mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,223 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Bollinger_Bands_Calculator.mqh |
|
||||
//| Calculation engine for Standard and Heikin Ashi Bollinger Bands|
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
//+==================================================================+
|
||||
//| |
|
||||
//| CLASS 1: CBollingerBandsCalculator (Standard) |
|
||||
//| |
|
||||
//+==================================================================+
|
||||
class CBollingerBandsCalculator
|
||||
{
|
||||
protected:
|
||||
int m_period;
|
||||
double m_deviation;
|
||||
ENUM_MA_METHOD m_ma_method;
|
||||
|
||||
double m_price[];
|
||||
double m_ma_buffer[];
|
||||
|
||||
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
|
||||
|
||||
public:
|
||||
CBollingerBandsCalculator(void) {};
|
||||
virtual ~CBollingerBandsCalculator(void) {};
|
||||
|
||||
bool Init(int period, double deviation, ENUM_MA_METHOD ma_method);
|
||||
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &ma_out[], double &upper_out[], double &lower_out[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CBollingerBandsCalculator: Initialization |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CBollingerBandsCalculator::Init(int period, double deviation, ENUM_MA_METHOD ma_method)
|
||||
{
|
||||
m_period = (period < 1) ? 1 : period;
|
||||
m_deviation = deviation;
|
||||
m_ma_method = ma_method;
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CBollingerBandsCalculator: Main Calculation Method |
|
||||
//+------------------------------------------------------------------+
|
||||
void CBollingerBandsCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
double &ma_out[], double &upper_out[], double &lower_out[])
|
||||
{
|
||||
if(rates_total < m_period)
|
||||
return;
|
||||
|
||||
ArrayResize(m_price, rates_total);
|
||||
ArrayResize(m_ma_buffer, rates_total);
|
||||
|
||||
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
|
||||
return;
|
||||
|
||||
//--- Step 1: Calculate the centerline (Moving Average)
|
||||
int ma_start_pos = m_period - 1;
|
||||
for(int i = ma_start_pos; i < rates_total; i++)
|
||||
{
|
||||
switch(m_ma_method)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == ma_start_pos)
|
||||
{
|
||||
double sum = 0;
|
||||
for(int j = 0; j < m_period; j++)
|
||||
sum += m_price[i-j];
|
||||
m_ma_buffer[i] = sum / m_period;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(m_ma_method == MODE_EMA)
|
||||
{
|
||||
double pr = 2.0 / (m_period + 1.0);
|
||||
m_ma_buffer[i] = m_price[i] * pr + m_ma_buffer[i-1] * (1.0 - pr);
|
||||
}
|
||||
else
|
||||
m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_period - 1) + m_price[i]) / m_period;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{
|
||||
double lwma_sum = 0, weight_sum = 0;
|
||||
for(int j = 0; j < m_period; j++)
|
||||
{
|
||||
int weight = m_period - j;
|
||||
lwma_sum += m_price[i-j] * weight;
|
||||
weight_sum += weight;
|
||||
}
|
||||
if(weight_sum > 0)
|
||||
m_ma_buffer[i] = lwma_sum / weight_sum;
|
||||
break;
|
||||
}
|
||||
default: // MODE_SMA
|
||||
{
|
||||
double sum = 0;
|
||||
for(int j = 0; j < m_period; j++)
|
||||
sum += m_price[i-j];
|
||||
m_ma_buffer[i] = sum / m_period;
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//--- Step 2: Calculate the Standard Deviation and the Bands
|
||||
for(int i = ma_start_pos; i < rates_total; i++)
|
||||
{
|
||||
double std_dev_val = 0, sum_sq = 0;
|
||||
for(int j = 0; j < m_period; j++)
|
||||
sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2);
|
||||
std_dev_val = sqrt(sum_sq / m_period);
|
||||
|
||||
upper_out[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
|
||||
lower_out[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
|
||||
}
|
||||
|
||||
ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CBollingerBandsCalculator: Prepares the source price series. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CBollingerBandsCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
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<rates_total; i++)
|
||||
m_price[i] = (high[i]+low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (high[i]+low[i]+close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
return false;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| |
|
||||
//| CLASS 2: CBollingerBandsCalculator_HA (Heikin Ashi) |
|
||||
//| |
|
||||
//+==================================================================+
|
||||
class CBollingerBandsCalculator_HA : public CBollingerBandsCalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
|
||||
protected:
|
||||
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CBollingerBandsCalculator_HA: Prepares the source price series. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CBollingerBandsCalculator_HA::PreparePriceSeries(int rates_total, 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);
|
||||
|
||||
//--- The HA version uses the selected price type from the HA candles
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
return false;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user