mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-04 08:07:44 +00:00
refactor: Refactored to use Composition Pattern
This commit is contained in:
Toh4iem9
@@ -1,57 +1,97 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| AMA_TrendActivity_Calculator.mqh |
|
||||
//| VERSION 2.10: Optimized for incremental calculation. |
|
||||
//| VERSION 3.00: Refactored to use Composition Pattern. |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
//--- Include the base calculators
|
||||
#include <MyIncludes\AMA_Calculator.mqh>
|
||||
#include <MyIncludes\ATR_Calculator.mqh>
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 1: CActivityCalculator (Base Class) |
|
||||
//| CLASS: CActivityCalculator |
|
||||
//| Uses composition to leverage existing AMA and ATR engines. |
|
||||
//+==================================================================+
|
||||
class CActivityCalculator
|
||||
{
|
||||
protected:
|
||||
int m_ama_period, m_fast_period, m_slow_period, m_atr_period, m_smoothing_period;
|
||||
double m_pi_div_2;
|
||||
//--- Sub-Calculators
|
||||
CAMACalculator *m_ama_calc;
|
||||
CATRCalculator *m_atr_calc;
|
||||
|
||||
//--- Persistent Buffers for Incremental Calculation
|
||||
double m_ama_price[];
|
||||
double m_atr_high[], m_atr_low[], m_atr_close[];
|
||||
//--- Parameters
|
||||
int m_ama_period;
|
||||
int m_atr_period;
|
||||
int m_smoothing_period;
|
||||
double m_pi_div_2;
|
||||
|
||||
//--- Intermediate Calculation Buffers (Must persist state)
|
||||
double m_buffer_ama[];
|
||||
double m_buffer_atr[];
|
||||
double m_scaled_activity[];
|
||||
|
||||
//--- Virtual method for preparing source data
|
||||
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
|
||||
//--- Intermediate Buffers (Must persist state for incremental calc)
|
||||
double m_buffer_ama[];
|
||||
double m_buffer_atr[];
|
||||
double m_scaled_activity[];
|
||||
|
||||
public:
|
||||
CActivityCalculator(void) {};
|
||||
virtual ~CActivityCalculator(void) {};
|
||||
CActivityCalculator(void);
|
||||
~CActivityCalculator(void);
|
||||
|
||||
bool Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p);
|
||||
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[]);
|
||||
//--- Init now takes a flag for Heikin Ashi to instantiate correct sub-calcs
|
||||
bool Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p, bool use_ha);
|
||||
|
||||
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Constructor |
|
||||
//+------------------------------------------------------------------+
|
||||
CActivityCalculator::CActivityCalculator(void) : m_ama_calc(NULL), m_atr_calc(NULL)
|
||||
{
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Destructor |
|
||||
//+------------------------------------------------------------------+
|
||||
CActivityCalculator::~CActivityCalculator(void)
|
||||
{
|
||||
if(CheckPointer(m_ama_calc) != POINTER_INVALID)
|
||||
delete m_ama_calc;
|
||||
if(CheckPointer(m_atr_calc) != POINTER_INVALID)
|
||||
delete m_atr_calc;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Init |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CActivityCalculator::Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p)
|
||||
bool CActivityCalculator::Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p, bool use_ha)
|
||||
{
|
||||
m_ama_period = (ama_p < 1) ? 1 : ama_p;
|
||||
m_fast_period = (fast_p < 1) ? 1 : fast_p;
|
||||
m_slow_period = (slow_p < 1) ? 1 : slow_p;
|
||||
m_atr_period = (atr_p < 1) ? 1 : atr_p;
|
||||
m_smoothing_period = (smooth_p < 1) ? 1 : smooth_p;
|
||||
m_pi_div_2 = M_PI / 2.0;
|
||||
|
||||
//--- Instantiate Sub-Calculators based on HA flag
|
||||
if(use_ha)
|
||||
{
|
||||
m_ama_calc = new CAMACalculator_HA();
|
||||
m_atr_calc = new CATRCalculator_HA();
|
||||
}
|
||||
else
|
||||
{
|
||||
m_ama_calc = new CAMACalculator();
|
||||
m_atr_calc = new CATRCalculator(); // Standard ATR
|
||||
}
|
||||
|
||||
//--- Initialize Sub-Calculators
|
||||
if(!m_ama_calc.Init(ama_p, fast_p, slow_p))
|
||||
return false;
|
||||
if(!m_atr_calc.Init(atr_p, ATR_POINTS))
|
||||
return false; // ATR in points needed for normalization
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Main Calculation (Optimized) |
|
||||
//| Main Calculation |
|
||||
//+------------------------------------------------------------------+
|
||||
void CActivityCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[])
|
||||
{
|
||||
@@ -59,89 +99,41 @@ void CActivityCalculator::Calculate(int rates_total, int prev_calculated, const
|
||||
if(rates_total <= start_pos)
|
||||
return;
|
||||
|
||||
//--- 1. Determine Start Index
|
||||
//--- 1. Resize Intermediate Buffers
|
||||
if(ArraySize(m_buffer_ama) != rates_total)
|
||||
{
|
||||
ArrayResize(m_buffer_ama, rates_total);
|
||||
ArrayResize(m_buffer_atr, rates_total);
|
||||
ArrayResize(m_scaled_activity, rates_total);
|
||||
}
|
||||
|
||||
//--- 2. Delegate to Sub-Calculators (They handle incremental logic internally)
|
||||
m_ama_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_buffer_ama);
|
||||
// The standard CATRCalculator::Calculate signature is:
|
||||
// Calculate(int rates_total, int prev_calculated, open, high, low, close, atr_buffer)
|
||||
m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_buffer_atr);
|
||||
|
||||
//--- 3. Determine Start Index for Activity Calculation
|
||||
int start_index;
|
||||
if(prev_calculated == 0)
|
||||
start_index = 0;
|
||||
else
|
||||
start_index = prev_calculated - 1;
|
||||
|
||||
//--- 2. Resize Buffers
|
||||
if(ArraySize(m_ama_price) != rates_total)
|
||||
{
|
||||
ArrayResize(m_ama_price, rates_total);
|
||||
ArrayResize(m_atr_high, rates_total);
|
||||
ArrayResize(m_atr_low, rates_total);
|
||||
ArrayResize(m_atr_close, rates_total);
|
||||
|
||||
ArrayResize(m_buffer_ama, rates_total);
|
||||
ArrayResize(m_buffer_atr, rates_total);
|
||||
ArrayResize(m_scaled_activity, rates_total);
|
||||
}
|
||||
|
||||
//--- 3. Prepare Source Data (Optimized)
|
||||
if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type))
|
||||
return;
|
||||
|
||||
//--- 4. Calculate AMA (Incremental)
|
||||
double fast_sc = 2.0 / (m_fast_period + 1.0);
|
||||
double slow_sc = 2.0 / (m_slow_period + 1.0);
|
||||
|
||||
int loop_start_ama = MathMax(m_ama_period, start_index);
|
||||
|
||||
for(int i = loop_start_ama; i < rates_total; i++)
|
||||
{
|
||||
if(i == m_ama_period)
|
||||
{
|
||||
m_buffer_ama[i] = m_ama_price[i];
|
||||
continue;
|
||||
}
|
||||
|
||||
double direction = MathAbs(m_ama_price[i] - m_ama_price[i - m_ama_period]);
|
||||
double volatility = 0;
|
||||
for(int j = 0; j < m_ama_period; j++)
|
||||
volatility += MathAbs(m_ama_price[i - j] - m_ama_price[i - j - 1]);
|
||||
|
||||
double er = (volatility > 0) ? direction / volatility : 0;
|
||||
double ssc = er * (fast_sc - slow_sc) + slow_sc;
|
||||
|
||||
// Recursive AMA using persistent buffer
|
||||
m_buffer_ama[i] = m_buffer_ama[i-1] + (ssc*ssc) * (m_ama_price[i] - m_buffer_ama[i-1]);
|
||||
}
|
||||
|
||||
//--- 5. Calculate ATR (Incremental)
|
||||
int loop_start_atr = MathMax(m_atr_period, start_index);
|
||||
|
||||
for(int i = loop_start_atr; i < rates_total; i++)
|
||||
{
|
||||
double tr = MathMax(m_atr_high[i], m_atr_close[i-1]) - MathMin(m_atr_low[i], m_atr_close[i-1]);
|
||||
|
||||
if(i == m_atr_period)
|
||||
{
|
||||
double sum_tr = 0;
|
||||
for(int k = 0; k < m_atr_period; k++)
|
||||
{
|
||||
int idx = i - k;
|
||||
double t = MathMax(m_atr_high[idx], m_atr_close[idx-1]) - MathMin(m_atr_low[idx], m_atr_close[idx-1]);
|
||||
sum_tr += t;
|
||||
}
|
||||
m_buffer_atr[i] = sum_tr / m_atr_period;
|
||||
}
|
||||
else
|
||||
{
|
||||
// RMA (Wilder's Smoothing)
|
||||
m_buffer_atr[i] = (m_buffer_atr[i-1] * (m_atr_period - 1) + tr) / m_atr_period;
|
||||
}
|
||||
}
|
||||
|
||||
//--- 6. Calculate Raw Activity and Scale (Incremental)
|
||||
int loop_start_act = MathMax(m_ama_period + 1, start_index);
|
||||
//--- 4. Calculate Raw Activity and Scale (Incremental)
|
||||
// We can start calculating activity as soon as we have valid AMA and ATR values.
|
||||
// AMA valid from: m_ama_period
|
||||
// ATR valid from: m_atr_period
|
||||
int loop_start_act = MathMax(MathMax(m_ama_period, m_atr_period) + 1, start_index);
|
||||
|
||||
for(int i = loop_start_act; i < rates_total; i++)
|
||||
{
|
||||
if(m_buffer_atr[i] > 0)
|
||||
{
|
||||
// Activity = Change in AMA / Volatility (ATR)
|
||||
double raw_activity = MathAbs(m_buffer_ama[i] - m_buffer_ama[i-1]) / m_buffer_atr[i];
|
||||
|
||||
// Normalize using Arctan to get a bounded oscillator (0 to 1 range usually, here scaled by pi/2)
|
||||
m_scaled_activity[i] = MathArctan(raw_activity) / m_pi_div_2;
|
||||
}
|
||||
else
|
||||
@@ -150,8 +142,8 @@ void CActivityCalculator::Calculate(int rates_total, int prev_calculated, const
|
||||
}
|
||||
}
|
||||
|
||||
//--- 7. Calculate Final SMA (Incremental)
|
||||
int final_start_pos = m_ama_period + m_smoothing_period;
|
||||
//--- 5. Calculate Final SMA Smoothing (Incremental)
|
||||
int final_start_pos = MathMax(m_ama_period, m_atr_period) + m_smoothing_period;
|
||||
int loop_start_final = MathMax(final_start_pos, start_index);
|
||||
|
||||
for(int i = loop_start_final; i < rates_total; i++)
|
||||
@@ -163,114 +155,5 @@ void CActivityCalculator::Calculate(int rates_total, int prev_calculated, const
|
||||
activity_buffer[i] = sum / m_smoothing_period;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Source Data (Standard - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CActivityCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
|
||||
{
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
// AMA Price
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_OPEN:
|
||||
m_ama_price[i] = open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_ama_price[i] = high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_ama_price[i] = low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_ama_price[i] = (high[i]+low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_ama_price[i] = (high[i]+low[i]+close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_ama_price[i] = (high[i]+low[i]+2*close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_ama_price[i] = close[i];
|
||||
break;
|
||||
}
|
||||
|
||||
// ATR Data
|
||||
m_atr_high[i] = high[i];
|
||||
m_atr_low[i] = low[i];
|
||||
m_atr_close[i] = close[i];
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 2: CActivityCalculator_HA (Heikin Ashi) |
|
||||
//+==================================================================+
|
||||
class CActivityCalculator_HA : public CActivityCalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
// Internal HA buffers
|
||||
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
|
||||
|
||||
protected:
|
||||
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Source Data (Heikin Ashi - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CActivityCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
|
||||
{
|
||||
// Resize internal HA buffers
|
||||
if(ArraySize(m_ha_open) != rates_total)
|
||||
{
|
||||
ArrayResize(m_ha_open, rates_total);
|
||||
ArrayResize(m_ha_high, rates_total);
|
||||
ArrayResize(m_ha_low, rates_total);
|
||||
ArrayResize(m_ha_close, rates_total);
|
||||
}
|
||||
|
||||
//--- STRICT CALL: Use the optimized 10-param HA calculation
|
||||
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
|
||||
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
||||
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
// AMA Price from HA
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_OPEN:
|
||||
m_ama_price[i] = m_ha_open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_ama_price[i] = m_ha_high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_ama_price[i] = m_ha_low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_ama_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_ama_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_ama_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_ama_price[i] = m_ha_close[i];
|
||||
break;
|
||||
}
|
||||
|
||||
// ATR Data from HA
|
||||
m_atr_high[i] = m_ha_high[i];
|
||||
m_atr_low[i] = m_ha_low[i];
|
||||
m_atr_close[i] = m_ha_close[i];
|
||||
}
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user