//+------------------------------------------------------------------+ //| MACD_Calculator.mqh| //| VERSION 3.00: Uses MovingAverage_Engine for all lines. | //| 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; //--- Engine for Signal Line CMovingAverageCalculator *m_signal_ma_engine; //--- 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); public: CMACDCalculator(void); virtual ~CMACDCalculator(void); //--- Init now takes ENUM_MA_TYPE for all MAs bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma); 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(); m_signal_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; if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) delete m_signal_ma_engine; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE 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; } int sig_p = (signal_p < 1) ? 1 : signal_p; // Initialize Engines if(!m_fast_ma_engine.Init(f_p, src_ma)) return false; if(!m_slow_ma_engine.Init(s_p, src_ma)) return false; if(!m_signal_ma_engine.Init(sig_p, sig_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[]) { // Minimum bars check int min_bars = m_slow_ma_engine.GetPeriod() + m_signal_ma_engine.GetPeriod(); if(rates_total <= min_bars) 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) 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); 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 MA Engine) // The MACD line starts being valid at 'slow_period - 1'. // This is the offset we pass to the Signal Engine. int macd_offset = slow_period - 1; if(prev_calculated == 0) ArrayInitialize(signal_line, EMPTY_VALUE); m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, macd_line, signal_line, macd_offset); //--- 7. Calculate Histogram int signal_period = m_signal_ma_engine.GetPeriod(); int signal_start = macd_offset + 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; } } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CMACDCalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) { 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: CMACDCalculator_HA (Heikin Ashi) | //+==================================================================+ class CMACDCalculator_HA : public CMACDCalculator { 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, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override; }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) { 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; } //+------------------------------------------------------------------+