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mql5/Include/MyIncludes/Stochastic_CMO_Slow_Calculator.mqh
2026-01-02 13:52:42 +01:00

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//+------------------------------------------------------------------+
//| Stochastic_CMO_Slow_Calculator.mqh |
//| VERSION 3.00: Integrated with CMO Engine. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\CMO_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
//| CLASS: CStochasticCMOSlowCalculator |
//+==================================================================+
class CStochasticCMOSlowCalculator
{
protected:
int m_cmo_period, m_k_period;
//--- Engines
CCMOEngine *m_cmo_engine;
CMovingAverageCalculator m_slowing_engine;
CMovingAverageCalculator m_signal_engine;
//--- Persistent Buffers
double m_price[];
double m_cmo_buffer[];
double m_raw_k[];
double Highest(const double &array[], int period, int current_pos);
double Lowest(const double &array[], int period, int current_pos);
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[]);
//--- Factory Method for CMO Engine
virtual void CreateCMOEngine(void);
public:
CStochasticCMOSlowCalculator(void);
virtual ~CStochasticCMOSlowCalculator(void);
//--- Init now takes ENUM_MA_TYPE for both smoothings
bool Init(int cmo_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
//--- 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 &k_buffer[], double &d_buffer[]);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void)
{
m_cmo_engine = NULL;
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CStochasticCMOSlowCalculator::~CStochasticCMOSlowCalculator(void)
{
if(CheckPointer(m_cmo_engine) != POINTER_INVALID)
delete m_cmo_engine;
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CStochasticCMOSlowCalculator::CreateCMOEngine(void)
{
m_cmo_engine = new CCMOEngine();
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CStochasticCMOSlowCalculator::Init(int cmo_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma)
{
m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
m_k_period = (k_p < 1) ? 1 : k_p;
CreateCMOEngine();
if(CheckPointer(m_cmo_engine) == POINTER_INVALID || !m_cmo_engine.Init(m_cmo_period))
return false;
if(!m_slowing_engine.Init(slow_p, slow_ma))
return false;
if(!m_signal_engine.Init(d_p, d_ma))
return false;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CStochasticCMOSlowCalculator::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 &k_buffer[], double &d_buffer[])
{
// Minimum bars check
int min_bars = m_cmo_period + m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod();
if(rates_total <= min_bars)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// Resize Buffers
if(ArraySize(m_price) != rates_total)
ArrayResize(m_price, rates_total);
if(ArraySize(m_cmo_buffer) != rates_total)
ArrayResize(m_cmo_buffer, rates_total);
if(ArraySize(m_raw_k) != rates_total)
ArrayResize(m_raw_k, rates_total);
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 1. Calculate CMO (Delegated to Engine)
m_cmo_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
//--- 2. Calculate Raw %K (Fast %K) on CMO
// CMO valid from: m_cmo_period
// Raw %K valid from: m_cmo_period + m_k_period - 1
int raw_k_start = m_cmo_period + m_k_period - 1;
int loop_start_k = MathMax(raw_k_start, start_index);
for(int i = loop_start_k; i < rates_total; i++)
{
double highest_cmo = Highest(m_cmo_buffer, m_k_period, i);
double lowest_cmo = Lowest(m_cmo_buffer, m_k_period, i);
double range = highest_cmo - lowest_cmo;
if(range > 0.00001)
m_raw_k[i] = (m_cmo_buffer[i] - lowest_cmo) / range * 100.0;
else
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
}
//--- 3. Calculate Slow %K (Main Line) using Slowing Engine
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start);
//--- 4. Calculate %D (Signal Line) using Signal Engine
int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1;
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset);
}
//+------------------------------------------------------------------+
//| Highest |
//+------------------------------------------------------------------+
double CStochasticCMOSlowCalculator::Highest(const double &array[], int period, int current_pos)
{
double res = array[current_pos];
for(int i = 1; i < period; i++)
{
int index = current_pos - i;
if(index < 0)
break;
if(res < array[index])
res = array[index];
}
return(res);
}
//+------------------------------------------------------------------+
//| Lowest |
//+------------------------------------------------------------------+
double CStochasticCMOSlowCalculator::Lowest(const double &array[], int period, int current_pos)
{
double res = array[current_pos];
for(int i = 1; i < period; i++)
{
int index = current_pos - i;
if(index < 0)
break;
if(res > array[index])
res = array[index];
}
return(res);
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CStochasticCMOSlowCalculator::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: CStochasticCMOSlowCalculator_HA |
//+==================================================================+
class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator
{
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;
virtual void CreateCMOEngine(void) override;
};
//+------------------------------------------------------------------+
//| Factory Method for HA CMO Engine |
//+------------------------------------------------------------------+
void CStochasticCMOSlowCalculator_HA::CreateCMOEngine(void)
{
m_cmo_engine = new CCMOEngine_HA();
}
//+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+
bool CStochasticCMOSlowCalculator_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;
}
//+------------------------------------------------------------------+