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Toh4iem9
2025-09-29 13:12:09 +02:00
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Include/MyIncludes/CCI_Engine.mqh
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//+------------------------------------------------------------------+
//| CCI_Engine.mqh |
//| Core calculation engine for all CCI-based indicators. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CCCI_Engine (Base Class) |
//| |
//+==================================================================+
class CCCI_Engine
{
protected:
int m_cci_period;
int m_ma_period;
ENUM_MA_METHOD m_ma_method;
double m_price[];
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
public:
CCCI_Engine(void) {};
virtual ~CCCI_Engine(void) {};
bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &cci_buffer[], double &signal_buffer[]);
int GetPeriodCCI(void) const { return m_cci_period; }
int GetPeriodMA(void) const { return m_ma_period; }
};
//+------------------------------------------------------------------+
//| CCCI_Engine: Initialization |
//+------------------------------------------------------------------+
bool CCCI_Engine::Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m)
{
m_cci_period = (cci_p < 1) ? 1 : cci_p;
m_ma_period = (ma_p < 1) ? 1 : ma_p;
m_ma_method = ma_m;
return true;
}
//+------------------------------------------------------------------+
//| CCCI_Engine: Main Calculation Method (Shared Logic) |
//+------------------------------------------------------------------+
void CCCI_Engine::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &cci_buffer[], double &signal_buffer[])
{
int start_pos = m_cci_period + m_ma_period - 2;
if(rates_total <= start_pos)
return;
if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
return;
double buffer_sma[], buffer_mad[];
ArrayResize(buffer_sma, rates_total);
ArrayResize(buffer_mad, rates_total);
const double CCI_CONSTANT = 0.015;
double sma_sum = 0;
for(int i = 0; i < rates_total; i++)
{
sma_sum += m_price[i];
if(i >= m_cci_period)
sma_sum -= m_price[i - m_cci_period];
if(i >= m_cci_period - 1)
buffer_sma[i] = sma_sum / m_cci_period;
}
for(int i = m_cci_period - 1; i < rates_total; i++)
{
double deviation_sum = 0;
for(int j = 0; j < m_cci_period; j++)
{
deviation_sum += MathAbs(m_price[i - j] - buffer_sma[i]);
}
buffer_mad[i] = deviation_sum / m_cci_period;
}
for(int i = m_cci_period - 1; i < rates_total; i++)
{
if(buffer_mad[i] > 0)
cci_buffer[i] = (m_price[i] - buffer_sma[i]) / (CCI_CONSTANT * buffer_mad[i]);
}
int ma_start_pos = m_cci_period + m_ma_period - 2;
for(int i = ma_start_pos; i < rates_total; i++)
{
switch(m_ma_method)
{
case MODE_EMA:
case MODE_SMMA:
if(i == ma_start_pos)
{
double sum=0;
for(int j=0; j<m_ma_period; j++)
sum+=cci_buffer[i-j];
signal_buffer[i] = sum/m_ma_period;
}
else
{
if(m_ma_method == MODE_EMA)
{
double pr=2.0/(m_ma_period+1.0);
signal_buffer[i] = cci_buffer[i]*pr + signal_buffer[i-1]*(1.0-pr);
}
else
signal_buffer[i] = (signal_buffer[i-1]*(m_ma_period-1)+cci_buffer[i])/m_ma_period;
}
break;
case MODE_LWMA:
{double lwma_sum=0, weight_sum=0; for(int j=0; j<m_ma_period; j++) {int weight=m_ma_period-j; lwma_sum+=cci_buffer[i-j]*weight; weight_sum+=weight;} if(weight_sum>0) signal_buffer[i]=lwma_sum/weight_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_ma_period; j++) sum+=cci_buffer[i-j]; signal_buffer[i] = sum/m_ma_period;}
break;
}
}
}
//+------------------------------------------------------------------+
//| CCCI_Engine: Prepares the standard source price series. |
//+------------------------------------------------------------------+
bool CCCI_Engine::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_price, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
ArrayCopy(m_price, close, 0, 0, rates_total);
break;
}
return true;
}
//+==================================================================+
//| |
//| CLASS 2: CCCI_Engine_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CCCI_Engine_HA : public CCCI_Engine
{
private:
CHeikinAshi_Calculator m_ha_calculator;
protected:
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
};
//+------------------------------------------------------------------+
//| CCCI_Engine_HA: Prepares the Heikin Ashi source price. |
//+------------------------------------------------------------------+
bool CCCI_Engine_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
break;
default:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
break;
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+