new files added

2026-07-27 20:47:44 +00:00 · 2025-09-29 18:44:19 +02:00
parent 171dc8d66b
commit 947ed8d3b2
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+//+------------------------------------------------------------------+
+//|                                     FisherTransform_Calculator.mqh|
+//|  Calculation engine for Standard and Heikin Ashi Fisher Transform.|
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 1: CFisherTransformCalculator (Base Class)       |
+//|                                                                  |
+//+==================================================================+
+class CFisherTransformCalculator
+  {
+protected:
+   int               m_length;
+   double            m_hl2_price[];
+
+   double            Highest(int period, int current_pos);
+   double            Lowest(int period, int current_pos);
+
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CFisherTransformCalculator(void) {};
+   virtual          ~CFisherTransformCalculator(void) {};
+
+   bool              Init(int length);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &fisher_buffer[], double &trigger_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CFisherTransformCalculator: Initialization                       |
+//+------------------------------------------------------------------+
+bool CFisherTransformCalculator::Init(int length)
+  {
+   m_length = (length < 1) ? 1 : length;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| CFisherTransformCalculator: Main Calculation Method              |
+//+------------------------------------------------------------------+
+void CFisherTransformCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &fisher_buffer[], double &trigger_buffer[])
+  {
+   if(rates_total <= m_length)
+      return;
+   if(!PreparePriceSeries(rates_total, open, high, low, close))
+      return;
+
+   double value_buffer[];
+   ArrayResize(value_buffer, rates_total);
+
+   for(int i = 1; i < rates_total; i++)
+     {
+      if(i < m_length)
+         continue;
+
+      double high_ = Highest(m_length, i);
+      double low_  = Lowest(m_length, i);
+      double range = high_ - low_;
+      if(range < _Point)
+         range = _Point;
+
+      double price_pos = (m_hl2_price[i] - low_) / range - 0.5;
+      value_buffer[i] = 0.33 * 2 * price_pos + 0.67 * value_buffer[i-1];
+
+      if(value_buffer[i] > 0.999)
+         value_buffer[i] = 0.999;
+      if(value_buffer[i] < -0.999)
+         value_buffer[i] = -0.999;
+
+      double log_val = 0.5 * MathLog((1 + value_buffer[i]) / (1 - value_buffer[i]));
+      if(i == m_length)
+         fisher_buffer[i] = log_val;
+      else
+         fisher_buffer[i] = log_val + 0.5 * fisher_buffer[i-1];
+
+      trigger_buffer[i] = fisher_buffer[i-1];
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CFisherTransformCalculator: Prepares the standard source price.  |
+//+------------------------------------------------------------------+
+bool CFisherTransformCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_hl2_price, rates_total);
+   for(int i=0; i<rates_total; i++)
+     {
+      m_hl2_price[i] = (high[i] + low[i]) / 2.0;
+     }
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Finds the highest value in the internal price buffer.            |
+//+------------------------------------------------------------------+
+double CFisherTransformCalculator::Highest(int period, int current_pos)
+  {
+   double res = m_hl2_price[current_pos];
+   for(int i = 1; i < period; i++)
+     {
+      int index = current_pos - i;
+      if(index < 0)
+         break;
+      if(res < m_hl2_price[index])
+         res = m_hl2_price[index];
+     }
+   return(res);
+  }
+
+//+------------------------------------------------------------------+
+//| Finds the lowest value in the internal price buffer.             |
+//+------------------------------------------------------------------+
+double CFisherTransformCalculator::Lowest(int period, int current_pos)
+  {
+   double res = m_hl2_price[current_pos];
+   for(int i = 1; i < period; i++)
+     {
+      int index = current_pos - i;
+      if(index < 0)
+         break;
+      if(res > m_hl2_price[index])
+         res = m_hl2_price[index];
+     }
+   return(res);
+  }
+
+//+==================================================================+
+//|                                                                  |
+//|         CLASS 2: CFisherTransformCalculator_HA (Heikin Ashi)     |
+//|                                                                  |
+//+==================================================================+
+class CFisherTransformCalculator_HA : public CFisherTransformCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| CFisherTransformCalculator_HA: Prepares the HA source price.     |
+//+------------------------------------------------------------------+
+bool CFisherTransformCalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   double ha_open[], ha_high[], ha_low[], ha_close[];
+   ArrayResize(ha_open, rates_total);
+   ArrayResize(ha_high, rates_total);
+   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_hl2_price, rates_total);
+   for(int i=0; i<rates_total; i++)
+     {
+      m_hl2_price[i] = (ha_high[i] + ha_low[i]) / 2.0;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+