);
for(int i = loop_start; i < rates_total; i++)
{
if(i == m_adx_period) // First calculation: Simple Sum
{
double sum_pdm=0, sum_ndm=0, sum_tr=0;
for(int j=1; j<=m_adx_period; j++)
{
sum_pdm += m_pDM[j];
sum_ndm += m_nDM[j];
sum_tr += m_TR[j];
}
m_smoothed_pdm[i] = sum_pdm;
m_smoothed_ndm[i] = sum_ndm;
m_smoothed_tr[i] = sum_tr;
}
else // Subsequent: Wilder's Smoothing
{
// This works incrementally because m_smoothed_...[i-1] preserves its value from the previous tick
m_smoothed_pdm[i] = m_smoothed_pdm[i-1] - (m_smoothed_pdm[i-1] / m_adx_period) + m_pDM[i];
m_smoothed_ndm[i] = m_smoothed_ndm[i-1] - (m_smoothed_ndm[i-1] / m_adx_period) + m_nDM[i];
m_smoothed_tr[i] = m_smoothed_tr[i-1] - (m_smoothed_tr[i-1] / m_adx_period) + m_TR[i];
}
}
//--- 5. Calculate +DI, -DI, and DX
for(int i = loop_start; i < rates_total; i++)
{
if(m_smoothed_tr[i] != 0.0)
{
pdi_buffer[i] = (m_smoothed_pdm[i] / m_smoothed_tr[i]) * 100.0;
ndi_buffer[i] = (m_smoothed_ndm[i] / m_smoothed_tr[i]) * 100.0;
}
else
{
pdi_buffer[i] = 0.0;
ndi_buffer[i] = 0.0;
}
double di_sum = pdi_buffer[i] + ndi_buffer[i];
if(di_sum != 0.0)
m_dx[i] = MathAbs(pdi_buffer[i] - ndi_buffer[i]) / di_sum * 100.0;
@@ -125,97 +83,30 @@ void CADXCalculator::Calculate(int rates_total, int prev_calculated, const doubl
m_dx[i] = 0.0;
}
//--- 6. Calculate Final ADX
// 3. Calculate ADX (Wilder's Smoothing on DX)
int adx_start = m_adx_period * 2 - 1;
int loop_start_adx = MathMax(adx_start, start_index);
for(int i = loop_start_adx; i < rates_total; i++)
{
if(i == adx_start) // First ADX: Simple Average of DX
if(i == adx_start)
{
double sum_dx = 0;
for(int j=i-m_adx_period+1; j<=i; j++)
sum_dx += m_dx[j];
adx_buffer[i] = sum_dx / m_adx_period;
}
else // Subsequent: Wilder's Smoothing on ADX
else
{
adx_buffer[i] = (adx_buffer[i-1] * (m_adx_period - 1) + m_dx[i]) / m_adx_period;
}
}
}
//+------------------------------------------------------------------+
//| Prepare Raw DM (Standard - Optimized) |
//+------------------------------------------------------------------+
void CADXCalculator::PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[],
double &pDM[], double &nDM[], double &TR[])
{
// Ensure we start at least from index 1
int i = (start_index < 1) ? 1 : start_index;
for(; i < rates_total; i++)
{
pDM[i] = high[i] - high[i-1];
nDM[i] = low[i-1] - low[i];
if(pDM[i] < 0 || pDM[i] < nDM[i])
pDM[i] = 0;
if(nDM[i] < 0 || nDM[i] < pDM[i])
nDM[i] = 0;
TR[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
}
}
//+==================================================================+
//| CLASS 2: CADXCalculator_HA (Heikin Ashi) |
//+==================================================================+
//--- HA Subclass
class CADXCalculator_HA : public CADXCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
virtual void PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[],
double &pDM[], double &nDM[], double &TR[]) override;
virtual void CreateEngine(void) override { m_dmi_engine = new CDMIEngine_HA(); }
};
//+------------------------------------------------------------------+
//| Prepare Raw DM (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+
void CADXCalculator_HA::PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[],
double &pDM[], double &nDM[], double &TR[])
{
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
}
//--- CRITICAL: Use the optimized 10-param HA calculation
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
//--- Calculate DM/TR based on HA candles
int i = (start_index < 1) ? 1 : start_index;
for(; i < rates_total; i++)
{
pDM[i] = m_ha_high[i] - m_ha_high[i-1];
nDM[i] = m_ha_low[i-1] - m_ha_low[i];
if(pDM[i] < 0 || pDM[i] < nDM[i])
pDM[i] = 0;
if(nDM[i] < 0 || nDM[i] < pDM[i])
nDM[i] = 0;
TR[i] = MathMax(m_ha_high[i], m_ha_close[i-1]) - MathMin(m_ha_low[i], m_ha_close[i-1]);
}
}
//+------------------------------------------------------------------+