From e7ee4be6f253bcff74fcde432bdbc07d8c9b768a Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 11 Jan 2026 11:28:34 +0100 Subject: [PATCH] refactor(indicators): Refactored to use DMI_Engine --- Include/MyIncludes/ADX_Calculator.mqh | 185 ++++++-------------------- 1 file changed, 38 insertions(+), 147 deletions(-) diff --git a/Include/MyIncludes/ADX_Calculator.mqh b/Include/MyIncludes/ADX_Calculator.mqh index 1f4e9e3..55abb5d 100644 --- a/Include/MyIncludes/ADX_Calculator.mqh +++ b/Include/MyIncludes/ADX_Calculator.mqh @@ -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 +#include -//+==================================================================+ -//| 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]); - } - } //+------------------------------------------------------------------+