//+------------------------------------------------------------------+ //| TDI_CMO_Calculator.mqh | //| Calculation engine for TDI based on CMO. | //| VERSION 2.10: Fixed Engine usage (CCMOEngine). | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" // FIX: Use the lightweight Engine, not the full Calculator #include #include //+==================================================================+ //| CLASS 1: CTDICMOCalculator (Base Class) | //+==================================================================+ class CTDICMOCalculator { protected: int m_cmo_period, m_price_period, m_signal_period, m_base_period; double m_std_dev; //--- Engines CCMOEngine *m_cmo_engine; // FIX: Use Engine CMovingAverageCalculator m_price_line_engine; CMovingAverageCalculator m_signal_line_engine; CMovingAverageCalculator m_base_line_engine; //--- Persistent Buffers double m_cmo_buffer[]; double m_cmo_rescaled[]; double m_price_line[]; double m_base_line[]; 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[]); //--- Factory Method for CMO Engine virtual void CreateCMOEngine(void); public: CTDICMOCalculator(void); virtual ~CTDICMOCalculator(void); //--- Init now takes MA types (optional, default to SMA for classic TDI) bool Init(int cmo_p, int price_p, int signal_p, int base_p, double dev, ENUM_MA_TYPE ma_type = SMA); //--- 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 &price_line_out[], double &signal_line_out[], double &base_line_out[], double &upper_band_out[], double &lower_band_out[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CTDICMOCalculator::CTDICMOCalculator(void) { m_cmo_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CTDICMOCalculator::~CTDICMOCalculator(void) { if(CheckPointer(m_cmo_engine) != POINTER_INVALID) delete m_cmo_engine; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CTDICMOCalculator::CreateCMOEngine(void) { m_cmo_engine = new CCMOEngine(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CTDICMOCalculator::Init(int cmo_p, int price_p, int signal_p, int base_p, double dev, ENUM_MA_TYPE ma_type) { m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; m_price_period = (price_p < 1) ? 1 : price_p; m_signal_period = (signal_p < 1) ? 1 : signal_p; m_base_period = (base_p < 1) ? 1 : base_p; m_std_dev = (dev <= 0) ? 1.618 : dev; CreateCMOEngine(); if(CheckPointer(m_cmo_engine) == POINTER_INVALID) return false; // FIX: CCMOEngine::Init takes only period if(!m_cmo_engine.Init(m_cmo_period)) return false; // Initialize MA Engines (Classic TDI uses SMA, but we allow override) if(!m_price_line_engine.Init(m_price_period, ma_type)) return false; if(!m_signal_line_engine.Init(m_signal_period, ma_type)) return false; if(!m_base_line_engine.Init(m_base_period, ma_type)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CTDICMOCalculator::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 &price_line_out[], double &signal_line_out[], double &base_line_out[], double &upper_band_out[], double &lower_band_out[]) { // Minimum bars check if(rates_total <= m_cmo_period + m_base_period) return; if(CheckPointer(m_cmo_engine) == POINTER_INVALID) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; // Resize Buffers if(ArraySize(m_cmo_buffer) != rates_total) { ArrayResize(m_cmo_buffer, rates_total); ArrayResize(m_cmo_rescaled, rates_total); ArrayResize(m_price_line, rates_total); ArrayResize(m_base_line, rates_total); } if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- 1. Calculate CMO (Incremental) // FIX: CCMOEngine::Calculate takes fewer parameters (no output buffers for MA/Bands) m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer); //--- 2. Rescale CMO to 0-100 range int loop_start_cmo = MathMax(m_cmo_period, start_index); for(int i = loop_start_cmo; i < rates_total; i++) { // CMO is -100 to 100. Rescale to 0 to 100. m_cmo_rescaled[i] = (m_cmo_buffer[i] + 100.0) / 2.0; } //--- 3. Calculate Price Line (MA on Rescaled CMO) // Offset: m_cmo_period m_price_line_engine.CalculateOnArray(rates_total, prev_calculated, m_cmo_rescaled, m_price_line, m_cmo_period); ArrayCopy(price_line_out, m_price_line, 0, 0, rates_total); //--- 4. Calculate Signal Line (MA on Price Line) // Offset: m_cmo_period + m_price_period - 1 int signal_offset = m_cmo_period + m_price_period - 1; m_signal_line_engine.CalculateOnArray(rates_total, prev_calculated, m_price_line, signal_line_out, signal_offset); //--- 5. Calculate Base Line (MA on Price Line) m_base_line_engine.CalculateOnArray(rates_total, prev_calculated, m_price_line, m_base_line, signal_offset); ArrayCopy(base_line_out, m_base_line, 0, 0, rates_total); //--- 6. Calculate Volatility Bands (Bollinger Bands on Base Line) int bands_start = m_cmo_period + m_base_period - 1; // Approx start int loop_start_bands = MathMax(bands_start, start_index); if(prev_calculated == 0) { ArrayInitialize(upper_band_out, EMPTY_VALUE); ArrayInitialize(lower_band_out, EMPTY_VALUE); } for(int i = loop_start_bands; i < rates_total; i++) { if(m_base_line[i] == EMPTY_VALUE) continue; double std_dev = 0, sum_sq = 0; // Standard Deviation of Rescaled CMO around the Base Line for(int j = 0; j < m_base_period; j++) sum_sq += MathPow(m_cmo_rescaled[i-j] - m_base_line[i], 2); std_dev = MathSqrt(sum_sq / m_base_period); upper_band_out[i] = m_base_line[i] + m_std_dev * std_dev; lower_band_out[i] = m_base_line[i] - m_std_dev * std_dev; } } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CTDICMOCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { // This method is just a placeholder for the base class. // The CMO engine handles its own data preparation internally. return true; } //+==================================================================+ //| CLASS 2: CTDICMOCalculator_HA (Heikin Ashi) | //+==================================================================+ class CTDICMOCalculator_HA : public CTDICMOCalculator { protected: virtual void CreateCMOEngine(void) override; }; //+------------------------------------------------------------------+ //| Factory Method for HA CMO Engine | //+------------------------------------------------------------------+ void CTDICMOCalculator_HA::CreateCMOEngine(void) { m_cmo_engine = new CCMOEngine_HA(); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+