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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
286 lines
12 KiB
Plaintext
286 lines
12 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MACD_Calculator.mqh|
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//| VERSION 4.00: Unified calculator for ALL MACD indicators. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS 1: CMACDCalculator (Base Class) |
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//+==================================================================+
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class CMACDCalculator
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{
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protected:
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//--- Engines for MACD Line
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CMovingAverageCalculator *m_fast_ma_engine;
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CMovingAverageCalculator *m_slow_ma_engine;
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//--- Engine for Signal Line
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CMovingAverageCalculator *m_signal_ma_engine;
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//--- Persistent Buffers for Incremental Calculation
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double m_price[];
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double m_fast_ma[];
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double m_slow_ma[];
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//--- Internal Result Buffers
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double m_macd_internal[];
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double m_signal_internal[];
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double m_hist_internal[];
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//--- Updated: Accepts start_index
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virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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public:
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CMACDCalculator(void);
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virtual ~CMACDCalculator(void);
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bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma);
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//--- Main Calculation
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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,
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double &macd_line[], double &signal_line[], double &histogram[]);
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//--- Wrappers
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void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &hist_out[]);
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void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &macd_out[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CMACDCalculator::CMACDCalculator(void)
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{
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m_fast_ma_engine = new CMovingAverageCalculator();
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m_slow_ma_engine = new CMovingAverageCalculator();
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m_signal_ma_engine = new CMovingAverageCalculator();
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CMACDCalculator::~CMACDCalculator(void)
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{
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if(CheckPointer(m_fast_ma_engine) != POINTER_INVALID)
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delete m_fast_ma_engine;
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if(CheckPointer(m_slow_ma_engine) != POINTER_INVALID)
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delete m_slow_ma_engine;
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if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID)
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delete m_signal_ma_engine;
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE src_ma, ENUM_MA_TYPE sig_ma)
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{
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int f_p = (fast_p < 1) ? 1 : fast_p;
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int s_p = (slow_p < 1) ? 1 : slow_p;
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if(f_p > s_p)
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{
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int temp=f_p;
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f_p=s_p;
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s_p=temp;
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}
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int sig_p = (signal_p < 1) ? 1 : signal_p;
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if(!m_fast_ma_engine.Init(f_p, src_ma))
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return false;
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if(!m_slow_ma_engine.Init(s_p, src_ma))
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return false;
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if(!m_signal_ma_engine.Init(sig_p, sig_ma))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &macd_line[], double &signal_line[], double &histogram[])
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{
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int min_bars = m_slow_ma_engine.GetPeriod() + m_signal_ma_engine.GetPeriod();
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if(rates_total <= min_bars)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_fast_ma, rates_total);
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ArrayResize(m_slow_ma, rates_total);
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ArrayResize(m_macd_internal, rates_total);
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ArrayResize(m_signal_internal, rates_total);
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ArrayResize(m_hist_internal, rates_total);
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}
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// Prepare Price
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if(!PreparePriceSeries(rates_total, start_index, open, high, low, close, price_type))
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return;
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// Calculate Fast & Slow MAs
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m_fast_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_fast_ma);
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m_slow_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_price, m_price, m_price, m_price, m_slow_ma);
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// Calculate MACD Line
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int slow_period = m_slow_ma_engine.GetPeriod();
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int loop_start_macd = MathMax(slow_period - 1, start_index);
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for(int i = loop_start_macd; i < rates_total; i++)
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{
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if(m_fast_ma[i] != EMPTY_VALUE && m_slow_ma[i] != EMPTY_VALUE)
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m_macd_internal[i] = m_fast_ma[i] - m_slow_ma[i];
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else
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m_macd_internal[i] = EMPTY_VALUE;
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}
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// Calculate Signal Line
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int macd_offset = slow_period - 1;
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m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, macd_offset);
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// Calculate Histogram & Output
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int signal_period = m_signal_ma_engine.GetPeriod();
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int signal_start = macd_offset + signal_period - 1;
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int loop_start_hist = MathMax(signal_start, start_index);
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for(int i = loop_start_hist; i < rates_total; i++)
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{
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if(m_macd_internal[i] != EMPTY_VALUE && m_signal_internal[i] != EMPTY_VALUE)
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m_hist_internal[i] = m_macd_internal[i] - m_signal_internal[i];
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else
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m_hist_internal[i] = EMPTY_VALUE;
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// Copy to output buffers if valid
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if(ArraySize(macd_line) == rates_total)
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macd_line[i] = m_macd_internal[i];
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if(ArraySize(signal_line) == rates_total)
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signal_line[i] = m_signal_internal[i];
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if(ArraySize(histogram) == rates_total)
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histogram[i] = m_hist_internal[i];
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}
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}
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//+------------------------------------------------------------------+
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//| Wrappers |
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//+------------------------------------------------------------------+
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void CMACDCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &hist_out[])
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{
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double dummy_macd[], dummy_signal[];
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Calculate(rates_total, prev_calculated, open, high, low, close, price_type, dummy_macd, dummy_signal, hist_out);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CMACDCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &macd_out[])
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{
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double dummy_signal[], dummy_hist[];
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Calculate(rates_total, prev_calculated, open, high, low, close, price_type, macd_out, dummy_signal, dummy_hist);
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard) |
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//+------------------------------------------------------------------+
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bool CMACDCalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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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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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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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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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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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CMACDCalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CMACDCalculator_HA : public CMACDCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
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};
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi) |
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//+------------------------------------------------------------------+
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bool CMACDCalculator_HA::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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