gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-11-02 11:16:15 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
6bbfbdc16baa3065a5d2153f79f3282c64e86afa
mql5/Include/MyIncludes/DMIStochastic_Calculator.mqh
T

323 lines
12 KiB
Plaintext
Raw Blame History

//+------------------------------------------------------------------+
//| DMIStochastic_Calculator.mqh |
//| Engine for Barbara Star's DMI Stochastic Oscillator |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.30" // Enterprise Refactor: Persistent Volume Cache & Zero Heap Churn
#property description "High-performance calculation engine for DMI Stochastic Oscillator."
#ifndef DMISTOCHASTIC_CALCULATOR_MQH
#define DMISTOCHASTIC_CALCULATOR_MQH
#include <MyIncludes\DMI_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
#ifndef ENUM_DMISTOCH_DEFINITIONS_DEFINED
#define ENUM_DMISTOCH_DEFINITIONS_DEFINED
#ifndef ENUM_CANDLE_SOURCE_DEFINED
#define ENUM_CANDLE_SOURCE_DEFINED
enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI };
#endif
enum ENUM_DMI_OSC_TYPE { OSC_PDI_MINUS_NDI, OSC_NDI_MINUS_PDI };
#endif
//+==================================================================+
//| CLASS: CDMIStochasticCalculator |
//+==================================================================+
class CDMIStochasticCalculator
{
protected:
CDMIEngine *m_dmi_engine;
CMovingAverageCalculator m_slow_k_engine;
CMovingAverageCalculator m_smooth_d_engine;
int m_dmi_period;
int m_fast_k_period;
int m_slow_k_period;
int m_smooth_period;
ENUM_DMI_OSC_TYPE m_osc_type;
//--- Persistent State Buffers (Zero Heap Churn on Live Ticks)
double m_pDI[], m_nDI[];
double m_dmiOsc[], m_fastK[];
double m_vol_double[];
virtual void CreateEngine(void);
public:
CDMIStochasticCalculator(void);
virtual ~CDMIStochasticCalculator(void);
bool Init(const int dmi_p, const int fast_k, const int slow_k, const int smooth_p,
const ENUM_MA_TYPE k_method, const ENUM_MA_TYPE d_method, const ENUM_DMI_OSC_TYPE osc_type);
//--- Standard Calculate (Without Volume)
void Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[]);
//--- Overloaded Calculate (With Volume to support VWMA Slowing/Signal)
void Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
const double &low[], const double &close[],
const long &volume[],
double &k_buffer[], double &d_buffer[]);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CDMIStochasticCalculator::CDMIStochasticCalculator(void) :
m_dmi_engine(NULL),
m_dmi_period(10),
m_fast_k_period(10),
m_slow_k_period(3),
m_smooth_period(3),
m_osc_type(OSC_PDI_MINUS_NDI)
{
ArraySetAsSeries(m_pDI, false);
ArraySetAsSeries(m_nDI, false);
ArraySetAsSeries(m_dmiOsc, false);
ArraySetAsSeries(m_fastK, false);
ArraySetAsSeries(m_vol_double, false);
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CDMIStochasticCalculator::~CDMIStochasticCalculator(void)
{
if(CheckPointer(m_dmi_engine) != POINTER_INVALID)
{
delete m_dmi_engine;
m_dmi_engine = NULL;
}
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CDMIStochasticCalculator::CreateEngine(void)
{
if(CheckPointer(m_dmi_engine) != POINTER_INVALID)
{
delete m_dmi_engine;
m_dmi_engine = NULL;
}
m_dmi_engine = new CDMIEngine();
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CDMIStochasticCalculator::Init(const int dmi_p, const int fast_k, const int slow_k, const int smooth_p,
const ENUM_MA_TYPE k_method, const ENUM_MA_TYPE d_method, const ENUM_DMI_OSC_TYPE osc_type)
{
m_dmi_period = (dmi_p < 1) ? 1 : dmi_p;
m_fast_k_period = (fast_k < 1) ? 1 : fast_k;
m_slow_k_period = (slow_k < 1) ? 1 : slow_k;
m_smooth_period = (smooth_p < 1) ? 1 : smooth_p;
m_osc_type = osc_type;
CreateEngine();
if(CheckPointer(m_dmi_engine) == POINTER_INVALID || !m_dmi_engine.Init(m_dmi_period))
return false;
if(!m_slow_k_engine.Init(m_slow_k_period, k_method))
return false;
if(!m_smooth_d_engine.Init(m_smooth_period, d_method))
return false;
return true;
}
//+------------------------------------------------------------------+
//| Calculate (Standard - No Volume) |
//+------------------------------------------------------------------+
void CDMIStochasticCalculator::Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
const double &low[], const double &close[],
double &k_buffer[], double &d_buffer[])
{
int warmup = m_dmi_period + m_fast_k_period;
if(rates_total < warmup || CheckPointer(m_dmi_engine) == POINTER_INVALID)
return;
// Safe allocation of output buffers
if(ArraySize(k_buffer) != rates_total)
{
ArrayResize(k_buffer, rates_total);
ArraySetAsSeries(k_buffer, false);
ArrayInitialize(k_buffer, EMPTY_VALUE);
}
if(ArraySize(d_buffer) != rates_total)
{
ArrayResize(d_buffer, rates_total);
ArraySetAsSeries(d_buffer, false);
ArrayInitialize(d_buffer, EMPTY_VALUE);
}
// Safe allocation of internal buffers
if(ArraySize(m_pDI) != rates_total)
{
ArrayResize(m_pDI, rates_total);
ArraySetAsSeries(m_pDI, false);
ArrayResize(m_nDI, rates_total);
ArraySetAsSeries(m_nDI, false);
ArrayResize(m_dmiOsc, rates_total);
ArraySetAsSeries(m_dmiOsc, false);
ArrayResize(m_fastK, rates_total);
ArraySetAsSeries(m_fastK, false);
}
// 1. Calculate +DI and -DI values using Fused DMI Engine (v1.30)
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
// 2. Calculate DMI Oscillator
int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
int loop_start = MathMax(m_dmi_period, start_index);
if(m_osc_type == OSC_PDI_MINUS_NDI)
{
for(int i = loop_start; i < rates_total; i++)
m_dmiOsc[i] = m_pDI[i] - m_nDI[i];
}
else
{
for(int i = loop_start; i < rates_total; i++)
m_dmiOsc[i] = m_nDI[i] - m_pDI[i];
}
// 3. Calculate Fast %K via Stochastic Min/Max Normalization
int fast_k_start = m_dmi_period + m_fast_k_period - 1;
int loop_start_k = MathMax(fast_k_start, start_index);
for(int i = loop_start_k; i < rates_total; i++)
{
double highest = m_dmiOsc[i];
double lowest = m_dmiOsc[i];
for(int j = 1; j < m_fast_k_period; j++)
{
highest = MathMax(highest, m_dmiOsc[i - j]);
lowest = MathMin(lowest, m_dmiOsc[i - j]);
}
double range = highest - lowest;
m_fastK[i] = (range > 1.0e-9) ? ((m_dmiOsc[i] - lowest) / range) * 100.0 : 50.0;
}
// 4. Smooth K and D (Incremental O(1))
m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, k_buffer, fast_k_start);
int d_start = fast_k_start + m_slow_k_period - 1;
m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start);
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded - With Persistent Volume for VWMA) |
//+------------------------------------------------------------------+
void CDMIStochasticCalculator::Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
const double &low[], const double &close[],
const long &volume[],
double &k_buffer[], double &d_buffer[])
{
int warmup = m_dmi_period + m_fast_k_period;
if(rates_total < warmup || CheckPointer(m_dmi_engine) == POINTER_INVALID)
return;
if(ArraySize(k_buffer) != rates_total)
{
ArrayResize(k_buffer, rates_total);
ArraySetAsSeries(k_buffer, false);
ArrayInitialize(k_buffer, EMPTY_VALUE);
}
if(ArraySize(d_buffer) != rates_total)
{
ArrayResize(d_buffer, rates_total);
ArraySetAsSeries(d_buffer, false);
ArrayInitialize(d_buffer, EMPTY_VALUE);
}
if(ArraySize(m_pDI) != rates_total)
{
ArrayResize(m_pDI, rates_total);
ArraySetAsSeries(m_pDI, false);
ArrayResize(m_nDI, rates_total);
ArraySetAsSeries(m_nDI, false);
ArrayResize(m_dmiOsc, rates_total);
ArraySetAsSeries(m_dmiOsc, false);
ArrayResize(m_fastK, rates_total);
ArraySetAsSeries(m_fastK, false);
ArrayResize(m_vol_double, rates_total);
ArraySetAsSeries(m_vol_double, false);
}
// 1. Calculate +DI and -DI values
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
// 2. Calculate DMI Oscillator
int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
int loop_start = MathMax(m_dmi_period, start_index);
if(m_osc_type == OSC_PDI_MINUS_NDI)
{
for(int i = loop_start; i < rates_total; i++)
m_dmiOsc[i] = m_pDI[i] - m_nDI[i];
}
else
{
for(int i = loop_start; i < rates_total; i++)
m_dmiOsc[i] = m_nDI[i] - m_pDI[i];
}
// 3. Calculate Fast %K
int fast_k_start = m_dmi_period + m_fast_k_period - 1;
int loop_start_k = MathMax(fast_k_start, start_index);
for(int i = loop_start_k; i < rates_total; i++)
{
double highest = m_dmiOsc[i];
double lowest = m_dmiOsc[i];
for(int j = 1; j < m_fast_k_period; j++)
{
highest = MathMax(highest, m_dmiOsc[i - j]);
lowest = MathMin(lowest, m_dmiOsc[i - j]);
}
double range = highest - lowest;
m_fastK[i] = (range > 1.0e-9) ? ((m_dmiOsc[i] - lowest) / range) * 100.0 : 50.0;
}
// 4. Update Persistent Double Volume (Zero dynamic heap reallocations!)
for(int j = start_index; j < rates_total; j++)
m_vol_double[j] = (double)volume[j];
// 5. Smooth K and D (With Volume)
m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, m_vol_double, k_buffer, fast_k_start);
int d_start = fast_k_start + m_slow_k_period - 1;
m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, m_vol_double, d_buffer, d_start);
}
//+==================================================================+
//| CLASS 2: CDMIStochasticCalculator_HA (Heikin Ashi) |
//+==================================================================+
class CDMIStochasticCalculator_HA : public CDMIStochasticCalculator
{
protected:
virtual void CreateEngine(void) override
{
if(CheckPointer(m_dmi_engine) != POINTER_INVALID)
{
delete m_dmi_engine;
m_dmi_engine = NULL;
}
m_dmi_engine = new CDMIEngine_HA();
}
};
#endif // DMISTOCHASTIC_CALCULATOR_MQH
//+------------------------------------------------------------------+
Reference in New Issue View Git Blame Copy Permalink