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refactor(indicators): Restored Trend/Level outputs

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Toh4iem9
2026-01-01 13:41:59 +01:00
parent 2f85eb2045
commit 3940eadb81
1 changed files with 133 additions and 87 deletions
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Include/MyIncludes/Holt_Engine.mqh
+133 -87
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@@ -1,6 +1,7 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Holt_Engine.mqh | //| Holt_Engine.mqh |
//| Core calculation engine for all Holt-based indicators. | //| Core calculation engine for all Holt-based indicators. |
//| VERSION 2.10: Restored Trend/Level outputs. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
@@ -8,9 +9,7 @@
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+ //+==================================================================+
//| |
//| CLASS 1: CHoltEngine (Base Class) | //| CLASS 1: CHoltEngine (Base Class) |
//| |
//+==================================================================+ //+==================================================================+
class CHoltEngine class CHoltEngine
{ {
@@ -20,16 +19,21 @@ protected:
double m_beta; double m_beta;
int m_forecast_period; int m_forecast_period;
//--- Persistent Buffers
double m_price[]; double m_price[];
double m_level[];
double m_trend[];
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public: public:
CHoltEngine(void); CHoltEngine(void);
virtual ~CHoltEngine(void) {}; virtual ~CHoltEngine(void) {};
bool Init(int period, double alpha, double beta, int forecast_p); bool Init(int period, double alpha, double beta, int forecast_p);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
//--- Updated: Added trend_out and level_out back to signature
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &forecast_out[], double &trend_out[], double &level_out[], double &upper_band_out[], double &lower_band_out[]); double &forecast_out[], double &trend_out[], double &level_out[], double &upper_band_out[], double &lower_band_out[]);
}; };
@@ -45,9 +49,9 @@ CHoltEngine::CHoltEngine(void) : m_period(0), m_alpha(0.1), m_beta(0.05), m_fore
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CHoltEngine::Init(int period, double alpha, double beta, int forecast_p) bool CHoltEngine::Init(int period, double alpha, double beta, int forecast_p)
{ {
m_period = (period < 2) ? 2 : period; m_period = 10; // Safe minimum
m_alpha = (alpha <= 0) ? 0.0001 : (alpha >= 1) ? 0.9999 : alpha; m_alpha = (alpha <= 0) ? 0.1 : (alpha > 1) ? 1.0 : alpha;
m_beta = (beta <= 0) ? 0.0001 : (beta >= 1) ? 0.9999 : beta; m_beta = (beta <= 0) ? 0.05 : (beta > 1) ? 1.0 : beta;
m_forecast_period = (forecast_p < 1) ? 1 : forecast_p; m_forecast_period = (forecast_p < 1) ? 1 : forecast_p;
return true; return true;
} }
@@ -55,121 +59,163 @@ bool CHoltEngine::Init(int period, double alpha, double beta, int forecast_p)
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CHoltEngine: Main Calculation Method | //| CHoltEngine: Main Calculation Method |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CHoltEngine::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], void CHoltEngine::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &forecast_out[], double &trend_out[], double &level_out[], double &upper_band_out[], double &lower_band_out[]) double &forecast_out[], double &trend_out[], double &level_out[], double &upper_band_out[], double &lower_band_out[])
{ {
if(rates_total < m_period) if(rates_total < 2)
return; return;
ArrayResize(m_price, rates_total); int start_index;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) if(prev_calculated == 0)
return; start_index = 0;
else
start_index = prev_calculated - 1;
level_out[0] = m_price[0]; if(ArraySize(m_price) != rates_total)
trend_out[0] = m_price[1] - m_price[0];
forecast_out[0] = level_out[0] + trend_out[0];
level_out[1] = m_price[1];
trend_out[1] = m_beta * (level_out[1] - level_out[0]) + (1 - m_beta) * trend_out[0];
forecast_out[1] = level_out[1] + trend_out[1];
for(int i = 2; i < rates_total; i++)
{ {
level_out[i] = m_alpha * m_price[i] + (1 - m_alpha) * (level_out[i-1] + trend_out[i-1]); ArrayResize(m_price, rates_total);
trend_out[i] = m_beta * (level_out[i] - level_out[i-1]) + (1 - m_beta) * trend_out[i-1]; ArrayResize(m_level, rates_total);
forecast_out[i] = level_out[i] + trend_out[i]; ArrayResize(m_trend, rates_total);
upper_band_out[i] = level_out[i] + m_forecast_period * trend_out[i]; }
lower_band_out[i] = level_out[i] - m_forecast_period * trend_out[i];
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
int loop_start = MathMax(2, start_index);
if(loop_start == 2)
{
m_level[0] = m_price[0];
m_trend[0] = m_price[1] - m_price[0];
forecast_out[0] = m_level[0] + m_trend[0];
m_level[1] = m_price[1];
m_trend[1] = m_beta * (m_level[1] - m_level[0]) + (1 - m_beta) * m_trend[0];
forecast_out[1] = m_level[1] + m_trend[1];
// Fill outputs for first bars
trend_out[0] = m_trend[0];
level_out[0] = m_level[0];
upper_band_out[0] = forecast_out[0];
lower_band_out[0] = forecast_out[0];
trend_out[1] = m_trend[1];
level_out[1] = m_level[1];
upper_band_out[1] = forecast_out[1];
lower_band_out[1] = forecast_out[1];
}
for(int i = loop_start; i < rates_total; i++)
{
m_level[i] = m_alpha * m_price[i] + (1.0 - m_alpha) * (m_level[i-1] + m_trend[i-1]);
m_trend[i] = m_beta * (m_level[i] - m_level[i-1]) + (1.0 - m_beta) * m_trend[i-1];
forecast_out[i] = m_level[i] + m_trend[i];
// Copy internal state to output buffers
trend_out[i] = m_trend[i];
level_out[i] = m_level[i];
double width = m_forecast_period * MathAbs(m_trend[i]);
upper_band_out[i] = forecast_out[i] + width;
lower_band_out[i] = forecast_out[i] - width;
} }
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CHoltEngine: Prepares the standard source price series. | //| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CHoltEngine::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) bool CHoltEngine::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{ {
switch(price_type) for(int i = start_index; i < rates_total; i++)
{ {
case PRICE_OPEN: switch(price_type)
ArrayCopy(m_price, open, 0, 0, rates_total); {
break; case PRICE_CLOSE:
case PRICE_HIGH: m_price[i] = close[i];
ArrayCopy(m_price, high, 0, 0, rates_total); break;
break; case PRICE_OPEN:
case PRICE_LOW: m_price[i] = open[i];
ArrayCopy(m_price, low, 0, 0, rates_total); break;
break; case PRICE_HIGH:
case PRICE_MEDIAN: m_price[i] = high[i];
for(int i=0; i<rates_total; i++) break;
case PRICE_LOW:
m_price[i] = low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0; m_price[i] = (high[i]+low[i])/2.0;
break; break;
case PRICE_TYPICAL: case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0; m_price[i] = (high[i]+low[i]+close[i])/3.0;
break; break;
case PRICE_WEIGHTED: case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+2*close[i])/4.0; m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break; break;
default: default:
ArrayCopy(m_price, close, 0, 0, rates_total); m_price[i] = close[i];
break; break;
}
} }
return true; return true;
} }
//+==================================================================+ //+==================================================================+
//| |
//| CLASS 2: CHoltEngine_HA (Heikin Ashi) | //| CLASS 2: CHoltEngine_HA (Heikin Ashi) |
//| |
//+==================================================================+ //+==================================================================+
class CHoltEngine_HA : public CHoltEngine class CHoltEngine_HA : public CHoltEngine
{ {
private: private:
CHeikinAshi_Calculator m_ha_calculator; CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected: protected:
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CHoltEngine_HA: Prepares the Heikin Ashi source price. | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CHoltEngine_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) bool CHoltEngine_HA::PreparePriceSeries(int rates_total, int start_index, 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[]; if(ArraySize(m_ha_open) != rates_total)
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);
switch(price_type)
{ {
case PRICE_OPEN: ArrayResize(m_ha_open, rates_total);
ArrayCopy(m_price, ha_open, 0, 0, rates_total); ArrayResize(m_ha_high, rates_total);
break; ArrayResize(m_ha_low, rates_total);
case PRICE_HIGH: ArrayResize(m_ha_close, rates_total);
ArrayCopy(m_price, ha_high, 0, 0, rates_total); }
break; m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total); for(int i = start_index; i < rates_total; i++)
break; {
case PRICE_MEDIAN: switch(price_type)
for(int i=0; i<rates_total; i++) {
m_price[i] = (ha_high[i]+ha_low[i])/2.0; case PRICE_CLOSE:
break; m_price[i] = m_ha_close[i];
case PRICE_TYPICAL: break;
for(int i=0; i<rates_total; i++) case PRICE_OPEN:
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0; m_price[i] = m_ha_open[i];
break; break;
case PRICE_WEIGHTED: case PRICE_HIGH:
for(int i=0; i<rates_total; i++) m_price[i] = m_ha_high[i];
m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0; break;
break; case PRICE_LOW:
default: m_price[i] = m_ha_low[i];
ArrayCopy(m_price, ha_close, 0, 0, rates_total); break;
break; case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
break;
}
} }
return true; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+