new files added

2026-07-27 20:47:44 +00:00 · 2026-07-03 20:36:22 +02:00
parent b577572d11
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+//+------------------------------------------------------------------+
+//|                                  Butterworth_Channel_Calculator.mqh|
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00" // High-performance John Ehlers' Butterworth Channel calculator engine
+#property description "Butterworth Filter Middle Line + ATR Bands (Keltner Concept)."
+
+#ifndef BUTTERWORTH_CHANNEL_CALCULATOR_MQH
+#define BUTTERWORTH_CHANNEL_CALCULATOR_MQH
+
+#include <MyIncludes\Butterworth_Calculator.mqh>
+#include <MyIncludes\ATR_Calculator.mqh>
+
+//+==================================================================+
+//|           CLASS 1: CButterworthChannelCalculator (Base)          |
+//+==================================================================+
+class CButterworthChannelCalculator
+  {
+protected:
+   double            m_multiplier;
+
+   //--- Composition
+   CButterworthCalculator  *m_butter_calc;
+   CATRCalculator          *m_atr_calc;
+
+   //--- Internal Buffer
+   double            m_atr_buffer[];
+
+   virtual void      CreateCalculators(void);
+
+public:
+                     CButterworthChannelCalculator(void);
+   virtual          ~CButterworthChannelCalculator(void);
+
+   bool              Init(int period, ENUM_BUTTERWORTH_POLES poles, int atr_p, double mult, ENUM_ATR_SOURCE atr_src);
+
+   void              Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+                               double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CButterworthChannelCalculator::CButterworthChannelCalculator(void)
+  {
+   m_butter_calc = NULL;
+   m_atr_calc = NULL;
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CButterworthChannelCalculator::~CButterworthChannelCalculator(void)
+  {
+   if(CheckPointer(m_butter_calc) != POINTER_INVALID)
+      delete m_butter_calc;
+   if(CheckPointer(m_atr_calc) != POINTER_INVALID)
+      delete m_atr_calc;
+  }
+
+//+------------------------------------------------------------------+
+//| Factory Method                                                   |
+//+------------------------------------------------------------------+
+void CButterworthChannelCalculator::CreateCalculators(void)
+  {
+   m_butter_calc = new CButterworthCalculator();
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CButterworthChannelCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles, int atr_p, double mult, ENUM_ATR_SOURCE atr_src)
+  {
+   m_multiplier = (mult <= 0) ? 2.0 : mult;
+
+   CreateCalculators(); // Polymorphically instantiates the correct engine
+
+// Create ATR Calculator
+   if(atr_src == ATR_SOURCE_HEIKIN_ASHI)
+      m_atr_calc = new CATRCalculator_HA();
+   else
+      m_atr_calc = new CATRCalculator();
+
+// Initialize Butterworth (SOURCE_PRICE is standard for channel middle line)
+   if(CheckPointer(m_butter_calc) == POINTER_INVALID || !m_butter_calc.Init(period, poles, SOURCE_PRICE))
+      return false;
+
+   if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(atr_p, ATR_POINTS))
+      return false;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation                                                 |
+//+------------------------------------------------------------------+
+void CButterworthChannelCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+      double &middle_buffer[], double &upper_buffer[], double &lower_buffer[])
+  {
+   if(rates_total < 2)
+      return;
+
+   if(CheckPointer(m_butter_calc) == POINTER_INVALID || CheckPointer(m_atr_calc) == POINTER_INVALID)
+      return;
+
+//--- Resize Internal Buffer and force strict chronological sorting
+   if(ArraySize(m_atr_buffer) != rates_total)
+     {
+      ArrayResize(m_atr_buffer, rates_total);
+      ArraySetAsSeries(m_atr_buffer, false); // Fixed: strict chronological safety on internal buffers
+     }
+
+//--- 1. Calculate Middle Line (Butterworth Filter)
+   m_butter_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer);
+
+//--- 2. Calculate ATR
+   m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer);
+
+//--- 3. Calculate Bands
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+   int atr_period = m_atr_calc.GetPeriod();
+   int butter_period = m_butter_calc.GetPeriod();
+   int loop_start = MathMax(MathMax(atr_period, butter_period), start_index);
+
+   for(int i = loop_start; i < rates_total; i++)
+     {
+      if(middle_buffer[i] != 0.0 && middle_buffer[i] != EMPTY_VALUE &&
+         m_atr_buffer[i] != 0.0 && m_atr_buffer[i] != EMPTY_VALUE)
+        {
+         upper_buffer[i] = middle_buffer[i] + (m_atr_buffer[i] * m_multiplier);
+         lower_buffer[i] = middle_buffer[i] - (m_atr_buffer[i] * m_multiplier);
+        }
+      else
+        {
+         upper_buffer[i] = EMPTY_VALUE;
+         lower_buffer[i] = EMPTY_VALUE;
+        }
+     }
+  }
+
+//+==================================================================+
+//|           CLASS 2: CButterworthChannelCalculator_HA              |
+//+==================================================================+
+class CButterworthChannelCalculator_HA : public CButterworthChannelCalculator
+  {
+protected:
+   virtual void      CreateCalculators(void) override;
+  };
+
+//+------------------------------------------------------------------+
+void CButterworthChannelCalculator_HA::CreateCalculators(void)
+  {
+   m_butter_calc = new CButterworthCalculator_HA();
+  }
+#endif // BUTTERWORTH_CHANNEL_CALCULATOR_MQH
+//+------------------------------------------------------------------+