From 15e4f2020c78d7d14301813eb71bbc31cf7f2d47 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Wed, 22 Oct 2025 16:19:48 +0200
Subject: [PATCH] new files added

---
 Include/MyIncludes/FRAMA_Calculator.mqh | 189 ++++++++++++++++++++++++
 1 file changed, 189 insertions(+)
 create mode 100644 Include/MyIncludes/FRAMA_Calculator.mqh

diff --git a/Include/MyIncludes/FRAMA_Calculator.mqh b/Include/MyIncludes/FRAMA_Calculator.mqh
new file mode 100644
index 0000000..e10fbe9
--- /dev/null
+++ b/Include/MyIncludes/FRAMA_Calculator.mqh
@@ -0,0 +1,189 @@
+//+------------------------------------------------------------------+
+//|                                             FRAMA_Calculator.mqh |
+//|      Calculation engine for the John Ehlers' FRAMA.              |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 1: CFRAMACalculator (Base Class)               |
+//|                                                                  |
+//+==================================================================+
+class CFRAMACalculator
+  {
+protected:
+   int               m_period;
+   double            m_price[], m_high[], m_low[];
+
+   virtual bool      PrepareSourceData(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CFRAMACalculator(void) {};
+   virtual          ~CFRAMACalculator(void) {};
+
+   bool              Init(int period);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &frama_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CFRAMACalculator::Init(int period)
+  {
+// N must be an even number
+   m_period = (period < 4) ? 4 : period;
+   if(m_period % 2 != 0)
+      m_period++;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CFRAMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &frama_buffer[])
+  {
+   if(rates_total < m_period + 1)
+      return;
+   if(!PrepareSourceData(rates_total, price_type, open, high, low, close))
+      return;
+
+   double frama_prev = 0;
+   int half_period = m_period / 2;
+
+   for(int i = m_period; i < rates_total; i++)
+     {
+      // Step 1: Calculate N1, N2, N3
+      int high_idx1 = ArrayMaximum(m_high, i - half_period + 1, half_period);
+      int low_idx1  = ArrayMinimum(m_low, i - half_period + 1, half_period);
+      double n1 = (m_high[high_idx1] - m_low[low_idx1]) / half_period;
+
+      int high_idx2 = ArrayMaximum(m_high, i - m_period + 1, half_period);
+      int low_idx2  = ArrayMinimum(m_low, i - m_period + 1, half_period);
+      double n2 = (m_high[high_idx2] - m_low[low_idx2]) / half_period;
+
+      int high_idx3 = ArrayMaximum(m_high, i - m_period + 1, m_period);
+      int low_idx3  = ArrayMinimum(m_low, i - m_period + 1, m_period);
+      double n3 = (m_high[high_idx3] - m_low[low_idx3]) / m_period;
+
+      // Step 2: Calculate Fractal Dimension (Dimen)
+      double dimen = 0.0;
+      if(n1 > 0 && n2 > 0 && n3 > 0)
+        {
+         dimen = (log(n1 + n2) - log(n3)) / log(2.0);
+        }
+
+      // Step 3: Calculate adaptive alpha
+      double alpha = exp(-4.6 * (dimen - 1.0));
+      if(alpha < 0.01)
+         alpha = 0.01;
+      if(alpha > 1.0)
+         alpha = 1.0;
+
+      // Step 4: Calculate FRAMA
+      double current_frama = alpha * m_price[i] + (1.0 - alpha) * frama_prev;
+      frama_buffer[i] = current_frama;
+
+      frama_prev = current_frama;
+     }
+
+// Initialization for the first value
+   if(rates_total > m_period)
+      frama_buffer[m_period] = m_price[m_period];
+  }
+
+//+------------------------------------------------------------------+
+bool CFRAMACalculator::PrepareSourceData(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_price, rates_total);
+   ArrayResize(m_high, rates_total);
+   ArrayResize(m_low, rates_total);
+   ArrayCopy(m_high, high, 0, 0, rates_total);
+   ArrayCopy(m_low, low, 0, 0, rates_total);
+
+   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 CFRAMACalculator_HA : public CFRAMACalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PrepareSourceData(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+bool CFRAMACalculator_HA::PrepareSourceData(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);
+
+   ArrayCopy(m_high, ha_high, 0, 0, rates_total);
+   ArrayCopy(m_low, ha_low, 0, 0, rates_total);
+
+   ArrayResize(m_price, rates_total);
+   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;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+