//+------------------------------------------------------------------+ //| Gann_HiLo_Calculator.mqh| //| VERSION 3.00: Refactored to use MovingAverage_Engine. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //+==================================================================+ //| CLASS 1: CGannHiLoCalculator (Base Class) | //+==================================================================+ class CGannHiLoCalculator { protected: int m_period; //--- Engines for High and Low MA CMovingAverageCalculator m_ma_high_engine; CMovingAverageCalculator m_ma_low_engine; //--- Persistent Buffers for Incremental Calculation double m_src_high[], m_src_low[], m_src_close[]; double m_hi_avg[], m_lo_avg[], m_trend[]; //--- Updated: Accepts start_index virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); public: CGannHiLoCalculator(void) {}; virtual ~CGannHiLoCalculator(void) {}; //--- Init now takes ENUM_MA_TYPE instead of ENUM_MA_METHOD bool Init(int period, ENUM_MA_TYPE ma_type); //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CGannHiLoCalculator::Init(int period, ENUM_MA_TYPE ma_type) { m_period = (period < 1) ? 1 : period; // Initialize MA Engines if(!m_ma_high_engine.Init(m_period, ma_type)) return false; if(!m_ma_low_engine.Init(m_period, ma_type)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CGannHiLoCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[]) { if(rates_total <= m_period) 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_src_high) != rates_total) { ArrayResize(m_src_high, rates_total); ArrayResize(m_src_low, rates_total); ArrayResize(m_src_close, rates_total); ArrayResize(m_hi_avg, rates_total); ArrayResize(m_lo_avg, rates_total); ArrayResize(m_trend, rates_total); } //--- 3. Prepare Source Data (Optimized) if(!PrepareSourceData(rates_total, start_index, open, high, low, close)) return; //--- 4. Calculate High/Low Averages (Using Engines) // Note: Engines handle their own incremental logic internally m_ma_high_engine.CalculateOnArray(rates_total, prev_calculated, m_src_high, m_hi_avg, 0); m_ma_low_engine.CalculateOnArray(rates_total, prev_calculated, m_src_low, m_lo_avg, 0); //--- 5. Determine Trend & Output (Incremental Loop) // MA is valid from index: m_period - 1 (for SMA/LWMA) or 0 (for EMA) // But Gann logic needs previous bar's MA, so we start at m_period int loop_start = MathMax(m_period, start_index); for(int i = loop_start; i < rates_total; i++) { // Determine Trend if(m_src_close[i] > m_hi_avg[i-1]) m_trend[i] = 1; else if(m_src_close[i] < m_lo_avg[i-1]) m_trend[i] = -1; else m_trend[i] = m_trend[i-1]; // Keep previous trend // Output to Buffers if(m_trend[i] == 1) { hilo_buffer[i] = m_lo_avg[i]; color_buffer[i] = 0; // Bullish Color // Backfill gap if trend changed from Bearish to Bullish if(m_trend[i-1] == -1) hilo_buffer[i-1] = m_lo_avg[i]; } else { hilo_buffer[i] = m_hi_avg[i]; color_buffer[i] = 1; // Bearish Color // Backfill gap if trend changed from Bullish to Bearish if(m_trend[i-1] == 1) hilo_buffer[i-1] = m_hi_avg[i]; } } } //+------------------------------------------------------------------+ //| Prepare Source Data (Standard - Optimized) | //+------------------------------------------------------------------+ bool CGannHiLoCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) { m_src_high[i] = high[i]; m_src_low[i] = low[i]; m_src_close[i] = close[i]; } return true; } //+==================================================================+ //| CLASS 2: CGannHiLoCalculator_HA (Heikin Ashi) | //+==================================================================+ class CGannHiLoCalculator_HA : public CGannHiLoCalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[]; protected: virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Prepare Source Data (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ bool CGannHiLoCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high_temp, rates_total); ArrayResize(m_ha_low_temp, rates_total); ArrayResize(m_ha_close_temp, rates_total); } m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp); for(int i = start_index; i < rates_total; i++) { m_src_high[i] = m_ha_high_temp[i]; m_src_low[i] = m_ha_low_temp[i]; m_src_close[i] = m_ha_close_temp[i]; } return true; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+