new files added

2026-08-08 18:17:44 +00:00 · 2025-10-30 11:12:43 +01:00
parent 3700d7b9a1
commit 1585ad4161
1 changed files with 120 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                 Fisher_Transform_Calculator.mqh  |
+//|      Calculation engine for the John Ehlers' Fisher Transform.   |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 1: CFisherTransformCalculator (Base Class)       |
+//|                                                                  |
+//+==================================================================+
+class CFisherTransformCalculator
+  {
+protected:
+   int               m_period;
+   double            m_alpha;
+   double            m_price[]; // Will hold Median Price (Standard or HA)
+
+   // CORRECTED: Added close[] for the derived class
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CFisherTransformCalculator(void) {};
+   virtual          ~CFisherTransformCalculator(void) {};
+
+   bool              Init(int period, double alpha);
+   // CORRECTED: Added open[] and close[] for the derived class
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &fisher_buffer[], double &signal_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CFisherTransformCalculator::Init(int period, double alpha)
+  {
+   m_period = (period < 2) ? 2 : period;
+   m_alpha  = alpha;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CFisherTransformCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
+      double &fisher_buffer[], double &signal_buffer[])
+  {
+   if(rates_total < m_period)
+      return;
+   if(!PreparePriceSeries(rates_total, open, high, low, close))
+      return;
+
+   double value1 = 0, value1_prev = 0;
+   double fish = 0, fish_prev = 0;
+
+   for(int i = 0; i < rates_total; i++)
+     {
+      if(i < m_period -1)
+         continue;
+
+      int high_idx = ArrayMaximum(m_price, i - m_period + 1, m_period);
+      int low_idx  = ArrayMinimum(m_price, i - m_period + 1, m_period);
+      double maxH = m_price[high_idx];
+      double minL = m_price[low_idx];
+
+      double norm_price = 0.0;
+      if(maxH - minL != 0)
+         norm_price = 2.0 * ((m_price[i] - minL) / (maxH - minL) - 0.5);
+
+      value1 = m_alpha * norm_price + (1.0 - m_alpha) * value1_prev;
+
+      value1 = fmin(0.999, fmax(-0.999, value1));
+
+      fish = 0.5 * log((1.0 + value1) / (1.0 - value1)) + 0.5 * fish_prev;
+
+      fisher_buffer[i] = fish;
+      signal_buffer[i] = fish_prev;
+
+      value1_prev = value1;
+      fish_prev = fish;
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CFisherTransformCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_price, rates_total);
+   for(int i=0; i<rates_total; i++)
+      m_price[i] = (high[i]+low[i])/2.0;
+   return true;
+  }
+
+//+==================================================================+
+class CFisherTransformCalculator_HA : public CFisherTransformCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   // CORRECTED: Signature now matches the base class
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+bool CFisherTransformCalculator_HA::PreparePriceSeries(int rates_total, 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);
+
+// CORRECTED: Pass the full 'close' array to the calculator
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+
+   ArrayResize(m_price, rates_total);
+   for(int i=0; i<rates_total; i++)
+      m_price[i] = (ha_high[i]+ha_low[i])/2.0;
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+