Files
2026-01-02 13:41:26 +01:00

205 lines
7.2 KiB
Plaintext

//+------------------------------------------------------------------+
//| CMO_Engine.mqh |
//| Core engine for Chande Momentum Oscillator calculation. |
//| VERSION 1.00: Pure CMO logic (no signal/bands). |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| CLASS 1: CCMOEngine (Base Class) |
//+==================================================================+
class CCMOEngine
{
protected:
int m_cmo_period;
//--- Persistent Buffers for Incremental Calculation
double m_price[];
double m_cmo_buffer[];
//--- Updated: Accepts start_index
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
//--- Helper to get a single CMO value
double GetCMOValue(int index);
public:
CCMOEngine(void) {};
virtual ~CCMOEngine(void) {};
bool Init(int cmo_p);
//--- 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 &cmo_out[]);
int GetPeriod(void) const { return m_cmo_period; }
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CCMOEngine::Init(int cmo_p)
{
m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CCMOEngine::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[])
{
if(rates_total <= m_cmo_period)
return;
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_cmo_buffer, rates_total);
}
// Resize output buffer if needed (if passed from outside)
if(ArraySize(cmo_out) != rates_total)
ArrayResize(cmo_out, rates_total);
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
int loop_start = MathMax(m_cmo_period, start_index);
for(int i = loop_start; i < rates_total; i++)
{
m_cmo_buffer[i] = GetCMOValue(i);
cmo_out[i] = m_cmo_buffer[i];
}
}
//+------------------------------------------------------------------+
//| Helper: Calculate Single CMO Value |
//+------------------------------------------------------------------+
double CCMOEngine::GetCMOValue(int index)
{
double sum_up = 0.0, sum_down = 0.0;
for(int j = 0; j < m_cmo_period; j++)
{
double diff = m_price[index - j] - m_price[index - j - 1];
if(diff > 0.0)
sum_up += diff;
else
sum_down += (-diff);
}
double total_sum = sum_up + sum_down;
if(total_sum == 0.0)
return 0.0;
else
return 100.0 * (sum_up - sum_down) / total_sum;
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CCMOEngine::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
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: CCMOEngine_HA (Heikin Ashi) |
//+==================================================================+
class CCMOEngine_HA : public CCMOEngine
{
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, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CCMOEngine_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
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;
}
//+------------------------------------------------------------------+