//+------------------------------------------------------------------+ //| MACD_Calculator.mqh| //| VERSION 2.10: Reverted Signal Line to local calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //+==================================================================+ //| CLASS 1: CMACDCalculator (Base Class) | //+==================================================================+ class CMACDCalculator { protected: //--- Engines for MACD Line CMovingAverageCalculator *m_fast_ma_engine; CMovingAverageCalculator *m_slow_ma_engine; //--- Parameters for Signal Line int m_signal_period; ENUM_MA_METHOD m_signal_ma_type; //--- Persistent Buffers for Incremental Calculation double m_price[]; double m_fast_ma[]; double m_slow_ma[]; //--- Updated: Accepts start_index virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type); //--- Local Helper for Signal Line (Handles offset data correctly) void CalculateSignalMA(const double &source[], double &dest[], int rates_total, int start_index, int period, ENUM_MA_METHOD method, int data_start_pos); public: CMACDCalculator(void); virtual ~CMACDCalculator(void); bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma); //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_line[], double &signal_line[], double &histogram[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CMACDCalculator::CMACDCalculator(void) { m_fast_ma_engine = new CMovingAverageCalculator(); m_slow_ma_engine = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CMACDCalculator::~CMACDCalculator(void) { if(CheckPointer(m_fast_ma_engine) != POINTER_INVALID) delete m_fast_ma_engine; if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID) delete m_slow_ma_engine; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma) { // Ensure fast < slow int f_p = (fast_p < 1) ? 1 : fast_p; int s_p = (slow_p < 1) ? 1 : slow_p; if(f_p > s_p) { int temp=f_p; f_p=s_p; s_p=temp; } m_signal_period = (signal_p < 1) ? 1 : signal_p; m_signal_ma_type = sig_ma; // Initialize Engines if(!m_fast_ma_engine.Init(f_p, (ENUM_MA_TYPE)src_ma)) return false; if(!m_slow_ma_engine.Init(s_p, (ENUM_MA_TYPE)src_ma)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_line[], double &signal_line[], double &histogram[]) { if(rates_total < 2) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_fast_ma, rates_total); ArrayResize(m_slow_ma, rates_total); } //--- 3. Prepare Price (Optimized) if(!PreparePriceSeries(rates_total, start_index, open, high, low, close, price_type)) return; //--- 4. Calculate Fast & Slow MAs (Delegated to Engine) // We pass PRICE_CLOSE because we already prepared m_price array with the correct price type! // The engine will copy m_price to its internal buffer. m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_fast_ma); m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_slow_ma); //--- 5. Calculate MACD Line int slow_period = m_slow_ma_engine.GetPeriod(); int loop_start_macd = MathMax(slow_period - 1, start_index); // Initialize buffer on full recalc if(prev_calculated == 0) ArrayInitialize(macd_line, EMPTY_VALUE); for(int i = loop_start_macd; i < rates_total; i++) { if(m_fast_ma[i] != EMPTY_VALUE && m_slow_ma[i] != EMPTY_VALUE) macd_line[i] = m_fast_ma[i] - m_slow_ma[i]; else macd_line[i] = EMPTY_VALUE; } //--- 6. Calculate Signal Line (Using Local Helper) // The MACD line starts being valid at 'slow_period - 1'. if(prev_calculated == 0) ArrayInitialize(signal_line, EMPTY_VALUE); CalculateSignalMA(macd_line, signal_line, rates_total, start_index, m_signal_period, m_signal_ma_type, slow_period - 1); //--- 7. Calculate Histogram int signal_start = slow_period - 1 + m_signal_period - 1; int loop_start_hist = MathMax(signal_start, start_index); if(prev_calculated == 0) ArrayInitialize(histogram, EMPTY_VALUE); for(int i = loop_start_hist; i < rates_total; i++) { if(macd_line[i] != EMPTY_VALUE && signal_line[i] != EMPTY_VALUE) histogram[i] = macd_line[i] - signal_line[i]; else histogram[i] = EMPTY_VALUE; } } //+------------------------------------------------------------------+ //| Local Helper for Signal Line Calculation | //+------------------------------------------------------------------+ void CMACDCalculator::CalculateSignalMA(const double &source[], double &dest[], int rates_total, int start_index, int period, ENUM_MA_METHOD method, int data_start_pos) { // The actual calculation starts 'period' bars after the data starts int calc_start_pos = data_start_pos + period - 1; int i = MathMax(calc_start_pos, start_index); if(i >= rates_total) return; for(; i < rates_total; i++) { switch(method) { case MODE_EMA: case MODE_SMMA: if(i == calc_start_pos) { double sum=0; for(int j=0; j0) dest[i]=sum/w_sum; } break; default: // SMA { double sum=0; for(int j=0; j