//+------------------------------------------------------------------+ //| MACD_Calculator.mqh| //| VERSION 4.00: Unified calculator for ALL MACD indicators. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include #include //+==================================================================+ //| CLASS 1: CMACDCalculator (Base Class) | //+==================================================================+ class CMACDCalculator { protected: //--- Engines for MACD Line CMovingAverageCalculator *m_fast_ma_engine; CMovingAverageCalculator *m_slow_ma_engine; //--- Engine for Signal Line CMovingAverageCalculator *m_signal_ma_engine; //--- Persistent Buffers for Incremental Calculation double m_price[]; double m_fast_ma[]; double m_slow_ma[]; //--- Internal Result Buffers double m_macd_internal[]; double m_signal_internal[]; double m_hist_internal[]; //--- Updated: Accepts start_index virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type); public: CMACDCalculator(void); virtual ~CMACDCalculator(void); bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma); //--- Main Calculation void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_line[], double &signal_line[], double &histogram[]); //--- Wrappers void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hist_out[]); void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_out[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CMACDCalculator::CMACDCalculator(void) { m_fast_ma_engine = new CMovingAverageCalculator(); m_slow_ma_engine = new CMovingAverageCalculator(); m_signal_ma_engine = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CMACDCalculator::~CMACDCalculator(void) { if(CheckPointer(m_fast_ma_engine) != POINTER_INVALID) delete m_fast_ma_engine; if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID) delete m_slow_ma_engine; if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) delete m_signal_ma_engine; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma) { int f_p = (fast_p < 1) ? 1 : fast_p; int s_p = (slow_p < 1) ? 1 : slow_p; if(f_p > s_p) { int temp=f_p; f_p=s_p; s_p=temp; } int sig_p = (signal_p < 1) ? 1 : signal_p; if(!m_fast_ma_engine.Init(f_p, src_ma)) return false; if(!m_slow_ma_engine.Init(s_p, src_ma)) return false; if(!m_signal_ma_engine.Init(sig_p, sig_ma)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_line[], double &signal_line[], double &histogram[]) { int min_bars = m_slow_ma_engine.GetPeriod() + m_signal_ma_engine.GetPeriod(); if(rates_total <= min_bars) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; // Resize Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_fast_ma, rates_total); ArrayResize(m_slow_ma, rates_total); ArrayResize(m_macd_internal, rates_total); ArrayResize(m_signal_internal, rates_total); ArrayResize(m_hist_internal, rates_total); } // Prepare Price if(!PreparePriceSeries(rates_total, start_index, open, high, low, close, price_type)) return; // Calculate Fast & Slow MAs m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_fast_ma); m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_slow_ma); // Calculate MACD Line int slow_period = m_slow_ma_engine.GetPeriod(); int loop_start_macd = MathMax(slow_period - 1, start_index); for(int i = loop_start_macd; i < rates_total; i++) { if(m_fast_ma[i] != EMPTY_VALUE && m_slow_ma[i] != EMPTY_VALUE) m_macd_internal[i] = m_fast_ma[i] - m_slow_ma[i]; else m_macd_internal[i] = EMPTY_VALUE; } // Calculate Signal Line int macd_offset = slow_period - 1; m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, macd_offset); // Calculate Histogram & Output int signal_period = m_signal_ma_engine.GetPeriod(); int signal_start = macd_offset + signal_period - 1; int loop_start_hist = MathMax(signal_start, start_index); for(int i = loop_start_hist; i < rates_total; i++) { if(m_macd_internal[i] != EMPTY_VALUE && m_signal_internal[i] != EMPTY_VALUE) m_hist_internal[i] = m_macd_internal[i] - m_signal_internal[i]; else m_hist_internal[i] = EMPTY_VALUE; // Copy to output buffers if valid if(ArraySize(macd_line) == rates_total) macd_line[i] = m_macd_internal[i]; if(ArraySize(signal_line) == rates_total) signal_line[i] = m_signal_internal[i]; if(ArraySize(histogram) == rates_total) histogram[i] = m_hist_internal[i]; } } //+------------------------------------------------------------------+ //| Wrappers | //+------------------------------------------------------------------+ void CMACDCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hist_out[]) { double dummy_macd[], dummy_signal[]; Calculate(rates_total, prev_calculated, open, high, low, close, price_type, dummy_macd, dummy_signal, hist_out); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CMACDCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_out[]) { double dummy_signal[], dummy_hist[]; Calculate(rates_total, prev_calculated, open, high, low, close, price_type, macd_out, dummy_signal, dummy_hist); } //+------------------------------------------------------------------+ //| Prepare Price (Standard) | //+------------------------------------------------------------------+ bool CMACDCalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) { for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = close[i]; break; case PRICE_OPEN: m_price[i] = open[i]; break; case PRICE_HIGH: m_price[i] = high[i]; break; case PRICE_LOW: m_price[i] = low[i]; break; case PRICE_MEDIAN: m_price[i] = (high[i]+low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (high[i]+low[i]+close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (high[i]+low[i]+2*close[i])/4.0; break; default: m_price[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CMACDCalculator_HA (Heikin Ashi) | //+==================================================================+ class CMACDCalculator_HA : public CMACDCalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override; }; //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi) | //+------------------------------------------------------------------+ bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) { if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, rates_total); } m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = m_ha_close[i]; break; case PRICE_OPEN: m_price[i] = m_ha_open[i]; break; case PRICE_HIGH: m_price[i] = m_ha_high[i]; break; case PRICE_LOW: m_price[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0; break; default: m_price[i] = m_ha_close[i]; break; } } return true; } //+------------------------------------------------------------------+