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refactor(indicators): Integrated with CMO Engine

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This commit is contained in:
Toh4iem9
2026-01-02 13:52:42 +01:00
parent 00576a4862
commit ea8dfb17d0
1 changed files with 116 additions and 33 deletions
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Include/MyIncludes/Stochastic_CMO_Slow_Calculator.mqh
+116 -33
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@@ -1,11 +1,11 @@
//+------------------------------------------------------------------+
//| Stochastic_CMO_Slow_Calculator.mqh |
//| VERSION 2.00: Optimized for incremental calculation. |
//| VERSION 3.00: Integrated with CMO Engine. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\CMO_Calculator.mqh>
#include <MyIncludes\CMO_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
@@ -17,18 +17,22 @@ protected:
int m_cmo_period, m_k_period;
//--- Engines
CCMOCalculator *m_cmo_calculator;
CCMOEngine *m_cmo_engine;
CMovingAverageCalculator m_slowing_engine;
CMovingAverageCalculator m_signal_engine;
//--- Persistent Buffers
double m_price[];
double m_cmo_buffer[];
double m_raw_k[];
double Highest(const double &array[], int period, int current_pos);
double Lowest(const double &array[], int period, int current_pos);
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
//--- Factory Method for CMO Engine
virtual void CreateCMOEngine(void);
public:
CStochasticCMOSlowCalculator(void);
@@ -38,7 +42,7 @@ public:
bool Init(int cmo_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
//--- Updated: Accepts prev_calculated
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[]);
};
@@ -47,7 +51,7 @@ public:
//+------------------------------------------------------------------+
CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void)
{
m_cmo_calculator = new CCMOCalculator();
m_cmo_engine = NULL;
}
//+------------------------------------------------------------------+
@@ -55,8 +59,16 @@ CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void)
//+------------------------------------------------------------------+
CStochasticCMOSlowCalculator::~CStochasticCMOSlowCalculator(void)
{
if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
delete m_cmo_calculator;
if(CheckPointer(m_cmo_engine) != POINTER_INVALID)
delete m_cmo_engine;
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CStochasticCMOSlowCalculator::CreateCMOEngine(void)
{
m_cmo_engine = new CCMOEngine();
}
//+------------------------------------------------------------------+
@@ -67,9 +79,8 @@ bool CStochasticCMOSlowCalculator::Init(int cmo_p, int k_p, int slow_p, ENUM_MA_
m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
m_k_period = (k_p < 1) ? 1 : k_p;
if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
return false;
if(!m_cmo_calculator.Init(m_cmo_period))
CreateCMOEngine();
if(CheckPointer(m_cmo_engine) == POINTER_INVALID || !m_cmo_engine.Init(m_cmo_period))
return false;
if(!m_slowing_engine.Init(slow_p, slow_ma))
@@ -83,7 +94,7 @@ bool CStochasticCMOSlowCalculator::Init(int cmo_p, int k_p, int slow_p, ENUM_MA_
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CStochasticCMOSlowCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
void CStochasticCMOSlowCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[])
{
// Minimum bars check
@@ -91,24 +102,21 @@ void CStochasticCMOSlowCalculator::Calculate(int rates_total, int prev_calculate
if(rates_total <= min_bars)
return;
if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// Resize Buffers
if(ArraySize(m_price) != rates_total)
ArrayResize(m_price, rates_total);
if(ArraySize(m_cmo_buffer) != rates_total)
{
ArrayResize(m_cmo_buffer, rates_total);
if(ArraySize(m_raw_k) != rates_total)
ArrayResize(m_raw_k, rates_total);
}
if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type))
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 1. Calculate CMO (Incremental)
// Note: CMO Calculator handles its own incremental logic
m_cmo_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
//--- 1. Calculate CMO (Delegated to Engine)
m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
//--- 2. Calculate Raw %K (Fast %K) on CMO
// CMO valid from: m_cmo_period
@@ -171,12 +179,40 @@ double CStochasticCMOSlowCalculator::Lowest(const double &array[], int period, i
}
//+------------------------------------------------------------------+
//| Prepare Source Data (Standard) |
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CStochasticCMOSlowCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
bool CStochasticCMOSlowCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// This method is just a placeholder for the base class.
// The CMO calculator handles its own data preparation internally.
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{
case PRICE_CLOSE:
m_price[i] = close[i];
break;
case PRICE_OPEN:
m_price[i] = open[i];
break;
case PRICE_HIGH:
m_price[i] = high[i];
break;
case PRICE_LOW:
m_price[i] = low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
m_price[i] = close[i];
break;
}
}
return true;
}
@@ -185,18 +221,65 @@ bool CStochasticCMOSlowCalculator::PrepareSourceData(int rates_total, int start_
//+==================================================================+
class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator
{
public:
CStochasticCMOSlowCalculator_HA(void);
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
virtual void CreateCMOEngine(void) override;
};
//+------------------------------------------------------------------+
//| |
//| Factory Method for HA CMO Engine |
//+------------------------------------------------------------------+
CStochasticCMOSlowCalculator_HA::CStochasticCMOSlowCalculator_HA(void)
void CStochasticCMOSlowCalculator_HA::CreateCMOEngine(void)
{
if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
delete m_cmo_calculator;
// Use HA version of CMO calculator
m_cmo_calculator = new CCMOCalculator_HA();
m_cmo_engine = new CCMOEngine_HA();
}
//+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+
bool CStochasticCMOSlowCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
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);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{
case PRICE_CLOSE:
m_price[i] = m_ha_close[i];
break;
case PRICE_OPEN:
m_price[i] = m_ha_open[i];
break;
case PRICE_HIGH:
m_price[i] = m_ha_high[i];
break;
case PRICE_LOW:
m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
break;
}
}
return true;
}
//+------------------------------------------------------------------+