From 08f40d0541180cd8059bd7d7008595e905e1e77d Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Fri, 31 Oct 2025 14:02:22 +0100 Subject: [PATCH] new files added --- .../MyIncludes/Gaussian_Bands_Calculator.mqh | 186 ++++++++++++++++++ 1 file changed, 186 insertions(+) create mode 100644 Include/MyIncludes/Gaussian_Bands_Calculator.mqh diff --git a/Include/MyIncludes/Gaussian_Bands_Calculator.mqh b/Include/MyIncludes/Gaussian_Bands_Calculator.mqh new file mode 100644 index 0000000..a322c3b --- /dev/null +++ b/Include/MyIncludes/Gaussian_Bands_Calculator.mqh @@ -0,0 +1,186 @@ +//+------------------------------------------------------------------+ +//| Gaussian_Bands_Calculator.mqh | +//| Calculation engine for Bollinger-style bands using a | +//| Gaussian Filter as the centerline. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +class CGaussianBandsCalculator + { +protected: + CGaussianFilterCalculator *m_calc_center; + int m_period; + double m_multiplier; + double m_price[]; + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CGaussianBandsCalculator(void); + virtual ~CGaussianBandsCalculator(void); + + bool Init(int period, double multiplier); + void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + double &upper_buffer[], double &lower_buffer[], double &middle_buffer[]); + }; + +//+------------------------------------------------------------------+ +CGaussianBandsCalculator::CGaussianBandsCalculator(void) + { + m_calc_center = NULL; + } +//+------------------------------------------------------------------+ +CGaussianBandsCalculator::~CGaussianBandsCalculator(void) + { + if(CheckPointer(m_calc_center) != POINTER_INVALID) + delete m_calc_center; + } +//+------------------------------------------------------------------+ +bool CGaussianBandsCalculator::Init(int period, double multiplier) + { + m_period = (period < 2) ? 2 : period; + m_multiplier = multiplier; + + if(CheckPointer(m_calc_center) == POINTER_INVALID) + m_calc_center = new CGaussianFilterCalculator(); + + if(CheckPointer(m_calc_center) == POINTER_INVALID) + return false; + + return(m_calc_center.Init(m_period, SOURCE_PRICE)); + } + +//+------------------------------------------------------------------+ +void CGaussianBandsCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + double &upper_buffer[], double &lower_buffer[], double &middle_buffer[]) + { + if(rates_total < m_period) + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + +// --- Step 1: Calculate Centerline using Gaussian Filter --- + m_calc_center.Calculate(rates_total, price_type, open, high, low, close, middle_buffer); + +// --- Step 2: Calculate Standard Deviation --- + for(int i = m_period - 1; i < rates_total; i++) + { + double sum_sq = 0; + for(int j = 0; j < m_period; j++) + { + double diff = m_price[i-j] - middle_buffer[i-j]; + sum_sq += diff * diff; + } + + double std_dev = sqrt(sum_sq / m_period); + + // --- Step 3: Calculate Upper and Lower Bands --- + if(middle_buffer[i] != EMPTY_VALUE) + { + upper_buffer[i] = middle_buffer[i] + m_multiplier * std_dev; + lower_buffer[i] = middle_buffer[i] - m_multiplier * std_dev; + } + } + } + +//+------------------------------------------------------------------+ +bool CGaussianBandsCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + ArrayResize(m_price, rates_total); +// For StdDev, we use the same price source as the filter itself + switch(price_type) + { + case PRICE_CLOSE: + ArrayCopy(m_price, close, 0, 0, rates_total); + break; + case PRICE_OPEN: + ArrayCopy(m_price, open, 0, 0, rates_total); + break; + case PRICE_HIGH: + ArrayCopy(m_price, high, 0, 0, rates_total); + break; + case PRICE_LOW: + ArrayCopy(m_price, low, 0, 0, rates_total); + break; + case PRICE_MEDIAN: + for(int i=0; i