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mql5/Include/MyIncludes/Stochastic_CMO_Slow_Calculator.mqh
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//+------------------------------------------------------------------+
//| Stochastic_CMO_Slow_Calculator.mqh |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\CMO_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
//| CLASS: CStochasticCMOSlowCalculator |
//+==================================================================+
class CStochasticCMOSlowCalculator
{
protected:
int m_cmo_period, m_k_period;
//--- Engines
CCMOCalculator *m_cmo_calculator;
CMovingAverageCalculator m_slowing_engine;
CMovingAverageCalculator m_signal_engine;
//--- Persistent Buffers
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 PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &k_buffer[], double &d_buffer[]);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CStochasticCMOSlowCalculator::CStochasticCMOSlowCalculator(void)
{
m_cmo_calculator = new CCMOCalculator();
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CStochasticCMOSlowCalculator::~CStochasticCMOSlowCalculator(void)
{
if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
delete m_cmo_calculator;
}
//+------------------------------------------------------------------+
//| 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;
if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
return false;
if(!m_cmo_calculator.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, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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;
if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// Resize Buffers
if(ArraySize(m_cmo_buffer) != rates_total)
{
ArrayResize(m_cmo_buffer, rates_total);
ArrayResize(m_raw_k, rates_total);
}
if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type))
return;
//--- 1. Calculate CMO (Incremental)
// Note: CMO Calculator handles its own incremental logic
m_cmo_calculator.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 Source Data (Standard) |
//+------------------------------------------------------------------+
bool CStochasticCMOSlowCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
// This method is just a placeholder for the base class.
// The CMO calculator handles its own data preparation internally.
return true;
}
//+==================================================================+
//| CLASS 2: CStochasticCMOSlowCalculator_HA |
//+==================================================================+
class CStochasticCMOSlowCalculator_HA : public CStochasticCMOSlowCalculator
{
public:
CStochasticCMOSlowCalculator_HA(void);
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CStochasticCMOSlowCalculator_HA::CStochasticCMOSlowCalculator_HA(void)
{
if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
delete m_cmo_calculator;
// Use HA version of CMO calculator
m_cmo_calculator = new CCMOCalculator_HA();
}
//+------------------------------------------------------------------+