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//+------------------------------------------------------------------+
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//| Butterworth_Bands_Calculator.mqh|
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00" // High-performance John Ehlers' Butterworth Bands calculator engine
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#property description "Butterworth Filter Middle Line + StdDev Bands (Bollinger Concept)."
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#ifndef BUTTERWORTH_BANDS_CALCULATOR_MQH
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#define BUTTERWORTH_BANDS_CALCULATOR_MQH
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#include <MyIncludes\Butterworth_Calculator.mqh>
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//+==================================================================+
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//| CLASS 1: CButterworthBandsCalculator (Base) |
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//+==================================================================+
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class CButterworthBandsCalculator
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{
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protected:
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int m_period; // Volatility lookback period (N)
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double m_deviation; // Standard Deviation multiplier (d)
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int m_butter_period;// Butterworth cutoff period (P)
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ENUM_BUTTERWORTH_POLES m_poles; // Butterworth poles
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CButterworthCalculator *m_butter_calc; // Embedded Butterworth Filter engine
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double m_price[]; // Local price cache for StdDev calculations
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virtual void CreateEngine(void);
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CButterworthBandsCalculator(void);
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virtual ~CButterworthBandsCalculator(void);
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bool Init(int period, double deviation, int butter_period, ENUM_BUTTERWORTH_POLES poles);
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CButterworthBandsCalculator::CButterworthBandsCalculator(void)
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{
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m_butter_calc = NULL;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CButterworthBandsCalculator::~CButterworthBandsCalculator(void)
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{
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if(CheckPointer(m_butter_calc) != POINTER_INVALID)
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delete m_butter_calc;
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}
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//+------------------------------------------------------------------+
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//| Factory Method |
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//+------------------------------------------------------------------+
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void CButterworthBandsCalculator::CreateEngine(void)
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{
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m_butter_calc = new CButterworthCalculator();
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CButterworthBandsCalculator::Init(int period, double deviation, int butter_period, ENUM_BUTTERWORTH_POLES poles)
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{
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m_period = (period < 2) ? 2 : period;
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m_deviation = deviation;
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m_butter_period = (butter_period < 2) ? 2 : butter_period;
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m_poles = poles;
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CreateEngine(); // Polymorphically instantiates the correct engine
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if(CheckPointer(m_butter_calc) == POINTER_INVALID || !m_butter_calc.Init(m_butter_period, m_poles, SOURCE_PRICE))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//+------------------------------------------------------------------+
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void CButterworthBandsCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &middle_buffer[], double &upper_buffer[], double &lower_buffer[])
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{
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if(rates_total < m_period)
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return;
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if(CheckPointer(m_butter_calc) == POINTER_INVALID)
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return;
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//--- 1. Determine Start Index
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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//--- 2. Resize Internal Buffer and force chronological indexing
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArraySetAsSeries(m_price, false); // Fixed: strict chronological safety on internal buffers
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}
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//--- 3. Prepare Price (For StdDev calculation)
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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//--- 4. Calculate Centerline (Butterworth Filter)
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m_butter_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer);
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//--- 5. Calculate Bands (StdDev from Butterworth centerline)
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int loop_start = MathMax(m_period, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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double sum_sq = 0;
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// Calculate Standard Deviation relative to the Butterworth centerline
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for(int j = 0; j < m_period; j++)
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{
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double diff = m_price[i-j] - middle_buffer[i];
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sum_sq += diff * diff;
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}
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double std_dev = sqrt(sum_sq / m_period);
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upper_buffer[i] = middle_buffer[i] + (std_dev * m_deviation);
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lower_buffer[i] = middle_buffer[i] - (std_dev * m_deviation);
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard) |
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//+------------------------------------------------------------------+
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bool CButterworthBandsCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i] + low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CButterworthBandsCalculator_HA |
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//+==================================================================+
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class CButterworthBandsCalculator_HA : public CButterworthBandsCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual void CreateEngine(void) override;
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| Factory Override |
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//+------------------------------------------------------------------+
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void CButterworthBandsCalculator_HA::CreateEngine(void)
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{
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m_butter_calc = new CButterworthCalculator_HA();
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi) |
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//+------------------------------------------------------------------+
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bool CButterworthBandsCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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// Resize internal HA buffers and force chronological indexing
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2 * m_ha_close[i]) / 4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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return true;
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}
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#endif // BUTTERWORTH_BANDS_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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