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refactor: Fully corrected class implementation and dynamic initialization

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Toh4iem9
2026-07-04 17:25:59 +02:00
parent 5fd967a5af
commit 905c3ae4e7
1 changed files with 107 additions and 20 deletions
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Include/MyIncludes/Fisher_Transform_Calculator.mqh
+107 -20
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@@ -1,12 +1,22 @@
//+------------------------------------------------------------------+
//| Fisher_Transform_Calculator.mqh |
//| Calculation engine for the John Ehlers' Fisher Transform. |
//| 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 "2.12" // Fully corrected class implementation and dynamic initialization
#ifndef FISHER_TRANSFORM_CALCULATOR_MQH
#define FISHER_TRANSFORM_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//--- Enum for Signal Line Type
enum ENUM_FISHER_SIGNAL_TYPE
{
SIGNAL_DELAY_1BAR, // Classic Ehlers (1-Bar Delay)
SIGNAL_MA // Custom Moving Average (Supports VWMA)
};
//+==================================================================+
//| CLASS 1: CFisherTransformCalculator (Base Class) |
@@ -17,8 +27,17 @@ protected:
int m_period;
double m_alpha;
//--- Signal Settings
ENUM_FISHER_SIGNAL_TYPE m_signal_type;
int m_signal_period;
ENUM_MA_TYPE m_signal_method;
//--- Composition
CMovingAverageCalculator *m_signal_engine;
//--- Persistent Buffers for Incremental Calculation
double m_price[];
double m_volume[]; // Local volume double buffer for VWMA support
double m_value1[]; // Smoothed normalized price
double m_fish[]; // Fisher Transform value
@@ -26,61 +45,110 @@ protected:
virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CFisherTransformCalculator(void) {};
virtual ~CFisherTransformCalculator(void) {};
CFisherTransformCalculator(void);
virtual ~CFisherTransformCalculator(void);
bool Init(int period, double alpha);
bool Init(int period, double alpha, ENUM_FISHER_SIGNAL_TYPE sig_type, int sig_period, ENUM_MA_TYPE sig_method);
//--- Updated: Accepts prev_calculated
//--- Standard Calculate (Without volume data) - Redirects to overloaded with dummy volume fallback
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &fisher_buffer[], double &signal_buffer[]);
//--- Overloaded Calculate with Volume (Specifically for VWMA support)
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
const long &volume[],
double &fisher_buffer[], double &signal_buffer[]);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CFisherTransformCalculator::CFisherTransformCalculator(void)
{
m_signal_engine = NULL;
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CFisherTransformCalculator::~CFisherTransformCalculator(void)
{
if(CheckPointer(m_signal_engine) != POINTER_INVALID)
delete m_signal_engine;
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CFisherTransformCalculator::Init(int period, double alpha)
bool CFisherTransformCalculator::Init(int period, double alpha, ENUM_FISHER_SIGNAL_TYPE sig_type, int sig_period, ENUM_MA_TYPE sig_method)
{
m_period = (period < 2) ? 2 : period;
m_alpha = alpha;
m_signal_type = sig_type;
m_signal_period = (sig_period < 1) ? 1 : sig_period;
m_signal_method = sig_method;
if(m_signal_type == SIGNAL_MA)
{
m_signal_engine = new CMovingAverageCalculator();
if(CheckPointer(m_signal_engine) == POINTER_INVALID || !m_signal_engine.Init(m_signal_period, m_signal_method))
return false;
}
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| Calculate (Standard OHLC) - Dummy Volume Fallback Pattern |
//+------------------------------------------------------------------+
void CFisherTransformCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &fisher_buffer[], double &signal_buffer[])
{
long dummy_vol[];
ArrayResize(dummy_vol, rates_total);
ArrayInitialize(dummy_vol, 1);
Calculate(rates_total, prev_calculated, open, high, low, close, dummy_vol, fisher_buffer, signal_buffer);
}
//+------------------------------------------------------------------+
//| Overloaded Calculate (OHLC) with Volume |
//+------------------------------------------------------------------+
void CFisherTransformCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
const long &volume[],
double &fisher_buffer[], double &signal_buffer[])
{
if(rates_total < m_period)
return;
//--- 1. Determine Start Index
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;
//--- 2. Resize Buffers
//--- 2. Resize Buffers & force strict chronological sorting
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_volume, rates_total);
ArrayResize(m_value1, rates_total);
ArrayResize(m_fish, rates_total);
ArraySetAsSeries(m_price, false);
ArraySetAsSeries(m_volume, false);
ArraySetAsSeries(m_value1, false);
ArraySetAsSeries(m_fish, false);
}
//--- 3. Prepare Price (Optimized)
if(!PreparePriceSeries(rates_total, start_index, open, high, low, close))
return;
for(int i = start_index; i < rates_total; i++)
m_volume[i] = (double)volume[i];
//--- 4. Calculate Fisher Transform (Incremental Loop)
int loop_start = MathMax(m_period - 1, start_index);
for(int i = loop_start; i < rates_total; i++)
{
// Find Highest High and Lowest Low over period
// Optimization: For small periods (10), loop is fast.
int high_idx = ArrayMaximum(m_price, i - m_period + 1, m_period);
int low_idx = ArrayMinimum(m_price, i - m_period + 1, m_period);
double maxH = m_price[high_idx];
@@ -90,8 +158,7 @@ void CFisherTransformCalculator::Calculate(int rates_total, int prev_calculated,
if(maxH - minL != 0)
norm_price = 2.0 * ((m_price[i] - minL) / (maxH - minL) - 0.5);
// Recursive smoothing
// Use persistent buffer [i-1]
// Recursive smoothing using persistent buffer [i-1]
double value1_prev = (i > 0) ? m_value1[i-1] : 0;
m_value1[i] = m_alpha * norm_price + (1.0 - m_alpha) * value1_prev;
@@ -106,7 +173,21 @@ void CFisherTransformCalculator::Calculate(int rates_total, int prev_calculated,
m_fish[i] = 0.5 * log((1.0 + m_value1[i]) / (1.0 - m_value1[i])) + 0.5 * fish_prev;
fisher_buffer[i] = m_fish[i];
signal_buffer[i] = fish_prev; // Signal is 1-bar delayed Fisher
}
//--- 5. Calculate Signal Line
if(m_signal_type == SIGNAL_DELAY_1BAR)
{
for(int i = loop_start; i < rates_total; i++)
signal_buffer[i] = m_fish[i-1];
}
else // SIGNAL_MA (Smoothed Moving Average supporting Volume-Weighting / VWMA)
{
if(CheckPointer(m_signal_engine) != POINTER_INVALID)
{
// Map calculated m_fish buffer as close source, and m_volume double buffer as volume source
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, m_fish, m_volume, signal_buffer, m_period - 1);
}
}
}
@@ -148,6 +229,11 @@ bool CFisherTransformCalculator_HA::PreparePriceSeries(int rates_total, int star
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);
}
//--- STRICT CALL: Use the optimized 10-param HA calculation
@@ -160,4 +246,5 @@ bool CFisherTransformCalculator_HA::PreparePriceSeries(int rates_total, int star
}
return true;
}
#endif // FISHER_TRANSFORM_CALCULATOR_MQH
//+------------------------------------------------------------------+