//+------------------------------------------------------------------+ //| 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