//+------------------------------------------------------------------+ //| DPO_Calculator.mqh | //| Engine for calculating the Detrended Price Oscillator. | //| VERSION 2.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CDPOCalculator (Base Class) | //+==================================================================+ class CDPOCalculator { protected: int m_period; CMovingAverageCalculator *m_ma_calc; //--- Persistent Buffers for Incremental Calculation double m_price[]; double m_ma_buffer[]; //--- Updated: Accepts start_index 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[]); public: CDPOCalculator(void); virtual ~CDPOCalculator(void); bool Init(int period, ENUM_MA_TYPE ma_type); //--- 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 &dpo_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CDPOCalculator::CDPOCalculator(void) { m_ma_calc = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CDPOCalculator::~CDPOCalculator(void) { if(CheckPointer(m_ma_calc) != POINTER_INVALID) delete m_ma_calc; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CDPOCalculator::Init(int period, ENUM_MA_TYPE ma_type) { m_period = period; if(CheckPointer(m_ma_calc) == POINTER_INVALID) return false; return m_ma_calc.Init(period, ma_type); } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CDPOCalculator::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 &dpo_buffer[]) { if(rates_total < m_period) return; if(CheckPointer(m_ma_calc) == POINTER_INVALID) return; int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; // Resize Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_ma_buffer, rates_total); } if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- Step 1: Calculate the standard, lagging MA into an internal buffer (Incremental) m_ma_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_ma_buffer); //--- Step 2: Calculate DPO (Incremental Loop) int shift = (m_period / 2) + 1; int loop_start = MathMax(shift, start_index); for(int i = loop_start; i < rates_total; i++) { int source_index = i - shift; // Ensure we don't access out of bounds or empty values if(source_index >= 0 && m_ma_buffer[source_index] != EMPTY_VALUE && m_ma_buffer[source_index] != 0.0) dpo_buffer[i] = m_price[i] - m_ma_buffer[source_index]; else dpo_buffer[i] = EMPTY_VALUE; } } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CDPOCalculator::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: CDPOCalculator_HA (Heikin Ashi) | //+==================================================================+ class CDPOCalculator_HA : public CDPOCalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; public: CDPOCalculator_HA(void); 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; }; //+------------------------------------------------------------------+ //| Constructor (HA) | //+------------------------------------------------------------------+ CDPOCalculator_HA::CDPOCalculator_HA(void) { if(CheckPointer(m_ma_calc) != POINTER_INVALID) delete m_ma_calc; // CRITICAL: Use HA Engine to calculate MA on HA prices m_ma_calc = new CMovingAverageCalculator_HA(); } //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ bool CDPOCalculator_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); // Fill m_price with the selected HA price type 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; } //+------------------------------------------------------------------+