From 705e8134ea1305832ef73684555161d9757ce291 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 27 Oct 2025 10:25:26 +0100 Subject: [PATCH] new files added --- Include/MyIncludes/HighPass_2P_Calculator.mqh | 162 ++++++++++++++++++ 1 file changed, 162 insertions(+) create mode 100644 Include/MyIncludes/HighPass_2P_Calculator.mqh diff --git a/Include/MyIncludes/HighPass_2P_Calculator.mqh b/Include/MyIncludes/HighPass_2P_Calculator.mqh new file mode 100644 index 0000000..f28a33a --- /dev/null +++ b/Include/MyIncludes/HighPass_2P_Calculator.mqh @@ -0,0 +1,162 @@ +//+------------------------------------------------------------------+ +//| HighPass_2P_Calculator.mqh | +//| Calculation engine for Ehlers' 2-Pole High-Pass Filter. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +class CHighPass2P_Calculator + { +protected: + double m_price[]; + + // Filter coefficients + double c0, a1, a2; + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CHighPass2P_Calculator(void) {}; + virtual ~CHighPass2P_Calculator(void) {}; + + bool Init(int period); + void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &hp_buffer[]); + }; + +//+------------------------------------------------------------------+ +bool CHighPass2P_Calculator::Init(int period) + { + if(period < 2) + period = 2; + +// Pre-calculate filter coefficients + double beta = 2.451 * (1.0 - cos(2.0 * M_PI / period)); + double alpha = -beta + sqrt(beta * beta + 2.0 * beta); + + c0 = pow(1.0 - alpha / 2.0, 2); + a1 = 2.0 * (1.0 - alpha); + a2 = -pow(1.0 - alpha, 2); + + return true; + } + +//+------------------------------------------------------------------+ +void CHighPass2P_Calculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &hp_buffer[]) + { + if(rates_total < 3) + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + + double hp1=0, hp2=0; // State variables for HP[1], HP[2] + +// Initialization + hp_buffer[0] = 0; + hp_buffer[1] = 0; + + for(int i = 2; i < rates_total; i++) + { + // HP = c0*(Price - 2*Price[1] + Price[2]) + a1*HP[1] + a2*HP[2] + double input_term = c0 * (m_price[i] - 2.0 * m_price[i-1] + m_price[i-2]); + double feedback_term = a1 * hp1 + a2 * hp2; + + double current_hp = input_term + feedback_term; + hp_buffer[i] = current_hp; + + hp2 = hp1; + hp1 = current_hp; + } + } + +//+------------------------------------------------------------------+ +bool CHighPass2P_Calculator::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