//+------------------------------------------------------------------+ //| ADX_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi ADX. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CADXCalculator (Base Class) | //+==================================================================+ class CADXCalculator { protected: int m_adx_period; //--- Internal buffers for intermediate calculations //--- We keep them as class members to preserve state between ticks double m_pDM[], m_nDM[], m_TR[]; double m_smoothed_pdm[], m_smoothed_ndm[], m_smoothed_tr[], m_dx[]; //--- Updated: Accepts start_index for optimization virtual void PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], double &pDM[], double &nDM[], double &TR[]); public: CADXCalculator(void) {}; virtual ~CADXCalculator(void) {}; bool Init(int period); int GetPeriod(void) const { return m_adx_period; } //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &adx_buffer[], double &pdi_buffer[], double &ndi_buffer[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CADXCalculator::Init(int period) { m_adx_period = (period < 1) ? 1 : period; return true; } //+------------------------------------------------------------------+ //| Main Calculation Method (Optimized) | //+------------------------------------------------------------------+ void CADXCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &adx_buffer[], double &pdi_buffer[], double &ndi_buffer[]) { if(rates_total < m_adx_period * 2) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize internal buffers if needed if(ArraySize(m_pDM) != rates_total) { ArrayResize(m_pDM, rates_total); ArrayResize(m_nDM, rates_total); ArrayResize(m_TR, rates_total); ArrayResize(m_smoothed_pdm, rates_total); ArrayResize(m_smoothed_ndm, rates_total); ArrayResize(m_smoothed_tr, rates_total); ArrayResize(m_dx, rates_total); } //--- 3. Prepare Raw DM and TR (Optimized) PrepareDirectionalMovement(rates_total, start_index, open, high, low, close, m_pDM, m_nDM, m_TR); //--- 4. Calculate Smoothed PDM, NDM, and TR //--- Ensure we don't start before the period int loop_start = MathMax(m_adx_period, start_index); for(int i = loop_start; i < rates_total; i++) { if(i == m_adx_period) // First calculation: Simple Sum { double sum_pdm=0, sum_ndm=0, sum_tr=0; for(int j=1; j<=m_adx_period; j++) { sum_pdm += m_pDM[j]; sum_ndm += m_nDM[j]; sum_tr += m_TR[j]; } m_smoothed_pdm[i] = sum_pdm; m_smoothed_ndm[i] = sum_ndm; m_smoothed_tr[i] = sum_tr; } else // Subsequent: Wilder's Smoothing { // This works incrementally because m_smoothed_...[i-1] preserves its value from the previous tick m_smoothed_pdm[i] = m_smoothed_pdm[i-1] - (m_smoothed_pdm[i-1] / m_adx_period) + m_pDM[i]; m_smoothed_ndm[i] = m_smoothed_ndm[i-1] - (m_smoothed_ndm[i-1] / m_adx_period) + m_nDM[i]; m_smoothed_tr[i] = m_smoothed_tr[i-1] - (m_smoothed_tr[i-1] / m_adx_period) + m_TR[i]; } } //--- 5. Calculate +DI, -DI, and DX for(int i = loop_start; i < rates_total; i++) { if(m_smoothed_tr[i] != 0.0) { pdi_buffer[i] = (m_smoothed_pdm[i] / m_smoothed_tr[i]) * 100.0; ndi_buffer[i] = (m_smoothed_ndm[i] / m_smoothed_tr[i]) * 100.0; } else { pdi_buffer[i] = 0.0; ndi_buffer[i] = 0.0; } double di_sum = pdi_buffer[i] + ndi_buffer[i]; if(di_sum != 0.0) m_dx[i] = MathAbs(pdi_buffer[i] - ndi_buffer[i]) / di_sum * 100.0; else m_dx[i] = 0.0; } //--- 6. Calculate Final ADX int adx_start = m_adx_period * 2 - 1; int loop_start_adx = MathMax(adx_start, start_index); for(int i = loop_start_adx; i < rates_total; i++) { if(i == adx_start) // First ADX: Simple Average of DX { double sum_dx = 0; for(int j=i-m_adx_period+1; j<=i; j++) sum_dx += m_dx[j]; adx_buffer[i] = sum_dx / m_adx_period; } else // Subsequent: Wilder's Smoothing on ADX { adx_buffer[i] = (adx_buffer[i-1] * (m_adx_period - 1) + m_dx[i]) / m_adx_period; } } } //+------------------------------------------------------------------+ //| Prepare Raw DM (Standard - Optimized) | //+------------------------------------------------------------------+ void CADXCalculator::PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], double &pDM[], double &nDM[], double &TR[]) { // Ensure we start at least from index 1 int i = (start_index < 1) ? 1 : start_index; for(; i < rates_total; i++) { pDM[i] = high[i] - high[i-1]; nDM[i] = low[i-1] - low[i]; if(pDM[i] < 0 || pDM[i] < nDM[i]) pDM[i] = 0; if(nDM[i] < 0 || nDM[i] < pDM[i]) nDM[i] = 0; TR[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]); } } //+==================================================================+ //| CLASS 2: CADXCalculator_HA (Heikin Ashi) | //+==================================================================+ class CADXCalculator_HA : public CADXCalculator { private: CHeikinAshi_Calculator m_ha_calculator; // Internal HA buffers double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual void PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], double &pDM[], double &nDM[], double &TR[]) override; }; //+------------------------------------------------------------------+ //| Prepare Raw DM (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ void CADXCalculator_HA::PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], double &pDM[], double &nDM[], double &TR[]) { // 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); } //--- CRITICAL: 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); //--- Calculate DM/TR based on HA candles int i = (start_index < 1) ? 1 : start_index; for(; i < rates_total; i++) { pDM[i] = m_ha_high[i] - m_ha_high[i-1]; nDM[i] = m_ha_low[i-1] - m_ha_low[i]; if(pDM[i] < 0 || pDM[i] < nDM[i]) pDM[i] = 0; if(nDM[i] < 0 || nDM[i] < pDM[i]) nDM[i] = 0; TR[i] = MathMax(m_ha_high[i], m_ha_close[i-1]) - MathMin(m_ha_low[i], m_ha_close[i-1]); } } //+------------------------------------------------------------------+