From 209821f6b0dbbf99aaf3f234efe772bc48da79f0 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 27 Oct 2025 10:26:41 +0100 Subject: [PATCH] new files added --- Include/MyIncludes/HighPass_1P_Calculator.mqh | 157 ++++++++++++++++++ 1 file changed, 157 insertions(+) create mode 100644 Include/MyIncludes/HighPass_1P_Calculator.mqh diff --git a/Include/MyIncludes/HighPass_1P_Calculator.mqh b/Include/MyIncludes/HighPass_1P_Calculator.mqh new file mode 100644 index 0000000..4536038 --- /dev/null +++ b/Include/MyIncludes/HighPass_1P_Calculator.mqh @@ -0,0 +1,157 @@ +//+------------------------------------------------------------------+ +//| HighPass_1P_Calculator.mqh | +//| Calculation engine for Ehlers' 1-Pole High-Pass Filter. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +class CHighPass1P_Calculator + { +protected: + double m_price[]; + + // Filter coefficients + double c0, a1; + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CHighPass1P_Calculator(void) {}; + virtual ~CHighPass1P_Calculator(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 &hp_buffer[]); + }; + +//+------------------------------------------------------------------+ +bool CHighPass1P_Calculator::Init(int period) + { + if(period < 2) + period = 2; + +// Pre-calculate filter coefficients + double arg = 2.0 * M_PI / period; + if(cos(arg) == 0) + return false; + double alpha = (cos(arg) + sin(arg) - 1.0) / cos(arg); + + c0 = (1.0 - alpha) / 2.0; + a1 = 1.0 - alpha; + + return true; + } + +//+------------------------------------------------------------------+ +void CHighPass1P_Calculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &hp_buffer[]) + { + if(rates_total < 2) + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + + double hp_prev = 0; + +// Initialization + hp_buffer[0] = 0; + + for(int i = 1; i < rates_total; i++) + { + // HP = c0*(Price - Price[1]) + a1*HP[1] + double current_hp = c0 * (m_price[i] - m_price[i-1]) + a1 * hp_prev; + hp_buffer[i] = current_hp; + hp_prev = current_hp; + } + } + +//+------------------------------------------------------------------+ +bool CHighPass1P_Calculator::PreparePriceSeries(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); + 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