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