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Toh4iem9
2026-01-05 12:02:20 +01:00
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Include/MyIncludes/CyclePeriod_Calculator.mqh
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//+------------------------------------------------------------------+
//| CyclePeriod_Calculator.mqh |
//| Calculation engine for John Ehlers' Dominant Cycle Period. |
//| Method: Homodyne Discriminator. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CCyclePeriodCalculator
{
protected:
//--- Persistent Buffers
double m_price[];
double m_smooth[];
double m_detrender[];
double m_q1[];
double m_i1[];
double m_q2[];
double m_i2[];
double m_period[];
double m_smooth_period[]; // Final output
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:
CCyclePeriodCalculator(void) {};
virtual ~CCyclePeriodCalculator(void) {};
bool Init();
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 &period_buffer[]);
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CCyclePeriodCalculator::Init()
{
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Homodyne Discriminator) |
//+------------------------------------------------------------------+
void CCyclePeriodCalculator::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 &period_buffer[])
{
if(rates_total < 10)
return;
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
// Resize buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_smooth, rates_total);
ArrayResize(m_detrender, rates_total);
ArrayResize(m_q1, rates_total);
ArrayResize(m_i1, rates_total);
ArrayResize(m_q2, rates_total);
ArrayResize(m_i2, rates_total);
ArrayResize(m_period, rates_total);
ArrayResize(m_smooth_period, rates_total);
}
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
// Ehlers' Homodyne Discriminator Logic
int loop_start = MathMax(6, start_index);
for(int i = loop_start; i < rates_total; i++)
{
// 1. Smooth Price (4-bar WMA)
m_smooth[i] = (4*m_price[i] + 3*m_price[i-1] + 2*m_price[i-2] + m_price[i-3]) / 10.0;
// 2. Detrend (Hilbert Transform component)
// Amplitude correction factor: 0.0962 for 6-bar period, 0.5769 for 3-bar
// Ehlers standard detrender:
double c1 = 0.0962;
double c2 = 0.5769;
double detrender_raw = (c1*m_smooth[i] + c2*m_smooth[i-2] - c2*m_smooth[i-4] - c1*m_smooth[i-6]) * (0.075*m_period[i-1] + 0.54);
m_detrender[i] = detrender_raw;
// 3. Compute InPhase and Quadrature components
// Q1 is the detrender delayed by 3 bars (90 degrees of a typical bar cycle)
m_q1[i] = (c1*m_detrender[i] + c2*m_detrender[i-2] - c2*m_detrender[i-4] - c1*m_detrender[i-6]) * (0.075*m_period[i-1] + 0.54);
m_i1[i] = m_detrender[i-3];
// 4. Advance the phase of I1 and Q1 by 90 degrees
double jI = (c1*m_i1[i] + c2*m_i1[i-2] - c2*m_i1[i-4] - c1*m_i1[i-6]) * (0.075*m_period[i-1] + 0.54);
double jQ = (c1*m_q1[i] + c2*m_q1[i-2] - c2*m_q1[i-4] - c1*m_q1[i-6]) * (0.075*m_period[i-1] + 0.54);
// 5. Phasor addition for Homodyne
m_i2[i] = m_i1[i] - jQ;
m_q2[i] = m_q1[i] + jI;
// 6. Smooth the I2 and Q2 components
m_i2[i] = 0.2*m_i2[i] + 0.8*m_i2[i-1];
m_q2[i] = 0.2*m_q2[i] + 0.8*m_q2[i-1];
// 7. Homodyne Discriminator
double re = m_i2[i]*m_i2[i-1] + m_q2[i]*m_q2[i-1];
double im = m_i2[i]*m_q2[i-1] - m_q2[i]*m_i2[i-1];
double period = 0;
if(im != 0 && re != 0)
period = 360.0 / (atan(im/re) * 180.0 / M_PI);
// Fix wrap-around and limits
if(period > 1.5 * m_period[i-1])
period = 1.5 * m_period[i-1];
if(period < 0.67 * m_period[i-1])
period = 0.67 * m_period[i-1];
if(period < 6)
period = 6;
if(period > 50)
period = 50;
m_period[i] = 0.2*period + 0.8*m_period[i-1];
// 8. Final Smooth (Median Filter equivalent)
m_smooth_period[i] = 0.33*m_period[i] + 0.67*m_smooth_period[i-1];
period_buffer[i] = m_smooth_period[i];
}
}
//+------------------------------------------------------------------+
//| Prepare Price |
//+------------------------------------------------------------------+
bool CCyclePeriodCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
for(int i = start_index; i < rates_total; i++)
{
// Ehlers typically uses (High+Low)/2
m_price[i] = (high[i] + low[i]) / 2.0;
}
return true;
}
//+------------------------------------------------------------------+