//+------------------------------------------------------------------+ //| ADX_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi ADX. | //| VERSION 3.00: Refactored to use DMI_Engine. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CADXCalculator { protected: CDMIEngine *m_dmi_engine; int m_adx_period; double m_dx[]; // Internal DX buffer virtual void CreateEngine(void); public: CADXCalculator(void); virtual ~CADXCalculator(void); bool Init(int period); int GetPeriod(void) const { return m_adx_period; } void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &adx_buffer[], double &pdi_buffer[], double &ndi_buffer[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CADXCalculator::CADXCalculator(void) { m_dmi_engine = NULL; } CADXCalculator::~CADXCalculator(void) { if(CheckPointer(m_dmi_engine) != POINTER_INVALID) delete m_dmi_engine; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CADXCalculator::CreateEngine(void) { m_dmi_engine = new CDMIEngine(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CADXCalculator::Init(int period) { m_adx_period = (period < 1) ? 1 : period; CreateEngine(); return m_dmi_engine.Init(m_adx_period); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CADXCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &adx_buffer[], double &pdi_buffer[], double &ndi_buffer[]) { if(rates_total < m_adx_period * 2) return; if(ArraySize(m_dx) != rates_total) ArrayResize(m_dx, rates_total); // 1. Calculate DI values using Engine m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, pdi_buffer, ndi_buffer); // 2. Calculate DX int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int loop_start = MathMax(m_adx_period, start_index); for(int i = loop_start; i < rates_total; i++) { double di_sum = pdi_buffer[i] + ndi_buffer[i]; if(di_sum != 0.0) m_dx[i] = MathAbs(pdi_buffer[i] - ndi_buffer[i]) / di_sum * 100.0; else m_dx[i] = 0.0; } // 3. Calculate ADX (Wilder's Smoothing on DX) int adx_start = m_adx_period * 2 - 1; int loop_start_adx = MathMax(adx_start, start_index); for(int i = loop_start_adx; i < rates_total; i++) { if(i == adx_start) { double sum_dx = 0; for(int j=i-m_adx_period+1; j<=i; j++) sum_dx += m_dx[j]; adx_buffer[i] = sum_dx / m_adx_period; } else { adx_buffer[i] = (adx_buffer[i-1] * (m_adx_period - 1) + m_dx[i]) / m_adx_period; } } } //--- HA Subclass class CADXCalculator_HA : public CADXCalculator { protected: virtual void CreateEngine(void) override { m_dmi_engine = new CDMIEngine_HA(); } }; //+------------------------------------------------------------------+