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