//+------------------------------------------------------------------+ //| VIDYA_Calculator.mqh | //| Universal engine for VIDYA (single and multi-color). | //| VERSION 3.00: Implemented method overloading. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ class CVIDYACalculator { protected: int m_cmo_period, m_ema_period; double m_price[]; double CalculateCMO(int position, int period, const double &price_array[]); virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CVIDYACalculator(void) {}; virtual ~CVIDYACalculator(void) {}; bool Init(int cmo_p, int ema_p); //--- Overloaded Method 1: For single-color VIDYA void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]); //--- Overloaded Method 2: For multi-color VIDYA void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_up_buffer[], double &vidya_down_buffer[]); }; //+------------------------------------------------------------------+ bool CVIDYACalculator::Init(int cmo_p, int ema_p) { m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; m_ema_period = (ema_p < 1) ? 1 : ema_p; return true; } //+------------------------------------------------------------------+ //| Implementation for SINGLE-COLOR VIDYA | //+------------------------------------------------------------------+ void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]) { int start_pos = m_cmo_period + m_ema_period; if(rates_total <= start_pos) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; double alpha = 2.0 / (m_ema_period + 1.0); for(int i = 1; i < rates_total; i++) { if(i == start_pos) { double sum=0; for(int j=0; j start_pos) { double cmo_abs = MathAbs(CalculateCMO(i, m_cmo_period, m_price)); vidya_buffer[i] = m_price[i] * alpha * cmo_abs + vidya_buffer[i-1] * (1 - alpha * cmo_abs); } } } //+------------------------------------------------------------------+ //| Implementation for MULTI-COLOR VIDYA | //+------------------------------------------------------------------+ void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_up_buffer[], double &vidya_down_buffer[]) { int start_pos = m_cmo_period + m_ema_period; if(rates_total <= start_pos) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; double alpha = 2.0 / (m_ema_period + 1.0); double prev_vidya = 0.0; for(int i = 1; i < rates_total; i++) { vidya_up_buffer[i] = EMPTY_VALUE; vidya_down_buffer[i] = EMPTY_VALUE; if(i == start_pos) { double sum=0; for(int j=0; j 0) vidya_up_buffer[i] = prev_vidya; else vidya_down_buffer[i] = prev_vidya; } if(i > start_pos) { double cmo_raw = CalculateCMO(i, m_cmo_period, m_price); double cmo_abs = MathAbs(cmo_raw); double current_vidya = m_price[i] * alpha * cmo_abs + prev_vidya * (1 - alpha * cmo_abs); if(cmo_raw > 0) vidya_up_buffer[i] = current_vidya; else vidya_down_buffer[i] = current_vidya; double cmo_raw_prev = CalculateCMO(i-1, m_cmo_period, m_price); if((cmo_raw > 0) != (cmo_raw_prev > 0)) { vidya_up_buffer[i-1] = prev_vidya; vidya_down_buffer[i-1] = prev_vidya; } prev_vidya = current_vidya; } } } //+------------------------------------------------------------------+ //| CVIDYACalculator: Helper to calculate CMO | //+------------------------------------------------------------------+ double CVIDYACalculator::CalculateCMO(int position, int period, const double &price_array[]) { if(position < period) return 0.0; double sum_up = 0.0, sum_down = 0.0; for(int i = 0; i < period; i++) { double diff = price_array[position - i] - price_array[position - i - 1]; if(diff > 0.0) sum_up += diff; else sum_down += (-diff); } if(sum_up + sum_down == 0.0) return 0.0; return (sum_up - sum_down) / (sum_up + sum_down); } //+------------------------------------------------------------------+ //| CVIDYACalculator: Prepares the standard source price. | //+------------------------------------------------------------------+ bool CVIDYACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { ArrayResize(m_price, rates_total); switch(price_type) { case PRICE_CLOSE: ArrayCopy(m_price, close, 0, 0, rates_total); break; case PRICE_OPEN: ArrayCopy(m_price, open, 0, 0, rates_total); break; case PRICE_HIGH: ArrayCopy(m_price, high, 0, 0, rates_total); break; case PRICE_LOW: ArrayCopy(m_price, low, 0, 0, rates_total); break; case PRICE_MEDIAN: for(int i=0; i