mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
205 lines
7.2 KiB
Plaintext
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;
|
|
}
|
|
//+------------------------------------------------------------------+
|