//+------------------------------------------------------------------+ //| MADH_Calculator.mqh | //| Calculation engine for the John Ehlers' MADH indicator. | //| VERSION 3.10: Fixed pointer declaration bug. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CMADHCalculator (Base Class) | //+==================================================================+ class CMADHCalculator { protected: int m_short_len; int m_dom_cycle; //--- Engines (Pointers!) CWindowedMACalculator *m_short_ma; CWindowedMACalculator *m_long_ma; //--- Persistent Buffers for MA outputs double m_short_buffer[]; double m_long_buffer[]; //--- Factory Method for Engines virtual void CreateEngines(void); public: CMADHCalculator(void); virtual ~CMADHCalculator(void); bool Init(int short_len, int dom_cycle); //--- 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 &madh_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CMADHCalculator::CMADHCalculator(void) { m_short_ma = NULL; m_long_ma = NULL; // Note: CreateEngines is virtual, so calling it in constructor is risky in C++, // but in MQL5 it calls the base version. We should call it in Init or handle it carefully. // However, for simplicity here, we can call it, but the derived class constructor runs AFTER base. // So the derived class will overwrite these pointers. // Better pattern: Call CreateEngines in Init or check for NULL. // But let's stick to the pattern used in other calculators: // Base constructor creates base engines. Derived constructor deletes and creates derived engines. m_short_ma = new CWindowedMACalculator(); m_long_ma = new CWindowedMACalculator(); } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CMADHCalculator::~CMADHCalculator(void) { if(CheckPointer(m_short_ma) != POINTER_INVALID) delete m_short_ma; if(CheckPointer(m_long_ma) != POINTER_INVALID) delete m_long_ma; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CMADHCalculator::CreateEngines(void) { // This method is actually not needed if we handle creation in constructors properly. // But let's keep it for clarity if we want to re-init. } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMADHCalculator::Init(int short_len, int dom_cycle) { m_short_len = (short_len < 1) ? 1 : short_len; m_dom_cycle = (dom_cycle < 1) ? 1 : dom_cycle; int long_len = m_short_len + (int)round(m_dom_cycle / 2.0); if(CheckPointer(m_short_ma) == POINTER_INVALID || CheckPointer(m_long_ma) == POINTER_INVALID) return false; // Initialize Engines (Hann Window, Price Source) if(!m_short_ma.Init(m_short_len, SOURCE_PRICE)) return false; if(!m_long_ma.Init(long_len, SOURCE_PRICE)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CMADHCalculator::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 &madh_buffer[]) { int long_len = m_short_len + (int)round(m_dom_cycle / 2.0); if(rates_total < long_len) return; // Resize internal buffers if(ArraySize(m_short_buffer) != rates_total) { ArrayResize(m_short_buffer, rates_total); ArrayResize(m_long_buffer, rates_total); } // 1. Calculate Short MA (Delegated) m_short_ma.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_short_buffer); // 2. Calculate Long MA (Delegated) m_long_ma.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_long_buffer); // 3. Calculate MADH (Incremental Loop) int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int loop_start = MathMax(long_len - 1, start_index); for(int i = loop_start; i < rates_total; i++) { double filt1 = m_short_buffer[i]; double filt2 = m_long_buffer[i]; if(filt2 != 0 && filt2 != EMPTY_VALUE && filt1 != EMPTY_VALUE) { madh_buffer[i] = 100.0 * (filt1 - filt2) / filt2; } else { madh_buffer[i] = 0.0; } } } //+==================================================================+ //| CLASS 2: CMADHCalculator_HA (Heikin Ashi) | //+==================================================================+ class CMADHCalculator_HA : public CMADHCalculator { public: CMADHCalculator_HA(void); }; //+------------------------------------------------------------------+ //| Constructor (HA) | //+------------------------------------------------------------------+ CMADHCalculator_HA::CMADHCalculator_HA(void) { if(CheckPointer(m_short_ma) != POINTER_INVALID) delete m_short_ma; if(CheckPointer(m_long_ma) != POINTER_INVALID) delete m_long_ma; // Use HA Engines m_short_ma = new CWindowedMACalculator_HA(); m_long_ma = new CWindowedMACalculator_HA(); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+