//+------------------------------------------------------------------+ //| Stochastic_CMO_Slow_Calculator.mqh | //| VERSION 3.00: Integrated with CMO Engine. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //+==================================================================+ //| CLASS: CStochasticCMOSlowCalculator | //+==================================================================+ class CStochasticCMOSlowCalculator { protected: int m_cmo_period, m_k_period; //--- Engines CCMOEngine *m_cmo_engine; CMovingAverageCalculator m_slowing_engine; CMovingAverageCalculator m_signal_engine; //--- Persistent Buffers double m_price[]; double m_cmo_buffer[]; double m_raw_k[]; double Highest(const double &array[], int period, int current_pos); double Lowest(const double &array[], int period, int current_pos); 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[]); //--- Factory Method for CMO Engine virtual void CreateCMOEngine(void); public: CStochasticCMOSlowCalculator(void); virtual ~CStochasticCMOSlowCalculator(void); //--- Init now takes ENUM_MA_TYPE for both smoothings bool Init(int cmo_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma); //--- 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 &k_buffer[], double &d_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void) { m_cmo_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CStochasticCMOSlowCalculator::~CStochasticCMOSlowCalculator(void) { if(CheckPointer(m_cmo_engine) != POINTER_INVALID) delete m_cmo_engine; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CStochasticCMOSlowCalculator::CreateCMOEngine(void) { m_cmo_engine = new CCMOEngine(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CStochasticCMOSlowCalculator::Init(int cmo_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma) { m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; m_k_period = (k_p < 1) ? 1 : k_p; CreateCMOEngine(); if(CheckPointer(m_cmo_engine) == POINTER_INVALID || !m_cmo_engine.Init(m_cmo_period)) return false; if(!m_slowing_engine.Init(slow_p, slow_ma)) return false; if(!m_signal_engine.Init(d_p, d_ma)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CStochasticCMOSlowCalculator::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 &k_buffer[], double &d_buffer[]) { // Minimum bars check int min_bars = m_cmo_period + m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod(); if(rates_total <= min_bars) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; // Resize Buffers if(ArraySize(m_price) != rates_total) ArrayResize(m_price, rates_total); if(ArraySize(m_cmo_buffer) != rates_total) ArrayResize(m_cmo_buffer, rates_total); if(ArraySize(m_raw_k) != rates_total) ArrayResize(m_raw_k, rates_total); if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- 1. Calculate CMO (Delegated to Engine) m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer); //--- 2. Calculate Raw %K (Fast %K) on CMO // CMO valid from: m_cmo_period // Raw %K valid from: m_cmo_period + m_k_period - 1 int raw_k_start = m_cmo_period + m_k_period - 1; int loop_start_k = MathMax(raw_k_start, start_index); for(int i = loop_start_k; i < rates_total; i++) { double highest_cmo = Highest(m_cmo_buffer, m_k_period, i); double lowest_cmo = Lowest(m_cmo_buffer, m_k_period, i); double range = highest_cmo - lowest_cmo; if(range > 0.00001) m_raw_k[i] = (m_cmo_buffer[i] - lowest_cmo) / range * 100.0; else m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0; } //--- 3. Calculate Slow %K (Main Line) using Slowing Engine m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start); //--- 4. Calculate %D (Signal Line) using Signal Engine int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1; m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset); } //+------------------------------------------------------------------+ //| Highest | //+------------------------------------------------------------------+ double CStochasticCMOSlowCalculator::Highest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res < array[index]) res = array[index]; } return(res); } //+------------------------------------------------------------------+ //| Lowest | //+------------------------------------------------------------------+ double CStochasticCMOSlowCalculator::Lowest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res > array[index]) res = array[index]; } return(res); } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CStochasticCMOSlowCalculator::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: CStochasticCMOSlowCalculator_HA | //+==================================================================+ class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator { 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; virtual void CreateCMOEngine(void) override; }; //+------------------------------------------------------------------+ //| Factory Method for HA CMO Engine | //+------------------------------------------------------------------+ void CStochasticCMOSlowCalculator_HA::CreateCMOEngine(void) { m_cmo_engine = new CCMOEngine_HA(); } //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ bool CStochasticCMOSlowCalculator_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; } //+------------------------------------------------------------------+