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149 lines
5.8 KiB
Plaintext
149 lines
5.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| CMO_Calculator.mqh |
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//| VERSION 4.00: Wrapper using CMO_Engine + MA Engine. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\CMO_Engine.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS 1: CCMOCalculator (Wrapper) |
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//+==================================================================+
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class CCMOCalculator
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{
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protected:
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int m_cmo_period;
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int m_ma_period;
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double m_deviation;
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//--- Composition: Core Engine + Signal Engine
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CCMOEngine *m_cmo_engine;
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CMovingAverageCalculator m_ma_engine;
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//--- Persistent Buffers
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double m_cmo_buffer[];
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double m_ma_buffer[];
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public:
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CCMOCalculator(void);
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virtual ~CCMOCalculator(void);
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bool Init(int cmo_p, int ma_p, ENUM_MA_TYPE ma_m, double dev);
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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[],
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double &cmo_out[], double &ma_out[], double &upper_out[], double &lower_out[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CCMOCalculator::CCMOCalculator(void) : m_cmo_engine(NULL)
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{
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CCMOCalculator::~CCMOCalculator(void)
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{
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if(CheckPointer(m_cmo_engine) != POINTER_INVALID)
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delete m_cmo_engine;
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CCMOCalculator::Init(int cmo_p, int ma_p, ENUM_MA_TYPE ma_m, double dev)
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{
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m_cmo_period = cmo_p;
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m_ma_period = ma_p;
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m_deviation = dev;
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// Instantiate base engine (Standard by default, HA handled by derived class)
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// Wait, we need polymorphism here too!
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// The wrapper itself needs to be polymorphic or handle the engine creation.
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// Let's make this class concrete and instantiate the correct engine in Init?
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// No, Init doesn't know about HA vs Std. The caller (OnInit) decides.
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// Solution: The caller instantiates CCMOCalculator or CCMOCalculator_HA.
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// The constructor of CCMOCalculator creates CCMOEngine.
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// The constructor of CCMOCalculator_HA creates CCMOEngine_HA.
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if(CheckPointer(m_cmo_engine) == POINTER_INVALID)
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m_cmo_engine = new CCMOEngine(); // Default
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if(!m_cmo_engine.Init(m_cmo_period))
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return false;
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if(!m_ma_engine.Init(m_ma_period, ma_m))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//+------------------------------------------------------------------+
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void CCMOCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &cmo_out[], double &ma_out[], double &upper_out[], double &lower_out[])
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{
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if(CheckPointer(m_cmo_engine) == POINTER_INVALID)
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return;
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// Resize internal buffers
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if(ArraySize(m_cmo_buffer) != rates_total)
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{
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ArrayResize(m_cmo_buffer, rates_total);
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ArrayResize(m_ma_buffer, rates_total);
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}
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//--- 1. Calculate CMO (Using Engine)
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m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
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//--- 2. Calculate Signal Line (Using MA Engine)
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int cmo_offset = m_cmo_period;
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m_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_cmo_buffer, m_ma_buffer, cmo_offset);
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//--- 3. Calculate Bollinger Bands
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int ma_start_pos = cmo_offset + m_ma_period - 1;
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int loop_start = MathMax(ma_start_pos, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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double std_dev_val = 0, sum_sq = 0;
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for(int j = 0; j < m_ma_period; j++)
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sum_sq += pow(m_cmo_buffer[i-j] - m_ma_buffer[i], 2);
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std_dev_val = sqrt(sum_sq / m_ma_period);
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// Copy to output buffers
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cmo_out[i] = m_cmo_buffer[i];
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ma_out[i] = m_ma_buffer[i];
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upper_out[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
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lower_out[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
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}
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}
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//+==================================================================+
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//| CLASS 2: CCMOCalculator_HA (Wrapper) |
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//+==================================================================+
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class CCMOCalculator_HA : public CCMOCalculator
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{
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public:
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CCMOCalculator_HA(void);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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CCMOCalculator_HA::CCMOCalculator_HA(void)
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{
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if(CheckPointer(m_cmo_engine) != POINTER_INVALID)
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delete m_cmo_engine;
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// Use HA version of Engine
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m_cmo_engine = new CCMOEngine_HA();
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}
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//+------------------------------------------------------------------+
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