From f3db3a3dc31209f46c913d73804f6352ff39d536 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 29 Sep 2025 13:12:09 +0200 Subject: [PATCH] new files added --- Include/MyIncludes/CCI_Engine.mqh | 218 ++++++++++++++++++++++++++++++ 1 file changed, 218 insertions(+) create mode 100644 Include/MyIncludes/CCI_Engine.mqh diff --git a/Include/MyIncludes/CCI_Engine.mqh b/Include/MyIncludes/CCI_Engine.mqh new file mode 100644 index 0000000..5a850c2 --- /dev/null +++ b/Include/MyIncludes/CCI_Engine.mqh @@ -0,0 +1,218 @@ +//+------------------------------------------------------------------+ +//| CCI_Engine.mqh | +//| Core calculation engine for all CCI-based indicators. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| 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; j0) signal_buffer[i]=lwma_sum/weight_sum;} + break; + default: + {double sum=0; for(int j=0; j