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Toh4iem9
210 lines
8.1 KiB
Plaintext
210 lines
8.1 KiB
Plaintext
//+------------------------------------------------------------------+
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//| TDI_CMO_Calculator.mqh |
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//| Calculation engine for TDI based on CMO. |
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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\HeikinAshi_Tools.mqh>
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//+==================================================================+
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class CTDICMOCalculator
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{
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protected:
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int m_cmo_period, m_price_period, m_signal_period, m_base_period;
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double m_std_dev;
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double m_price[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CTDICMOCalculator(void) {};
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virtual ~CTDICMOCalculator(void) {};
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bool Init(int cmo_p, int price_p, int signal_p, int base_p, double dev);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &price_line_out[], double &signal_line_out[], double &base_line_out[],
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double &upper_band_out[], double &lower_band_out[]);
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};
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//+------------------------------------------------------------------+
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bool CTDICMOCalculator::Init(int cmo_p, int price_p, int signal_p, int base_p, double dev)
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{
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m_cmo_period = (cmo_p < 1) ? 1 : cmo_p;
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m_price_period = (price_p < 1) ? 1 : price_p;
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m_signal_period = (signal_p < 1) ? 1 : signal_p;
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m_base_period = (base_p < 1) ? 1 : base_p;
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m_std_dev = (dev <= 0) ? 1.618 : dev;
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return true;
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}
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//+------------------------------------------------------------------+
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void CTDICMOCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &price_line_out[], double &signal_line_out[], double &base_line_out[],
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double &upper_band_out[], double &lower_band_out[])
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{
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if(rates_total <= m_cmo_period + m_base_period)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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double cmo_rescaled[];
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ArrayResize(cmo_rescaled, rates_total);
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//--- STEP 1: Calculate CMO and rescale it to 0-100 range
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for(int i = m_cmo_period; i < rates_total; i++)
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{
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double sum_up = 0.0, sum_down = 0.0;
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for(int j = 0; j < m_cmo_period; j++)
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{
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double diff = m_price[i - j] - m_price[i - j - 1];
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if(diff > 0.0)
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sum_up += diff;
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else
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sum_down += (-diff);
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}
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double total_sum = sum_up + sum_down;
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double raw_cmo = (total_sum == 0.0) ? 0.0 : 100.0 * (sum_up - sum_down) / total_sum;
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//--- CRITICAL: Rescale CMO from [-100, 100] to [0, 100]
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cmo_rescaled[i] = (raw_cmo + 100.0) / 2.0;
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}
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//--- STEP 2: Calculate Price Line (SMA on Rescaled CMO)
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for(int i = m_cmo_period + m_price_period - 2; i < rates_total; i++)
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{
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double sum=0;
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for(int j=0; j<m_price_period; j++)
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sum+=cmo_rescaled[i-j];
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price_line_out[i]=sum/m_price_period;
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}
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//--- STEP 3: Calculate Signal Line (SMA on Price Line)
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for(int i = m_cmo_period + m_price_period + m_signal_period - 3; i < rates_total; i++)
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{
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double sum=0;
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for(int j=0; j<m_signal_period; j++)
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sum+=price_line_out[i-j];
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signal_line_out[i]=sum/m_signal_period;
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}
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//--- STEP 4: Calculate Base Line (SMA on Price Line)
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for(int i = m_cmo_period + m_price_period + m_base_period - 3; i < rates_total; i++)
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{
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double sum=0;
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for(int j=0; j<m_base_period; j++)
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sum+=price_line_out[i-j];
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base_line_out[i]=sum/m_base_period;
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}
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//--- STEP 5: Calculate Volatility Bands (Bollinger Bands on Base Line, using Rescaled CMO data for StdDev)
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int bands_start = m_cmo_period + m_base_period - 2;
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for(int i = bands_start; i < rates_total; i++)
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{
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double std_dev = 0, sum_sq = 0;
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double base_line_ma_on_cmo = 0;
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double sum_cmo = 0;
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for(int j=0; j<m_base_period; j++)
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sum_cmo += cmo_rescaled[i-j];
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base_line_ma_on_cmo = sum_cmo / m_base_period;
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for(int j = 0; j < m_base_period; j++)
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sum_sq += MathPow(cmo_rescaled[i-j] - base_line_ma_on_cmo, 2);
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std_dev = MathSqrt(sum_sq / m_base_period);
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upper_band_out[i] = base_line_out[i] + m_std_dev * std_dev;
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lower_band_out[i] = base_line_out[i] - m_std_dev * std_dev;
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}
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}
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// ... (A PreparePriceSeries és a _HA osztály PONTOSAN UGYANAZ MARAD, mint a TDI_Calculator-ban) ...
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bool CTDICMOCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CTDICMOCalculator_HA : public CTDICMOCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, 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 CTDICMOCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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