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Toh4iem9
222 lines
8.1 KiB
Plaintext
222 lines
8.1 KiB
Plaintext
//+------------------------------------------------------------------+
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//| StochasticFast_Calculator.mqh|
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//| VERSION 1.20: 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: CStochasticFastCalculator (Base Class) |
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//+==================================================================+
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class CStochasticFastCalculator
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{
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protected:
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int m_k_period, m_d_period;
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ENUM_MA_METHOD m_d_ma_type;
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//--- Persistent Buffers for Incremental Calculation
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double m_src_high[], m_src_low[], m_src_close[];
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double Highest(int period, int current_pos);
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double Lowest(int period, int current_pos);
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//--- Updated: Accepts start_index
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virtual bool PrepareSourceData(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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CStochasticFastCalculator(void) {};
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virtual ~CStochasticFastCalculator(void) {};
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bool Init(int k_p, int d_p, ENUM_MA_METHOD d_ma);
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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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double &k_buffer[], double &d_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CStochasticFastCalculator::Init(int k_p, int d_p, ENUM_MA_METHOD d_ma)
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{
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m_k_period = (k_p < 1) ? 1 : k_p;
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m_d_period = (d_p < 1) ? 1 : d_p;
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m_d_ma_type = d_ma;
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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 CStochasticFastCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &k_buffer[], double &d_buffer[])
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{
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if(rates_total <= m_k_period + m_d_period)
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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 Buffers
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if(ArraySize(m_src_high) != rates_total)
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{
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ArrayResize(m_src_high, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayResize(m_src_close, rates_total);
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}
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//--- 3. Prepare Source Data (Optimized)
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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return;
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//--- 4. Calculate %K (Fast %K)
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int loop_start_k = MathMax(m_k_period - 1, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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double highest_h = Highest(m_k_period, i);
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double lowest_l = Lowest(m_k_period, i);
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double range = highest_h - lowest_l;
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if(range > 0)
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k_buffer[i] = (m_src_close[i] - lowest_l) / range * 100.0;
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else
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k_buffer[i] = (i > 0) ? k_buffer[i-1] : 50.0;
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}
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//--- 5. Calculate %D (Signal Line) by smoothing %K
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int d_start = m_k_period + m_d_period - 2;
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int loop_start_d = MathMax(d_start, start_index);
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for(int i = loop_start_d; i < rates_total; i++)
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{
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switch(m_d_ma_type)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == d_start)
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{
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double sum=0;
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for(int j=0; j<m_d_period; j++)
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sum+=k_buffer[i-j];
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d_buffer[i]=sum/m_d_period;
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}
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else
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{
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if(m_d_ma_type==MODE_EMA)
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{
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double pr=2.0/(m_d_period+1.0);
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d_buffer[i]=k_buffer[i]*pr+d_buffer[i-1]*(1.0-pr);
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}
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else
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d_buffer[i]=(d_buffer[i-1]*(m_d_period-1)+k_buffer[i])/m_d_period;
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}
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break;
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case MODE_LWMA:
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{double sum=0,w_sum=0; for(int j=0; j<m_d_period; j++) {int w=m_d_period-j; sum+=k_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) d_buffer[i]=sum/w_sum;}
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break;
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default:
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{double sum=0; for(int j=0; j<m_d_period; j++) sum+=k_buffer[i-j]; d_buffer[i]=sum/m_d_period;}
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break;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Source Data (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CStochasticFastCalculator::PrepareSourceData(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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// Optimized copy loop
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for(int i = start_index; i < rates_total; i++)
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{
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m_src_high[i] = high[i];
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m_src_low[i] = low[i];
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m_src_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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//| Highest |
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//+------------------------------------------------------------------+
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double CStochasticFastCalculator::Highest(int period, int current_pos)
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{
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double res = m_src_high[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < m_src_high[index])
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res = m_src_high[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Lowest |
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//+------------------------------------------------------------------+
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double CStochasticFastCalculator::Lowest(int period, int current_pos)
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{
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double res = m_src_low[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > m_src_low[index])
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res = m_src_low[index];
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}
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return(res);
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}
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//+==================================================================+
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//| CLASS 2: CStochasticFastCalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CStochasticFastCalculator_HA : public CStochasticFastCalculator
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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[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[];
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protected:
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virtual bool PrepareSourceData(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 Source Data (Heikin Ashi - Optimized) |
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//+------------------------------------------------------------------+
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bool CStochasticFastCalculator_HA::PrepareSourceData(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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// Resize internal HA buffers
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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_temp, rates_total);
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ArrayResize(m_ha_low_temp, rates_total);
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ArrayResize(m_ha_close_temp, rates_total);
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}
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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_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
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//--- Copy to source buffers (Optimized loop)
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for(int i = start_index; i < rates_total; i++)
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{
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m_src_high[i] = m_ha_high_temp[i];
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m_src_low[i] = m_ha_low_temp[i];
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m_src_close[i] = m_ha_close_temp[i];
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}
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return true;
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}
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//+------------------------------------------------------------------+
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