From 1a05a8d3a050f761af22d38f1b2a57a70b04f35b Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Fri, 3 Jul 2026 20:36:22 +0200 Subject: [PATCH] new files added --- .../Butterworth_Channel_Calculator.mqh | 157 ++++++++++++++++++ 1 file changed, 157 insertions(+) create mode 100644 Include/MyIncludes/Butterworth_Channel_Calculator.mqh diff --git a/Include/MyIncludes/Butterworth_Channel_Calculator.mqh b/Include/MyIncludes/Butterworth_Channel_Calculator.mqh new file mode 100644 index 0000000..fa580d4 --- /dev/null +++ b/Include/MyIncludes/Butterworth_Channel_Calculator.mqh @@ -0,0 +1,157 @@ +//+------------------------------------------------------------------+ +//| 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 +#include + +//+==================================================================+ +//| 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 +//+------------------------------------------------------------------+