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refactor: Implemented chronological safety on internal buffers
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@@ -1,11 +1,16 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| StochasticSlow_Calculator.mqh|
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//| StochasticSlow_Calculator.mqh|
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//| VERSION 2.00: Uses MovingAverage_Engine for smoothing. |
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//| VERSION 2.10: Added strict chronological bounds |
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//| Copyright 2025, xxxxxxxx |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.10" // Implemented chronological safety on internal buffers
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#ifndef STOCHASTIC_SLOW_CALCULATOR_MQH
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#define STOCHASTIC_SLOW_CALCULATOR_MQH
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#include <MyIncludes\MovingAverage_Engine.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//+==================================================================+
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//| CLASS: CStochasticSlowCalculator |
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//| CLASS: CStochasticSlowCalculator |
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@@ -56,7 +61,7 @@ bool CStochasticSlowCalculator::Init(int k_p, int slow_p, ENUM_MA_TYPE slow_ma,
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//| Main Calculation (Stateful & Chronologically Safe) |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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void CStochasticSlowCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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void CStochasticSlowCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &k_buffer[], double &d_buffer[])
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double &k_buffer[], double &d_buffer[])
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@@ -68,12 +73,30 @@ void CStochasticSlowCalculator::Calculate(int rates_total, int prev_calculated,
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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//--- Resize state buffers and enforce chronological safety
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if(ArraySize(m_src_high) != rates_total)
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if(ArraySize(m_src_high) != rates_total)
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{
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{
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ArrayResize(m_src_high, rates_total);
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ArrayResize(m_src_high, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayResize(m_src_close, rates_total);
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ArrayResize(m_src_close, rates_total);
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ArrayResize(m_raw_k, rates_total);
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ArrayResize(m_raw_k, rates_total);
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ArraySetAsSeries(m_src_high, false);
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ArraySetAsSeries(m_src_low, false);
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ArraySetAsSeries(m_src_close, false);
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ArraySetAsSeries(m_raw_k, false);
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}
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//--- Enforce chronological safety on output arrays
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if(ArraySize(k_buffer) != rates_total)
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{
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ArrayResize(k_buffer, rates_total);
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ArraySetAsSeries(k_buffer, false);
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}
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if(ArraySize(d_buffer) != rates_total)
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{
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ArrayResize(d_buffer, rates_total);
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ArraySetAsSeries(d_buffer, false);
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}
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}
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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@@ -95,17 +118,11 @@ void CStochasticSlowCalculator::Calculate(int rates_total, int prev_calculated,
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}
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}
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//--- 2. Calculate Slow %K (Main Line) using Slowing Engine
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//--- 2. Calculate Slow %K (Main Line) using Slowing Engine
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// Offset for Raw %K is (K - 1)
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int raw_k_offset = m_k_period - 1;
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int raw_k_offset = m_k_period - 1;
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// Output goes to k_buffer (this is the main Slow Stochastic line)
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m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_offset);
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m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_offset);
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//--- 3. Calculate %D (Signal Line) using Signal Engine
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//--- 3. Calculate %D (Signal Line) using Signal Engine
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// Offset for Slow %K is (Raw_Offset + Slowing_Period - 1)
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int slow_k_offset = raw_k_offset + m_slowing_engine.GetPeriod() - 1;
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int slow_k_offset = raw_k_offset + m_slowing_engine.GetPeriod() - 1;
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// Input is k_buffer (Slow %K), Output is d_buffer
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, slow_k_offset);
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, slow_k_offset);
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}
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}
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@@ -170,7 +187,7 @@ protected:
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};
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};
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//| Prepare Source Data (Heikin Ashi) |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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bool CStochasticSlowCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CStochasticSlowCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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{
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@@ -180,6 +197,11 @@ bool CStochasticSlowCalculator_HA::PrepareSourceData(int rates_total, int start_
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ArrayResize(m_ha_high_temp, rates_total);
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ArrayResize(m_ha_high_temp, rates_total);
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ArrayResize(m_ha_low_temp, rates_total);
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ArrayResize(m_ha_low_temp, rates_total);
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ArrayResize(m_ha_close_temp, rates_total);
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ArrayResize(m_ha_close_temp, rates_total);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high_temp, false);
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ArraySetAsSeries(m_ha_low_temp, false);
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ArraySetAsSeries(m_ha_close_temp, false);
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}
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
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for(int i = start_index; i < rates_total; i++)
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for(int i = start_index; i < rates_total; i++)
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@@ -190,4 +212,5 @@ bool CStochasticSlowCalculator_HA::PrepareSourceData(int rates_total, int start_
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}
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}
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return true;
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return true;
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}
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}
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#endif // STOCHASTIC_SLOW_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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