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Toh4iem9
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//+------------------------------------------------------------------+
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//| Ultimate_Channel_Calculator.mqh |
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//| Calculation engine for John Ehlers' Ultimate Channel. |
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//| VERSION 1.00: Optimized for incremental calculation. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
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//+==================================================================+
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//| CLASS 1: CUltimateChannelCalculator |
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//+==================================================================+
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class CUltimateChannelCalculator
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{
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protected:
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//--- Sub-Engines
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CEhlersSmootherCalculator *m_calc_center; // For Price
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CEhlersSmootherCalculator *m_calc_range; // For True Range (STR)
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int m_length; // Period for Price Smoothing
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int m_str_length; // Period for True Range Smoothing
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double m_multiplier; // Channel Multiplier
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//--- Internal Buffers
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double m_tr_buffer[]; // Raw True Range
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double m_str_buffer[];// Smoothed True Range
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double m_center_buffer[]; // Smoothed Price
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//--- Persistent Price Buffers for TR calculation
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double m_high[];
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double m_low[];
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double m_close[];
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//--- Factory Method
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virtual void CreateEngines(void);
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//--- Helper: Calculate True Range
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double CalcTrueRange(int i);
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public:
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CUltimateChannelCalculator(void);
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virtual ~CUltimateChannelCalculator(void);
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bool Init(int length, int str_length, double multiplier);
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//--- Main Calculation
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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[],
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double &upper_buffer[], double &lower_buffer[], double &middle_buffer[]);
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//--- Virtual Prepare (to be overridden by HA)
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virtual bool PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CUltimateChannelCalculator::CUltimateChannelCalculator(void)
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{
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m_calc_center = NULL;
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m_calc_range = NULL;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CUltimateChannelCalculator::~CUltimateChannelCalculator(void)
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{
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if(CheckPointer(m_calc_center) != POINTER_INVALID)
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delete m_calc_center;
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if(CheckPointer(m_calc_range) != POINTER_INVALID)
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delete m_calc_range;
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}
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//+------------------------------------------------------------------+
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//| Factory Method (Standard) |
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//+------------------------------------------------------------------+
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void CUltimateChannelCalculator::CreateEngines(void)
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{
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m_calc_center = new CEhlersSmootherCalculator();
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m_calc_range = new CEhlersSmootherCalculator();
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CUltimateChannelCalculator::Init(int length, int str_length, double multiplier)
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{
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m_length = length;
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m_str_length = str_length;
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m_multiplier = multiplier;
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CreateEngines();
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if(CheckPointer(m_calc_center) == POINTER_INVALID || CheckPointer(m_calc_range) == POINTER_INVALID)
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return false;
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// Init Center Calculator (Ultimate Smoother on Price)
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if(!m_calc_center.Init(m_length, ULTIMATESMOOTHER, SOURCE_PRICE))
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return false;
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// Init Range Calculator (Ultimate Smoother on True Range)
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// Note: We use SOURCE_PRICE mode for the sub-engine, but we will feed it TR values as "price"
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if(!m_calc_range.Init(m_str_length, ULTIMATESMOOTHER, SOURCE_PRICE))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//+------------------------------------------------------------------+
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void CUltimateChannelCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &upper_buffer[], double &lower_buffer[], double &middle_buffer[])
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{
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if(rates_total < MathMax(m_length, m_str_length))
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return;
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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// Resize Buffers
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if(ArraySize(m_tr_buffer) != rates_total)
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{
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ArrayResize(m_tr_buffer, rates_total);
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ArrayResize(m_str_buffer, rates_total);
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ArrayResize(m_center_buffer, rates_total);
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ArrayResize(m_high, rates_total);
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ArrayResize(m_low, rates_total);
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ArrayResize(m_close, rates_total);
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}
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// Prepare Data (Standard or HA)
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if(!PrepareData(rates_total, start_index, open, high, low, close))
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return;
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//--- 1. Calculate Centerline (Ultimate Smoother on Price)
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// The sub-engine handles its own data preparation internally based on the raw arrays passed
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m_calc_center.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer);
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//--- 2. Calculate True Range
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int loop_start = MathMax(1, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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m_tr_buffer[i] = CalcTrueRange(i);
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}
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//--- 3. Smooth True Range (Ultimate Smoother on TR)
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// We trick the sub-engine by passing m_tr_buffer as the "Close" price
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// The other arrays (open, high, low) are dummy here because price_type will be PRICE_CLOSE
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m_calc_range.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_tr_buffer, m_tr_buffer, m_tr_buffer, m_tr_buffer, m_str_buffer);
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//--- 4. Calculate Bands
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for(int i = loop_start; i < rates_total; i++)
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{
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if(middle_buffer[i] != EMPTY_VALUE && m_str_buffer[i] != EMPTY_VALUE)
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{
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upper_buffer[i] = middle_buffer[i] + m_multiplier * m_str_buffer[i];
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lower_buffer[i] = middle_buffer[i] - m_multiplier * m_str_buffer[i];
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Helper: Calculate True Range |
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//+------------------------------------------------------------------+
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double CUltimateChannelCalculator::CalcTrueRange(int i)
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{
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double th = MathMax(m_high[i], m_close[i-1]);
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double tl = MathMin(m_low[i], m_close[i-1]);
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return th - tl;
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}
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//+------------------------------------------------------------------+
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//| Prepare Data (Standard) |
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//+------------------------------------------------------------------+
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bool CUltimateChannelCalculator::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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for(int i = start_index; i < rates_total; i++)
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{
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m_high[i] = high[i];
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m_low[i] = low[i];
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m_close[i] = close[i];
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CUltimateChannelCalculator_HA |
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//+==================================================================+
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class CUltimateChannelCalculator_HA : public CUltimateChannelCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual void CreateEngines(void) override;
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virtual bool PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| Factory Method (Heikin Ashi) |
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//+------------------------------------------------------------------+
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void CUltimateChannelCalculator_HA::CreateEngines(void)
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{
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m_calc_center = new CEhlersSmootherCalculator_HA();
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// Note: For TR smoothing, we use standard smoother because TR is already calculated from HA values
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m_calc_range = new CEhlersSmootherCalculator();
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}
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//+------------------------------------------------------------------+
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//| Prepare Data (Heikin Ashi) |
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//+------------------------------------------------------------------+
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bool CUltimateChannelCalculator_HA::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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m_high[i] = m_ha_high[i];
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m_low[i] = m_ha_low[i];
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m_close[i] = m_ha_close[i];
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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