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refactor(indicators): Refactored to use DMI_Engine

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Toh4iem9
2026-01-11 11:29:25 +01:00
parent e7ee4be6f2
commit ee1dca2227
1 changed files with 51 additions and 161 deletions
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Include/MyIncludes/DMIStochastic_Calculator.mqh
+51 -161
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@@ -1,57 +1,39 @@
//+------------------------------------------------------------------+
//| DMIStochastic_Calculator.mqh |
//| VERSION 2.10: Separate MA type for Signal Line. |
//| 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>
#include <MyIncludes\MovingAverage_Engine.mqh>
//--- Enum for selecting the candle source for calculation ---
enum ENUM_CANDLE_SOURCE
{
CANDLE_STANDARD, // Use standard OHLC data
CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data
};
enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI };
enum ENUM_DMI_OSC_TYPE { OSC_PDI_MINUS_NDI, OSC_NDI_MINUS_PDI };
//--- Enum for selecting the oscillator calculation formula ---
enum ENUM_DMI_OSC_TYPE
{
OSC_PDI_MINUS_NDI, // Intuitive: High value = Bullish pressure
OSC_NDI_MINUS_PDI // Original: High value = Bearish pressure
};
//+==================================================================+
//| CLASS 1: CDMIStochasticCalculator |
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CDMIStochasticCalculator
{
protected:
int m_dmi_period;
int m_fast_k_period;
int m_slow_k_period;
int m_smooth_period;
ENUM_DMI_OSC_TYPE m_osc_type;
//--- Engines for Smoothing
CDMIEngine *m_dmi_engine;
CMovingAverageCalculator m_slow_k_engine;
CMovingAverageCalculator m_smooth_d_engine;
//--- Persistent Buffers
double m_high[], m_low[], m_close[];
double m_pDM[], m_nDM[], m_TR[];
double m_smoothed_pDM[], m_smoothed_nDM[], m_smoothed_TR[];
double m_dmiOsc[];
double m_fastK[];
int m_dmi_period, m_fast_k_period, m_slow_k_period, m_smooth_period;
ENUM_DMI_OSC_TYPE m_osc_type;
virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
//--- Internal Buffers
double m_pDI[], m_nDI[];
double m_dmiOsc[], m_fastK[];
virtual void CreateEngine(void);
public:
CDMIStochasticCalculator(void) {};
virtual ~CDMIStochasticCalculator(void) {};
CDMIStochasticCalculator(void);
virtual ~CDMIStochasticCalculator(void);
//--- Init now takes separate MA types for K and D
bool Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type);
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
@@ -59,120 +41,65 @@ public:
};
//+------------------------------------------------------------------+
//| Init |
//| |
//+------------------------------------------------------------------+
CDMIStochasticCalculator::CDMIStochasticCalculator(void) { m_dmi_engine = NULL; }
CDMIStochasticCalculator::~CDMIStochasticCalculator(void) { if(CheckPointer(m_dmi_engine) != POINTER_INVALID) delete m_dmi_engine; }
void CDMIStochasticCalculator::CreateEngine(void) { m_dmi_engine = new CDMIEngine(); }
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CDMIStochasticCalculator::Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type)
{
m_dmi_period = (dmi_p < 1) ? 1 : dmi_p;
m_fast_k_period = (fast_k < 1) ? 1 : fast_k;
m_slow_k_period = (slow_k < 1) ? 1 : slow_k;
m_smooth_period = (smooth_p < 1) ? 1 : smooth_p;
m_osc_type = osc_type;
// Initialize Engines with separate methods
m_dmi_period = dmi_p;
m_fast_k_period = fast_k;
m_slow_k_period = slow_k;
m_smooth_period = smooth_p;
m_osc_type = osc_type;
CreateEngine();
if(!m_dmi_engine.Init(m_dmi_period))
return false;
if(!m_slow_k_engine.Init(m_slow_k_period, k_method))
return false;
if(!m_smooth_d_engine.Init(m_smooth_period, d_method))
return false;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| |
//+------------------------------------------------------------------+
void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[])
{
int required_bars = m_dmi_period + m_fast_k_period + m_slow_k_period + m_smooth_period;
if(rates_total < required_bars)
if(rates_total < m_dmi_period + m_fast_k_period)
return;
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
// Resize Buffers
if(ArraySize(m_high) != rates_total)
if(ArraySize(m_pDI) != rates_total)
{
ArrayResize(m_high, rates_total);
ArrayResize(m_low, rates_total);
ArrayResize(m_close, 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);
ArrayResize(m_pDI, rates_total);
ArrayResize(m_nDI, rates_total);
ArrayResize(m_dmiOsc, rates_total);
ArrayResize(m_fastK, rates_total);
}
if(!PreparePriceSeries(rates_total, start_index, open, high, low, close))
return;
// 1. Calculate DI values
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
//--- 1. Calculate DM and TR (Incremental)
int loop_start_dm = MathMax(1, start_index);
// 2. Calculate DMI Oscillator & Fast %K
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
int loop_start = MathMax(m_dmi_period, start_index);
for(int i = loop_start_dm; i < rates_total; i++)
for(int i = loop_start; i < rates_total; i++)
{
double high_diff = m_high[i] - m_high[i-1];
double low_diff = m_low[i-1] - m_low[i];
m_pDM[i] = (high_diff > low_diff && high_diff > 0) ? high_diff : 0;
m_nDM[i] = (low_diff > high_diff && low_diff > 0) ? low_diff : 0;
m_TR[i] = MathMax(m_high[i], m_close[i-1]) - MathMin(m_low[i], m_close[i-1]);
}
//--- 2. Calculate Smoothed DM/TR (Wilder's Smoothing)
int loop_start_smooth = MathMax(m_dmi_period, start_index);
for(int i = loop_start_smooth; i < rates_total; i++)
{
if(i == m_dmi_period)
{
// Initial Sum
double sum_pDM = 0, sum_nDM = 0, sum_TR = 0;
for(int j = 1; j <= m_dmi_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
{
// Wilder's Smoothing: Prev - (Prev/N) + Curr
m_smoothed_pDM[i] = m_smoothed_pDM[i-1] - (m_smoothed_pDM[i-1] / m_dmi_period) + m_pDM[i];
m_smoothed_nDM[i] = m_smoothed_nDM[i-1] - (m_smoothed_nDM[i-1] / m_dmi_period) + m_nDM[i];
m_smoothed_TR[i] = m_smoothed_TR[i-1] - (m_smoothed_TR[i-1] / m_dmi_period) + m_TR[i];
}
}
//--- 3. Calculate DI and DMI Oscillator
for(int i = loop_start_smooth; i < rates_total; i++)
{
double pDI = 0, nDI = 0;
if(m_smoothed_TR[i] != 0.0)
{
pDI = (m_smoothed_pDM[i] / m_smoothed_TR[i]) * 100.0;
nDI = (m_smoothed_nDM[i] / m_smoothed_TR[i]) * 100.0;
}
if(m_osc_type == OSC_PDI_MINUS_NDI)
m_dmiOsc[i] = pDI - nDI;
m_dmiOsc[i] = m_pDI[i] - m_nDI[i];
else
m_dmiOsc[i] = nDI - pDI;
m_dmiOsc[i] = m_nDI[i] - m_pDI[i];
}
//--- 4. Calculate Fast %K on DMI Oscillator
int fast_k_start = m_dmi_period + m_fast_k_period - 1;
int loop_start_k = MathMax(fast_k_start, start_index);
@@ -180,62 +107,25 @@ void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, c
{
double highest = m_dmiOsc[i];
double lowest = m_dmiOsc[i];
for(int j = 1; j < m_fast_k_period; j++)
{
highest = MathMax(highest, m_dmiOsc[i-j]);
lowest = MathMin(lowest, m_dmiOsc[i-j]);
}
double range = highest - lowest;
m_fastK[i] = (range == 0.0) ? 50.0 : ((m_dmiOsc[i] - lowest) / range) * 100.0;
}
//--- 5. Calculate Slow %K (Main Line) using Engine
// 3. Smooth K and D
m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, k_buffer, fast_k_start);
//--- 6. Calculate %D (Signal Line) using Engine
int d_start = fast_k_start + m_slow_k_engine.GetPeriod() - 1;
int d_start = fast_k_start + m_slow_k_period - 1;
m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start);
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CDMIStochasticCalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
for(int i = start_index; i < rates_total; i++)
{
m_high[i] = high[i];
m_low[i] = low[i];
m_close[i] = close[i];
}
return true;
}
//+==================================================================+
//| CLASS 2: CDMIStochasticCalculator_HA |
//+==================================================================+
//--- HA Subclass
class CDMIStochasticCalculator_HA : public CDMIStochasticCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[];
protected:
virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
virtual void CreateEngine(void) override { m_dmi_engine = new CDMIEngine_HA(); }
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CDMIStochasticCalculator_HA::PreparePriceSeries(int rates_total, int start_index, 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);
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_high, m_low, m_close);
return true;
}
//+------------------------------------------------------------------+