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Toh4iem9
120 lines
5.0 KiB
Plaintext
120 lines
5.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Chaikin_AD_Calculator.mqh |
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//| Engine for Chaikin's Accumulation/Distribution Line. |
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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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// Enum from the main file
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enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI };
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//+==================================================================+
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class CChaikinADCalculator
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{
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protected:
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ENUM_APPLIED_VOLUME m_volume_type;
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double m_high[], m_low[], m_close[];
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CChaikinADCalculator(void) {};
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virtual ~CChaikinADCalculator(void) {};
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bool Init(ENUM_APPLIED_VOLUME vol_type);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[],
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double &ad_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CChaikinADCalculator_HA : public CChaikinADCalculator
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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 PrepareSourceData(int rates_total, 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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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CChaikinADCalculator::Init(ENUM_APPLIED_VOLUME vol_type)
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{
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m_volume_type = vol_type;
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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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void CChaikinADCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[],
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double &ad_buffer[])
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{
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if(rates_total < 1)
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return;
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if(!PrepareSourceData(rates_total, open, high, low, close))
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return;
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double prev_ad = 0;
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for(int i = 0; i < rates_total; i++)
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{
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double money_flow_multiplier = 0;
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double range = m_high[i] - m_low[i];
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if(range > 0.000001)
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{
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money_flow_multiplier = ((m_close[i] - m_low[i]) - (m_high[i] - m_close[i])) / range;
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}
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double money_flow_volume = money_flow_multiplier * (double)volume[i];
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ad_buffer[i] = prev_ad + money_flow_volume;
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prev_ad = ad_buffer[i];
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}
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CChaikinADCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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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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ArrayCopy(m_high, high, 0, 0, rates_total);
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ArrayCopy(m_low, low, 0, 0, rates_total);
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ArrayCopy(m_close, close, 0, 0, rates_total);
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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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bool CChaikinADCalculator_HA::PrepareSourceData(int rates_total, 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_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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ArrayCopy(m_high, ha_high, 0, 0, rates_total);
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ArrayCopy(m_low, ha_low, 0, 0, rates_total);
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ArrayCopy(m_close, ha_close, 0, 0, rates_total);
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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