//+------------------------------------------------------------------+ //| Stochastic_CMO_Slow_Calculator.mqh | //| Engine for Slow Stochastic applied to CMO data. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ class CStochasticCMOSlowCalculator { protected: int m_cmo_period, m_k_period, m_d_period, m_slowing_period; ENUM_MA_METHOD m_slowing_ma_type, m_d_ma_type; CCMOCalculator *m_cmo_calculator; double Highest(const double &array[], int period, int current_pos); double Lowest(const double &array[], int period, int current_pos); void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos); public: CStochasticCMOSlowCalculator(void); virtual ~CStochasticCMOSlowCalculator(void); bool Init(int cmo_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma); void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &k_buffer[], double &d_buffer[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator { public: CStochasticCMOSlowCalculator_HA(void); }; //+==================================================================+ //| METHOD IMPLEMENTATIONS | //+==================================================================+ //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void) { m_cmo_calculator = new CCMOCalculator(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CStochasticCMOSlowCalculator::~CStochasticCMOSlowCalculator(void) { if(CheckPointer(m_cmo_calculator) != POINTER_INVALID) delete m_cmo_calculator; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CStochasticCMOSlowCalculator_HA::CStochasticCMOSlowCalculator_HA(void) { if(CheckPointer(m_cmo_calculator) != POINTER_INVALID) delete m_cmo_calculator; m_cmo_calculator = new CCMOCalculator_HA(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CStochasticCMOSlowCalculator::Init(int cmo_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma) { m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; m_k_period = (k_p < 1) ? 1 : k_p; m_slowing_period = (slow_p < 1) ? 1 : slow_p; m_slowing_ma_type = slow_ma; m_d_period = (d_p < 1) ? 1 : d_p; m_d_ma_type = d_ma; if(CheckPointer(m_cmo_calculator) == POINTER_INVALID) return false; return m_cmo_calculator.Init(m_cmo_period); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CStochasticCMOSlowCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &k_buffer[], double &d_buffer[]) { if(rates_total <= m_cmo_period + m_k_period + m_slowing_period + m_d_period) return; if(CheckPointer(m_cmo_calculator) == POINTER_INVALID) return; double cmo_buffer[]; ArrayResize(cmo_buffer, rates_total); m_cmo_calculator.Calculate(rates_total, price_type, open, high, low, close, cmo_buffer); double raw_k[]; ArrayResize(raw_k, rates_total); int raw_k_start = m_cmo_period + m_k_period - 2; for(int i = raw_k_start; i < rates_total; i++) { double highest_cmo = Highest(cmo_buffer, m_k_period, i); double lowest_cmo = Lowest(cmo_buffer, m_k_period, i); double range = highest_cmo - lowest_cmo; if(range > 0.00001) raw_k[i] = (cmo_buffer[i] - lowest_cmo) / range * 100.0; else raw_k[i] = (i > 0) ? raw_k[i-1] : 50.0; } int k_slow_start = m_cmo_period + m_k_period + m_slowing_period - 3; CalculateMA(raw_k, k_buffer, m_slowing_period, m_slowing_ma_type, k_slow_start); int d_start = k_slow_start + m_d_period - 1; CalculateMA(k_buffer, d_buffer, m_d_period, m_d_ma_type, d_start); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double CStochasticCMOSlowCalculator::Highest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res < array[index]) res = array[index]; } return(res); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double CStochasticCMOSlowCalculator::Lowest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res > array[index]) res = array[index]; } return(res); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CStochasticCMOSlowCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos) { for(int i = start_pos; i < ArraySize(source_array); i++) { switch(method) { case MODE_EMA: case MODE_SMMA: if(i == start_pos) { double sum=0; int count=0; for(int j=0; j 0) dest_array[i]=sum/count; } else { if(method==MODE_EMA) { double pr=2.0/(period+1.0); dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); } else dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; } break; case MODE_LWMA: { double sum=0, w_sum=0; for(int j=0; j0) dest_array[i]=sum/w_sum; } break; default: // SMA { double sum=0; int count=0; for(int j=0; j 0) dest_array[i]=sum/count; } break; } } } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+