//+------------------------------------------------------------------+ //| CMO_Engine.mqh | //| Core engine for Chande Momentum Oscillator calculation. | //| VERSION 1.00: Pure CMO logic (no signal/bands). | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CCMOEngine (Base Class) | //+==================================================================+ class CCMOEngine { protected: int m_cmo_period; //--- Persistent Buffers for Incremental Calculation double m_price[]; double m_cmo_buffer[]; //--- Updated: Accepts start_index virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); //--- Helper to get a single CMO value double GetCMOValue(int index); public: CCMOEngine(void) {}; virtual ~CCMOEngine(void) {}; bool Init(int cmo_p); //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &cmo_out[]); int GetPeriod(void) const { return m_cmo_period; } }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CCMOEngine::Init(int cmo_p) { m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CCMOEngine::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &cmo_out[]) { if(rates_total <= m_cmo_period) return; int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_cmo_buffer, rates_total); } // Resize output buffer if needed (if passed from outside) if(ArraySize(cmo_out) != rates_total) ArrayResize(cmo_out, rates_total); if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; int loop_start = MathMax(m_cmo_period, start_index); for(int i = loop_start; i < rates_total; i++) { m_cmo_buffer[i] = GetCMOValue(i); cmo_out[i] = m_cmo_buffer[i]; } } //+------------------------------------------------------------------+ //| Helper: Calculate Single CMO Value | //+------------------------------------------------------------------+ double CCMOEngine::GetCMOValue(int index) { double sum_up = 0.0, sum_down = 0.0; for(int j = 0; j < m_cmo_period; j++) { double diff = m_price[index - j] - m_price[index - j - 1]; if(diff > 0.0) sum_up += diff; else sum_down += (-diff); } double total_sum = sum_up + sum_down; if(total_sum == 0.0) return 0.0; else return 100.0 * (sum_up - sum_down) / total_sum; } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CCMOEngine::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = close[i]; break; case PRICE_OPEN: m_price[i] = open[i]; break; case PRICE_HIGH: m_price[i] = high[i]; break; case PRICE_LOW: m_price[i] = low[i]; break; case PRICE_MEDIAN: m_price[i] = (high[i]+low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (high[i]+low[i]+close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (high[i]+low[i]+2*close[i])/4.0; break; default: m_price[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CCMOEngine_HA (Heikin Ashi) | //+==================================================================+ class CCMOEngine_HA : public CCMOEngine { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CCMOEngine_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { 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); } 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++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = m_ha_close[i]; break; case PRICE_OPEN: m_price[i] = m_ha_open[i]; break; case PRICE_HIGH: m_price[i] = m_ha_high[i]; break; case PRICE_LOW: m_price[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0; break; default: m_price[i] = m_ha_close[i]; break; } } return true; } //+------------------------------------------------------------------+