From 905c3ae4e78d1ecbecc73f778ed38d5ce9c16f11 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sat, 4 Jul 2026 17:25:59 +0200 Subject: [PATCH] refactor: Fully corrected class implementation and dynamic initialization --- .../Fisher_Transform_Calculator.mqh | 127 +++++++++++++++--- 1 file changed, 107 insertions(+), 20 deletions(-) diff --git a/Include/MyIncludes/Fisher_Transform_Calculator.mqh b/Include/MyIncludes/Fisher_Transform_Calculator.mqh index 1da4af8..4a4da74 100644 --- a/Include/MyIncludes/Fisher_Transform_Calculator.mqh +++ b/Include/MyIncludes/Fisher_Transform_Calculator.mqh @@ -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 +#include + +//--- 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 //+------------------------------------------------------------------+