new files added

2026-07-27 20:47:44 +00:00 · 2025-10-20 15:17:57 +02:00
parent 672de109fb
commit 1625178cc0
1 changed files with 125 additions and 0 deletions
@@ -0,0 +1,125 @@
+//+------------------------------------------------------------------+
+//|                                        Cyber_Cycle_Calculator.mqh|
+//|      Calculation engine for the John Ehlers' Cyber Cycle.        |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 1: CCyberCycleCalculator (Base Class)            |
+//|                                                                  |
+//+==================================================================+
+class CCyberCycleCalculator
+  {
+protected:
+   double            m_alpha;
+   double            m_price[];
+
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CCyberCycleCalculator(void) {};
+   virtual          ~CCyberCycleCalculator(void) {};
+
+   bool              Init(double alpha);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &cycle_buffer[], double &signal_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CCyberCycleCalculator::Init(double alpha)
+  {
+   m_alpha = alpha;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CCyberCycleCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
+                                      double &cycle_buffer[], double &signal_buffer[])
+  {
+   if(rates_total < 7)
+      return;
+   if(!PreparePriceSeries(rates_total, open, high, low, close))
+      return;
+
+   double smooth_buffer[];
+   ArrayResize(smooth_buffer, rates_total);
+
+// Step 1: Pre-smoothing with a 4-bar FIR filter
+   for(int i = 3; i < rates_total; i++)
+     {
+      smooth_buffer[i] = (m_price[i] + 2.0 * m_price[i-1] + 2.0 * m_price[i-2] + m_price[i-3]) / 6.0;
+     }
+
+   double cycle_prev = 0, cycle_prev2 = 0;
+
+// Step 2 & 3: Calculate Cyber Cycle with initialization
+   for(int i = 0; i < rates_total; i++)
+     {
+      double cycle_val = 0;
+      if(i < 7) // Initialization period as per Ehlers' article
+        {
+         if(i > 1)
+            cycle_val = (m_price[i] - 2.0 * m_price[i-1] + m_price[i-2]) / 4.0;
+        }
+      else // Main recursive calculation
+        {
+         double term1 = (1.0 - 0.5 * m_alpha) * (1.0 - 0.5 * m_alpha) * (smooth_buffer[i] - 2.0 * smooth_buffer[i-1] + smooth_buffer[i-2]);
+         double term2 = 2.0 * (1.0 - m_alpha) * cycle_prev;
+         double term3 = (1.0 - m_alpha) * (1.0 - m_alpha) * cycle_prev2;
+         cycle_val = term1 + term2 - term3;
+        }
+
+      cycle_buffer[i] = cycle_val;
+
+      // Step 4: Create the signal line (2-bar delay)
+      if(i > 1)
+         signal_buffer[i] = cycle_buffer[i-2];
+      else
+         signal_buffer[i] = 0;
+
+      // Update previous values for next iteration
+      cycle_prev2 = cycle_prev;
+      cycle_prev = cycle_val;
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CCyberCycleCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_price, rates_total);
+// Ehlers' original paper uses Median Price
+   for(int i=0; i<rates_total; i++)
+      m_price[i] = (high[i]+low[i])/2.0;
+   return true;
+  }
+
+//+==================================================================+
+class CCyberCycleCalculator_HA : public CCyberCycleCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+bool CCyberCycleCalculator_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);
+   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;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+