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refactor: Implemented ENUM_BUTTERWORTH_POLES definition with dynamic level guards

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Toh4iem9
2026-07-03 16:11:41 +02:00
parent 91e38a8220
commit 7801f4a810
1 changed files with 29 additions and 15 deletions
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Include/MyIncludes/Butterworth_Calculator.mqh
+29 -15
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@@ -1,14 +1,25 @@
//+------------------------------------------------------------------+
//| Butterworth_Calculator.mqh |
//| Calculation engine for the John Ehlers' Butterworth Filter. |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.11" // Implemented ENUM_BUTTERWORTH_POLES definition with dynamic level guards
#ifndef BUTTERWORTH_CALCULATOR_MQH
#define BUTTERWORTH_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
enum ENUM_BUTTERWORTH_POLES { POLES_TWO = 2, POLES_THREE = 3 };
//--- Butterworth Poles Enum Definition
#ifndef ENUM_BUTTERWORTH_POLES_DEFINED
#define ENUM_BUTTERWORTH_POLES_DEFINED
enum ENUM_BUTTERWORTH_POLES
{
POLES_TWO = 2, // 2-Pole Filter
POLES_THREE = 3 // 3-Pole Filter
};
#endif
enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };
//+==================================================================+
@@ -24,7 +35,6 @@ protected:
//--- Persistent Buffer for Price
double m_price[];
//--- Updated: Accepts start_index
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:
@@ -33,7 +43,6 @@ public:
bool Init(int period, ENUM_BUTTERWORTH_POLES poles, ENUM_INPUT_SOURCE source_type);
//--- Updated: Accepts prev_calculated
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 &filter_buffer[]);
};
@@ -56,15 +65,14 @@ void CButterworthCalculator::Calculate(int rates_total, int prev_calculated, ENU
if(rates_total < 4)
return;
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// Resize internal buffer
// Resize and force strict chronological sorting
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false); // Fixed: strict chronological safety on internal buffers
}
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
@@ -98,7 +106,7 @@ void CButterworthCalculator::Calculate(int rates_total, int prev_calculated, ENU
else // POLES_THREE
{
double a = exp(-M_PI / m_period);
double b = 2.0 * a * cos(1.738 * M_PI / m_period); // 1.738 is approx sqrt(3) * pi / 3? No, it's specific to 3-pole.
double b = 2.0 * a * cos(1.738 * M_PI / m_period); // 1.738 is approx sqrt(3) * pi / 3
double c = a * a;
double c1 = (1.0 - b + c) * (1.0 - c) / 8.0;
@@ -166,7 +174,7 @@ class CButterworthCalculator_HA : public CButterworthCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
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[]) override;
};
@@ -182,6 +190,11 @@ bool CButterworthCalculator_HA::PreparePriceSeries(int rates_total, int start_in
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
@@ -224,4 +237,5 @@ bool CButterworthCalculator_HA::PreparePriceSeries(int rates_total, int start_in
}
return true;
}
#endif // BUTTERWORTH_CALCULATOR_MQH
//+------------------------------------------------------------------+