From f537850f034b2f9dfbf38a588afa2b701a10df56 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Fri, 3 Oct 2025 15:30:08 +0200
Subject: [PATCH] refactor:

---
 Include/MyIncludes/CCI_Calculator.mqh | 243 ++++++++++++++++++++++----
 1 file changed, 210 insertions(+), 33 deletions(-)

diff --git a/Include/MyIncludes/CCI_Calculator.mqh b/Include/MyIncludes/CCI_Calculator.mqh
index dd02874..6d40a60 100644
--- a/Include/MyIncludes/CCI_Calculator.mqh
+++ b/Include/MyIncludes/CCI_Calculator.mqh
@@ -1,51 +1,228 @@
 //+------------------------------------------------------------------+
 //|                                               CCI_Calculator.mqh |
-//|         Wrapper for the CCI_Engine to produce CCI output.        |
+//|   Calculation engine for CCI Pro (CCI, Signal Line, BBands).     |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
-#include <MyIncludes\CCI_Engine.mqh>
+#include <MyIncludes\HeikinAshi_Tools.mqh>
 
-//--- This class is an abstract base for polymorphism
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 1: CCCI_Calculator (Base Class)                |
+//|                                                                  |
+//+==================================================================+
 class CCCI_Calculator
   {
-public:
-   virtual bool      Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m)=0;
-   virtual 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[])=0;
-  };
-
-//--- Standard version uses the standard engine
-class CCCI_Calculator_Std : public CCCI_Calculator
-  {
 protected:
-   CCCI_Engine       *m_engine;
-public:
-                     CCCI_Calculator_Std(void) { m_engine = new CCCI_Engine(); }
-                    ~CCCI_Calculator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
+   int               m_cci_period, m_ma_period, m_bands_period;
+   ENUM_MA_METHOD    m_ma_method;
+   double            m_bands_dev;
+   double            m_price[];
 
-   virtual bool      Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(cci_p, ma_p, ma_m); }
-   virtual 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[]) override
-     {
-      if(CheckPointer(m_engine)!=POINTER_INVALID)
-         m_engine.Calculate(rates_total, open, high, low, close, price_type, cci_buffer, signal_buffer);
-     }
+   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_Calculator(void) {};
+   virtual          ~CCCI_Calculator(void) {};
+
+   bool              Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m, int bands_p, double bands_dev);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+                               double &cci_out[], double &signal_out[], double &upper_out[], double &lower_out[]);
   };
 
-//--- HA version uses the HA engine
+//+------------------------------------------------------------------+
+//| CCCI_Calculator: Initialization                                  |
+//+------------------------------------------------------------------+
+bool CCCI_Calculator::Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m, int bands_p, double bands_dev)
+  {
+   m_cci_period   = (cci_p < 1) ? 1 : cci_p;
+   m_ma_period    = (ma_p < 1) ? 1 : ma_p;
+   m_ma_method    = ma_m;
+   m_bands_period = (bands_p < 1) ? 1 : bands_p;
+   m_bands_dev    = (bands_dev <= 0) ? 2.0 : bands_dev;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| CCCI_Calculator: Main Calculation Method (Shared Logic)          |
+//+------------------------------------------------------------------+
+void CCCI_Calculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+                                double &cci_out[], double &signal_out[], double &upper_out[], double &lower_out[])
+  {
+   if(rates_total <= m_cci_period + m_bands_period)
+      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;
+
+//--- Calculate CCI ---
+   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_out[i] = (m_price[i] - buffer_sma[i]) / (CCI_CONSTANT * buffer_mad[i]);
+     }
+
+//--- Calculate Signal Line (MA of CCI) ---
+   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_out[i-j];
+               signal_out[i]=sum/m_ma_period;
+              }
+            else
+              {
+               if(m_ma_method==MODE_EMA)
+                 {
+                  double pr=2.0/(m_ma_period+1.0);
+                  signal_out[i]=cci_out[i]*pr+signal_out[i-1]*(1.0-pr);
+                 }
+               else
+                  signal_out[i]=(signal_out[i-1]*(m_ma_period-1)+cci_out[i])/m_ma_period;
+              }
+            break;
+         case MODE_LWMA:
+           {double sum=0,w_sum=0; for(int j=0; j<m_ma_period; j++) {int w=m_ma_period-j; sum+=cci_out[i-j]*w; w_sum+=w;} if(w_sum>0) signal_out[i]=sum/w_sum;}
+         break;
+         default:
+           {double sum=0; for(int j=0; j<m_ma_period; j++) sum+=cci_out[i-j]; signal_out[i]=sum/m_ma_period;}
+         break;
+        }
+     }
+
+//--- Calculate Bollinger Bands (on CCI, centered on Signal Line) ---
+   int bands_start_pos = m_cci_period + m_bands_period - 2;
+   for(int i = bands_start_pos; i < rates_total; i++)
+     {
+      if(signal_out[i] == EMPTY_VALUE)
+         continue;
+      double std_dev = 0, sum_sq = 0;
+      for(int j = 0; j < m_bands_period; j++)
+         sum_sq += MathPow(cci_out[i-j] - signal_out[i], 2);
+      std_dev = MathSqrt(sum_sq / m_bands_period);
+      upper_out[i] = signal_out[i] + m_bands_dev * std_dev;
+      lower_out[i] = signal_out[i] - m_bands_dev * std_dev;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CCCI_Calculator: Prepares the standard source price series.      |
+//+------------------------------------------------------------------+
+bool CCCI_Calculator::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_Calculator_HA (Heikin Ashi)              |
+//|                                                                  |
+//+==================================================================+
 class CCCI_Calculator_HA : public CCCI_Calculator
   {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
 protected:
-   CCCI_Engine       *m_engine;
-public:
-                     CCCI_Calculator_HA(void) { m_engine = new CCCI_Engine_HA(); }
-                    ~CCCI_Calculator_HA(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
-
-   virtual bool      Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(cci_p, ma_p, ma_m); }
-   virtual 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[]) override
-     {
-      if(CheckPointer(m_engine)!=POINTER_INVALID)
-         m_engine.Calculate(rates_total, open, high, low, close, price_type, cci_buffer, signal_buffer);
-     }
+   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_Calculator_HA: Prepares the Heikin Ashi source price.       |
+//+------------------------------------------------------------------+
+bool CCCI_Calculator_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;
+  }
+//+------------------------------------------------------------------+
 //+------------------------------------------------------------------+