//+------------------------------------------------------------------+ //| DMIStochastic_Calculator.mqh | //| VERSION 3.10: Dynamic Volume-Weighted MA Support (VWMA) | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "3.10" // Refactored with overloaded Calculate to support VWMA slowing/signals #ifndef DMISTOCHASTIC_CALCULATOR_MQH #define DMISTOCHASTIC_CALCULATOR_MQH #include #include enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI }; enum ENUM_DMI_OSC_TYPE { OSC_PDI_MINUS_NDI, OSC_NDI_MINUS_PDI }; //+==================================================================+ //| CLASS: CDMIStochasticCalculator | //+==================================================================+ class CDMIStochasticCalculator { protected: CDMIEngine *m_dmi_engine; CMovingAverageCalculator m_slow_k_engine; CMovingAverageCalculator m_smooth_d_engine; int m_dmi_period, m_fast_k_period, m_slow_k_period, m_smooth_period; ENUM_DMI_OSC_TYPE m_osc_type; //--- Internal Buffers double m_pDI[], m_nDI[]; double m_dmiOsc[], m_fastK[]; virtual void CreateEngine(void); public: CDMIStochasticCalculator(void); virtual ~CDMIStochasticCalculator(void); bool Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type); //--- Standard Calculate (Without volume) void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &k_buffer[], double &d_buffer[]); //--- NEW: Overloaded Calculate (With volume to support VWMA Slowing/Signal) void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &k_buffer[], double &d_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CDMIStochasticCalculator::CDMIStochasticCalculator(void) { m_dmi_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CDMIStochasticCalculator::~CDMIStochasticCalculator(void) { if(CheckPointer(m_dmi_engine) != POINTER_INVALID) delete m_dmi_engine; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CDMIStochasticCalculator::CreateEngine(void) { m_dmi_engine = new CDMIEngine(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CDMIStochasticCalculator::Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type) { m_dmi_period = dmi_p; m_fast_k_period = fast_k; m_slow_k_period = slow_k; m_smooth_period = smooth_p; m_osc_type = osc_type; CreateEngine(); if(!m_dmi_engine.Init(m_dmi_period)) return false; if(!m_slow_k_engine.Init(m_slow_k_period, k_method)) return false; if(!m_smooth_d_engine.Init(m_smooth_period, d_method)) return false; return true; } //+------------------------------------------------------------------+ //| Calculate (Standard - No Volume) | //+------------------------------------------------------------------+ void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &k_buffer[], double &d_buffer[]) { if(rates_total < m_dmi_period + m_fast_k_period) return; if(ArraySize(m_pDI) != rates_total) { ArrayResize(m_pDI, rates_total); ArrayResize(m_nDI, rates_total); ArrayResize(m_dmiOsc, rates_total); ArrayResize(m_fastK, rates_total); } // 1. Calculate DI values m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI); // 2. Calculate DMI Oscillator & Fast %K int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int loop_start = MathMax(m_dmi_period, start_index); for(int i = loop_start; i < rates_total; i++) { if(m_osc_type == OSC_PDI_MINUS_NDI) m_dmiOsc[i] = m_pDI[i] - m_nDI[i]; else m_dmiOsc[i] = m_nDI[i] - m_pDI[i]; } int fast_k_start = m_dmi_period + m_fast_k_period - 1; int loop_start_k = MathMax(fast_k_start, start_index); for(int i = loop_start_k; i < rates_total; i++) { double highest = m_dmiOsc[i]; double lowest = m_dmiOsc[i]; for(int j = 1; j < m_fast_k_period; j++) { highest = MathMax(highest, m_dmiOsc[i-j]); lowest = MathMin(lowest, m_dmiOsc[i-j]); } double range = highest - lowest; m_fastK[i] = (range == 0.0) ? 50.0 : ((m_dmiOsc[i] - lowest) / range) * 100.0; } // 3. Smooth K and D (Without Volume) m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, k_buffer, fast_k_start); int d_start = fast_k_start + m_slow_k_period - 1; m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start); } //+------------------------------------------------------------------+ //| Calculate (Overloaded - With Volume for VWMA) | //+------------------------------------------------------------------+ void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &k_buffer[], double &d_buffer[]) { if(rates_total < m_dmi_period + m_fast_k_period) return; if(ArraySize(m_pDI) != rates_total) { ArrayResize(m_pDI, rates_total); ArrayResize(m_nDI, rates_total); ArrayResize(m_dmiOsc, rates_total); ArrayResize(m_fastK, rates_total); } // 1. Calculate DI values m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI); // 2. Calculate DMI Oscillator & Fast %K int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int loop_start = MathMax(m_dmi_period, start_index); for(int i = loop_start; i < rates_total; i++) { if(m_osc_type == OSC_PDI_MINUS_NDI) m_dmiOsc[i] = m_pDI[i] - m_nDI[i]; else m_dmiOsc[i] = m_nDI[i] - m_pDI[i]; } int fast_k_start = m_dmi_period + m_fast_k_period - 1; int loop_start_k = MathMax(fast_k_start, start_index); for(int i = loop_start_k; i < rates_total; i++) { double highest = m_dmiOsc[i]; double lowest = m_dmiOsc[i]; for(int j = 1; j < m_fast_k_period; j++) { highest = MathMax(highest, m_dmiOsc[i-j]); lowest = MathMin(lowest, m_dmiOsc[i-j]); } double range = highest - lowest; m_fastK[i] = (range == 0.0) ? 50.0 : ((m_dmiOsc[i] - lowest) / range) * 100.0; } // 3. Convert long volume to double to support VWMA Slowing & Signal double vol_double[]; ArrayResize(vol_double, rates_total); for(int j = start_index; j < rates_total; j++) vol_double[j] = (double)volume[j]; // 4. Smooth K and D (With Volume) m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, vol_double, k_buffer, fast_k_start); int d_start = fast_k_start + m_slow_k_period - 1; m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, vol_double, d_buffer, d_start); } //--- HA Subclass class CDMIStochasticCalculator_HA : public CDMIStochasticCalculator { protected: virtual void CreateEngine(void) override { m_dmi_engine = new CDMIEngine_HA(); } }; #endif // DMISTOCHASTIC_CALCULATOR_MQH //+------------------------------------------------------------------+