From 91453ab2165842a2d1f1ae76218e6b7ac3443c1f Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Tue, 28 Oct 2025 12:09:31 +0100
Subject: [PATCH] refactor: SOURCE_MOMENTUM

---
 Include/MyIncludes/Butterworth_Calculator.mqh | 156 +++++++++---------
 1 file changed, 81 insertions(+), 75 deletions(-)

diff --git a/Include/MyIncludes/Butterworth_Calculator.mqh b/Include/MyIncludes/Butterworth_Calculator.mqh
index ea869c5..cf49881 100644
--- a/Include/MyIncludes/Butterworth_Calculator.mqh
+++ b/Include/MyIncludes/Butterworth_Calculator.mqh
@@ -1,28 +1,23 @@
 //+------------------------------------------------------------------+
 //|                                     Butterworth_Calculator.mqh   |
 //|      Calculation engine for the John Ehlers' Butterworth Filter. |
+//|      Can be applied to Price or Momentum.                        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
-enum ENUM_BUTTERWORTH_POLES
-  {
-   POLES_TWO = 2,
-   POLES_THREE = 3
-  };
+enum ENUM_BUTTERWORTH_POLES { POLES_TWO = 2, POLES_THREE = 3 };
+enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };
 
-//+==================================================================+
-//|                                                                  |
-//|           CLASS 1: CButterworthCalculator (Base Class)           |
-//|                                                                  |
 //+==================================================================+
 class CButterworthCalculator
   {
 protected:
    int                     m_period;
    ENUM_BUTTERWORTH_POLES  m_poles;
+   ENUM_INPUT_SOURCE       m_source_type;
    double                  m_price[];
 
    virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
@@ -31,15 +26,16 @@ public:
                      CButterworthCalculator(void) {};
    virtual          ~CButterworthCalculator(void) {};
 
-   bool              Init(int period, ENUM_BUTTERWORTH_POLES poles);
+   bool              Init(int period, ENUM_BUTTERWORTH_POLES poles, ENUM_INPUT_SOURCE source_type);
    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 CButterworthCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles)
+bool CButterworthCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles, ENUM_INPUT_SOURCE source_type)
   {
    m_period = (period < 2) ? 2 : period;
    m_poles = poles;
+   m_source_type = source_type;
    return true;
   }
 
@@ -51,38 +47,31 @@ void CButterworthCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price
    if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
       return;
 
-// --- State variables for recursive calculation ---
-   double f1=0, f2=0, f3=0; // f[1], f[2], f[3]
+   double f1=0, f2=0, f3=0;
 
    if(m_poles == POLES_TWO)
      {
-      // --- Calculate coefficients for 2-pole filter ---
       double a = exp(-1.414 * M_PI / m_period);
-      double b = 2.0 * a * cos(1.414 * M_PI / m_period); // MQL5 cos uses radians
+      double b = 2.0 * a * cos(1.414 * M_PI / m_period);
       double c1 = (1.0 - b + a*a) / 4.0;
-
       for(int i = 2; i < rates_total; i++)
         {
          double current_f = b * f1 - a * a * f2 + c1 * (m_price[i] + 2.0 * m_price[i-1] + m_price[i-2]);
          filter_buffer[i] = current_f;
-         // Update state
          f2 = f1;
          f1 = current_f;
         }
      }
    else // POLES_THREE
      {
-      // --- Calculate coefficients for 3-pole filter ---
       double a = exp(-M_PI / m_period);
-      double b = 2.0 * a * cos(1.738 * M_PI / m_period); // MQL5 cos uses radians
+      double b = 2.0 * a * cos(1.738 * M_PI / m_period);
       double c = a * a;
       double c1 = (1.0 - b + c) * (1.0 - c) / 8.0;
-
       for(int i = 3; i < rates_total; i++)
         {
          double current_f = (b + c) * f1 - (c + b*c) * f2 + c*c * f3 + c1 * (m_price[i] + 3.0 * m_price[i-1] + 3.0 * m_price[i-2] + m_price[i-3]);
          filter_buffer[i] = current_f;
-         // Update state
          f3 = f2;
          f2 = f1;
          f1 = current_f;
@@ -94,34 +83,42 @@ void CButterworthCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price
 bool CButterworthCalculator::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)
+   if(m_source_type == SOURCE_PRICE)
      {
-      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;
+      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;
+        }
+     }
+   else // SOURCE_MOMENTUM
+     {
+      for(int i=0; i<rates_total; i++)
+         m_price[i] = close[i] - open[i];
      }
    return true;
   }
@@ -144,35 +141,44 @@ bool CButterworthCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED
    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)
+   if(m_source_type == SOURCE_PRICE)
      {
-      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;
+      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;
+        }
+     }
+   else // SOURCE_MOMENTUM
+     {
+      for(int i=0; i<rates_total; i++)
+         m_price[i] = ha_close[i] - ha_open[i];
      }
    return true;
   }