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mql5/Include/MyIncludes/StochasticFast_Calculator.mqh
2025-12-19 11:14:15 +01:00

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//+------------------------------------------------------------------+
//| StochasticFast_Calculator.mqh|
//| VERSION 2.10: Fixed %D smoothing offset. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
//| CLASS: CStochasticFastCalculator |
//+==================================================================+
class CStochasticFastCalculator
{
protected:
int m_k_period;
//--- Composition: Use MA Engine for %D smoothing
CMovingAverageCalculator m_ma_engine;
//--- Persistent Buffers
double m_src_high[], m_src_low[], m_src_close[];
double Highest(int period, int current_pos);
double Lowest(int period, int current_pos);
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CStochasticFastCalculator(void) {};
virtual ~CStochasticFastCalculator(void) {};
//--- Init now takes ENUM_MA_TYPE (extended types)
bool Init(int k_p, int d_p, ENUM_MA_TYPE d_ma);
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[]);
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CStochasticFastCalculator::Init(int k_p, int d_p, ENUM_MA_TYPE d_ma)
{
m_k_period = (k_p < 1) ? 1 : k_p;
// Initialize the MA Engine for %D
return m_ma_engine.Init(d_p, d_ma);
}
//+------------------------------------------------------------------+
//| Main Calculation |
//+------------------------------------------------------------------+
void CStochasticFastCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[])
{
// Ensure we have enough bars for K + D calculation
if(rates_total <= m_k_period + m_ma_engine.GetPeriod())
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
if(ArraySize(m_src_high) != rates_total)
{
ArrayResize(m_src_high, rates_total);
ArrayResize(m_src_low, rates_total);
ArrayResize(m_src_close, rates_total);
}
if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
return;
//--- 1. Calculate %K (Fast %K)
int loop_start_k = MathMax(m_k_period - 1, start_index);
for(int i = loop_start_k; i < rates_total; i++)
{
double highest_h = Highest(m_k_period, i);
double lowest_l = Lowest(m_k_period, i);
double range = highest_h - lowest_l;
if(range > 0)
k_buffer[i] = (m_src_close[i] - lowest_l) / range * 100.0;
else
k_buffer[i] = (i > 0) ? k_buffer[i-1] : 50.0;
}
//--- 2. Calculate %D using the MA Engine (CalculateOnArray)
// CRITICAL: Pass 'm_k_period - 1' as the offset.
// This tells the MA Engine that valid data in k_buffer starts at index (K-1).
m_ma_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, m_k_period - 1);
}
//+------------------------------------------------------------------+
//| Prepare Source Data (Standard) |
//+------------------------------------------------------------------+
bool CStochasticFastCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
for(int i = start_index; i < rates_total; i++)
{
m_src_high[i] = high[i];
m_src_low[i] = low[i];
m_src_close[i] = close[i];
}
return true;
}
//+------------------------------------------------------------------+
//| Helpers (Highest/Lowest) |
//+------------------------------------------------------------------+
double CStochasticFastCalculator::Highest(int period, int current_pos)
{
double res = m_src_high[current_pos];
for(int i = 1; i < period; i++)
{
int index = current_pos - i;
if(index < 0)
break;
if(res < m_src_high[index])
res = m_src_high[index];
}
return(res);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double CStochasticFastCalculator::Lowest(int period, int current_pos)
{
double res = m_src_low[current_pos];
for(int i = 1; i < period; i++)
{
int index = current_pos - i;
if(index < 0)
break;
if(res > m_src_low[index])
res = m_src_low[index];
}
return(res);
}
//+==================================================================+
//| CLASS 2: CStochasticFastCalculator_HA (Heikin Ashi) |
//+==================================================================+
class CStochasticFastCalculator_HA : public CStochasticFastCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[];
protected:
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CStochasticFastCalculator_HA::PrepareSourceData(int rates_total, int start_index, 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_temp, rates_total);
ArrayResize(m_ha_low_temp, rates_total);
ArrayResize(m_ha_close_temp, rates_total);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
for(int i = start_index; i < rates_total; i++)
{
m_src_high[i] = m_ha_high_temp[i];
m_src_low[i] = m_ha_low_temp[i];
m_src_close[i] = m_ha_close_temp[i];
}
return true;
}
//+------------------------------------------------------------------+