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315 lines
11 KiB
Plaintext
315 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MACD_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: 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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int m_fast_period, m_slow_period, m_signal_period;
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ENUM_MA_METHOD m_source_ma_type, m_signal_ma_type;
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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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//--- 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_METHOD src_ma, ENUM_MA_METHOD sig_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[], 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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//+------------------------------------------------------------------+
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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_METHOD src_ma, ENUM_MA_METHOD sig_ma)
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{
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m_fast_period = (fast_p < 1) ? 1 : fast_p;
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m_slow_period = (slow_p < 1) ? 1 : slow_p;
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if(m_fast_period > m_slow_period)
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{
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int temp=m_fast_period;
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m_fast_period=m_slow_period;
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m_slow_period=temp;
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}
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m_signal_period = (signal_p < 1) ? 1 : signal_p;
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m_source_ma_type = src_ma;
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m_signal_ma_type = sig_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 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 start_pos = m_slow_period + m_signal_period - 2;
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if(rates_total <= start_pos)
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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_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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}
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//--- 3. Prepare Price (Optimized)
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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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//--- 4. Calculate Fast MA (Incremental)
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int loop_start_fast = MathMax(m_fast_period - 1, start_index);
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for(int i = loop_start_fast; i < rates_total; i++)
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{
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switch(m_source_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 == m_fast_period - 1)
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{
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double sum=0;
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for(int j=0; j<m_fast_period; j++)
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sum+=m_price[i-j];
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m_fast_ma[i]=sum/m_fast_period;
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}
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else
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{
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if(m_source_ma_type==MODE_EMA)
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{
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double pr=2.0/(m_fast_period+1.0);
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m_fast_ma[i]=m_price[i]*pr+m_fast_ma[i-1]*(1.0-pr);
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}
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else
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m_fast_ma[i]=(m_fast_ma[i-1]*(m_fast_period-1)+m_price[i])/m_fast_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_fast_period; j++) {int w=m_fast_period-j; sum+=m_price[i-j]*w; w_sum+=w;} if(w_sum>0) m_fast_ma[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_fast_period; j++) sum+=m_price[i-j]; m_fast_ma[i]=sum/m_fast_period;}
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break;
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}
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}
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//--- 5. Calculate Slow MA (Incremental)
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int loop_start_slow = MathMax(m_slow_period - 1, start_index);
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for(int i = loop_start_slow; i < rates_total; i++)
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{
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switch(m_source_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 == m_slow_period - 1)
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{
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double sum=0;
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for(int j=0; j<m_slow_period; j++)
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sum+=m_price[i-j];
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m_slow_ma[i]=sum/m_slow_period;
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}
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else
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{
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if(m_source_ma_type==MODE_EMA)
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{
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double pr=2.0/(m_slow_period+1.0);
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m_slow_ma[i]=m_price[i]*pr+m_slow_ma[i-1]*(1.0-pr);
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}
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else
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m_slow_ma[i]=(m_slow_ma[i-1]*(m_slow_period-1)+m_price[i])/m_slow_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_slow_period; j++) {int w=m_slow_period-j; sum+=m_price[i-j]*w; w_sum+=w;} if(w_sum>0) m_slow_ma[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_slow_period; j++) sum+=m_price[i-j]; m_slow_ma[i]=sum/m_slow_period;}
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break;
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}
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}
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//--- 6. Calculate MACD Line
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int loop_start_macd = MathMax(loop_start_slow, loop_start_fast); // Should be slow
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for(int i = loop_start_macd; i < rates_total; i++)
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{
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macd_line[i] = m_fast_ma[i] - m_slow_ma[i];
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}
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//--- 7. Calculate Signal Line (Incremental)
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int signal_start_pos = m_slow_period + m_signal_period - 2;
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int loop_start_signal = MathMax(signal_start_pos, start_index);
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for(int i = loop_start_signal; i < rates_total; i++)
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{
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switch(m_signal_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 == signal_start_pos)
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{
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double sum=0;
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for(int j=0; j<m_signal_period; j++)
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sum+=macd_line[i-j];
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signal_line[i]=sum/m_signal_period;
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}
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else
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{
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if(m_signal_ma_type==MODE_EMA)
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{
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double pr=2.0/(m_signal_period+1.0);
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signal_line[i]=macd_line[i]*pr+signal_line[i-1]*(1.0-pr);
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}
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else
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signal_line[i]=(signal_line[i-1]*(m_signal_period-1)+macd_line[i])/m_signal_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_signal_period; j++) {int w=m_signal_period-j; sum+=macd_line[i-j]*w; w_sum+=w;} if(w_sum>0) signal_line[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_signal_period; j++) sum+=macd_line[i-j]; signal_line[i]=sum/m_signal_period;}
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break;
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}
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}
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//--- 8. Calculate Histogram
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for(int i = loop_start_signal; i < rates_total; i++)
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{
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histogram[i] = macd_line[i] - signal_line[i];
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard - Optimized) |
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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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// Optimized copy loop
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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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// Internal HA buffers
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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 - Optimized) |
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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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// 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, 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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//--- 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, m_ha_low, m_ha_close);
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//--- Copy to m_price (Optimized loop)
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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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