//+------------------------------------------------------------------+ //| DMIStochastic_Adaptive_Calculator.mqh| //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #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: CDMIStochasticAdaptiveCalculator | //+==================================================================+ class CDMIStochasticAdaptiveCalculator { protected: CDMIEngine *m_dmi_engine; CMovingAverageCalculator m_slowing_engine; CMovingAverageCalculator m_signal_engine; int m_dmi_period; int m_er_period, m_min_period, m_max_period; ENUM_DMI_OSC_TYPE m_osc_type; //--- Persistent Buffers double m_pDI[], m_nDI[]; double m_dmiOsc[]; double m_er_buffer[]; double m_nsp_buffer[]; double m_raw_k[]; virtual void CreateEngine(void); public: CDMIStochasticAdaptiveCalculator(void); virtual ~CDMIStochasticAdaptiveCalculator(void); bool Init(int dmi_p, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma, ENUM_DMI_OSC_TYPE osc_type); 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[]); }; //+------------------------------------------------------------------+ //| Constructor / Destructor | //+------------------------------------------------------------------+ CDMIStochasticAdaptiveCalculator::CDMIStochasticAdaptiveCalculator(void) { m_dmi_engine = NULL; } CDMIStochasticAdaptiveCalculator::~CDMIStochasticAdaptiveCalculator(void) { if(CheckPointer(m_dmi_engine) != POINTER_INVALID) delete m_dmi_engine; } void CDMIStochasticAdaptiveCalculator::CreateEngine(void) { m_dmi_engine = new CDMIEngine(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CDMIStochasticAdaptiveCalculator::Init(int dmi_p, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma, ENUM_DMI_OSC_TYPE osc_type) { m_dmi_period = (dmi_p < 1) ? 1 : dmi_p; m_er_period = (er_p < 1) ? 1 : er_p; m_min_period = (min_p < 1) ? 1 : min_p; m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p; m_osc_type = osc_type; CreateEngine(); if(!m_dmi_engine.Init(m_dmi_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 (O(1) Incremental) | //+------------------------------------------------------------------+ void CDMIStochasticAdaptiveCalculator::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[]) { // We need enough bars for DMI + ER + Maximum Stoch lookback if(rates_total < m_dmi_period + MathMax(m_er_period, m_max_period)) return; int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; // Resize Internal Buffers if(ArraySize(m_pDI) != rates_total) { ArrayResize(m_pDI, rates_total); ArrayResize(m_nDI, rates_total); ArrayResize(m_dmiOsc, rates_total); ArrayResize(m_er_buffer, rates_total); ArrayResize(m_nsp_buffer, rates_total); ArrayResize(m_raw_k, rates_total); } // 1. Calculate +DI and -DI using the DMI Engine m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI); // 2. Calculate DMI Oscillator Line int loop_start_dmi = MathMax(m_dmi_period, start_index); for(int i = loop_start_dmi; 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]; } // 3. Calculate Efficiency Ratio (ER) ON the DMI Oscillator line int er_start = m_dmi_period + m_er_period; int loop_start_er = MathMax(er_start, start_index); for(int i = loop_start_er; i < rates_total; i++) { double direction = MathAbs(m_dmiOsc[i] - m_dmiOsc[i - m_er_period]); double volatility = 0; for(int j = 0; j < m_er_period; j++) { volatility += MathAbs(m_dmiOsc[i - j] - m_dmiOsc[i - j - 1]); } m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0; } // 4. Calculate Adaptive Period (NSP) based on ER for(int i = loop_start_er; i < rates_total; i++) { m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period); if(m_nsp_buffer[i] < 1) m_nsp_buffer[i] = 1; } // 5. Calculate Raw %K with Dynamic Lookback (NSP) int raw_k_start = er_start + m_max_period - 1; int loop_start_k = MathMax(raw_k_start, start_index); for(int i = loop_start_k; i < rates_total; i++) { int current_nsp = (int)m_nsp_buffer[i]; double highest = m_dmiOsc[i]; double lowest = m_dmiOsc[i]; // Look back dynamically into the DMI Oscillator array for(int j = 1; j < current_nsp; j++) { if(i - j < m_dmi_period) break; // Safety limit highest = MathMax(highest, m_dmiOsc[i-j]); lowest = MathMin(lowest, m_dmiOsc[i-j]); } double range = highest - lowest; if(range > 0.000001) m_raw_k[i] = (m_dmiOsc[i] - lowest) / range * 100.0; else m_raw_k[i] = (i > raw_k_start) ? m_raw_k[i-1] : 50.0; // Fallback to previous or neutral } // 6. Smooth Raw K to get Final %K (Slowing) m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start); // 7. Smooth Final %K to get Final %D (Signal) int d_start = raw_k_start + m_slowing_engine.GetPeriod() - 1; m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start); } //+==================================================================+ //| CLASS: CDMIStochasticAdaptiveCalculator_HA | //+==================================================================+ class CDMIStochasticAdaptiveCalculator_HA : public CDMIStochasticAdaptiveCalculator { protected: virtual void CreateEngine(void) override { m_dmi_engine = new CDMIEngine_HA(); } }; //+------------------------------------------------------------------+ //+------------------------------------------------------------------+