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Toh4iem9
2025-10-26 16:16:27 +01:00
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Include/MyIncludes/BandStop_Calculator.mqh
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//+------------------------------------------------------------------+
//| BandStop_Calculator.mqh |
//| Calculation engine for the John Ehlers' Band-Stop Filter. |
//| Implemented by subtracting BandPass from Price. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CBandStopCalculator (Base Class) |
//| |
//+==================================================================+
class CBandStopCalculator
{
protected:
double m_price[];
// Filter parameters
int m_period;
double m_bandwidth;
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CBandStopCalculator(void) {};
virtual ~CBandStopCalculator(void) {};
bool Init(int period, double bandwidth_delta);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
};
//+------------------------------------------------------------------+
bool CBandStopCalculator::Init(int period, double bandwidth_delta)
{
m_period = (period < 2) ? 2 : period;
m_bandwidth = bandwidth_delta;
if(m_bandwidth <= 0 || m_bandwidth >= 0.5)
{
Print("BandStop Filter: Invalid bandwidth. Must be > 0 and < 0.5");
return false;
}
return true;
}
//+------------------------------------------------------------------+
void CBandStopCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
{
if(rates_total < 3)
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
// --- Calculate Band-Pass filter first ---
double bp_buffer[];
ArrayResize(bp_buffer, rates_total);
// Band-Pass coefficients
double beta = cos(2.0 * M_PI / m_period);
double gamma = 1.0 / cos(4.0 * M_PI * m_bandwidth / m_period);
double alpha = gamma - sqrt(gamma * gamma - 1.0);
double c0 = (1.0 - alpha) / 2.0;
double a1 = beta * (1.0 + alpha);
double a2 = -alpha;
// State variables for Band-Pass recursion
double bp1=0, bp2=0;
for(int i = 2; i < rates_total; i++)
{
// Band-Pass formula: BP = c0*(Price - Price[2]) + a1*BP[1] + a2*BP[2]
double current_bp = c0 * (m_price[i] - m_price[i-2]) + a1 * bp1 + a2 * bp2;
bp_buffer[i] = current_bp;
// Update state
bp2 = bp1;
bp1 = current_bp;
// --- Final Step: Calculate Band-Stop by subtraction ---
filter_buffer[i] = m_price[i] - bp_buffer[i];
}
// Initialize early values
filter_buffer[0] = m_price[0];
filter_buffer[1] = m_price[1];
}
//+------------------------------------------------------------------+
bool CBandStopCalculator::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 CBandStopCalculator_HA : public CBandStopCalculator
{
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 CBandStopCalculator_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;
}
//+------------------------------------------------------------------+