//+------------------------------------------------------------------+ //| CHO_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi CHO. | //| VERSION 3.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //+==================================================================+ //| CLASS 1: CCHOCalculator (Base Class) | //+==================================================================+ class CCHOCalculator { protected: int m_fast_period; int m_slow_period; //--- Composition: AD Calculator + 2 MA Engines CADCalculator *m_ad_calculator; CMovingAverageCalculator m_fast_ma_engine; CMovingAverageCalculator m_slow_ma_engine; //--- Persistent Buffers for Incremental Calculation double m_adl_buffer[]; double m_fast_ma_buffer[]; double m_slow_ma_buffer[]; public: CCHOCalculator(void); virtual ~CCHOCalculator(void); //--- Init now takes ENUM_MA_TYPE bool Init(int fast_p, int slow_p, ENUM_MA_TYPE ma_m, ENUM_APPLIED_VOLUME vol_t); int GetSlowPeriod(void) const { return m_slow_period; } //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], ENUM_APPLIED_VOLUME volume_type, double &cho_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CCHOCalculator::CCHOCalculator(void) { m_ad_calculator = new CADCalculator(); } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CCHOCalculator::~CCHOCalculator(void) { if(CheckPointer(m_ad_calculator) != POINTER_INVALID) delete m_ad_calculator; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CCHOCalculator::Init(int fast_p, int slow_p, ENUM_MA_TYPE ma_m, ENUM_APPLIED_VOLUME vol_t) { m_fast_period = (fast_p < 1) ? 1 : fast_p; m_slow_period = (slow_p < 1) ? 1 : slow_p; if(m_fast_period > m_slow_period) { int temp = m_fast_period; m_fast_period = m_slow_period; m_slow_period = temp; } // Initialize MA Engines if(!m_fast_ma_engine.Init(m_fast_period, ma_m)) return false; if(!m_slow_ma_engine.Init(m_slow_period, ma_m)) return false; return (CheckPointer(m_ad_calculator) != POINTER_INVALID); } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CCHOCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], ENUM_APPLIED_VOLUME volume_type, double &cho_buffer[]) { if(rates_total < m_slow_period || CheckPointer(m_ad_calculator) == POINTER_INVALID) return; // Resize internal buffers if(ArraySize(m_adl_buffer) != rates_total) { ArrayResize(m_adl_buffer, rates_total); ArrayResize(m_fast_ma_buffer, rates_total); ArrayResize(m_slow_ma_buffer, rates_total); } //--- 1. Calculate ADL (Incremental) // The AD calculator handles its own incremental logic m_ad_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, volume, volume_type, m_adl_buffer); //--- 2. Calculate Fast MA on ADL (Using Engine) // ADL is valid from index 0 m_fast_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_adl_buffer, m_fast_ma_buffer, 0); //--- 3. Calculate Slow MA on ADL (Using Engine) m_slow_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_adl_buffer, m_slow_ma_buffer, 0); //--- 4. Calculate CHO (Fast - Slow) int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int loop_start = MathMax(m_slow_period - 1, start_index); if(prev_calculated == 0) ArrayInitialize(cho_buffer, EMPTY_VALUE); for(int i = loop_start; i < rates_total; i++) { if(m_fast_ma_buffer[i] != EMPTY_VALUE && m_slow_ma_buffer[i] != EMPTY_VALUE) cho_buffer[i] = m_fast_ma_buffer[i] - m_slow_ma_buffer[i]; else cho_buffer[i] = EMPTY_VALUE; } } //+==================================================================+ //| CLASS 2: CCHOCalculator_HA (Heikin Ashi) | //+==================================================================+ class CCHOCalculator_HA : public CCHOCalculator { public: CCHOCalculator_HA(void); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CCHOCalculator_HA::CCHOCalculator_HA(void) { if(CheckPointer(m_ad_calculator) != POINTER_INVALID) delete m_ad_calculator; // Use HA version of AD calculator m_ad_calculator = new CADCalculator_HA(); } //+==================================================================+ //| CLASS 3: CCHOCalculator_Std (Standard) | //+==================================================================+ class CCHOCalculator_Std : public CCHOCalculator { }; //+------------------------------------------------------------------+