new files added

2026-07-27 20:47:44 +00:00 · 2026-03-08 17:07:07 +01:00
parent fa2efdf479
commit 0f65820433
1 changed files with 114 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                     VolumePressure_Calculator.mqh|
+//|      Engine for Volume Pressure (Money Flow Multiplier).         |
+//|      Proxy for Tick Volume Delta (-1.0 to 1.0).                  |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+
+#include <MyIncludes\MovingAverage_Engine.mqh>
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+class CVolumePressureCalculator
+  {
+protected:
+   // Optional Smoothing
+   CMovingAverageCalculator *m_ma;
+   int                     m_smooth_period;
+
+   double                  m_raw_mfm[]; // Raw Money Flow Multiplier
+
+public:
+                     CVolumePressureCalculator();
+                    ~CVolumePressureCalculator();
+
+   bool                    Init(int smooth_period);
+
+   void                    Calculate(int rates_total, int prev_calculated,
+                                     const double &high[], const double &low[], const double &close[],
+                                     double &out_vpres[]);
+  };
+
+//+------------------------------------------------------------------+
+CVolumePressureCalculator::CVolumePressureCalculator() : m_ma(NULL) {}
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+CVolumePressureCalculator::~CVolumePressureCalculator()
+  {
+   if(CheckPointer(m_ma)==POINTER_DYNAMIC)
+      delete m_ma;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CVolumePressureCalculator::Init(int smooth_period)
+  {
+   m_smooth_period = (smooth_period < 1) ? 1 : smooth_period;
+
+   if(m_smooth_period > 1)
+     {
+      m_ma = new CMovingAverageCalculator();
+      // EMA smoothing for reactiveness
+      if(!m_ma.Init(m_smooth_period, EMA))
+         return false;
+     }
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void CVolumePressureCalculator::Calculate(int rates_total, int prev_calculated,
+      const double &high[], const double &low[], const double &close[],
+      double &out_vpres[])
+  {
+   if(rates_total < 2)
+      return;
+
+   if(ArraySize(m_raw_mfm) != rates_total)
+      ArrayResize(m_raw_mfm, rates_total);
+
+   int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+   for(int i = start; i < rates_total; i++)
+     {
+      double range = high[i] - low[i];
+      double mfm = 0;
+
+      if(range > 1.0e-9) // Prevent div/0
+        {
+         // Formula: ( (C-L) - (H-C) ) / (H-L)
+         // Simplified: (2*C - H - L) / (H - L)
+         mfm = (2.0 * close[i] - high[i] - low[i]) / range;
+        }
+      else
+        {
+         mfm = 0.0; // Flat bar (Doji with no range)
+        }
+
+      // Clamp just in case
+      if(mfm > 1.0)
+         mfm = 1.0;
+      if(mfm < -1.0)
+         mfm = -1.0;
+
+      m_raw_mfm[i] = mfm;
+
+      // Direct output if no smoothing
+      if(m_smooth_period <= 1)
+         out_vpres[i] = mfm;
+     }
+
+// Apply Smoothing if requested
+   if(m_smooth_period > 1 && CheckPointer(m_ma) != POINTER_INVALID)
+     {
+      m_ma.CalculateOnArray(rates_total, prev_calculated, m_raw_mfm, out_vpres);
+     }
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+