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Toh4iem9
215 lines
8.6 KiB
Plaintext
215 lines
8.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| DMIStochastic_Calculator.mqh |
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//| VERSION 3.10: Dynamic Volume-Weighted MA Support (VWMA) |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "3.10" // Refactored with overloaded Calculate to support VWMA slowing/signals
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#ifndef DMISTOCHASTIC_CALCULATOR_MQH
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#define DMISTOCHASTIC_CALCULATOR_MQH
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#include <MyIncludes\DMI_Engine.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI };
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enum ENUM_DMI_OSC_TYPE { OSC_PDI_MINUS_NDI, OSC_NDI_MINUS_PDI };
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//+==================================================================+
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//| CLASS: CDMIStochasticCalculator |
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//+==================================================================+
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class CDMIStochasticCalculator
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{
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protected:
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CDMIEngine *m_dmi_engine;
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CMovingAverageCalculator m_slow_k_engine;
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CMovingAverageCalculator m_smooth_d_engine;
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int m_dmi_period, m_fast_k_period, m_slow_k_period, m_smooth_period;
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ENUM_DMI_OSC_TYPE m_osc_type;
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//--- Internal Buffers
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double m_pDI[], m_nDI[];
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double m_dmiOsc[], m_fastK[];
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virtual void CreateEngine(void);
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public:
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CDMIStochasticCalculator(void);
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virtual ~CDMIStochasticCalculator(void);
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bool Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type);
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//--- Standard Calculate (Without volume)
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &k_buffer[], double &d_buffer[]);
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//--- NEW: Overloaded Calculate (With volume to support VWMA Slowing/Signal)
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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const long &volume[],
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double &k_buffer[], double &d_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CDMIStochasticCalculator::CDMIStochasticCalculator(void) { m_dmi_engine = NULL; }
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CDMIStochasticCalculator::~CDMIStochasticCalculator(void)
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{
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if(CheckPointer(m_dmi_engine) != POINTER_INVALID)
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delete m_dmi_engine;
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}
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//+------------------------------------------------------------------+
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//| Factory Method |
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//+------------------------------------------------------------------+
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void CDMIStochasticCalculator::CreateEngine(void) { m_dmi_engine = new CDMIEngine(); }
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CDMIStochasticCalculator::Init(int dmi_p, int fast_k, int slow_k, int smooth_p, ENUM_MA_TYPE k_method, ENUM_MA_TYPE d_method, ENUM_DMI_OSC_TYPE osc_type)
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{
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m_dmi_period = dmi_p;
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m_fast_k_period = fast_k;
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m_slow_k_period = slow_k;
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m_smooth_period = smooth_p;
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m_osc_type = osc_type;
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CreateEngine();
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if(!m_dmi_engine.Init(m_dmi_period))
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return false;
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if(!m_slow_k_engine.Init(m_slow_k_period, k_method))
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return false;
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if(!m_smooth_d_engine.Init(m_smooth_period, d_method))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Calculate (Standard - No Volume) |
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//+------------------------------------------------------------------+
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void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &k_buffer[], double &d_buffer[])
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{
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if(rates_total < m_dmi_period + m_fast_k_period)
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return;
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if(ArraySize(m_pDI) != rates_total)
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{
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ArrayResize(m_pDI, rates_total);
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ArrayResize(m_nDI, rates_total);
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ArrayResize(m_dmiOsc, rates_total);
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ArrayResize(m_fastK, rates_total);
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}
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// 1. Calculate DI values
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m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
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// 2. Calculate DMI Oscillator & Fast %K
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int loop_start = MathMax(m_dmi_period, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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if(m_osc_type == OSC_PDI_MINUS_NDI)
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m_dmiOsc[i] = m_pDI[i] - m_nDI[i];
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else
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m_dmiOsc[i] = m_nDI[i] - m_pDI[i];
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}
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int fast_k_start = m_dmi_period + m_fast_k_period - 1;
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int loop_start_k = MathMax(fast_k_start, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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double highest = m_dmiOsc[i];
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double lowest = m_dmiOsc[i];
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for(int j = 1; j < m_fast_k_period; j++)
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{
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highest = MathMax(highest, m_dmiOsc[i-j]);
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lowest = MathMin(lowest, m_dmiOsc[i-j]);
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}
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double range = highest - lowest;
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m_fastK[i] = (range == 0.0) ? 50.0 : ((m_dmiOsc[i] - lowest) / range) * 100.0;
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}
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// 3. Smooth K and D (Without Volume)
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m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, k_buffer, fast_k_start);
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int d_start = fast_k_start + m_slow_k_period - 1;
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m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start);
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}
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//+------------------------------------------------------------------+
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//| Calculate (Overloaded - With Volume for VWMA) |
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//+------------------------------------------------------------------+
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void CDMIStochasticCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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const long &volume[],
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double &k_buffer[], double &d_buffer[])
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{
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if(rates_total < m_dmi_period + m_fast_k_period)
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return;
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if(ArraySize(m_pDI) != rates_total)
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{
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ArrayResize(m_pDI, rates_total);
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ArrayResize(m_nDI, rates_total);
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ArrayResize(m_dmiOsc, rates_total);
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ArrayResize(m_fastK, rates_total);
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}
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// 1. Calculate DI values
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m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
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// 2. Calculate DMI Oscillator & Fast %K
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int loop_start = MathMax(m_dmi_period, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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if(m_osc_type == OSC_PDI_MINUS_NDI)
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m_dmiOsc[i] = m_pDI[i] - m_nDI[i];
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else
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m_dmiOsc[i] = m_nDI[i] - m_pDI[i];
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}
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int fast_k_start = m_dmi_period + m_fast_k_period - 1;
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int loop_start_k = MathMax(fast_k_start, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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double highest = m_dmiOsc[i];
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double lowest = m_dmiOsc[i];
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for(int j = 1; j < m_fast_k_period; j++)
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{
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highest = MathMax(highest, m_dmiOsc[i-j]);
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lowest = MathMin(lowest, m_dmiOsc[i-j]);
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}
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double range = highest - lowest;
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m_fastK[i] = (range == 0.0) ? 50.0 : ((m_dmiOsc[i] - lowest) / range) * 100.0;
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}
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// 3. Convert long volume to double to support VWMA Slowing & Signal
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double vol_double[];
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ArrayResize(vol_double, rates_total);
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for(int j = start_index; j < rates_total; j++)
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vol_double[j] = (double)volume[j];
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// 4. Smooth K and D (With Volume)
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m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, vol_double, k_buffer, fast_k_start);
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int d_start = fast_k_start + m_slow_k_period - 1;
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m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, vol_double, d_buffer, d_start);
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}
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//--- HA Subclass
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class CDMIStochasticCalculator_HA : public CDMIStochasticCalculator
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{
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protected:
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virtual void CreateEngine(void) override { m_dmi_engine = new CDMIEngine_HA(); }
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};
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#endif // DMISTOCHASTIC_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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