From 0e7c9b6dada61f9e575586bf245cd5eb97c55030 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Wed, 24 Sep 2025 09:10:47 +0200
Subject: [PATCH] new files added

---
 .../MyIncludes/Bollinger_Bands_Calculator.mqh | 223 ++++++++++++++++++
 1 file changed, 223 insertions(+)
 create mode 100644 Include/MyIncludes/Bollinger_Bands_Calculator.mqh

diff --git a/Include/MyIncludes/Bollinger_Bands_Calculator.mqh b/Include/MyIncludes/Bollinger_Bands_Calculator.mqh
new file mode 100644
index 0000000..f675910
--- /dev/null
+++ b/Include/MyIncludes/Bollinger_Bands_Calculator.mqh
@@ -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;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+