new files added

2026-08-04 08:07:44 +00:00 · 2025-09-30 14:30:53 +02:00
parent c2adb15595
commit 5cc4366861
1 changed files with 169 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                 McGinleyDynamic_Calculator.mqh   |
+//| Calculation engine for Standard and Heikin Ashi McGinley Dynamic.|
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|         CLASS 1: CMcGinleyDynamicCalculator (Base Class)         |
+//|                                                                  |
+//+==================================================================+
+class CMcGinleyDynamicCalculator
+  {
+protected:
+   int               m_length;
+   double            m_price[];
+
+   //--- Virtual method for preparing the price series.
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
+
+public:
+                     CMcGinleyDynamicCalculator(void) {};
+   virtual          ~CMcGinleyDynamicCalculator(void) {};
+
+   bool              Init(int length);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &mcginley_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CMcGinleyDynamicCalculator: Initialization                       |
+//+------------------------------------------------------------------+
+bool CMcGinleyDynamicCalculator::Init(int length)
+  {
+   m_length = (length < 1) ? 1 : length;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| CMcGinleyDynamicCalculator: Main Calculation Method (Shared Logic)|
+//+------------------------------------------------------------------+
+void CMcGinleyDynamicCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &mcginley_buffer[])
+  {
+   if(rates_total < 2)
+      return;
+   if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
+      return;
+
+   for(int i = 0; i < rates_total; i++)
+     {
+      if(i == 0)
+        {
+         mcginley_buffer[i] = m_price[i];
+         continue;
+        }
+
+      double prev_mg = mcginley_buffer[i-1];
+      if(prev_mg == 0)
+        {
+         mcginley_buffer[i] = m_price[i];
+         continue;
+        }
+
+      double denominator = m_length * MathPow(m_price[i] / prev_mg, 4);
+      if(denominator == 0)
+        {
+         mcginley_buffer[i] = prev_mg;
+         continue;
+        }
+
+      mcginley_buffer[i] = prev_mg + (m_price[i] - prev_mg) / denominator;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CMcGinleyDynamicCalculator: Prepares the standard source price.  |
+//+------------------------------------------------------------------+
+bool CMcGinleyDynamicCalculator::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: CMcGinleyDynamicCalculator_HA (Heikin Ashi)       |
+//|                                                                  |
+//+==================================================================+
+class CMcGinleyDynamicCalculator_HA : public CMcGinleyDynamicCalculator
+  {
+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;
+  };
+
+//+------------------------------------------------------------------+
+//| CMcGinleyDynamicCalculator_HA: Prepares the HA source price.     |
+//+------------------------------------------------------------------+
+bool CMcGinleyDynamicCalculator_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]+ha_low[i]+2*ha_close[i])/4.0;
+         break;
+      default:
+         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+         break;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+