refactor: Fully corrected class implementation and dynamic initialization

Include/MyIncludes/Fisher_Transform_Calculator.mqh

@@ -1,12 +1,22 @@
 //+------------------------------------------------------------------+
 //|                                 Fisher_Transform_Calculator.mqh  |
-//|      Calculation engine for the John Ehlers' Fisher Transform.   |
+//|                                          Copyright 2026, xxxxxxxx|
-//|      VERSION 2.00: Optimized for incremental calculation.        |
-//|                                        Copyright 2025, 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) {};
+                     CFisherTransformCalculator(void);
-   virtual          ~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;
+   int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
-   if(prev_calculated == 0)
-      start_index = 0;
-   else
-      start_index = 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
+      // Recursive smoothing using persistent buffer [i-1]
-      // Use 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
 //+------------------------------------------------------------------+