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Toh4iem9
2025-10-25 22:30:53 +02:00
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Include/MyIncludes/MADH_Calculator.mqh
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//+------------------------------------------------------------------+
//| MADH_Calculator.mqh |
//| Calculation engine for the John Ehlers' MADH indicator. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CMADHCalculator (Base Class) |
//| |
//+==================================================================+
class CMADHCalculator
{
protected:
int m_short_len;
int m_dom_cycle;
double m_price[];
// Helper function to calculate a Hann-windowed Moving Average
double CalcHWMA(int position, int period, const double &price_array[]);
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CMADHCalculator(void) {};
virtual ~CMADHCalculator(void) {};
bool Init(int short_len, int dom_cycle);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &madh_buffer[]);
};
//+------------------------------------------------------------------+
bool CMADHCalculator::Init(int short_len, int dom_cycle)
{
m_short_len = (short_len < 1) ? 1 : short_len;
m_dom_cycle = (dom_cycle < 1) ? 1 : dom_cycle;
return true;
}
//+------------------------------------------------------------------+
//| Helper function to calculate a Hann-windowed Moving Average |
//+------------------------------------------------------------------+
double CMADHCalculator::CalcHWMA(int position, int period, const double &price_array[])
{
if(position < period - 1)
return 0.0;
double sum = 0;
double coef_sum = 0;
for(int i = 0; i < period; i++)
{
// Ehlers' code uses count from 1 to Length, accessing Close[count-1].
// This corresponds to i from 0 to period-1, accessing price[position-i].
double weight = 1.0 - cos(2 * M_PI * (i + 1.0) / (period + 1.0));
sum += weight * price_array[position - i];
coef_sum += weight;
}
if(coef_sum > 0)
return sum / coef_sum;
return 0.0;
}
//+------------------------------------------------------------------+
void CMADHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &madh_buffer[])
{
int long_len = m_short_len + (int)round(m_dom_cycle / 2.0);
if(rates_total < long_len)
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
for(int i = long_len - 1; i < rates_total; i++)
{
// Step 1 & 2: Calculate the two HWMA filters
double filt1 = CalcHWMA(i, m_short_len, m_price);
double filt2 = CalcHWMA(i, long_len, m_price);
// Step 3: Calculate the final MADH value
if(filt2 != 0)
{
madh_buffer[i] = 100.0 * (filt1 - filt2) / filt2;
}
}
}
//+------------------------------------------------------------------+
bool CMADHCalculator::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<rates_total; i++)
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
break;
default:
return false;
}
return true;
}
//+==================================================================+
class CMADHCalculator_HA : public CMADHCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
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;
};
//+------------------------------------------------------------------+
bool CMADHCalculator_HA::PreparePriceSeries(int rates_total, 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[];
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);
switch(price_type)
{
case PRICE_CLOSE:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
break;
default:
return false;
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+