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127 lines
5.0 KiB
Plaintext
127 lines
5.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| AD_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi A/D. |
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//| VERSION 2.00: Optimized for incremental calculation. |
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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 1: CADCalculator (Base Class) |
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//+==================================================================+
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class CADCalculator
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{
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protected:
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//--- Persistent Buffers for Incremental Calculation
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double m_high[];
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double m_low[];
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double m_close[];
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//--- Updated: Accepts start_index
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virtual bool PrepareCandleData(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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CADCalculator(void) {};
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virtual ~CADCalculator(void) {};
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//--- Updated: Accepts prev_calculated
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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 &tick_volume[], const long &volume[], ENUM_APPLIED_VOLUME volume_type, double &ad_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CADCalculator::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 &tick_volume[], const long &volume[], ENUM_APPLIED_VOLUME volume_type, double &ad_buffer[])
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{
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if(rates_total < 1)
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return;
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//--- 1. Determine Start Index
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int start_index;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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//--- 2. Resize Internal Buffers
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if(ArraySize(m_high) != rates_total)
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{
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ArrayResize(m_high, rates_total);
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ArrayResize(m_low, rates_total);
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ArrayResize(m_close, rates_total);
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}
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//--- 3. Prepare Candle Data (Optimized)
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if(!PrepareCandleData(rates_total, start_index, open, high, low, close))
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return;
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//--- 4. Calculate A/D (Incremental Loop)
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for(int i = start_index; i < rates_total; i++)
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{
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double mfm = 0; // Money Flow Multiplier
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double range = m_high[i] - m_low[i];
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if(range > 0)
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{
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mfm = ((m_close[i] - m_low[i]) - (m_high[i] - m_close[i])) / range;
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}
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long current_volume = (volume_type == VOLUME_TICK) ? tick_volume[i] : volume[i];
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double mfv = mfm * current_volume; // Money Flow Volume
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if(i > 0)
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ad_buffer[i] = ad_buffer[i-1] + mfv;
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else
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ad_buffer[i] = mfv; // First value
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Candle Data (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CADCalculator::PrepareCandleData(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_high[i] = high[i];
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m_low[i] = low[i];
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m_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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//| CLASS 2: CADCalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CADCalculator_HA : public CADCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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// Internal HA buffers
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double m_ha_open[]; // Temp buffer for HA Open
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protected:
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virtual bool PrepareCandleData(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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//| Prepare Candle Data (Heikin Ashi - Optimized) |
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//+------------------------------------------------------------------+
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bool CADCalculator_HA::PrepareCandleData(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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ArrayResize(m_ha_open, rates_total);
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//--- STRICT CALL: Use the optimized 10-param HA calculation
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_high, m_low, m_close);
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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