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refactor: Reverted Signal Line to local calculation
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Toh4iem9
@@ -1,11 +1,12 @@
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//+------------------------------------------------------------------+
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//| MACD_Calculator.mqh|
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//| VERSION 1.20: Optimized for incremental calculation. |
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//| VERSION 2.10: Reverted Signal Line to local calculation. |
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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\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS 1: CMACDCalculator (Base Class) |
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@@ -13,8 +14,13 @@
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class CMACDCalculator
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{
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protected:
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int m_fast_period, m_slow_period, m_signal_period;
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ENUM_MA_METHOD m_source_ma_type, m_signal_ma_type;
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//--- Engines for MACD Line
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CMovingAverageCalculator *m_fast_ma_engine;
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CMovingAverageCalculator *m_slow_ma_engine;
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//--- Parameters for Signal Line
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int m_signal_period;
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ENUM_MA_METHOD m_signal_ma_type;
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//--- Persistent Buffers for Incremental Calculation
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double m_price[];
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@@ -24,9 +30,12 @@ protected:
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//--- Updated: Accepts start_index
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virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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//--- Local Helper for Signal Line (Handles offset data correctly)
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void CalculateSignalMA(const double &source[], double &dest[], int rates_total, int start_index, int period, ENUM_MA_METHOD method, int data_start_pos);
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public:
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CMACDCalculator(void) {};
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virtual ~CMACDCalculator(void) {};
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CMACDCalculator(void);
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virtual ~CMACDCalculator(void);
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bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma);
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@@ -35,22 +44,50 @@ public:
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double &macd_line[], double &signal_line[], double &histogram[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CMACDCalculator::CMACDCalculator(void)
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{
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m_fast_ma_engine = new CMovingAverageCalculator();
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m_slow_ma_engine = new CMovingAverageCalculator();
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CMACDCalculator::~CMACDCalculator(void)
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{
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if(CheckPointer(m_fast_ma_engine) != POINTER_INVALID)
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delete m_fast_ma_engine;
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if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID)
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delete m_slow_ma_engine;
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma)
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{
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m_fast_period = (fast_p < 1) ? 1 : fast_p;
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m_slow_period = (slow_p < 1) ? 1 : slow_p;
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if(m_fast_period > m_slow_period)
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// Ensure fast < slow
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int f_p = (fast_p < 1) ? 1 : fast_p;
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int s_p = (slow_p < 1) ? 1 : slow_p;
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if(f_p > s_p)
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{
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int temp=m_fast_period;
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m_fast_period=m_slow_period;
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m_slow_period=temp;
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int temp=f_p;
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f_p=s_p;
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s_p=temp;
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}
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m_signal_period = (signal_p < 1) ? 1 : signal_p;
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m_source_ma_type = src_ma;
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m_signal_ma_type = sig_ma;
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// Initialize Engines
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if(!m_fast_ma_engine.Init(f_p, (ENUM_MA_TYPE)src_ma))
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return false;
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if(!m_slow_ma_engine.Init(s_p, (ENUM_MA_TYPE)src_ma))
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return false;
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return true;
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}
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@@ -60,8 +97,7 @@ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD
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void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &macd_line[], double &signal_line[], double &histogram[])
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{
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int start_pos = m_slow_period + m_signal_period - 2;
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if(rates_total <= start_pos)
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if(rates_total < 2)
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return;
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//--- 1. Determine Start Index
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@@ -83,128 +119,110 @@ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const doub
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if(!PreparePriceSeries(rates_total, start_index, open, high, low, close, price_type))
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return;
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//--- 4. Calculate Fast MA (Incremental)
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int loop_start_fast = MathMax(m_fast_period - 1, start_index);
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//--- 4. Calculate Fast & Slow MAs (Delegated to Engine)
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// We pass PRICE_CLOSE because we already prepared m_price array with the correct price type!
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// The engine will copy m_price to its internal buffer.
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m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_fast_ma);
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m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_slow_ma);
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for(int i = loop_start_fast; i < rates_total; i++)
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{
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switch(m_source_ma_type)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == m_fast_period - 1)
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{
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double sum=0;
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for(int j=0; j<m_fast_period; j++)
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sum+=m_price[i-j];
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m_fast_ma[i]=sum/m_fast_period;
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}
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else
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{
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if(m_source_ma_type==MODE_EMA)
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{
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double pr=2.0/(m_fast_period+1.0);
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m_fast_ma[i]=m_price[i]*pr+m_fast_ma[i-1]*(1.0-pr);
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}
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else
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m_fast_ma[i]=(m_fast_ma[i-1]*(m_fast_period-1)+m_price[i])/m_fast_period;
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}
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break;
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case MODE_LWMA:
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{double sum=0,w_sum=0; for(int j=0; j<m_fast_period; j++) {int w=m_fast_period-j; sum+=m_price[i-j]*w; w_sum+=w;} if(w_sum>0) m_fast_ma[i]=sum/w_sum;}
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break;
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default:
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{double sum=0; for(int j=0; j<m_fast_period; j++) sum+=m_price[i-j]; m_fast_ma[i]=sum/m_fast_period;}
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break;
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}
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}
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//--- 5. Calculate MACD Line
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int slow_period = m_slow_ma_engine.GetPeriod();
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int loop_start_macd = MathMax(slow_period - 1, start_index);
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//--- 5. Calculate Slow MA (Incremental)
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int loop_start_slow = MathMax(m_slow_period - 1, start_index);
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for(int i = loop_start_slow; i < rates_total; i++)
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{
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switch(m_source_ma_type)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == m_slow_period - 1)
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{
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double sum=0;
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for(int j=0; j<m_slow_period; j++)
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sum+=m_price[i-j];
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m_slow_ma[i]=sum/m_slow_period;
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}
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else
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{
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if(m_source_ma_type==MODE_EMA)
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{
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double pr=2.0/(m_slow_period+1.0);
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m_slow_ma[i]=m_price[i]*pr+m_slow_ma[i-1]*(1.0-pr);
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}
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else
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m_slow_ma[i]=(m_slow_ma[i-1]*(m_slow_period-1)+m_price[i])/m_slow_period;
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}
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break;
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case MODE_LWMA:
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{double sum=0,w_sum=0; for(int j=0; j<m_slow_period; j++) {int w=m_slow_period-j; sum+=m_price[i-j]*w; w_sum+=w;} if(w_sum>0) m_slow_ma[i]=sum/w_sum;}
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break;
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default:
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{double sum=0; for(int j=0; j<m_slow_period; j++) sum+=m_price[i-j]; m_slow_ma[i]=sum/m_slow_period;}
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break;
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}
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}
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//--- 6. Calculate MACD Line
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int loop_start_macd = MathMax(loop_start_slow, loop_start_fast); // Should be slow
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// Initialize buffer on full recalc
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if(prev_calculated == 0)
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ArrayInitialize(macd_line, EMPTY_VALUE);
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for(int i = loop_start_macd; i < rates_total; i++)
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{
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macd_line[i] = m_fast_ma[i] - m_slow_ma[i];
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if(m_fast_ma[i] != EMPTY_VALUE && m_slow_ma[i] != EMPTY_VALUE)
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macd_line[i] = m_fast_ma[i] - m_slow_ma[i];
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else
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macd_line[i] = EMPTY_VALUE;
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}
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//--- 7. Calculate Signal Line (Incremental)
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int signal_start_pos = m_slow_period + m_signal_period - 2;
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int loop_start_signal = MathMax(signal_start_pos, start_index);
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//--- 6. Calculate Signal Line (Using Local Helper)
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// The MACD line starts being valid at 'slow_period - 1'.
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if(prev_calculated == 0)
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ArrayInitialize(signal_line, EMPTY_VALUE);
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for(int i = loop_start_signal; i < rates_total; i++)
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CalculateSignalMA(macd_line, signal_line, rates_total, start_index, m_signal_period, m_signal_ma_type, slow_period - 1);
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//--- 7. Calculate Histogram
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int signal_start = slow_period - 1 + m_signal_period - 1;
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int loop_start_hist = MathMax(signal_start, start_index);
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if(prev_calculated == 0)
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ArrayInitialize(histogram, EMPTY_VALUE);
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for(int i = loop_start_hist; i < rates_total; i++)
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{
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switch(m_signal_ma_type)
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if(macd_line[i] != EMPTY_VALUE && signal_line[i] != EMPTY_VALUE)
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histogram[i] = macd_line[i] - signal_line[i];
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else
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histogram[i] = EMPTY_VALUE;
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}
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}
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//+------------------------------------------------------------------+
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//| Local Helper for Signal Line Calculation |
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//+------------------------------------------------------------------+
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void CMACDCalculator::CalculateSignalMA(const double &source[], double &dest[], int rates_total, int start_index, int period, ENUM_MA_METHOD method, int data_start_pos)
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{
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// The actual calculation starts 'period' bars after the data starts
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int calc_start_pos = data_start_pos + period - 1;
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int i = MathMax(calc_start_pos, start_index);
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if(i >= rates_total)
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return;
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for(; i < rates_total; i++)
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{
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switch(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 == signal_start_pos)
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if(i == calc_start_pos)
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{
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double sum=0;
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for(int j=0; j<m_signal_period; j++)
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sum+=macd_line[i-j];
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signal_line[i]=sum/m_signal_period;
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for(int j=0; j<period; j++)
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sum+=source[i-j];
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dest[i]=sum/period;
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}
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else
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{
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if(m_signal_ma_type==MODE_EMA)
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if(method==MODE_EMA)
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{
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double pr=2.0/(m_signal_period+1.0);
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signal_line[i]=macd_line[i]*pr+signal_line[i-1]*(1.0-pr);
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double pr=2.0/(period+1.0);
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dest[i]=source[i]*pr+dest[i-1]*(1.0-pr);
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}
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else
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signal_line[i]=(signal_line[i-1]*(m_signal_period-1)+macd_line[i])/m_signal_period;
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dest[i]=(dest[i-1]*(period-1)+source[i])/period;
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}
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break;
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case MODE_LWMA:
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{double sum=0,w_sum=0; for(int j=0; j<m_signal_period; j++) {int w=m_signal_period-j; sum+=macd_line[i-j]*w; w_sum+=w;} if(w_sum>0) signal_line[i]=sum/w_sum;}
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{
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double sum=0,w_sum=0;
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for(int j=0; j<period; j++)
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{
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int w=period-j;
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sum+=source[i-j]*w;
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w_sum+=w;
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}
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if(w_sum>0)
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dest[i]=sum/w_sum;
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}
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break;
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default:
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{double sum=0; for(int j=0; j<m_signal_period; j++) sum+=macd_line[i-j]; signal_line[i]=sum/m_signal_period;}
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default: // SMA
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{
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double sum=0;
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for(int j=0; j<period; j++)
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sum+=source[i-j];
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dest[i]=sum/period;
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}
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break;
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}
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}
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//--- 8. Calculate Histogram
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for(int i = loop_start_signal; i < rates_total; i++)
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{
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histogram[i] = macd_line[i] - signal_line[i];
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}
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}
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//+------------------------------------------------------------------+
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