gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-07-28 04:57:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Uses Stochastic & MA Engines

Browse Source
This commit is contained in:
Toh4iem9
2025-12-19 17:52:57 +01:00
parent 532657ad42
commit ebbf1c49ce
1 changed files with 13 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Indicators/MyIndicators/WPR_Pro.md
+13 -11
View File
@@ -25,27 +25,29 @@ This is mathematically equivalent to: $\text{\%R}_i = \text{Fast \%K}_i - 100$.
## 3. MQL5 Implementation Details
Our MQL5 implementation is a prime example of our "Pragmatic Reusability" principle, built as an intelligent "adapter" on top of our existing Stochastic engine.
Our MQL5 implementation is a prime example of our "Pragmatic Reusability" principle, built as an intelligent "adapter" on top of our existing engines.
* **Adapter Design Pattern:** The `WPR_Calculator` does not contain any WPR calculation logic itself. Instead, it **reuses** our existing, standalone `StochasticFast_Calculator.mqh` module.
* It calls the Fast Stochastic engine to get the %K and %D lines.
* It then performs a simple transformation (`value - 100`) on the results to convert them to the WPR's -100 to 0 scale.
* This approach eliminates code duplication and guarantees that our WPR and Fast Stochastic indicators are always perfectly in sync.
* **Composition Pattern:** The `WPR_Calculator` orchestrates two powerful engines:
1. **Stochastic Engine:** It reuses the `StochasticFast_Calculator.mqh` to compute the raw %K value, which is then transformed into %R. This eliminates code duplication and guarantees consistency.
2. **MA Engine:** It uses the `MovingAverage_Engine.mqh` to calculate the optional signal line. This allows for advanced smoothing methods beyond standard MAs.
* **Optimized Incremental Calculation (O(1)):**
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
* **State Tracking:** It utilizes `prev_calculated` to process only new bars.
* **Persistent Buffers:** Internal buffers persist their state between ticks.
* **Efficiency:** By reusing the optimized engines, the WPR inherits their high performance and zero-lag updates.
* **Object-Oriented Logic:**
* The `CWPRCalculator` base class contains a pointer to a `CStochasticFastCalculator` object.
* The Heikin Ashi version (`CWPRCalculator_HA`) is achieved simply by instantiating the Heikin Ashi version of the Stochastic module (`CStochasticFastCalculator_HA`).
* **Optional Signal Line:** The indicator includes a fully customizable moving average signal line, inherited directly from the underlying Fast Stochastic's %D calculation.
* The Heikin Ashi version is achieved simply by instructing the main calculator to instantiate the Heikin Ashi version of the Stochastic module.
## 4. Parameters
* **WPR Period (`InpWPRPeriod`):** The lookback period for the indicator. Default is `14`.
* **WPR Period (`InpWPRPeriod`):** The lookback period for the indicator. (Default: `14`).
* **Candle Source (`InpCandleSource`):** Allows the user to select the candle type for the calculation (`Standard` or `Heikin Ashi`).
* **Display Mode (`InpDisplayMode`):** Toggles the visibility of the signal line.
* **Signal Line Settings:**
* `InpSignalPeriod`: The lookback period for the signal line.
* `InpSignalMAType`: The type of moving average for the signal line.
* `InpSignalMAType`: The type of moving average for the signal line. Supports: **SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA**.
## 5. Usage and Interpretation