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refactor(indicators): Added option for Original Ehlers Calculation

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Toh4iem9
2026-01-04 12:35:07 +01:00
parent 7c97d4687a
commit 0b1e990175
1 changed files with 80 additions and 35 deletions
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Include/MyIncludes/CG_Oscillator_Calculator.mqh
+80 -35
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@@ -1,62 +1,78 @@
//+------------------------------------------------------------------+
//| CG_Oscillator_Calculator.mqh |
//| Calculation engine for the John Ehlers' CG Oscillator. |
//| VERSION 2.10: Added option for Original Ehlers Calculation. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+================================----------------==================+
//| |
//+==================================================================+
//| CLASS 1: CCGOscillatorCalculator (Base Class) |
//| |
//+==================================================================+
class CCGOscillatorCalculator
{
protected:
int m_period;
bool m_original_mode; // New member for mode selection
//--- Persistent Buffer for Incremental Calculation
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[]);
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CCGOscillatorCalculator(void) {};
virtual ~CCGOscillatorCalculator(void) {};
bool Init(int period);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
//--- Updated Init: accepts mode boolean
bool Init(int period, bool original_mode);
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &cg_buffer[], double &signal_buffer[]);
};
//+------------------------------------------------------------------+
bool CCGOscillatorCalculator::Init(int period)
//| Init |
//+------------------------------------------------------------------+
bool CCGOscillatorCalculator::Init(int period, bool original_mode)
{
m_period = (period < 2) ? 2 : period;
m_original_mode = original_mode;
return true;
}
//+------------------------------------------------------------------+
void CCGOscillatorCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CCGOscillatorCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &cg_buffer[], double &signal_buffer[])
{
if(rates_total < m_period)
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
if(ArraySize(m_price) != rates_total)
ArrayResize(m_price, rates_total);
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
// Full recalculation for stability
for(int i = m_period - 1; i < rates_total; i++)
int loop_start = MathMax(m_period - 1, start_index);
for(int i = loop_start; i < rates_total; i++)
{
double numerator = 0;
double denominator = 0;
// Inner loop to calculate the weighted and simple sums
for(int j = 0; j < m_period; j++)
{
// Ehlers' code: count from 0 to Length-1, weight is (1+count)
// This corresponds to j from 0 to m_period-1, weight is (j+1)
// The price is Price[count], which is m_price[i-j] in our chronological array
double current_price = m_price[i - j];
numerator += (j + 1) * current_price;
denominator += current_price;
@@ -64,50 +80,79 @@ void CCGOscillatorCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pric
if(denominator != 0)
{
cg_buffer[i] = -numerator / denominator;
double raw_cg = -numerator / denominator;
if(m_original_mode)
{
// Ehlers Original: Returns negative values representing array index position
cg_buffer[i] = raw_cg;
}
else
{
// Pro Mode: Centers the oscillator around 0.0
// Adds half the period length to offset the negative index
cg_buffer[i] = raw_cg + (m_period + 1) / 2.0;
}
}
else
{
cg_buffer[i] = 0;
}
}
// Create the signal line (1-bar delay)
for(int i = m_period; i < rates_total; i++)
//--- Calculate Signal Line (1-bar delay)
int signal_start = loop_start;
if(signal_start == 0)
signal_start = 1;
for(int i = signal_start; i < rates_total; i++)
{
signal_buffer[i] = cg_buffer[i-1];
}
}
//+------------------------------------------------------------------+
bool CCGOscillatorCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
//| Prepare Price (Standard) |
//+------------------------------------------------------------------+
bool CCGOscillatorCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
ArrayResize(m_price, rates_total);
// Ehlers' example uses Median Price
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i])/2.0;
for(int i = start_index; i < rates_total; i++)
{
m_price[i] = (high[i] + low[i]) / 2.0; // Median Price
}
return true;
}
//+==================================================================+
//| CLASS 2: CCGOscillatorCalculator_HA |
//+==================================================================+
class CCGOscillatorCalculator_HA : public CCGOscillatorCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
bool CCGOscillatorCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
//| Prepare Price (Heikin Ashi) |
//+------------------------------------------------------------------+
bool CCGOscillatorCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
ArrayResize(m_price, rates_total);
// Use Median Price of Heikin Ashi candles
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
for(int i = start_index; i < rates_total; i++)
{
m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0; // Median Price HA
}
return true;
}
//+------------------------------------------------------------------+