mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,240 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CCI_PercentB_Calculator.mqh|
|
||||
//| Calculation engine for Standard and Heikin Ashi CCI %B. |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
//+==================================================================+
|
||||
//| |
|
||||
//| CLASS 1: CCCI_PercentBCalculator (Base Class) |
|
||||
//| |
|
||||
//+==================================================================+
|
||||
class CCCI_PercentBCalculator
|
||||
{
|
||||
protected:
|
||||
int m_cci_period, m_ma_period, m_bands_period;
|
||||
ENUM_MA_METHOD m_ma_method;
|
||||
double m_bands_dev;
|
||||
double m_price[];
|
||||
|
||||
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
|
||||
|
||||
public:
|
||||
CCCI_PercentBCalculator(void) {};
|
||||
virtual ~CCCI_PercentBCalculator(void) {};
|
||||
|
||||
bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m, int bands_p, double bands_dev);
|
||||
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
||||
double &percent_b_out[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CCCI_PercentBCalculator: Initialization |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CCCI_PercentBCalculator::Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m, int bands_p, double bands_dev)
|
||||
{
|
||||
m_cci_period = (cci_p < 1) ? 1 : cci_p;
|
||||
m_ma_period = (ma_p < 1) ? 1 : ma_p;
|
||||
m_ma_method = ma_m;
|
||||
m_bands_period = (bands_p < 1) ? 1 : bands_p;
|
||||
m_bands_dev = (bands_dev <= 0) ? 2.0 : bands_dev;
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CCCI_PercentBCalculator: Main Calculation Method |
|
||||
//+------------------------------------------------------------------+
|
||||
void CCCI_PercentBCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
||||
double &percent_b_out[])
|
||||
{
|
||||
if(rates_total <= m_cci_period + m_bands_period)
|
||||
return;
|
||||
if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
|
||||
return;
|
||||
|
||||
double cci_buffer[], signal_buffer[], upper_buffer[], lower_buffer[];
|
||||
ArrayResize(cci_buffer, rates_total);
|
||||
ArrayResize(signal_buffer, rates_total);
|
||||
ArrayResize(upper_buffer, rates_total);
|
||||
ArrayResize(lower_buffer, rates_total);
|
||||
|
||||
double buffer_sma[], buffer_mad[];
|
||||
ArrayResize(buffer_sma, rates_total);
|
||||
ArrayResize(buffer_mad, rates_total);
|
||||
const double CCI_CONSTANT = 0.015;
|
||||
|
||||
double sma_sum = 0;
|
||||
for(int i = 0; i < rates_total; i++)
|
||||
{
|
||||
sma_sum += m_price[i];
|
||||
if(i >= m_cci_period)
|
||||
sma_sum -= m_price[i - m_cci_period];
|
||||
if(i >= m_cci_period - 1)
|
||||
buffer_sma[i] = sma_sum / m_cci_period;
|
||||
}
|
||||
|
||||
for(int i = m_cci_period - 1; i < rates_total; i++)
|
||||
{
|
||||
double deviation_sum = 0;
|
||||
for(int j = 0; j < m_cci_period; j++)
|
||||
deviation_sum += MathAbs(m_price[i - j] - buffer_sma[i]);
|
||||
buffer_mad[i] = deviation_sum / m_cci_period;
|
||||
}
|
||||
|
||||
for(int i = m_cci_period - 1; i < rates_total; i++)
|
||||
{
|
||||
if(buffer_mad[i] > 0)
|
||||
cci_buffer[i] = (m_price[i] - buffer_sma[i]) / (CCI_CONSTANT * buffer_mad[i]);
|
||||
}
|
||||
|
||||
int ma_start_pos = m_cci_period + m_ma_period - 2;
|
||||
for(int i = ma_start_pos; i < rates_total; i++)
|
||||
{
|
||||
switch(m_ma_method)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == ma_start_pos)
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<m_ma_period; j++)
|
||||
sum+=cci_buffer[i-j];
|
||||
signal_buffer[i]=sum/m_ma_period;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(m_ma_method==MODE_EMA)
|
||||
{
|
||||
double pr=2.0/(m_ma_period+1.0);
|
||||
signal_buffer[i]=cci_buffer[i]*pr+signal_buffer[i-1]*(1.0-pr);
|
||||
}
|
||||
else
|
||||
signal_buffer[i]=(signal_buffer[i-1]*(m_ma_period-1)+cci_buffer[i])/m_ma_period;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{double sum=0,w_sum=0; for(int j=0; j<m_ma_period; j++) {int w=m_ma_period-j; sum+=cci_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) signal_buffer[i]=sum/w_sum;}
|
||||
break;
|
||||
default:
|
||||
{double sum=0; for(int j=0; j<m_ma_period; j++) sum+=cci_buffer[i-j]; signal_buffer[i]=sum/m_ma_period;}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
int bands_start_pos = m_cci_period + m_bands_period - 2;
|
||||
for(int i = bands_start_pos; i < rates_total; i++)
|
||||
{
|
||||
if(signal_buffer[i] == EMPTY_VALUE)
|
||||
continue;
|
||||
double std_dev=0, sum_sq=0;
|
||||
for(int j=0; j<m_bands_period; j++)
|
||||
sum_sq+=MathPow(cci_buffer[i-j]-signal_buffer[i],2);
|
||||
std_dev=MathSqrt(sum_sq/m_bands_period);
|
||||
upper_buffer[i]=signal_buffer[i]+m_bands_dev*std_dev;
|
||||
lower_buffer[i]=signal_buffer[i]-m_bands_dev*std_dev;
|
||||
}
|
||||
|
||||
for(int i = bands_start_pos; i < rates_total; i++)
|
||||
{
|
||||
double range = upper_buffer[i] - lower_buffer[i];
|
||||
if(range > 0)
|
||||
percent_b_out[i] = (cci_buffer[i] - lower_buffer[i]) / range * 100.0;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CCCI_PercentBCalculator: Prepares the standard source price. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CCCI_PercentBCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
|
||||
{
|
||||
ArrayResize(m_price, rates_total);
|
||||
switch(price_type)
|
||||
{
|
||||
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]+2*close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
ArrayCopy(m_price, close, 0, 0, rates_total);
|
||||
break;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| |
|
||||
//| CLASS 2: CCCI_PercentBCalculator_HA (Heikin Ashi) |
|
||||
//| |
|
||||
//+==================================================================+
|
||||
class CCCI_PercentBCalculator_HA : public CCCI_PercentBCalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
protected:
|
||||
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CCCI_PercentBCalculator_HA: Prepares the HA source price. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CCCI_PercentBCalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
|
||||
{
|
||||
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_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]+low[i]+2*ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
|
||||
break;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user